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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,436
COMMITMENTS
   1,403        0      138   40,590   42,130   42,131   42,268      305      168

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,387)
      29        0       35    1,301    1,360    1,365    1,395       22       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.3     95.6     99.3     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        0        1       35       46       36       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,705
COMMITMENTS
       0        0        0   24,538   24,683   24,538   24,683      167       22

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,393)
       0        0        0    1,393    1,393    1,393    1,393        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       18       29       18       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,554
COMMITMENTS
     109      275      240    9,054    8,699    9,403    9,214    1,151    1,340

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        321)
      34      -44      125      253      338      412      419      -91      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      2.6      2.3     85.8     82.4     89.1     87.3     10.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        3       38       39       41       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,328
COMMITMENTS
     340       95      174    5,064    5,476    5,578    5,745      750      583

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        226)
     -94        0        8      301      311      215      319       11      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      1.5      2.7     80.0     86.5     88.1     90.8     11.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        3        1       47       51       50       55
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,847
COMMITMENTS
     604        0      124    1,424    2,291    2,152    2,415      695      432

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        304)
     296        0      -35       70      419      331      384      -27      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      0.0      4.4     50.0     80.5     75.6     84.8     24.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       17       19       20       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,656
COMMITMENTS
      40      194        0    1,292    1,168    1,332    1,362      324      294

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        114)
       0       70       -5      134       64      129      129      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     11.7      0.0     78.0     70.5     80.4     82.2     19.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        0       15       14       16       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,570
COMMITMENTS
      80       30       36    2,177    2,254    2,293    2,320      277      250

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        132)
     -20        0        5      102       97       87      102       45       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      1.2      1.4     84.7     87.7     89.2     90.3     10.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       12       16       14       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,432
COMMITMENTS
       0        0        0    7,201    7,341    7,201    7,341      231       91

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         15)
       0        0        0       15       65       15       65        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9     98.8     96.9     98.8      3.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       15       14       15
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,491
COMMITMENTS
       0       87        0    7,153    7,062    7,153    7,149      338      342

CHANGES FROM 04/03/12 (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      1.2      0.0     95.5     94.3     95.5     95.4      4.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       15       15       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,883
COMMITMENTS
       0    2,880        0   23,703   21,003   23,703   23,883      180        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         29)
       0      325        0       29     -296       29       29        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.1      0.0     99.2     87.9     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       27       22       27       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      309,612
COMMITMENTS
  61,286   43,380   48,512  155,742  192,392  265,539  284,283   44,073   25,329

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -4,555)
  -3,915   -2,899    1,596    2,708   -4,423      389   -5,726   -4,945    1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     14.0     15.7     50.3     62.1     85.8     91.8     14.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      46       25       35       71       78      132      124
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       47,775
COMMITMENTS
       0    9,720   15,101   30,570   22,000   45,671   46,821    2,104      955

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -6,748)
       0     -197   -2,186   -4,233   -4,200   -6,418   -6,582     -330     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.3     31.6     64.0     46.0     95.6     98.0      4.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        5        5       16       16       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,255
COMMITMENTS
     442    3,483      285   13,414   10,351   14,141   14,119      114      136

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        960)
     215      308       35      710      617      960      960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     24.4      2.0     94.1     72.6     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        4        3       41       44       47       51
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,881
COMMITMENTS
     983        0        0    8,844    9,881    9,827    9,881       54        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       70       70       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      0.0     89.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        0        0       22       28       27       28
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,600
COMMITMENTS
   5,625      150      150    7,825   13,300   13,600   13,600        0        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         75)
     150       75      -75        0       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.4      1.1      1.1     57.5     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1        8       14       11       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,295,260
COMMITMENTS
 285,229  412,659  475,033  456,122  350,240  1216384  1237932   78,875   57,328

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     21,554)
   5,347    5,067   25,558   -8,436   -7,927   22,470   22,698     -915   -1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     31.9     36.7     35.2     27.0     93.9     95.6      6.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     130      148      162       77       76      305      297
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,008
COMMITMENTS
     623   12,287      880   46,337   33,612   47,840   46,779    5,168    6,229

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        248)
       0      465        0      248     -217      248      248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     23.2      1.7     87.4     63.4     90.3     88.2      9.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        2       10       12       12       17
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,469,919
COMMITMENTS
 153,306  118,825  1015531  1295648  1328468  2464486  2462824    5,433    7,095

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     82,605)
   4,158     -298   46,462   31,915   36,034   82,535   82,197       71      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      4.8     41.1     52.5     53.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      39       35       58       60       58      129      121
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      107,842
COMMITMENTS
  21,445   25,600   30,213   54,119   50,183  105,778  105,996    2,065    1,846

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      3,888)
   1,359   -1,249    2,285    1,054    3,733    4,699    4,769     -810     -880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     23.7     28.0     50.2     46.5     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        9       15       11       13       26       31
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      100,452
COMMITMENTS
  43,977   32,978   37,188   19,089   29,882  100,255  100,048      197      403

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      4,156)
   3,433    1,528       -5      721    2,484    4,148    4,006        8      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.8     32.8     37.0     19.0     29.7     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       17       18       11       19       30       42
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       74,410
COMMITMENTS
       0    1,846    1,478   65,257   61,589   66,735   64,913    7,675    9,497

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -118)
       0        0        0      556       60      556       60     -674     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      2.0     87.7     82.8     89.7     87.2     10.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       16       17       18       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,694,505
COMMITMENTS
 502,584  236,811  758,849  1395924  1675999  2657357  2671659   37,148   22,846

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     41,209)
  11,140  -17,425   25,840    1,191   31,888   38,171   40,303    3,038      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      8.8     28.2     51.8     62.2     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      29       23       44       92       80      144      127
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,433,176
COMMITMENTS
 269,903  276,858  341,797  815,740  812,359  1427440  1431014    5,736    2,162

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     29,653)
 -20,421      649   15,097   34,855   13,740   29,531   29,486      122      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     19.3     23.8     56.9     56.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       22       32       39       37       76       73
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,603
COMMITMENTS
     240      500       60    7,015    6,114    7,315    6,674      288      928

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         91)
       0       15        0      107       46      107       61      -15       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.6      0.8     92.3     80.4     96.2     87.8      3.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       12       13       13       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,181
COMMITMENTS
      13      533      338   18,471   17,984   18,822   18,855      359      326

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        873)
      13       50      128      808      733      949      911      -76      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.8      1.8     96.3     93.8     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        4        3       37       41       40       46
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,073
COMMITMENTS
      71       29      156    1,206    1,460    1,433    1,645      640      428

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -397)
     -50       29        0     -552     -433     -602     -404      205        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.4      7.5     58.2     70.4     69.1     79.4     30.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       15       18       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      221,920
COMMITMENTS
  16,185      380   30,800  172,358  189,047  219,343  220,227    2,577    1,694

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      4,719)
   2,371      -35   -1,699    4,092    6,266    4,764    4,531      -45      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.2     13.9     77.7     85.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        6       30       29       37       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,629
COMMITMENTS
   4,461      550    3,948   25,864   30,441   34,273   34,939    1,356      690

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        266)
     132       90       -4      136      180      264      266        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      1.5     11.1     72.6     85.4     96.2     98.1      3.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       22       19       25       22
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,399
COMMITMENTS
   3,578      964      592    8,527   11,406   12,697   12,961      702      438

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         -1)
       0       -9        4       -7        3       -3       -1        2        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      7.2      4.4     63.6     85.1     94.8     96.7      5.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       16       18       19       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,675
COMMITMENTS
   1,116    3,010      430   24,055   23,106   25,601   26,546    2,074    1,129

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        263)
     130        0        0      153      253      283      253      -20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     10.9      1.6     86.9     83.5     92.5     95.9      7.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       25       25       28       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,844
COMMITMENTS
   1,176        0      230    7,082    7,489    8,488    7,719    1,356    2,125

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          0)
     -10        0        0       10        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      0.0      2.3     71.9     76.1     86.2     78.4     13.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       15       19       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,232
COMMITMENTS
       0    2,314      744   11,429    9,300   12,173   12,358    1,059      874

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         74)
       0       50        0      -24       24      -24       74       98        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.5      5.6     86.4     70.3     92.0     93.4      8.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       19       16       21       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       65,885
COMMITMENTS
       0        0        0   65,885   65,885   65,885   65,885        0        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,429)
       0        0        0    1,429    1,429    1,429    1,429        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:       26)
       0        0        0       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,034,321
COMMITMENTS
       0        0        0  1034321  1034321  1034321  1034321        0        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      9,392)
       0        0        0    9,392    9,392    9,392    9,392        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:       24)
       0        0        0       16       15       16       15
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,365
COMMITMENTS
       0        0        0   31,365   31,365   31,365   31,365        0        0

CHANGES FROM 04/03/12 (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:       24)
       0        0        0       15       14       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      565,473
COMMITMENTS
       0        0        0  565,473  565,473  565,473  565,473        0        0

CHANGES FROM 04/03/12 (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:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      117,761
COMMITMENTS
       0        0        0  117,506  117,761  117,506  117,761      255        0

CHANGES FROM 04/03/12 (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     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       17       29       17       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,658,991
COMMITMENTS
       0        0        0  1658991  1658991  1658991  1658991        0        0

CHANGES FROM 04/03/12 (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:       37)
       0        0        0       16       27       16       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       65,045
COMMITMENTS
   4,952    3,305    8,015   52,078   53,725   65,045   65,045        0        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.1     12.3     80.1     82.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       25       19       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,159,965
COMMITMENTS
  58,850  128,955   23,325  1077780  1007685  1159955  1159965       10        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      6,352)
       0        0        0    6,342    6,352    6,342    6,352       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     11.1      2.0     92.9     86.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        1       29       23       32       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,775
COMMITMENTS
     210      835        0   45,310   44,685   45,520   45,520      255      255

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.8      0.0     99.0     97.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       17       13       18       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,297
COMMITMENTS
   1,910    2,550        0   45,793   44,713   47,703   47,263      594    1,034

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0     -440        0     -440        0      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.3      0.0     94.8     92.6     98.8     97.9      1.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       15       14       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,152
COMMITMENTS
     749        0        0   12,424   13,770   13,173   13,770      979      382

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         -3)
       0        0        0       -3       -3       -3       -3        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      0.0     87.8     97.3     93.1     97.3      6.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       15       15       17       15
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,906
COMMITMENTS
     319    1,259        0   12,205   11,307   12,524   12,566      382      340

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      9.8      0.0     94.6     87.6     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       15        8       16       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      782,928
COMMITMENTS
  24,168   28,642        0  758,760  754,286  782,928  782,928        0        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.7      0.0     96.9     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       16       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      841,924
COMMITMENTS
  47,165        0   17,645  777,114  824,279  841,924  841,924        0        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      2.1     92.3     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       14       14       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,996
COMMITMENTS
     257        0      344    7,384    7,644    7,985    7,988       12        8

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         78)
      69        0        0        9       79       78       79        1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      4.3     92.3     95.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        4       16       20       20       24
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,447
COMMITMENTS
   1,881        0        0   20,331   21,758   22,212   21,758      235      689

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -1,768)
     355      -35      -35   -2,022   -1,640   -1,702   -1,710      -66      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      0.0     90.6     96.9     99.0     96.9      1.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        0       28       31       31       31
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,915
COMMITMENTS
   1,200        0        0    7,198    8,384    8,398    8,384      517      531

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      315      325      315      325       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.0      0.0     80.7     94.0     94.2     94.0      5.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       15       13       18       13
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,028
COMMITMENTS
       0    1,445       15    6,614    5,085    6,629    6,545      399      483

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        663)
       0      300        0      621      376      621      676       42      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.6      0.2     94.1     72.4     94.3     93.1      5.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       14       17       16
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,041
COMMITMENTS
     830        0        0    7,299    8,401    8,129    8,401      912      640

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        157)
       0        0        0      172      157      172      157      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.0      0.0     80.7     92.9     89.9     92.9     10.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       20       16       22       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,532,271
COMMITMENTS
 384,285  107,012  880,247  1160794  1468056  2425326  2455315  106,945   76,956

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -2,132)
 -11,273    6,532   13,370   -2,290  -21,439     -193   -1,537   -1,939     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      4.2     34.8     45.8     58.0     95.8     97.0      4.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     167       92      212       99      102      352      330
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      233,090
COMMITMENTS
  73,131   29,821   59,487   99,295  139,206  231,913  228,514    1,177    4,576

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        624)
  -4,822    2,352    1,527    4,161   -3,335      865      544     -242       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     12.8     25.5     42.6     59.7     99.5     98.0      0.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        9       14       21       25       35       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      203,238
COMMITMENTS
  63,452   12,916    2,237   98,429  126,393  164,118  141,546   39,120   61,692

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,418)
   1,436       88       34     -160      631    1,310      753      108      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      6.4      1.1     48.4     62.2     80.8     69.6     19.2     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        6       17       20       26       27
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,816
COMMITMENTS
  13,598      493   21,098   50,056   63,559   84,752   85,151    3,064    2,665

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -3,699)
  -1,216      151     -492   -1,922   -3,412   -3,630   -3,754      -68       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      0.6     24.0     57.0     72.4     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19        5       21       23       24       49       46
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      432,589
COMMITMENTS
  31,616    1,596   68,298  320,482  346,607  420,397  416,502   12,193   16,088

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -9,820)
  -2,022     -529     -534   -6,990   -8,604   -9,547   -9,667     -273     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.4     15.8     74.1     80.1     97.2     96.3      2.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        2       12       31       31       43       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,682
COMMITMENTS
   1,237    1,563      276   19,635   19,309   21,148   21,148      534      534

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      6,500)
       0        0        0    6,006    6,006    6,006    6,006      494      494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      7.2      1.3     90.6     89.1     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        2       25       20       29       25
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,849
COMMITMENTS
   4,991   12,867    7,704   66,177   56,434   78,872   77,005    3,977    5,844

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -951)
     130        9   -2,959    1,672    2,028   -1,157     -922      206      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     15.5      9.3     79.9     68.1     95.2     92.9      4.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6       10       23       18       34       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,234
COMMITMENTS
   2,901    2,505    1,900   29,537   29,243   34,338   33,648    2,896    3,586

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        916)
     300      119     -400      866      977      766      696      150      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      6.7      5.1     79.3     78.5     92.2     90.4      7.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        4       14       15       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,386
COMMITMENTS
   3,452      767        0    3,856    6,565    7,308    7,332       78       54

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          0)
      50        0        0      -50        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7     10.4      0.0     52.2     88.9     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        0       13       15       17       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,834
COMMITMENTS
   3,607    7,251    8,684   15,039   10,450   27,330   26,384    3,504    4,450

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        200)
    -222     -317      198      299       -7      275     -126      -75      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     23.5     28.2     48.8     33.9     88.6     85.6     11.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        8       11       13       13       26       26
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,548
COMMITMENTS
   3,956    1,843    2,186   11,631   13,981   17,773   18,010      774      538

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -1,334)
  -1,425      550      -25      253   -1,720   -1,196   -1,194     -138     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      9.9     11.8     62.7     75.4     95.8     97.1      4.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        9        9       17       15       32       31
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      104,894
COMMITMENTS
   4,125      478   14,750   77,893   79,844   96,768   95,071    8,126    9,823

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -2,376)
    -902       90    1,226   -2,382   -3,008   -2,058   -1,692     -318     -684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.5     14.1     74.3     76.1     92.3     90.6      7.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        1        8       20       20       28       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,254
COMMITMENTS
  11,178    5,018    1,117    8,546   14,848   20,841   20,983    1,413    1,271

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -289)
    -534    1,030      136      325   -1,636      -74     -470     -216      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.2     22.5      5.0     38.4     66.7     93.7     94.3      6.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      59       43       14       28       35       97       85
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       43,317
COMMITMENTS
  26,094    6,321    1,024   10,337   33,603   37,455   40,948    5,861    2,368

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -203)
  -1,372    2,058      340    1,109   -2,771       78     -372     -281      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.2     14.6      2.4     23.9     77.6     86.5     94.5     13.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      75       35       11       27       37      106       79
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      375,270
COMMITMENTS
 108,113   15,906   68,512  172,224  275,530  348,848  359,948   26,422   15,322

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      8,143)
  -6,753   -1,322    5,418   10,987    3,198    9,652    7,293   -1,509      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      4.2     18.3     45.9     73.4     93.0     95.9      7.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      88       19       58       85       94      194      157
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,492
COMMITMENTS
   8,514        0      575    8,419   16,900   17,508   17,475    5,984    6,017

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        447)
     203        0        0      256      363      459      363      -12       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2      0.0      2.4     35.8     71.9     74.5     74.4     25.5     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        0        2       11       20       17       22
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,039
COMMITMENTS
       0        0        0   25,915   26,680   25,915   26,680    1,124      359

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        483)
       0        0        0      583    2,244      583    2,244     -100   -1,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.8     98.7     95.8     98.7      4.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       17       13       17
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        6,504
COMMITMENTS
       0        0        0    5,654    6,229    5,654    6,229      850      275

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          5)
       0        0        0      -95      105      -95      105      100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.9     95.8     86.9     95.8     13.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       16       17       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,991
COMMITMENTS
      74    2,958      250    8,335    5,733    8,659    8,941      332       50

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        432)
      20       75       -4      411      361      427      432        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     32.9      2.8     92.7     63.8     96.3     99.4      3.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       25       28       26       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       47,021
COMMITMENTS
   2,240      325      125   44,100   46,361   46,465   46,811      556      210

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        665)
      50      100        0      611      565      661      665        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.7      0.3     93.8     98.6     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        2        1       44       35       49       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,213
COMMITMENTS
     483        0        0   17,730   18,213   18,213   18,213        0        0

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        516)
     333        0        0      300      516      633      516     -117        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.0     97.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       22       14       24       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,590
COMMITMENTS
     200    3,159        0    8,390    5,395    8,590    8,554        0       36

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        700)
     100        0        0      600      700      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     36.8      0.0     97.7     62.8    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        0       23       19       25       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,718
COMMITMENTS
   1,330      392    2,934   20,385   21,198   24,649   24,524       69      194

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        443)
     111     -191       45      284      557      440      411        3       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      1.6     11.9     82.5     85.8     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        1        3       35       36       43       40
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,884
COMMITMENTS
       0    1,874      381    8,400    6,538    8,781    8,793      103       91

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        253)
       0      141        0      253      138      253      279        0      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.1      4.3     94.6     73.6     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        7        1       26       19       27       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,318
COMMITMENTS
   9,465    1,215      514   13,622   21,710   23,601   23,439      717      879

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:         28)
       0     -187        0       28      125       28      -62        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      5.0      2.1     56.0     89.3     97.1     96.4      2.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        6        4       21       30       26       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,158
COMMITMENTS
   4,958      973      164   21,950   26,998   27,072   28,135    4,086    3,023

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        -21)
     -64        0        0       39      127      -25      127        4     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      3.1      0.5     70.4     86.6     86.9     90.3     13.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       19       21       23       24
```

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Updated April 13, 2012