```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      0.0      0.0     99.3     99.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       18       28       18       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      1.2      0.0     95.5     94.3     95.5     95.4      4.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       15       15       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      314,167
COMMITMENTS
  65,200   46,279   46,916  153,034  196,815  265,150  290,010   49,017   24,158

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -2,423)
    -681    7,669   -2,060     -268   -8,139   -3,010   -2,530      586      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     14.7     14.9     48.7     62.6     84.4     92.3     15.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      48       27       39       73       86      141      133
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED 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:       54,523
COMMITMENTS
       0    9,917   17,286   34,802   26,200   52,089   53,403    2,434    1,120

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -8,680)
    -115   -1,305   -3,018   -5,348   -4,108   -8,481   -8,431     -198     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.2     31.7     63.8     48.1     95.5     97.9      4.5      2.1

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 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:    1,273,705
COMMITMENTS
 279,882  407,592  449,475  464,558  358,167  1193915  1215234   79,791   58,471

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      8,269)
  10,522  -13,979   12,009  -14,877    7,776    7,654    5,806      616    2,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     32.0     35.3     36.5     28.1     93.7     95.4      6.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     124      144      156       77       75      297      288
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED 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:    2,387,314
COMMITMENTS
 149,148  119,123  969,070  1263734  1292435  2381951  2380627    5,363    6,686

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    102,725)
  12,387    6,174   51,044   38,997   45,256  102,427  102,474      297      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.0     40.6     52.9     54.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      42       31       56       59       56      126      118
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED 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:      103,954
COMMITMENTS
  20,086   26,849   27,928   53,065   46,450  101,079  101,228    2,875    2,727

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -10,567)
  -1,821   10,384   -8,614     -182  -12,677  -10,618  -10,908       51      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     25.8     26.9     51.0     44.7     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        6       15       10       12       25       28
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED 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:       96,295
COMMITMENTS
  40,545   31,451   37,194   18,368   27,397   96,107   96,042      189      253

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      5,513)
     942    1,537    2,653    1,912    1,331    5,507    5,522        6       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.1     32.7     38.6     19.1     28.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       17       17       10       18       28       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED 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:       74,529
COMMITMENTS
       0    1,846    1,478   64,702   61,530   66,180   64,854    8,349    9,675

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -4,724)
       0      281     -451   -4,289   -4,308   -4,740   -4,478       16     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      2.0     86.8     82.6     88.8     87.0     11.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       15       16       17       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:        7,511
COMMITMENTS
     240      485       60    6,908    6,068    7,208    6,613      303      898

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.5      0.8     92.0     80.8     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
OPTION AND FUTURES COMBINED 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:       18,308
COMMITMENTS
       0      483      210   17,663   17,251   17,873   17,944      435      364

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -832)
     -71      133      -87     -635     -786     -793     -740      -39      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      1.1     96.5     94.2     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        4        2       35       39       37       43
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED 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:      217,201
COMMITMENTS
  13,814      416   32,499  168,266  182,781  214,579  215,696    2,622    1,505

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -14,110)
  -1,517       -3   -1,834  -10,597  -12,223  -13,948  -14,061     -162      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.2     15.0     77.5     84.2     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        6       30       29       37       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,362
COMMITMENTS
   4,329      460    3,952   25,727   30,260   34,008   34,672    1,354      690

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -2,150)
       2      -52     -442   -1,718   -1,860   -2,158   -2,354        8      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      1.3     11.2     72.8     85.6     96.2     98.0      3.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       21       19       24       22
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED 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:       13,400
COMMITMENTS
   3,578      972      588    8,534   11,403   12,700   12,963      700      437

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -433)
     -56       15      -38     -332     -446     -426     -470       -7       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      7.3      4.4     63.7     85.1     94.8     96.7      5.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       16       18       19       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       15       16       15
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       14       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       17       29       17       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       16       27       16       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     7.6      5.1     12.3     80.1     82.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       25       19       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.5      1.8      0.0     99.0     97.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       17       13       18       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:       14,155
COMMITMENTS
     749        0        0   12,427   13,773   13,176   13,773      979      382

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -812)
      66        0     -132     -724     -636     -790     -768      -22      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      0.0     87.8     97.3     93.1     97.3      6.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       15       15       17       15
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     2.5      9.8      0.0     94.6     87.6     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       15        8       16       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     3.1      3.7      0.0     96.9     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       16       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     5.6      0.0      2.1     92.3     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       14       14       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,918
COMMITMENTS
     189        0      343    7,375    7,565    7,907    7,909       11        9

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:         80)
     -14        0       26       68       53       80       80       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      4.3     93.1     95.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        4       16       20       20       24
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:    2,534,404
COMMITMENTS
 395,558  100,479  866,877  1163084  1489496  2425519  2456852  108,884   77,552

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -2,913)
 -16,805      675   -4,554   16,936   -4,616   -4,424   -8,496    1,510    5,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      4.0     34.2     45.9     58.8     95.7     96.9      4.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     160       94      203      103      104      352      322
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED 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:      232,466
COMMITMENTS
  77,953   27,469   57,960   95,134  142,541  231,047  227,970    1,419    4,496

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     12,041)
  -4,609     -857    7,871    8,495    4,543   11,758   11,558      283      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     11.8     24.9     40.9     61.3     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        9       13       21       25       34       40
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED 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:       91,514
COMMITMENTS
  14,814      342   21,590   51,978   66,972   88,382   88,905    3,132    2,610

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -4,820)
  -1,723      -46     -297   -2,672   -4,492   -4,692   -4,835     -127       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      0.4     23.6     56.8     73.2     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      20        3       22       23       24       50       47
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED 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:      442,409
COMMITMENTS
  33,639    2,125   68,833  327,472  355,211  429,944  426,168   12,466   16,241

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -43,543)
  -5,931     -775   -7,027  -29,496  -34,451  -42,454  -42,253   -1,089   -1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.5     15.6     74.0     80.3     97.2     96.3      2.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        2       12       31       31       43       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       30,634
COMMITMENTS
   3,830    7,567    8,486   14,740   10,457   27,056   26,510    3,579    4,125

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      1,703)
  -2,156      527    1,040    2,830     -269    1,715    1,299      -12      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     24.7     27.7     48.1     34.1     88.3     86.5     11.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        7       11       13       13       27       25
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED 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:       19,882
COMMITMENTS
   5,381    1,292    2,210   11,378   15,701   18,969   19,203      913      679

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,608)
    -952      -55      -44     -503   -1,470   -1,499   -1,569     -109      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      6.5     11.1     57.2     79.0     95.4     96.6      4.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        7       10       17       15       32       31
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED 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:      107,270
COMMITMENTS
   5,026      388   13,523   80,276   82,852   98,826   96,763    8,444   10,507

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -11,625)
  -1,554      -30   -3,181   -6,115   -7,021  -10,850  -10,232     -775   -1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.4     12.6     74.8     77.2     92.1     90.2      7.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        1        8       20       20       28       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,543
COMMITMENTS
  11,712    3,988      982    8,221   16,483   20,915   21,452    1,628    1,091

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        462)
    -833      816      146    1,346     -737      659      226     -197      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.0     17.7      4.4     36.5     73.1     92.8     95.2      7.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      61       34       13       28       33       96       75
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED 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:       43,520
COMMITMENTS
  27,466    4,263      684    9,228   36,374   37,377   41,321    6,142    2,199

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,342)
    -108     -455     -234     -309     -824     -651   -1,513     -691      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.1      9.8      1.6     21.2     83.6     85.9     94.9     14.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      78       22        8       28       36      109       63
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED 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:      367,127
COMMITMENTS
 114,866   17,229   63,094  161,236  272,332  339,197  352,654   27,930   14,473

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -20,849)
   8,091    1,403    2,477  -30,113  -24,906  -19,546  -21,026   -1,303      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3      4.7     17.2     43.9     74.2     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
     101       14       54       83       94      199      155
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
```

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Updated April 6, 2012