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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,089
COMMITMENTS
     314        0      598   37,779   38,294   38,691   38,892      398      197

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -10,056)
    -212        0     -142   -9,673   -9,897  -10,027  -10,039      -29      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      1.5     96.6     98.0     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        0        1       37       43       39       44
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,153
COMMITMENTS
       0        0        0   23,986   24,131   23,986   24,131      167       22

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -544)
       0        0        0     -548     -538     -548     -538        4       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       21       31       21       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,757
COMMITMENTS
       0      284      315    8,589    8,204    8,904    8,803      853      954

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -513)
       0     -175       22     -379     -488     -357     -641     -156      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      3.2     88.0     84.1     91.3     90.2      8.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        2       35       37       37       40
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,370
COMMITMENTS
     429      145      310    4,873    5,217    5,612    5,672      758      698

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -411)
    -219        0       77     -200     -473     -342     -396      -69      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      2.3      4.9     76.5     81.9     88.1     89.0     11.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        2        4       43       43       49       49
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,369
COMMITMENTS
      53      212       44    1,375    1,764    1,472    2,020      897      349

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -235)
     -27     -127       22     -505     -116     -510     -221      275      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      8.9      1.9     58.0     74.5     62.1     85.3     37.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       16       15       18       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,936
COMMITMENTS
     121        0       52    1,507    1,612    1,680    1,664      256      272

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -205)
      70        0       12     -118     -186      -36     -174     -169      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      2.7     77.8     83.3     86.8     86.0     13.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       14       14       16       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,529
COMMITMENTS
       0        0        0    9,343    9,403    9,343    9,403      186      126

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,526)
       0        0        0   -1,526   -1,526   -1,526   -1,526        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     98.7     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       17       15       17
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,464
COMMITMENTS
       0      176        0    8,074    7,875    8,074    8,051      390      413

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,215)
       0      -89        0   -1,191   -1,052   -1,191   -1,141      -24      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      0.0     95.4     93.0     95.4     95.1      4.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       14       14       15
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,474
COMMITMENTS
       0      107      319   23,155   23,048   23,474   23,474        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -4,085)
       0     -523       12   -4,097   -3,574   -4,085   -4,085        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      1.4     98.6     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       27       26       28       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      314,123
COMMITMENTS
  69,855   41,593   48,679  146,815  200,119  265,348  290,391   48,774   23,732

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -14,164)
  -1,188      718    6,694  -19,574  -25,240  -14,068  -17,827      -97    3,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     13.2     15.5     46.7     63.7     84.5     92.4     15.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      54       25       42       74       86      147      137
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       52,901
COMMITMENTS
       0   10,150   16,975   33,639   24,552   50,615   51,677    2,287    1,224

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -6,758)
       0     -655   -2,355   -4,507   -3,439   -6,863   -6,449      105     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.2     32.1     63.6     46.4     95.7     97.7      4.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        5        5       15       15       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,688
COMMITMENTS
       0    2,837      150   11,503    8,639   11,653   11,626       35       62

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -3,609)
     -59     -206      -50   -3,488   -3,328   -3,597   -3,584      -12      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     24.3      1.3     98.4     73.9     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       0        8        1       36       40       37       49
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,348
COMMITMENTS
     758       50        0    8,536    9,298    9,294    9,348       54        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -785)
       0      -50        0     -785     -735     -785     -785        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.5      0.0     91.3     99.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        0       25       27       29       28
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,253,210
COMMITMENTS
 266,782  396,602  426,474  479,909  378,002  1173165  1201078   80,045   52,132

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     21,599)
  18,789   14,328    6,250   -8,943   -2,849   16,097   17,730    5,502    3,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     31.6     34.0     38.3     30.2     93.6     95.8      6.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     128      138      143       76       75      296      273
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       59,108
COMMITMENTS
     621   14,218      882   51,717   37,529   53,220   52,629    5,888    6,479

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -2,932)
     194     -661     -194   -2,497   -1,758   -2,497   -2,613     -435     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     24.1      1.5     87.5     63.5     90.0     89.0     10.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       10       12       12       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,373,194
COMMITMENTS
 126,070  132,539  958,207  1284325  1274862  2368602  2365608    4,592    7,587

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    116,450)
  11,647    7,375   61,893   46,084   48,479  119,625  117,747   -3,175   -1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      5.6     40.4     54.1     53.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      39       36       57       62       57      129      122
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      104,332
COMMITMENTS
  21,412   18,794   26,930   53,231   56,424  101,574  102,148    2,758    2,184

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,234)
     105     -544    1,410     -305      344    1,210    1,209       23       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     18.0     25.8     51.0     54.1     97.4     97.9      2.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        6       16       10       11       27       27
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       98,987
COMMITMENTS
  38,319   25,346   44,922   15,300   28,158   98,541   98,427      446      561

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      3,147)
  -1,803   -1,367    3,976    1,132      549    3,306    3,158     -158      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     25.6     45.4     15.5     28.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       17       16        9       16       26       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,782
COMMITMENTS
       0    2,533    1,139   68,454   65,081   69,593   68,753    9,189   10,029

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -5,102)
    -337      786   -1,548   -3,606   -4,674   -5,491   -5,437      389      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      1.4     86.9     82.6     88.3     87.3     11.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       16       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,762,512
COMMITMENTS
 516,249  326,486  747,145  1464116  1667376  2727510  2741007   35,002   21,505

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        529)
  12,156   44,320   -5,961   -4,971  -38,162    1,224      197     -695      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     11.8     27.0     53.0     60.4     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      29       26       42       92       83      146      129
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,325,843
COMMITMENTS
 253,981  188,622  308,089  759,200  826,783  1321270  1323494    4,573    2,349

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     94,664)
  32,242   30,890   35,930   26,867   27,699   95,039   94,519     -375      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     14.2     23.2     57.3     62.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       20       33       42       38       82       74
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,006
COMMITMENTS
      30      540       90    6,552    5,893    6,672    6,523      334      483

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      7.7      1.3     93.5     84.1     95.2     93.1      4.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       13       13       14       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,432
COMMITMENTS
     132      618      339   14,682   14,290   15,153   15,247      279      185

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -736)
    -202     -129      117     -614     -658     -699     -670      -37      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.0      2.2     95.1     92.6     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        3        5       34       37       40       43
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,262
COMMITMENTS
      57      201        0    1,025      742    1,082      943      180      319

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -584)
      21      -95      -25     -626     -515     -630     -635       46       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     15.9      0.0     81.2     58.8     85.7     74.7     14.3     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       17       16       18       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      230,672
COMMITMENTS
  14,191    2,100   35,175  178,503  191,733  227,869  229,008    2,803    1,664

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,854)
       4       -2     -420   -1,537   -1,629   -1,953   -2,050       99      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.9     15.2     77.4     83.1     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        1        6       30       29       36       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,450
COMMITMENTS
   3,968      310    4,298   26,868   31,356   35,134   35,964    1,316      486

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -123)
    -190     -172      306     -366     -140     -249       -5      126     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      0.9     11.8     73.7     86.0     96.4     98.7      3.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       21       20       24       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,261
COMMITMENTS
     400      680      364    6,689    7,290    7,453    8,334    1,808      927

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      7.3      3.9     72.2     78.7     80.5     90.0     19.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       16       14       18       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,700
COMMITMENTS
   3,712    1,074      508    8,770   11,766   12,990   13,347      710      353

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -611)
     -29        8      -23     -447     -706     -498     -720     -113      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      7.8      3.7     64.0     85.9     94.8     97.4      5.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       17       19       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,883
COMMITMENTS
   1,572    3,430      360   24,928   24,134   26,860   27,924    2,023      959

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,276)
      76     -170      106   -1,339   -1,140   -1,157   -1,204     -119      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     11.9      1.2     86.3     83.6     93.0     96.7      7.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       24       22       26       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,165
COMMITMENTS
   1,202        0      240    7,502    7,795    8,944    8,035    1,221    2,130

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -105)
    -104        0      -50      336      101      182       51     -287     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.0      2.4     73.8     76.7     88.0     79.0     12.0     21.0

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 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,748
COMMITMENTS
       0    2,298      400   10,866    9,032   11,266   11,730    1,482    1,018

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -280)
       0     -136        0     -151     -246     -151     -382     -129      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.0      3.1     85.2     70.9     88.4     92.0     11.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       17       14       18       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       66,156
COMMITMENTS
       0        0        0   66,156   66,156   66,156   66,156        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -3,429)
       0        0        0   -3,429   -3,429   -3,429   -3,429        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,039,136
COMMITMENTS
       0        0        0  1039136  1039136  1039136  1039136        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -40,734)
       0        0        0  -40,734  -40,734  -40,734  -40,734        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 03/06/12          |
--------------------------------------------------------------| 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 02/28/12 (CHANGE IN OPEN INTEREST:     -3,591)
       0        0        0   -3,591   -3,591   -3,591   -3,591        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 03/06/12          |
--------------------------------------------------------------| 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 02/28/12 (CHANGE IN OPEN INTEREST:    -66,960)
       0        0        0  -66,960  -66,960  -66,960  -66,960        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 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      125,057
COMMITMENTS
       0        0        0  125,057  125,057  125,057  125,057        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -9,736)
       0        0        0   -9,736   -9,736   -9,736   -9,736        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:       38)
       0        0        0       17       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,791,118
COMMITMENTS
       0        0        0  1791118  1791118  1791118  1791118        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:   -153,728)
       0        0        0 -153,728 -153,728 -153,728 -153,728        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:       35)
       0        0        0       15       25       15       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| 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 02/28/12 (CHANGE IN OPEN INTEREST:     -2,192)
     -43     -253      -62   -2,087   -1,877   -2,192   -2,192        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 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,215,461
COMMITMENTS
  63,933  135,211   23,325  1128203  1056925  1215461  1215461        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -63,152)
  -1,080   16,200  -23,400  -38,672  -55,952  -63,152  -63,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     11.1      1.9     92.8     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        1       27       24       31       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,386
COMMITMENTS
       0    1,219      215   46,872   45,952   47,087   47,386      299        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -2,982)
       0      -63      105   -3,152   -3,024   -3,047   -2,982       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.5     98.9     97.0     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 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,725
COMMITMENTS
   2,130    2,550        0   48,001   47,581   50,131   50,131      594      594

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -2,457)
    -210        0        0   -2,247   -2,457   -2,457   -2,457        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.0      0.0     94.6     93.8     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       16       14       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,777
COMMITMENTS
     683        0      132   12,961   14,219   13,776   14,351    1,001      426

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -911)
     -19      -19      -44     -827     -806     -890     -869      -21      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      0.9     87.7     96.2     93.2     97.1      6.8      2.9

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 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,414
COMMITMENTS
     341    1,325        0   11,647   10,727   11,988   12,052      426      362

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -333)
     -21      447        0     -270     -993     -291     -546      -42      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     10.7      0.0     93.8     86.4     96.6     97.1      3.4      2.9

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 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      807,432
COMMITMENTS
  23,400   40,043        0  784,032  767,389  807,432  807,432        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -48,960)
       0   -3,600        0  -48,960  -45,360  -48,960  -48,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      5.0      0.0     97.1     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      888,090
COMMITMENTS
  60,850        0   17,645  809,595  870,445  888,090  888,090        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -45,360)
  -7,200        0        0  -38,160  -45,360  -45,360  -45,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      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 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,884
COMMITMENTS
     293        0      333    7,230    7,544    7,856    7,877       29        7

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        324)
     -15        0       72      266      253      323      325        1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      4.2     91.7     95.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       16       20       19       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,190
COMMITMENTS
     837        0        0   18,082   18,500   18,919   18,500      271      690

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -707)
     597        0        0   -1,247     -905     -650     -905      -57      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      0.0     94.2     96.4     98.6     96.4      1.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        0        0       30       32       34       32
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,301
COMMITMENTS
     610        0        0    8,059    8,794    8,669    8,794      632      507

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        151)
    -160      -30        0      272      226      112      196       39      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      0.0     86.6     94.5     93.2     94.5      6.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       16       16       18       16
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,223
COMMITMENTS
     445       30        0    6,950    7,684    7,395    7,714      828      509

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -986)
     -15      -10        0     -901   -1,002     -916   -1,012      -70       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.4      0.0     84.5     93.4     89.9     93.8     10.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       16       13       17       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,584,822
COMMITMENTS
 418,199   97,903  914,378  1143158  1500981  2475735  2513262  109,087   71,560

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     85,525)
    -468   12,651   47,477   39,243   25,953   86,252   86,080     -727     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      3.8     35.4     44.2     58.1     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     194       87      227       99      100      389      336
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      219,570
COMMITMENTS
  87,004   34,468   49,364   81,661  132,108  218,029  215,941    1,541    3,629

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      7,141)
  -2,234    2,700    5,623    3,300   -1,402    6,689    6,920      452      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     15.7     22.5     37.2     60.2     99.3     98.3      0.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        9       14       20       23       34       39
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      195,830
COMMITMENTS
  49,120   13,544    1,782   89,529  120,952  140,431  136,278   55,399   59,552

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -6,300)
    -771    2,743      456   -4,549   -2,272   -4,864      927   -1,436   -7,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      6.9      0.9     45.7     61.8     71.7     69.6     28.3     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        5        5       14       18       21       24
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,983
COMMITMENTS
  15,249      727   17,140   54,722   70,350   87,111   88,217    3,872    2,766

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        -45)
     -28       96      983     -692     -899      263      179     -307     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      0.8     18.8     60.1     77.3     95.7     97.0      4.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      18        7       22       23       25       49       48
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      472,718
COMMITMENTS
  34,400    1,614   75,562  349,572  378,343  459,534  455,519   13,184   17,199

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -28,009)
    -533      318   -6,313  -20,311  -21,234  -27,156  -27,229     -853     -781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.3     16.0     73.9     80.0     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 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,867
COMMITMENTS
     675      875      200   14,992   14,792   15,867   15,867        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -3,500)
     138      125     -250   -3,300   -3,375   -3,412   -3,500      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.5      1.3     94.5     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        1       22       21       25       25
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,794
COMMITMENTS
   5,041   12,874   11,653   62,359   52,016   79,053   76,543    3,741    6,251

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      4,543)
      72      200    1,590    2,421    2,552    4,083    4,342      460      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     15.5     14.1     75.3     62.8     95.5     92.4      4.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        7       10       23       18       35       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,120
COMMITMENTS
   3,356    2,371    4,756   30,605   30,957   38,717   38,084    2,403    3,036

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,594)
    -324      100      400    1,499      738    1,575    1,238       19      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.8     11.6     74.4     75.3     94.2     92.6      5.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        5       14       15       23       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,355
COMMITMENTS
   4,680        0      213    4,420    9,085    9,313    9,298       42       57

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -905)
     -96        0     -489     -260     -425     -845     -914      -60        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0      0.0      2.3     47.2     97.1     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        1       14       16       20       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,830
COMMITMENTS
   7,039    4,305    9,317    9,380   12,198   25,735   25,819    3,094    3,011

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,236)
    -287      407    1,286      609     -401    1,607    1,291     -371      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     14.9     32.3     32.5     42.3     89.3     89.6     10.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        8       12       13       14       30       27
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,039
COMMITMENTS
   6,027    1,307    3,311   13,327   18,380   22,666   22,998    1,373    1,041

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -522)
     791       92     -459     -371       19      -39     -347     -484     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      5.4     13.8     55.4     76.5     94.3     95.7      5.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15        8       13       16       14       34       32
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,393
COMMITMENTS
   5,046        4   13,472   81,012   83,422   99,530   96,898    9,863   12,495

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -6,920)
   1,495        4   -1,828   -5,816   -5,209   -6,148   -7,032     -772      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0     12.3     74.1     76.3     91.0     88.6      9.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        6       20       20       26       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,112
COMMITMENTS
  12,768    2,389      672    5,769   17,448   19,210   20,509    1,902      603

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,446)
  -1,371      -11      -92      401   -1,393   -1,062   -1,495     -385       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.5     11.3      3.2     27.3     82.6     91.0     97.1      9.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      62       20        9       21       36       90       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       47,312
COMMITMENTS
  29,785    3,077    1,572    9,133   40,779   40,490   45,428    6,822    1,884

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -2,459)
  -1,241      166      197     -604   -2,962   -1,648   -2,600     -810      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.0      6.5      3.3     19.3     86.2     85.6     96.0     14.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      83       20       17       26       40      117       72
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      390,953
COMMITMENTS
 116,302   20,513   50,229  195,057  305,794  361,587  376,537   29,366   14,417

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     17,623)
   4,667    1,029    7,683    3,898    7,744   16,249   16,456    1,374    1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      5.2     12.8     49.9     78.2     92.5     96.3      7.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      95       21       61       87       98      207      165
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,401
COMMITMENTS
   7,211      179      313    9,623   15,326   17,147   15,818    4,254    5,583

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -3,360)
  -2,605     -239        0     -293   -2,736   -2,898   -2,975     -462     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7      0.8      1.5     45.0     71.6     80.1     73.9     19.9     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        1        4       12       18       19       22
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       26,407
COMMITMENTS
       0        0        0   24,938   23,507   24,938   23,507    1,469    2,900

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.4     89.0     94.4     89.0      5.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       16       12       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,637
COMMITMENTS
     146    1,897      254    8,162    6,436    8,562    8,587       75       50

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,461)
    -150      -83        0   -1,330   -1,378   -1,480   -1,461       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     22.0      2.9     94.5     74.5     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        1       27       27       29       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,596
COMMITMENTS
   1,305       99      101   51,555   53,094   52,961   53,294      635      302

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -5,025)
    -295     -200      100   -4,745   -4,854   -4,940   -4,954      -85      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.2      0.2     96.2     99.1     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        2        2       40       33       45       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,977
COMMITMENTS
       0        0        0   16,860   16,827   16,860   16,827      117      150

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -2,099)
       0        0        0   -1,989   -2,099   -1,989   -2,099     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.1     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       24       13       24       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,185
COMMITMENTS
       0    3,545        0    8,185    4,640    8,185    8,185        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -180)
    -625       45        0      445     -225     -180     -180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     43.3      0.0    100.0     56.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       24       17       24       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,682
COMMITMENTS
     310      385      446    3,724    3,851    4,480    4,682      202        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -358)
    -180      -15       75     -297     -418     -402     -358       44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      8.2      9.5     79.5     82.3     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        2       14        9       17       13
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,468
COMMITMENTS
     904    2,090    1,770   19,756   18,530   22,430   22,390       38       78

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -2,290)
     -77     -825       -4   -2,217   -1,438   -2,298   -2,267        8      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      9.3      7.9     87.9     82.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        4        3       38       40       45       45
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,069
COMMITMENTS
     100      967        0    2,969    1,981    3,069    2,948        0      121

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,258)
       0   -1,132        0   -1,258     -116   -1,258   -1,248        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     31.5      0.0     96.7     64.5    100.0     96.1      0.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        0        9       12       10       17
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,343
COMMITMENTS
     484    2,025      240    8,591    7,078    9,315    9,343       28        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -3,185)
    -442     -204        0   -2,695   -2,961   -3,137   -3,165      -48      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     21.7      2.6     92.0     75.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        1       29       27       33       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,976
COMMITMENTS
  11,291    1,880      249   14,071   23,152   25,611   25,281      365      695

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -3,496)
  -1,359   -1,002      -76   -2,041   -2,386   -3,476   -3,464      -20      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5      7.2      1.0     54.2     89.1     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        5        4       23       29       30       38
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,386
COMMITMENTS
   3,455        0      674   18,647   21,231   22,776   21,905    4,610    5,481

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -2,589)
   1,189        0   -1,150   -3,261   -1,402   -3,222   -2,552      633      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      0.0      2.5     68.1     77.5     83.2     80.0     16.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       15       17       17       19
```

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Updated March 9, 2012