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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,049
COMMITMENTS
   1,374        0      103   39,289   40,770   40,766   40,873      283      176

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -6,211)
     578        0     -457   -6,332   -5,735   -6,211   -6,192        0      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.3     95.7     99.3     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        0        1       35       46       36       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,312
COMMITMENTS
       0        0        0   23,145   23,290   23,145   23,290      167       22

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -4,603)
       0        0        0   -4,603   -4,603   -4,603   -4,603        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       28       18       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,233
COMMITMENTS
      75      319      115    8,801    8,361    8,991    8,795    1,242    1,438

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -969)
     -98      -64     -145   -1,001   -1,222   -1,244   -1,431      275      462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.1      1.1     86.0     81.7     87.9     85.9     12.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        2       35       38       37       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,102
COMMITMENTS
     434       95      166    4,763    5,165    5,363    5,426      739      676

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,163)
     -38     -160     -133   -1,089     -948   -1,260   -1,241       97       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      1.6      2.7     78.1     84.6     87.9     88.9     12.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        3        2       46       48       49       53
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,543
COMMITMENTS
     308        0      159    1,354    1,872    1,821    2,031      722      512

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -374)
      58      -15      -20     -374     -502     -336     -537      -38      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      0.0      6.3     53.2     73.6     71.6     79.9     28.4     20.1

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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,542
COMMITMENTS
      40      124        5    1,158    1,104    1,203    1,233      339      309

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      8.0      0.3     75.1     71.6     78.0     80.0     22.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       14       13       16       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,438
COMMITMENTS
     100       30       31    2,075    2,157    2,206    2,218      232      220

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -324)
     -60       30      -20     -239     -298     -319     -288       -5      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      1.2      1.3     85.1     88.5     90.5     91.0      9.5      9.0

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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,417
COMMITMENTS
       0        0        0    7,186    7,276    7,186    7,276      231      141

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,238)
       0        0        0   -3,283   -3,253   -3,283   -3,253       45       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9     98.1     96.9     98.1      3.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       13       15       13
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:     -1,187)
       0      -89        0   -1,135   -1,021   -1,135   -1,110      -52      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,854
COMMITMENTS
       0    2,555        0   23,674   21,299   23,674   23,854      180        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,898)
       0      547     -226   -3,852   -4,219   -4,078   -3,898      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.7      0.0     99.2     89.3     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       25       22       25       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      285,433
COMMITMENTS
  68,377   46,803   31,092  138,541  184,651  238,010  262,546   47,423   22,887

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,155)
    -916    7,596   -1,943     -772   -8,607   -3,631   -2,954      476     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     16.4     10.9     48.5     64.7     83.4     92.0     16.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      49       25       37       72       82      138      128
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,295
COMMITMENTS
     227    3,175      250   12,704    9,734   13,181   13,159      114      136

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -2,973)
     127     -489      158   -3,337   -2,674   -3,052   -3,005       79       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     23.9      1.9     95.6     73.2     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        4        2       41       41       45       47
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,811
COMMITMENTS
     983        0        0    8,774    9,811    9,757    9,811       54        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -735)
     225      -50        0     -960     -685     -735     -735        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.0      0.0     89.4    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        0       22       28       26       28
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,525
COMMITMENTS
   5,475       75      225    7,825   13,225   13,525   13,525        0        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -863)
     168       75     -393     -638     -545     -863     -863        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      0.6      1.7     57.9     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1        8       15       11       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,234,227
COMMITMENTS
 269,827  393,909  430,520  459,219  354,305  1159566  1178734   74,661   55,493

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,785)
  10,790  -13,869    7,619  -15,675    7,199    2,734      949       51    1,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     31.9     34.9     37.2     28.7     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     110      135      139       77       71      273      271
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,760
COMMITMENTS
     623   11,822      880   46,089   33,829   47,592   46,531    5,168    6,229

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -6,438)
       2   -2,546       58   -5,898   -3,700   -5,838   -6,188     -600     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     22.4      1.7     87.4     64.1     90.2     88.2      9.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       10       12       12       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       99,234
COMMITMENTS
  17,088   26,849   27,198   52,973   43,780   97,259   97,827    1,975    1,407

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -9,914)
  -1,629   10,080   -8,225     -188  -12,273  -10,042  -10,418      128      504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     27.1     27.4     53.4     44.1     98.0     98.6      2.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6       14        9       10       23       25
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,746
COMMITMENTS
       0    1,846    1,478   62,919   59,747   64,397   63,071    8,349    9,675

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -5,219)
       0      281     -451   -4,784   -4,803   -5,235   -4,973       16     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      2.0     86.5     82.1     88.5     86.7     11.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       15       15       17       17
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,653,296
COMMITMENTS
 491,444  254,236  733,009  1394733  1644111  2619186  2631356   34,110   21,940

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:   -177,143)
  -5,757  -58,571  -49,387 -125,446  -70,015 -180,590 -177,973    3,447      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      9.6     27.6     52.6     62.0     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      31       21       42       89       80      140      125
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,403,523
COMMITMENTS
 290,324  276,209  326,700  780,885  798,619  1397909  1401528    5,614    1,995

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:   -188,726)
   5,226    9,636 -107,218  -87,927  -91,229 -189,919 -188,811    1,193       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     19.7     23.3     55.6     56.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      21       22       32       39       37       78       73
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,475
COMMITMENTS
     240      485       60    6,875    6,035    7,175    6,580      300      895

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      6.5      0.8     92.0     80.7     96.0     88.0      4.0     12.0

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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,956
COMMITMENTS
       0      483      210   17,311   16,899   17,521   17,592      435      364

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -851)
     -71      133      -87     -654     -805     -812     -759      -39      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      1.2     96.4     94.1     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        4        2       34       37       36       41
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       69,671
COMMITMENTS
  19,559      755    2,315   45,750   65,481   67,624   68,551    2,047    1,120

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,458)
  -1,901      -23      112   -1,487   -3,491   -3,276   -3,402     -182      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      1.1      3.3     65.7     94.0     97.1     98.4      2.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        3       29       27       34       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,722
COMMITMENTS
     120      460    2,100   13,148   13,472   15,368   16,032    1,354      690

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -111)
     120     -412      186     -425      -89     -119     -315        8      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.8     12.6     78.6     80.6     91.9     95.9      8.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       20       19       23       22
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,009
COMMITMENTS
   3,578    1,244      292    8,493   11,073   12,363   12,609      646      400

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -393)
     -56      -22        0     -329     -407     -385     -429       -8       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      9.6      2.2     65.3     85.1     95.0     96.9      5.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       15       17       18       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,412
COMMITMENTS
     986    3,010      430   23,902   22,853   25,318   26,293    2,094    1,119

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,520)
    -562     -410       70     -975   -1,174   -1,467   -1,514      -53       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     11.0      1.6     87.2     83.4     92.4     95.9      7.6      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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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
   1,186        0      230    7,072    7,489    8,488    7,719    1,356    2,125

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -507)
     -16        0      -10     -406     -392     -432     -402      -75     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.0      2.3     71.8     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,158
COMMITMENTS
       0    2,264      744   11,453    9,276   12,197   12,284      961      874

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -394)
       0        6        0     -335     -326     -335     -320      -59      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.2      5.7     87.0     70.5     92.7     93.4      7.3      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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       64,456
COMMITMENTS
       0        0        0   64,456   64,456   64,456   64,456        0        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,322)
       0        0        0   -3,322   -3,322   -3,322   -3,322        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,024,929
COMMITMENTS
       0        0        0  1024929  1024929  1024929  1024929        0        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -40,664)
       0        0        0  -40,664  -40,664  -40,664  -40,664        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:     -3,850)
       0        0        0   -3,850   -3,850   -3,850   -3,850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:    -68,816)
       0        0        0  -68,816  -68,816  -68,816  -68,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:    -10,306)
       0        0        0  -10,306  -10,306  -10,306  -10,306        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:   -170,863)
       0        0        0 -170,863 -170,863 -170,863 -170,863        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:     -3,224)
       0     -220     -110   -3,114   -2,639   -3,224   -2,969        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,153,613
COMMITMENTS
  58,850  128,955   23,325  1071438  1001333  1153613  1153613        0        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -65,688)
  -5,083   -6,256        0  -60,605  -59,432  -65,688  -65,688        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     11.2      2.0     92.9     86.8    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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:     -2,991)
     210     -384     -320   -2,837   -2,542   -2,947   -3,246      -44      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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   45,153   47,703   47,703      594      594

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -2,899)
    -220        0        0   -2,679   -2,899   -2,899   -2,899        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      5.3      0.0     94.8     93.5     98.8     98.8      1.2      1.2

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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,127
COMMITMENTS
     749        0        0   12,399   13,745   13,148   13,745      979      382

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -814)
      66        0     -132     -726     -638     -792     -770      -22      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       13       15       15       15
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:       -528)
     -22      -66        0     -462     -440     -484     -506      -44      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:    -43,932)
       0   -7,429        0  -43,932  -36,503  -43,932  -43,932        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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 03/27/12 (CHANGE IN OPEN INTEREST:    -50,830)
 -13,685        0        0  -37,145  -50,830  -50,830  -50,830        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,215
COMMITMENTS
   1,526       35       35   22,353   23,398   23,914   23,468      301      747

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      1,013)
     696     -214     -273      590    1,451    1,013      964        0       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.1      0.1     92.3     96.6     98.8     96.9      1.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        1       32       33       36       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,590
COMMITMENTS
   1,200        0        0    6,883    8,059    8,083    8,059      507      531

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -861)
     -60        0        0     -709     -914     -769     -914      -92       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      0.0      0.0     80.1     93.8     94.1     93.8      5.9      6.2

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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,365
COMMITMENTS
       0    1,145       15    5,993    4,709    6,008    5,869      357      496

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -172)
       0      520        0     -214     -624     -214     -104       42      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.0      0.2     94.2     74.0     94.4     92.2      5.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       16       13       17       15
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,884
COMMITMENTS
     830        0        0    7,127    8,244    7,957    8,244      927      640

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -747)
       0        0      -25     -420     -670     -445     -695     -302      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.0      0.0     80.2     92.8     89.6     92.8     10.4      7.2

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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,569,070
COMMITMENTS
 375,854  160,297  459,923  635,507  880,889  1471284  1501109   97,786   67,961

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      6,923)
 -11,833    2,062   -4,800   22,129    3,562    5,496      824    1,427    6,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     10.2     29.3     40.5     56.1     93.8     95.7      6.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     124       78      146       96      101      290      267
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      201,820
COMMITMENTS
  62,016   12,828    2,203   98,589  125,762  162,808  140,793   39,012   61,027

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -6,153)
   4,034     -582   -1,074    1,570     -727    4,530   -2,383  -10,683   -3,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      6.4      1.1     48.8     62.3     80.7     69.8     19.3     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        6       17       20       26       27
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,182
COMMITMENTS
   1,237    1,563      276   13,629   13,303   15,142   15,142       40       40

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -5,545)
     268      400      -14   -5,829   -5,961   -5,575   -5,575       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     10.3      1.8     89.8     87.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        2       24       19       28       24
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,800
COMMITMENTS
   4,861   12,858   10,663   64,505   54,406   80,029   77,927    3,771    5,873

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        412)
    -141       38     -185      638      471      312      324      100       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     15.3     12.7     77.0     64.9     95.5     93.0      4.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        6       10       23       18       34       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,318
COMMITMENTS
   2,601    2,386    2,300   28,671   28,266   33,572   32,952    2,746    3,366

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -307)
    -217      100     -400      495       -7     -122     -307     -185        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      6.6      6.3     78.9     77.8     92.4     90.7      7.6      9.3

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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| 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
   3,402      767        0    3,906    6,565    7,308    7,332       78       54

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,084)
    -614      767        0     -454   -1,905   -1,068   -1,138      -16       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     10.4      0.0     52.9     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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,278
COMMITMENTS
   3,195    7,343    7,343   13,201    8,374   23,739   23,060    2,539    3,218

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      1,903)
  -2,014      496    1,097    2,826     -118    1,909    1,475       -6      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     27.9     27.9     50.2     31.9     90.3     87.8      9.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        8       12        9       21       18
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,003
COMMITMENTS
  10,599    4,003      841    7,937   15,069   19,377   19,913    1,626    1,090

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        564)
    -752      793      155    1,358     -621      761      327     -197      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     19.1      4.0     37.8     71.7     92.3     94.8      7.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      59       33        9       25       29       89       68
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       40,490
COMMITMENTS
  27,201    3,246      214    6,942   34,837   34,357   38,297    6,133    2,193

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,365)
    -181     -616     -152     -389     -784     -722   -1,552     -643      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2      8.0      0.5     17.1     86.0     84.9     94.6     15.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      76       23        7       23       33      103       59
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      345,747
COMMITMENTS
 116,350   18,446   50,418  152,745  263,936  319,513  332,800   26,234   12,947

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -23,078)
   7,748    1,758    1,466  -30,892  -26,406  -21,678  -23,182   -1,400      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7      5.3     14.6     44.2     76.3     92.4     96.3      7.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      96       18       50       81       94      195      152
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,045
COMMITMENTS
   8,311        0      575    8,163   16,537   17,049   17,112    5,996    5,933

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,930)
    -738     -149      -68   -2,290   -1,663   -3,096   -1,880    1,166      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      0.0      2.5     35.4     71.8     74.0     74.3     26.0     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        0        2       10       19       16       21
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       26,556
COMMITMENTS
       0        0        0   25,332   24,436   25,332   24,436    1,224    2,120

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,162)
       0        0        0   -3,487   -2,982   -3,487   -2,982      325     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.4     92.0     95.4     92.0      4.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       12       15       12       15
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        6,499
COMMITMENTS
       0        0        0    5,749    6,124    5,749    6,124      750      375

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.5     94.2     88.5     94.2     11.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       15       17       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,559
COMMITMENTS
      54    2,883      254    7,924    5,372    8,232    8,509      327       50

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,035)
     -50      134      -50   -1,067   -1,119   -1,167   -1,035      132        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     33.7      3.0     92.6     62.8     96.2     99.4      3.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       24       27       25       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,356
COMMITMENTS
   2,190      225      125   43,489   45,796   45,804   46,146      552      210

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -9,368)
     235      225       50   -9,628   -9,569   -9,343   -9,294      -25      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.5      0.3     93.8     98.8     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        1        1       43       35       48       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,697
COMMITMENTS
     150        0        0   17,430   17,697   17,580   17,697      117        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -4,920)
     150        0        0   -5,070   -4,920   -4,920   -4,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     98.5    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       14       23       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,890
COMMITMENTS
     100    3,159        0    7,790    4,695    7,890    7,854        0       36

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,270)
       0     -711        0   -1,270     -595   -1,270   -1,306        0       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     40.0      0.0     98.7     59.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        0       22       18       23       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,275
COMMITMENTS
   1,219      583    2,889   20,101   20,641   24,209   24,113       66      162

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -2,094)
    -445     -551     -114   -1,571   -1,513   -2,130   -2,178       36       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      2.4     11.9     82.8     85.0     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        2        3       36       36       44       40
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,631
COMMITMENTS
       0    1,733      381    8,147    6,400    8,528    8,514      103      117

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,991)
    -399     -397      -60   -1,607   -1,624   -2,066   -2,081       75       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.1      4.4     94.4     74.2     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        6        1       26       19       27       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,290
COMMITMENTS
   9,465    1,402      514   13,594   21,585   23,573   23,501      717      789

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,160)
  -1,692     -202      -76   -1,594   -2,850   -3,362   -3,128      202      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0      5.8      2.1     56.0     88.9     97.0     96.8      3.0      3.2

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
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,179
COMMITMENTS
   5,022      973      164   21,911   26,871   27,097   28,008    4,082    3,171

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,157)
      93      611     -521      753      883      325      973   -1,482   -2,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      3.1      0.5     70.3     86.2     86.9     89.8     13.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       20       21       24       24
```

----

Updated April 6, 2012