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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,260
COMMITMENTS
     796        0      560   45,621   46,505   46,977   47,065      283      195

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      5,016)
     263        0       -5    4,853    5,011    5,111    5,006      -95       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      1.2     96.5     98.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        0        1       39       47       40       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,915
COMMITMENTS
       0        0        0   27,748   27,893   27,748   27,893      167       22

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        911)
       0        0        0      911      911      911      911        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     99.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       22       33       22       33
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,202
COMMITMENTS
     173      383      260    9,802    9,583   10,235   10,226      967      976

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        451)
     106      120      -94      430      459      442      485        9      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      3.4      2.3     87.5     85.5     91.4     91.3      8.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        2        3       39       42       42       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,265
COMMITMENTS
     472      255      299    5,852    6,113    6,623    6,667      642      598

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        153)
     -57       10       62      177       47      182      119      -29       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      3.5      4.1     80.6     84.1     91.2     91.8      8.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        4        3       48       49       53       56
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,917
COMMITMENTS
     250       15      179    1,728    2,374    2,157    2,568      760      349

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        213)
     120        0        5      208      213      333      218     -120       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.5      6.1     59.2     81.4     73.9     88.0     26.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       21       19       24       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,762
COMMITMENTS
     160        0       51    2,314    2,455    2,525    2,506      237      256

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        201)
     -15        0        0      228      257      213      257      -12      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.0      1.8     83.8     88.9     91.4     90.7      8.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       18       19       20       21
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,655
COMMITMENTS
       0        0        0   10,469   10,529   10,469   10,529      186      126

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        682)
       0        0        0      682      682      682      682        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3     98.8     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       18       18       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,678
COMMITMENTS
       0      176        0    8,288    8,083    8,288    8,259      390      419

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:         41)
       0        0        0       41       35       41       35        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0     95.5     93.1     95.5     95.2      4.5      4.8

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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,752
COMMITMENTS
       0    2,008      226   27,526   25,518   27,752   27,752        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      2,248)
       0      370       14    2,234    1,864    2,248    2,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      0.8     99.2     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       28       26       29       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      316,591
COMMITMENTS
  65,881   38,610   48,976  153,302  204,954  268,160  292,539   48,431   24,051

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -16,045)
  -3,139       11   -5,051   -4,142   -7,621  -12,332  -12,660   -3,712   -3,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     12.2     15.5     48.4     64.7     84.7     92.4     15.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      49       22       42       79       81      148      128
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       63,202
COMMITMENTS
     115   11,222   20,304   40,151   30,308   60,570   61,834    2,632    1,369

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        359)
     -12      902     -190      538     -309      336      404       23      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     17.8     32.1     63.5     48.0     95.8     97.8      4.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        5       15       15       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,268
COMMITMENTS
     100    3,664       92   16,041   12,408   16,233   16,164       35      104

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,140)
     100      228        0    1,040      912    1,140    1,140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     22.5      0.6     98.6     76.3     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       1        7        2       43       45       46       53
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,546
COMMITMENTS
     758       50        0    9,734   10,496   10,492   10,546       54        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        -37)
       0        0        0      -37      -37      -37      -37        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.5      0.0     92.3     99.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        0       24       28       28       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,388
COMMITMENTS
   5,307        0      618    8,463   13,770   14,388   14,388        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        255)
     -75        0       75      255      180      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      0.0      4.3     58.8     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2        8       16       11       18
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,392
COMMITMENTS
       0        0        0    1,092    1,392    1,092    1,392      300        0

CHANGES FROM 03/20/12 (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     78.4    100.0     78.4    100.0     21.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       14       13       14
 
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE               Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        1,320
COMMITMENTS
       0        0        0    1,295    1,270    1,295    1,270       25       50

CHANGES FROM 03/20/12 (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     98.1     96.2     98.1     96.2      1.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       12       12       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,265,436
COMMITMENTS
 269,360  421,571  437,465  479,435  350,391  1186261  1209428   79,175   56,008

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -15,004)
  -3,531   11,171  -10,565    3,809  -15,159  -10,287  -14,553   -4,717     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     33.3     34.6     37.9     27.7     93.7     95.6      6.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     124      136      147       79       75      292      276
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       59,198
COMMITMENTS
     621   14,368      822   51,987   37,529   53,430   52,719    5,768    6,479

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:         90)
       0      150      -60      270        0      210       90     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     24.3      1.4     87.8     63.4     90.3     89.1      9.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        2       11       12       13       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,284,589
COMMITMENTS
 136,761  112,949  918,026  1224737  1247178  2279524  2278154    5,065    6,435

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:   -222,192)
 -12,422  -26,016  -99,804 -110,221  -95,919 -222,447 -221,738      256     -453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      4.9     40.2     53.6     54.6     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      44       29       55       59       56      125      118
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      114,521
COMMITMENTS
  21,907   16,465   36,542   53,247   59,127  111,697  112,135    2,825    2,386

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        778)
   1,380   -1,033    1,080   -1,698      520      763      568       14      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     14.4     31.9     46.5     51.6     97.5     97.9      2.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11        6       17       11       12       28       30
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       90,782
COMMITMENTS
  39,603   29,914   34,541   16,456   26,066   90,600   90,520      182      262

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -31,903)
 -10,145   -2,245  -19,952   -1,636   -9,469  -31,733  -31,666     -171     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6     33.0     38.0     18.1     28.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       15       15       10       16       27       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,253
COMMITMENTS
       0    1,565    1,929   68,991   65,838   70,920   69,332    8,333    9,921

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:          6)
       0     -172      102      -96       64        6       -6       -0       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      2.4     87.1     83.1     89.5     87.5     10.5     12.5

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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,830,439
COMMITMENTS
 497,201  312,807  782,396  1520179  1714126  2799776  2809329   30,663   21,110

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     51,632)
   7,493    4,472   27,143   19,516   19,522   54,152   51,137   -2,520      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     11.1     27.6     53.7     60.6     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      33       24       44      101       85      157      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,592,249
COMMITMENTS
 285,098  266,573  433,918  868,812  889,848  1587828  1590339    4,421    1,910

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     76,698)
  -1,436   -7,203   69,649    8,778   14,546   76,991   76,992     -293     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     16.7     27.3     54.6     55.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      25       20       35       41       40       83       78
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,140
COMMITMENTS
      71      350      297   18,298   18,037   18,666   18,684      474      456

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        831)
    -184       25      -46    1,000      685      770      664       61      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.8      1.6     95.6     94.2     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        3       36       38       40       42
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,470
COMMITMENTS
     121        0      156    1,758    1,893    2,035    2,049      435      421

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:         94)
     -13        0       45       62      150       94      195        0     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      6.3     71.2     76.6     82.4     83.0     17.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       19       20       20       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,582
COMMITMENTS
      21      255      135    1,190      840    1,346    1,230      236      352

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:          6)
      13      -24       -9      -27       64      -23       31       29      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     16.1      8.5     75.2     53.1     85.1     77.7     14.9     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       20       17       22       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      231,311
COMMITMENTS
  15,330      419   34,333  178,864  195,005  228,527  229,757    2,784    1,555

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      2,124)
    -116       -3      806    1,369    1,326    2,059    2,128       65       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.2     14.8     77.3     84.3     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       37,512
COMMITMENTS
   4,327      512    4,394   27,445   32,120   36,166   37,026    1,346      486

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        946)
      36       82      144      831      719    1,012      946      -66       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      1.4     11.7     73.2     85.6     96.4     98.7      3.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       22       20       25       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,571
COMMITMENTS
     424      680      340    6,975    7,408    7,739    8,428    1,832    1,143

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:         80)
       0        0        0       80       80       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      7.1      3.6     72.9     77.4     80.9     88.1     19.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       16       13       18       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,833
COMMITMENTS
   3,634      957      626    8,866   11,849   13,126   13,433      707      401

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:         35)
      12     -130      125     -104       -9       33      -14        3       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      6.9      4.5     64.1     85.7     94.9     97.1      5.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       19       19       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,932
COMMITMENTS
   1,548    3,420      360   24,877   24,027   26,785   27,807    2,147    1,125

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        147)
       0        0        0      127       11      127       11       20      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     11.8      1.2     86.0     83.0     92.6     96.1      7.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       24       24       26       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,351
COMMITMENTS
   1,202        0      240    7,478    7,881    8,920    8,121    1,431    2,230

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       -4       20       -4        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      2.3     72.2     76.1     86.2     78.5     13.8     21.5

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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,552
COMMITMENTS
       0    2,258      744   11,788    9,602   12,532   12,604    1,020      948

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        140)
       0       20        0      138      120      138      140        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.7      5.5     87.0     70.9     92.5     93.0      7.5      7.0

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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,778
COMMITMENTS
       0        0        0   67,778   67,778   67,778   67,778        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,048)
       0        0        0    1,048    1,048    1,048    1,048        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:       27)
       0        0        0       19       17       19       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,065,593
COMMITMENTS
       0        0        0  1065593  1065593  1065593  1065593        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     18,609)
       0        0        0   18,609   18,609   18,609   18,609        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       17       15       17       15
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,215
COMMITMENTS
       0        0        0   35,215   35,215   35,215   35,215        0        0

CHANGES FROM 03/20/12 (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:       25)
       0        0        0       15       15       15       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      634,289
COMMITMENTS
       0        0        0  634,289  634,289  634,289  634,289        0        0

CHANGES FROM 03/20/12 (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:       23)
       0        0        0       14       13       14       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      128,067
COMMITMENTS
       0        0        0  127,812  128,067  127,812  128,067      255        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        255)
       0        0        0        0      255        0      255      255        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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,829,854
COMMITMENTS
       0        0        0  1829854  1829854  1829854  1829854        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      4,704)
       0        0        0    4,704    4,704    4,704    4,704        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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,269
COMMITMENTS
   4,952    3,525    8,125   55,192   56,364   68,269   68,014        0      255

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      5.2     11.9     80.8     82.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,219,301
COMMITMENTS
  63,933  135,211   23,325  1132043  1060765  1219301  1219301        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      3,840)
       0        0        0    3,840    3,840    3,840    3,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     11.1      1.9     92.8     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        1       29       24       33       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,766
COMMITMENTS
       0    1,219      320   48,147   47,227   48,467   48,766      299        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -840)
       0     -840        0     -840        0     -840     -840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.7     98.7     96.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       19       15       21       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,196
COMMITMENTS
   2,130    2,550        0   48,472   48,052   50,602   50,602      594      594

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       84       84       84       84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.0      0.0     94.7     93.9     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       14       16       15       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,968
COMMITMENTS
     683        0      132   13,152   14,410   13,967   14,542    1,001      426

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        189)
       0        0        0      189      189      189      189        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      0.9     87.9     96.3     93.3     97.2      6.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       16       15       18       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       13,434
COMMITMENTS
     341    1,325        0   12,667   11,747   13,008   13,072      426      362

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      9.9      0.0     94.3     87.4     96.8     97.3      3.2      2.7

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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      826,860
COMMITMENTS
  24,168   36,071        0  802,692  790,789  826,860  826,860        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.4      0.0     97.1     95.6    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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      892,754
COMMITMENTS
  60,850        0   17,645  814,259  875,109  892,754  892,754        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      2.0     91.2     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       12       15       14       16
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,838
COMMITMENTS
     203        0      317    7,307    7,512    7,826    7,829       11        9

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:         56)
       6        0        1       49       56       56       56        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      4.0     93.2     95.8     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 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,202
COMMITMENTS
     830      249      308   21,763   21,947   22,901   22,504      301      698

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,623)
       0        0      273    1,345    1,455    1,618    1,728        5     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      1.1      1.3     93.8     94.6     98.7     97.0      1.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        2       32       32       36       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,451
COMMITMENTS
   1,260        0        0    7,592    8,973    8,852    8,973      599      478

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        -76)
       0        0        0      -42      -51      -42      -51      -34      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.0      0.0     80.3     94.9     93.7     94.9      6.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       16       16       19       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,537
COMMITMENTS
       0      625       15    6,207    5,333    6,222    5,973      315      564

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:         28)
       0        0        0       28       23       28       23        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.6      0.2     95.0     81.6     95.2     91.4      4.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       17       14       18       16
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,631
COMMITMENTS
     830        0       25    7,547    8,914    8,402    8,939    1,229      692

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        533)
     120        0        0       35      488      155      488      378       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      0.3     78.4     92.6     87.2     92.8     12.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       20       17       22       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,537,317
COMMITMENTS
 412,363   99,804  871,431  1146148  1494112  2429943  2465348  107,374   71,969

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     17,348)
  -8,173   -2,187   11,656   13,489    6,534   16,973   16,003      375    1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      3.9     34.3     45.2     58.9     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     167       95      211       98      101      363      324
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      220,425
COMMITMENTS
  82,562   28,326   50,089   86,639  137,998  219,290  216,412    1,136    4,013

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     26,550)
   8,661    5,658    5,972   12,056   14,140   26,688   25,769     -138      781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     12.9     22.7     39.3     62.6     99.5     98.2      0.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        9       14       21       24       35       40
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      207,973
COMMITMENTS
  57,982   13,410    3,277   97,019  126,489  158,278  143,176   49,695   64,797

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      4,843)
      51      738      538    1,332    1,163    1,921    2,439    2,922    2,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9      6.4      1.6     46.6     60.8     76.1     68.8     23.9     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        6       16       19       24       26
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       96,334
COMMITMENTS
  16,537      388   21,887   54,651   71,464   93,075   93,739    3,259    2,594

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        -88)
    -124      -83      -63       89     -187      -98     -332       10      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      0.4     22.7     56.7     74.2     96.6     97.3      3.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22        4       23       23       24       52       48
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      485,953
COMMITMENTS
  39,569    2,900   75,860  356,968  389,662  472,398  468,422   13,555   17,531

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      4,322)
   2,803      159     -588    1,928    4,585    4,143    4,156      179      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.6     15.6     73.5     80.2     97.2     96.4      2.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        2       12       32       32       44       44
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,727
COMMITMENTS
     969    1,163      290   19,458   19,264   20,717   20,717       10       10

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      2,450)
       0        0        0    2,450    2,450    2,450    2,450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      5.6      1.4     93.9     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        2       26       23       30       28
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,388
COMMITMENTS
   5,002   12,820   10,848   63,867   53,935   79,717   77,603    3,671    5,785

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      4,526)
      36       44    2,038    2,277    2,631    4,351    4,713      175     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     15.4     13.0     76.6     64.7     95.6     93.1      4.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        6        9       23       18       34       27
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,625
COMMITMENTS
   2,818    2,286    2,700   28,176   28,273   33,694   33,259    2,931    3,366

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -667)
    -127        0       50     -735     -717     -812     -667      145        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      6.2      7.4     76.9     77.2     92.0     90.8      8.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        4       14       15       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,470
COMMITMENTS
   4,016        0        0    4,360    8,470    8,376    8,470       94        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0      -45        0      -45        0        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.4      0.0      0.0     51.5    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        0        0       13       16       18       16
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,932
COMMITMENTS
   5,986    7,040    7,446   11,910   10,726   25,341   25,211    3,591    3,721

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,710)
     121      643      748      877      135    1,746    1,526      -36      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     24.3     25.7     41.2     37.1     87.6     87.1     12.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10        6       12       13       13       28       26
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,490
COMMITMENTS
   6,333    1,347    2,255   11,880   17,170   20,468   20,772    1,021      717

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        274)
     812     -141       24     -562      394      274      277       -0       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      6.3     10.5     55.3     79.9     95.2     96.7      4.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15        7       10       17       14       33       30
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      118,895
COMMITMENTS
   6,581      418   16,704   86,390   89,873  109,675  106,995    9,220   11,900

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,668)
     267       63      -71    1,741    1,638    1,937    1,630     -270       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.4     14.0     72.7     75.6     92.2     90.0      7.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        2        8       20       20       28       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,081
COMMITMENTS
  12,545    3,172      835    6,875   17,220   20,256   21,227    1,825      854

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -1,227)
  -1,947      622       28      765   -2,093   -1,154   -1,443      -73      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.8     14.4      3.8     31.1     78.0     91.7     96.1      8.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      62       26       14       25       35       95       69
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       44,862
COMMITMENTS
  27,574    4,718      918    9,537   37,198   38,029   42,834    6,833    2,028

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -2,915)
  -2,116      700     -131     -508   -3,512   -2,755   -2,943     -160       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.5     10.5      2.0     21.3     82.9     84.8     95.5     15.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      79       21       10       28       39      110       68
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      387,976
COMMITMENTS
 106,776   15,826   60,617  191,350  297,238  358,743  373,681   29,233   14,295

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -20,037)
     800   -1,052   -2,586  -18,466  -14,723  -20,251  -18,361      215   -1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      4.1     15.6     49.3     76.6     92.5     96.3      7.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     101       17       63       94       98      215      166
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,975
COMMITMENTS
   9,049      149      643   10,453   18,200   20,145   18,992    4,830    5,983

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,772)
   1,589      -30       71     -188    1,541    1,472    1,582      300      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2      0.6      2.6     41.9     72.9     80.7     76.0     19.3     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        1        4       13       20       21       24
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       29,718
COMMITMENTS
       0        0        0   28,819   27,418   28,819   27,418      899    2,300

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        805)
       0        0        0      815      830      815      830      -10      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.0     92.3     97.0     92.3      3.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       13       18       13       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,594
COMMITMENTS
     104    2,749      304    8,991    6,491    9,399    9,544      195       50

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        355)
       0      156        0      355      199      355      355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     28.7      3.2     93.7     67.7     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        1       27       29       29       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,724
COMMITMENTS
   1,955        0       75   53,117   55,365   55,147   55,440      577      284

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,296)
     400      -50      -50    1,030    1,414    1,380    1,314      -84      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.1     95.3     99.4     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        0        1       44       38       48       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,617
COMMITMENTS
       0        0        0   22,500   22,617   22,500   22,617      117        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        194)
       0        0        0      194      194      194      194        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       26       17       26       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,160
COMMITMENTS
     100    3,870        0    9,060    5,290    9,160    9,160        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        200)
     100       25        0      100      175      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     42.2      0.0     98.9     57.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        0       26       20       27       23
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,376
COMMITMENTS
   1,635      385       25    2,514    3,966    4,174    4,376      202        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        150)
     150        0        0        0      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      8.8      0.6     57.4     90.6     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1       13        9       16       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,369
COMMITMENTS
   1,664    1,134    3,003   21,672   22,154   26,339   26,291       30       78

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        989)
     340     -624       24      625    1,589      989      989        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.3     11.4     82.2     84.0     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        3        3       40       43       48       48
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,593
COMMITMENTS
     100      847       21    3,472    2,604    3,593    3,472        0      121

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        408)
       0        0        0      408      408      408      408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     23.6      0.6     96.6     72.5    100.0     96.6      0.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        1       10       12       12       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,622
COMMITMENTS
     399    2,130      441    9,754    8,024   10,594   10,595       28       27

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        443)
      40       68       26      377      349      443      443        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     20.1      4.2     91.8     75.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        6        2       29       27       33       34
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,450
COMMITMENTS
  11,157    1,604      590   15,188   24,435   26,935   26,629      515      821

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        963)
    -150      150      267      750      450      867      867       96       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6      5.8      2.1     55.3     89.0     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        6        5       24       33       32       44
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,336
COMMITMENTS
   4,929      362      685   21,158   25,988   26,772   27,035    5,564    5,301

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      2,346)
   1,148     -250      154      915    2,084    2,217    1,988      129      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      1.1      2.1     65.4     80.4     82.8     83.6     17.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       17       16       21       20
```

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Updated March 30, 2012