```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,937
COMMITMENTS
     532    1,728      330   45,978   44,708   46,840   46,766       97      171

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      2,557)
       0        5        0    2,557    2,557    2,557    2,562        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.7      0.7     98.0     95.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        3        1       48       48       50       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,558
COMMITMENTS
       0        0        0   18,402   18,398   18,402   18,398      156      160

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        140)
       0        0        0      123      140      123      140       17        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.1     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       28       31       28       31
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,624
COMMITMENTS
     193      108        2    4,123    4,292    4,318    4,402    1,306    1,222

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.9      0.0     73.3     76.3     76.8     78.3     23.2     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       17       18       18       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,223
COMMITMENTS
     238      277      399    8,792    9,136    9,429    9,812    1,794    1,411

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        446)
      10       70       40      309      243      359      353       87       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.5      3.6     78.3     81.4     84.0     87.4     16.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        4        3       34       38       37       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,986
COMMITMENTS
     974      345      331    7,251    7,605    8,556    8,281      430      705

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        759)
      40      100       15      623      529      678      644       81      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      3.8      3.7     80.7     84.6     95.2     92.2      4.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       6        4        5       55       58       61       67
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,506
COMMITMENTS
     670      201      299    1,828    2,448    2,797    2,948      709      558

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        177)
       0       20       10      189      129      199      159      -22       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      5.7      8.5     52.1     69.8     79.8     84.1     20.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       20       23       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,888
COMMITMENTS
       0       30        0    1,488    1,339    1,488    1,369      400      519

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:         61)
       0        0        0       54      139       54      139        7      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      0.0     78.8     70.9     78.8     72.5     21.2     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       21       19       21       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,223
COMMITMENTS
      45       25       45    1,581    1,871    1,671    1,941      552      282

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        150)
       0        0       40       72      114      112      154       38       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.1      2.0     71.1     84.2     75.2     87.3     24.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       19       21       20
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,420
COMMITMENTS
       0        0        0    2,405    2,400    2,405    2,400       15       20

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        445)
       0        0        0      445      445      445      445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     99.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       13       15       13
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       16,145
COMMITMENTS
       0        0        0   15,669   15,545   15,669   15,545      476      600

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        319)
       0        0        0      256      319      256      319       63        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.1     96.3     97.1     96.3      2.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       21       23       21       23
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,760
COMMITMENTS
       0      266        0    6,625    6,494    6,625    6,760      135        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      2,690)
       0        0        0    2,690    2,690    2,690    2,690        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.0     98.0     96.1     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       16       18       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      379,366
COMMITMENTS
  61,559   35,975   53,783  217,756  262,173  333,098  351,931   46,268   27,435

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -14,662)
     846   -1,846  -14,082    3,649    4,703   -9,587  -11,226   -5,074   -3,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      9.5     14.2     57.4     69.1     87.8     92.8     12.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      55       22       39       72       81      145      127
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      145,293
COMMITMENTS
      54    5,341   39,316  100,006   96,739  139,377  141,397    5,916    3,896

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -1,390)
      42      151     -483     -923     -950   -1,364   -1,283      -26     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7     27.1     68.8     66.6     95.9     97.3      4.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        8       14       14       22       22
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,504
COMMITMENTS
     400      904      400   17,285   16,766   18,085   18,070      419      434

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,820)
      50      150        0    1,720    1,620    1,770    1,770       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      4.9      2.2     93.4     90.6     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       4        2        4       45       51       50       57
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,286
COMMITMENTS
     880      485      245    7,161    7,556    8,286    8,286        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -75)
     -50      100        0      275      125      225      225     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      5.9      3.0     86.4     91.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        1       26       18       31       20
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,628
COMMITMENTS
   3,322      330      943    4,335    7,305    8,600    8,578       28       50

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      3.8     10.9     50.2     84.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2        9       13       12       17
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,912
COMMITMENTS
     144      350        0    1,740    1,543    1,884    1,893       28       19

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     18.3      0.0     91.0     80.7     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       12        9       13       11
 
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE               Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        2,645
COMMITMENTS
       0        0        0    2,645    2,645    2,645    2,645        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       17       13       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      935,384
COMMITMENTS
 160,130  327,750  298,250  393,581  269,893  851,962  895,893   83,423   39,491

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -35,256)
   4,348  -26,477  -13,480  -20,281    9,668  -29,413  -30,289   -5,844   -4,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     35.0     31.9     42.1     28.9     91.1     95.8      8.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     107      107      149       76       71      281      243
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,789
COMMITMENTS
       0        0        0   46,160   49,327   46,160   49,327    6,629    3,462

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        176)
       0        0        0      140       36      140       36       36      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.4     93.4     87.4     93.4     12.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       15       16       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       43,918
COMMITMENTS
   3,178    3,734    2,170   33,465   29,863   38,813   35,767    5,105    8,151

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -150)
     240    1,108       -4     -386   -1,254     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      8.5      4.9     76.2     68.0     88.4     81.4     11.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       12       17       15
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,635,746
COMMITMENTS
  67,787   82,305  518,169  1041355  1028971  1627310  1629445    8,436    6,301

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:   -135,649)
  -3,334  -13,481  -72,006  -60,411  -49,720 -135,752 -135,207      103     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.0     31.7     63.7     62.9     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      43       36       65       62       59      135      130
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       27,767
COMMITMENTS
   8,009    6,793   10,525    8,858   10,250   27,391   27,567      376      200

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      2,063)
    -190       89    1,847      473      282    2,130    2,219      -67     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     24.5     37.9     31.9     36.9     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        9       16       13       15       32       33
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,764
COMMITMENTS
     478    8,230    2,278   85,529   80,720   88,285   91,228    7,479    4,536

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        640)
     478      -98     -118      244      736      604      520       36      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      8.6      2.4     89.3     84.3     92.2     95.3      7.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       15       21       18       24
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,855
COMMITMENTS
     866        0    1,554   67,041   70,326   69,461   71,880   10,394    7,975

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        158)
     -51        0      144    2,262       53    2,355      197   -2,197      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      1.9     84.0     88.1     87.0     90.0     13.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       14       17       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      145,219
COMMITMENTS
  11,291        0    2,918  117,769  134,135  131,978  137,053   13,241    8,166

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        429)
   1,004        0     -149      408      536    1,263      387     -834       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      2.0     81.1     92.4     90.9     94.4      9.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       24       25       27       27
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,633,067
COMMITMENTS
 533,552  114,385  791,612  1276548  1704655  2601712  2610652   31,355   22,415

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     80,172)
  22,304    4,554   14,705   38,430   59,379   75,439   78,638    4,733    1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      4.3     30.1     48.5     64.7     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      40       27       58      104       88      169      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      961,715
COMMITMENTS
 171,546   73,508  166,894  619,507  717,006  957,947  957,408    3,768    4,307

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -92,252)
 -31,260  -18,517  -35,062  -26,494  -39,734  -92,816  -93,313      564    1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      7.6     17.4     64.4     74.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      27       23       39       42       33       87       77
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,774
COMMITMENTS
     330      120        0    7,028    7,225    7,358    7,345      417      429

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:         -5)
       0        0      -15      134      134      119      119     -123     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.5      0.0     90.4     92.9     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       17       17       18
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,174
COMMITMENTS
      24      574      136   11,657   11,258   11,817   11,968      357      206

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        159)
      24       62       55        3       56       82      173       78      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      4.7      1.1     95.8     92.5     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        4       27       34       31       38
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,763
COMMITMENTS
       0       55        0    1,143    1,685    1,143    1,740      620       23

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:         28)
       0        0        0       28       28       28       28        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      0.0     64.8     95.6     64.8     98.7     35.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       13       13       14
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,405
COMMITMENTS
       0       90        0    1,587    1,446    1,587    1,536      818      869

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        138)
       0        0        0       98      192       98      192       40      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.0     66.0     60.1     66.0     63.9     34.0     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       18       19       18       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,634
COMMITMENTS
      41        0       12    1,104    1,157    1,157    1,169      477      465

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          0)
       3        0        0      107        9      110        9     -110       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.7     67.6     70.8     70.8     71.5     29.2     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       18       18       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      193,641
COMMITMENTS
   7,388    4,082   18,714  159,769  167,696  185,871  190,492    7,770    3,149

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      2,721)
     675      -78      341    1,134    1,893    2,151    2,156      570      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      2.1      9.7     82.5     86.6     96.0     98.4      4.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        5        8       35       32       45       41
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,618
COMMITMENTS
     605      522    1,497   21,202   21,287   23,304   23,306    1,314    1,312

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        660)
     148      -10       22      481      494      650      506       10      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.1      6.1     86.1     86.5     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       20       17       23       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,300
COMMITMENTS
      94    3,028      284   26,760   25,862   27,138   29,174    3,162    1,126

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -10)
     -10     -330       92      -94      126      -12     -112        2      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     10.0      0.9     88.3     85.4     89.6     96.3     10.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       23       18       25       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,026
COMMITMENTS
       0      476        0    9,502    9,686    9,502   10,162    1,524      864

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        130)
       0       10        0      120      120      120      130       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0     86.2     87.8     86.2     92.2     13.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       11       16       12
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,724
COMMITMENTS
       0    1,120      481   29,250   29,331   29,731   30,932    1,993      792

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        226)
       0       19       -9      215      205      207      216       19       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      1.5     92.2     92.5     93.7     97.5      6.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       21       18       23       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,750
COMMITMENTS
       0      428        0   50,281   50,175   50,281   50,603      469      147

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      2,550)
       0        0        0    2,550    2,550    2,550    2,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     99.1     98.9     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       11       12       11       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      770,733
COMMITMENTS
  30,560        0    7,072  733,101  763,661  770,733  770,733        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     84,552)
  30,560   -7,840    7,072   46,920   85,320   84,552   84,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      0.9     95.1     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       14       12       15       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,052
COMMITMENTS
       0      210        0   62,052   61,842   62,052   62,052        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.0    100.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       18       13       18       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,076,572
COMMITMENTS
       0        0        0  1076572  1076572  1076572  1076572        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       11       18       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      190,205
COMMITMENTS
   1,218        0      210  188,777  189,995  190,205  190,205        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        783)
     512        0        0      271      783      783      783        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.1     99.2     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       20       29       22       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,328,187
COMMITMENTS
   9,376        0        0  3318811  3328187  3328187  3328187        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      7,376)
   9,376        0        0   -2,000    7,376    7,376    7,376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       18       27       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,491
COMMITMENTS
   4,670    1,600      132   51,689   54,504   56,491   56,236        0      255

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      255        0      255        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      2.8      0.2     91.5     96.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       25       19       29       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,109,309
COMMITMENTS
  30,905   37,625        0  1078404  1071684  1109309  1109309        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -1,152)
       0        0        0   -1,152   -1,152   -1,152   -1,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      3.4      0.0     97.2     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        0       25       25       28       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,241
COMMITMENTS
       0       97      105   49,070   48,486   49,175   48,688       66      553

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        470)
       0        5      105      365      105      470      215        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.2     99.7     98.5     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       20       17       21       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,139
COMMITMENTS
       0    2,556      170   38,671   36,199   38,841   38,925      298      214

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      0.4     98.8     92.5     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,099
COMMITMENTS
     510      401        0   34,906   35,124   35,416   35,525      683      574

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,146)
       0      189        0    1,146      957    1,146    1,146        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.1      0.0     96.7     97.3     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       16       13       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      958,756
COMMITMENTS
       0   28,195    4,000  954,756  926,561  958,756  958,756        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,840)
       0        0        0    1,840    1,840    1,840    1,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      0.4     99.6     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       21       21       22       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      768,480
COMMITMENTS
  49,755        0   52,245  666,480  716,235  768,480  768,480        0        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     38,400)
 -38,400        0   38,400   38,400        0   38,400   38,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      6.8     86.7     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13        8       15        9
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,254
COMMITMENTS
     414      140       19   22,623   22,571   23,056   22,730      198      524

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        453)
      35        0       -7      460      557      488      550      -35      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.6      0.1     97.3     97.1     99.1     97.7      0.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       38       36       41       38
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,974
COMMITMENTS
   1,116        0      100   15,470   16,415   16,686   16,515      288      459

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        451)
     150      -55       70      145      435      365      450       86        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      0.6     91.1     96.7     98.3     97.3      1.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       20       20       23       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,873
COMMITMENTS
      25        0      120    7,133    7,132    7,278    7,252      595      621

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        381)
      15        0      -15      480      356      480      341      -99       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      1.5     90.6     90.6     92.4     92.1      7.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       19       20       20       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,527
COMMITMENTS
       0        0        0   10,887   11,075   10,887   11,075      640      452

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      450      480      450      480      -50      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.4     96.1     94.4     96.1      5.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       20       19       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,879,966
COMMITMENTS
 417,053   93,966  991,380  1355408  1722500  2763841  2807846  116,125   72,120

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -710)
   4,539    4,922    5,402   -5,311  -13,719    4,630   -3,395   -5,340    2,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      3.3     34.4     47.1     59.8     96.0     97.5      4.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     199       91      212       93      103      381      328
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      226,691
COMMITMENTS
 129,923   24,428   32,796   62,682  167,460  225,401  224,683    1,290    2,007

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      2,139)
   3,776     -370     -962     -626    3,506    2,188    2,174      -48      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.3     10.8     14.5     27.7     73.9     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       13       13       22       23       35       43
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      227,290
COMMITMENTS
  46,242   18,440    7,622  134,061  131,178  187,925  157,240   39,365   70,050

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      3,526)
   1,441     -396      -14    2,288    5,116    3,715    4,706     -189   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      8.1      3.4     59.0     57.7     82.7     69.2     17.3     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        8       20       22       28       31
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      146,804
COMMITMENTS
  31,773    1,286   26,397   82,644  114,926  140,814  142,609    5,990    4,195

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -3,464)
    -683     -102     -660   -2,058   -2,591   -3,401   -3,354      -62     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      0.9     18.0     56.3     78.3     95.9     97.1      4.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      28        7       30       25       23       62       54
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      678,445
COMMITMENTS
  51,565    3,008  121,617  487,048  534,742  660,231  659,368   18,214   19,077

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -5,040)
    -802     -149     -167   -3,758   -5,021   -4,727   -5,337     -313      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.4     17.9     71.8     78.8     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        2       13       36       36       49       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,745
COMMITMENTS
     190      712      300   40,876   40,231   41,366   41,243      379      502

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,621)
     -50        0        0    1,371    1,321    1,321    1,321      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.7      0.7     97.9     96.4     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        3        2       38       43       42       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,074
COMMITMENTS
   5,582   27,492    4,501   71,161   48,159   81,244   80,152    3,830    4,922

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -2,062)
       0   -2,100        0   -2,027      150   -2,027   -1,950      -35     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     32.3      5.3     83.6     56.6     95.5     94.2      4.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        8       10       25       22       38       33
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,487
COMMITMENTS
   3,606        3    4,770   21,420   25,140   29,796   29,913    2,691    2,574

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -544)
  -2,256        0      175    1,668      119     -413      294     -131     -838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.0     14.7     65.9     77.4     91.7     92.1      8.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        1        5       15       16       22       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,550
COMMITMENTS
   1,789    1,269        0   11,725   12,200   13,514   13,469       36       81

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        150)
       0      300        0      150     -150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      9.4      0.0     86.5     90.0     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        0       18       23       21       25
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,178
COMMITMENTS
   4,922      606    3,622    6,219   10,572   14,763   14,799    3,415    3,379

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -2,055)
    -910   -1,480     -784     -594     -735   -2,288   -2,999      233      944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      3.3     19.9     34.2     58.2     81.2     81.4     18.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        8       10       10       20       18
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,095
COMMITMENTS
     275    1,306      420   10,649    9,263   11,344   10,989      751    1,106

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -342)
     -89     -170      -47     -172      -58     -308     -275      -34      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     10.8      3.5     88.0     76.6     93.8     90.9      6.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        3       16       15       19       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,335
COMMITMENTS
  13,176    2,662      362    5,375   17,286   18,913   20,310    2,422    1,025

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -12)
    -603      -68       79      547      -50       24      -39      -36       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.8     12.5      1.7     25.2     81.0     88.6     95.2     11.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      68       22       13       30       31      105       61
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       33,411
COMMITMENTS
  21,530    2,106      579    6,329   28,789   28,438   31,474    4,972    1,937

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -140)
     101     -422       93     -706     -117     -512     -447      371      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.4      6.3      1.7     18.9     86.2     85.1     94.2     14.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      72       17       12       18       36       97       59
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      315,044
COMMITMENTS
  80,530   15,688   28,988  179,090  256,047  288,608  300,724   26,436   14,320

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      3,301)
   5,166    2,858   -4,976    3,358    6,237    3,548    4,119     -247     -818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      5.0      9.2     56.8     81.3     91.6     95.5      8.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      76       19       41       77       90      171      134
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       35,991
COMMITMENTS
   9,769      128      555   21,627   30,764   31,951   31,447    4,040    4,544

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      3,500)
   2,057      -12     -241    1,761    4,694    3,577    4,441      -77     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      0.4      1.5     60.1     85.5     88.8     87.4     11.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        2       22       27       29       29
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       11,342
COMMITMENTS
       0        0        0   10,673    9,113   10,673    9,113      669    2,229

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.1     80.3     94.1     80.3      5.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       20       16       20       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,347
COMMITMENTS
     460       50      150    4,737    5,039    5,347    5,239        0      108

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200       92      200       92        0      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.9      2.8     88.6     94.2    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       22       26       26       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       54,039
COMMITMENTS
     708    2,086        8   52,496   51,701   53,212   53,795      827      244

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -61)
       0       75        0      -61     -136      -61      -61        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      3.9      0.0     97.1     95.7     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        2        1       40       38       42       40
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,315
COMMITMENTS
       0        0        0   12,945   13,315   12,945   13,315      370        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:         65)
       0        0        0       65       65       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2    100.0     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22        7       22        7
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,080
COMMITMENTS
       0        0        0   20,955   21,080   20,955   21,080      125        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       15       19       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,757
COMMITMENTS
      50    3,825      100    8,487    4,832    8,637    8,757      120        0

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        205)
     -25        0       50      380      155      405      205     -200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     43.7      1.1     96.9     55.2     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        2        2       28       32       30       36
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,389
COMMITMENTS
   1,345       50      150   12,722   14,016   14,217   14,216      172      173

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        825)
      75        0        0      805      840      880      840      -55      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      0.3      1.0     88.4     97.4     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       30       21       33       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,526
COMMITMENTS
   2,001    2,033      620   13,616   13,618   16,237   16,271      289      255

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:          4)
    -300        0        0      304        4        4        4        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     12.3      3.8     82.4     82.4     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        4       33       33       39       38
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,011
COMMITMENTS
   1,041      467      167   10,080   11,158   11,288   11,792      723      219

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        577)
       0       72        0      547      550      547      622       30      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.9      1.4     83.9     92.9     94.0     98.2      6.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        2       28       30       32       34
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,286
COMMITMENTS
  10,671      853    1,277   19,862   29,880   31,810   32,010      476      276

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        103)
    -375        0        0      478      103      103      103        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      2.6      4.0     61.5     92.5     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        3        5       32       34       44       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,961
COMMITMENTS
   1,512      235      571   13,758   14,223   15,841   15,029    3,120    3,932

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        804)
       0     -202      255      679      200      934      253     -130      551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      1.2      3.0     72.6     75.0     83.5     79.3     16.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       18       18       19
```

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Updated April 1, 2011