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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,255
COMMITMENTS
     288        0      510   41,079   41,548   41,877   42,058      378      197

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      3,166)
     -26        0      -88    3,300    3,254    3,186    3,166      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      1.2     97.2     98.3     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        0        1       36       43       38       44
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,318
COMMITMENTS
       0        0        0   25,151   25,296   25,151   25,296      167       22

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,165)
       0        0        0    1,165    1,165    1,165    1,165        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:       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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,321
COMMITMENTS
       0      256      521    8,922    8,608    9,443    9,385      878      936

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        564)
       0      -28      206      333      404      539      582       25      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      5.0     86.4     83.4     91.5     90.9      8.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        2        2       36       40       38       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,905
COMMITMENTS
     509      180      240    5,371    5,752    6,120    6,172      785      733

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        535)
      80       35      -70      498      535      508      500       27       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      2.6      3.5     77.8     83.3     88.6     89.4     11.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        4       45       44       51       50
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,484
COMMITMENTS
      53      217       44    1,520    1,899    1,617    2,160      867      324

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        115)
       0        5        0      145      135      145      140      -30      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      8.7      1.8     61.2     76.4     65.1     87.0     34.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       19       18       22       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,457
COMMITMENTS
     162        0       52    1,986    2,050    2,200    2,102      257      355

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        521)
      41        0        0      479      438      520      438        1       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      2.1     80.8     83.4     89.5     85.6     10.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       14       15       16       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,753
COMMITMENTS
       0        0        0    9,567    9,627    9,567    9,627      186      126

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        224)
       0        0        0      224      224      224      224        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     98.7     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       18       15       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,761
COMMITMENTS
       0      176        0    8,371    8,172    8,371    8,348      390      413

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        297)
       0        0        0      297      297      297      297        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0     95.5     93.3     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       14       15       15
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,681
COMMITMENTS
       0      558      243   24,438   23,880   24,681   24,681        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,207)
       0      451      -76    1,283      832    1,207    1,207        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      1.0     99.0     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       28       27       29       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      318,725
COMMITMENTS
  69,310   38,851   51,365  145,220  201,495  265,896  291,711   52,829   27,014

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,602)
    -544   -2,742    2,686   -1,594    1,376      547    1,320    4,055    3,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     12.2     16.1     45.6     63.2     83.4     91.5     16.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      60       23       43       72       81      149      132
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       63,829
COMMITMENTS
     125   10,290   20,848   40,244   31,264   61,217   62,402    2,612    1,427

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     10,928)
     125      140    3,873    6,604    6,712   10,602   10,725      326      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     16.1     32.7     63.0     49.0     95.9     97.8      4.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        5       15       15       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,014
COMMITMENTS
       0    3,514      150   13,829   10,288   13,979   13,952       35       62

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,326)
       0      677        0    2,326    1,649    2,326    2,326        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     25.1      1.1     98.7     73.4     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       0        8        1       39       41       40       50
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,958
COMMITMENTS
     758       50        0    9,146    9,908    9,904    9,958       54        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        610)
       0        0        0      610      610      610      610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.5      0.0     91.8     99.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        0       23       27       27       28
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,017
COMMITMENTS
      50        0        0      717    1,017      767    1,017      250        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -897)
      50     -150        0   -1,170     -740   -1,120     -890      223       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      0.0     70.5    100.0     75.4    100.0     24.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       13       11       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,273,747
COMMITMENTS
 266,577  409,231  449,465  471,392  358,455  1187434  1217150   86,313   56,597

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     20,537)
    -205   12,629   22,991   -8,517  -19,547   14,269   16,072    6,268    4,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     32.1     35.3     37.0     28.1     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     141      134      152       78       77      308      283
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| 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 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,476,020
COMMITMENTS
 136,221  133,005  1011331  1323460  1324647  2471012  2468983    5,008    7,037

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    102,825)
  10,151      467   53,124   39,135   49,785  102,410  103,375      415     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.4     40.8     53.5     53.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      43       34       60       64       59      134      126
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      109,137
COMMITMENTS
  21,121   18,129   30,201   55,051   58,622  106,373  106,952    2,764    2,185

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,805)
    -291     -665    3,271    1,820    2,198    4,799    4,804        6        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     16.6     27.7     50.4     53.7     97.5     98.0      2.5      2.0

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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      116,348
COMMITMENTS
  47,759   31,254   51,333   16,888   33,309  115,980  115,895      368      453

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     17,361)
   9,440    5,907    6,411    1,588    5,151   17,439   17,468      -78     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0     26.9     44.1     14.5     28.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       15       15        9       17       26       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,244
COMMITMENTS
       0    2,104    1,425   69,486   65,806   70,911   69,335    8,333    9,909

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        462)
       0     -429      286    1,032      725    1,318      582     -856     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      1.8     87.7     83.0     89.5     87.5     10.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       16       17       18       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,768,177
COMMITMENTS
 483,197  268,975  771,503  1478220  1705599  2732920  2746077   35,257   22,100

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      5,665)
 -33,052  -57,511   24,358   14,104   38,223    5,410    5,070      255      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      9.7     27.9     53.4     61.6     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      30       26       44       92       84      146      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,457,984
COMMITMENTS
 315,874  265,417  337,710  799,676  852,431  1453260  1455558    4,724    2,426

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    132,141)
  61,893   76,795   29,621   40,476   25,648  131,990  132,064      151       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     18.2     23.2     54.8     58.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      24       19       33       41       38       81       74
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,940
COMMITMENTS
     132      570      407   16,086   15,761   16,625   16,738      315      202

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,508)
       0      -48       68    1,404    1,471    1,472    1,491       36       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      3.4      2.4     95.0     93.0     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        3        5       34       39       40       45
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,211
COMMITMENTS
     149        0      132    1,492    1,517    1,773    1,649      438      562

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      6.0     67.5     68.6     80.2     74.6     19.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       17       18       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,361
COMMITMENTS
       0      253       47    1,109      781    1,156    1,081      205      280

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         99)
     -57       52       47       84       39       74      138       25      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.6      3.5     81.5     57.4     84.9     79.4     15.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       19       17       21       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      231,788
COMMITMENTS
  15,616    2,099   34,455  179,015  193,674  229,086  230,228    2,702    1,560

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,116)
   1,426       -1     -720      511    1,941    1,217    1,220     -101     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.9     14.9     77.2     83.6     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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,553
COMMITMENTS
   3,980      310    4,303   26,954   31,454   35,237   36,067    1,316      486

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        103)
      13        0        5       85       98      103      103       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      0.8     11.8     73.7     86.1     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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,491
COMMITMENTS
     400      680      364    6,895    7,328    7,659    8,372    1,832    1,119

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      206       38      206       38       24      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      7.2      3.8     72.6     77.2     80.7     88.2     19.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       16       13       18       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| 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    1,075      507    8,772   11,765   12,991   13,347      709      353

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         -0)
       0        2       -1        2       -1        1       -0       -2       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      7.9      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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,801
COMMITMENTS
   1,620    3,430      360   24,678   24,052   26,658   27,842    2,143      959

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        -82)
      48        0        0     -250      -82     -202      -82      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     11.9      1.2     85.7     83.5     92.6     96.7      7.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       24       23       26       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,189
COMMITMENTS
   1,202        0      240    7,526    7,795    8,968    8,035    1,221    2,154

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         24)
       0        0        0       24        0       24        0        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.0      2.4     73.9     76.5     88.0     78.9     12.0     21.1

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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,828
COMMITMENTS
       0    2,458      400   10,976    8,902   11,376   11,760    1,452    1,068

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         80)
       0      160        0      110     -130      110       30      -30       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.2      3.1     85.6     69.4     88.7     91.7     11.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       17       15       18       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       66,564
COMMITMENTS
       0        0        0   66,564   66,564   66,564   66,564        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        408)
       0        0        0      408      408      408      408        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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,046,984
COMMITMENTS
       0        0        0  1046984  1046984  1046984  1046984        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      7,848)
       0        0        0    7,848    7,848    7,848    7,848        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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,215
COMMITMENTS
       0        0        0   35,215   35,215   35,215   35,215        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       15       15       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      634,289
COMMITMENTS
       0        0        0  634,289  634,289  634,289  634,289        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       13       14       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      127,812
COMMITMENTS
       0        0        0  127,812  127,812  127,812  127,812        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,755)
       0        0        0    2,755    2,755    2,755    2,755        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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,825,150
COMMITMENTS
       0        0        0  1825150  1825150  1825150  1825150        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     34,032)
       0        0        0   34,032   34,032   34,032   34,032        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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,269
COMMITMENTS
   4,952    3,525    8,125   55,192   56,364   68,269   68,014        0      255

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      5.2     11.9     80.8     82.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        3       25       19       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| 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 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,491
COMMITMENTS
       0    1,219      320   46,872   45,952   47,192   47,491      299        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        105)
       0        0      105        0        0      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.7     98.7     96.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       19       15       21       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,112
COMMITMENTS
   2,130    2,550        0   48,388   47,968   50,518   50,518      594      594

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        387)
       0        0        0      387      387      387      387        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.0      0.0     94.7     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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,776
COMMITMENTS
     683        0      132   12,960   14,218   13,775   14,350    1,001      426

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         -1)
       0        0        0       -1       -1       -1       -1        0        0

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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,669
COMMITMENTS
     341    1,325        0   11,902   10,982   12,243   12,307      426      362

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     10.5      0.0     93.9     86.7     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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      809,385
COMMITMENTS
  24,168   41,996        0  785,217  767,389  809,385  809,385        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,953)
     768    1,953        0    1,185        0    1,953    1,953        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      5.2      0.0     97.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       16       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      892,754
COMMITMENTS
  60,850        0   17,645  814,259  875,109  892,754  892,754        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,664)
       0        0        0    4,664    4,664    4,664    4,664        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      2.0     91.2     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       12       15       14       16
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,855
COMMITMENTS
     358        0      350    7,135    7,497    7,843    7,848       12        8

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        -29)
      65        0       18      -95      -47      -12      -29      -16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      4.5     90.8     95.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        4       16       20       20       24
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,060
COMMITMENTS
     780      164        0   18,989   19,098   19,769   19,262      291      798

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        870)
     -57      164        0      907      598      850      762       20      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.8      0.0     94.7     95.2     98.5     96.0      1.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        0       31       30       34       31
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,332
COMMITMENTS
     600        0        0    8,189    8,829    8,789    8,829      543      503

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         31)
     -10        0        0      130       35      120       35      -89       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.0     87.8     94.6     94.2     94.6      5.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       16       16       18       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,289
COMMITMENTS
       0      505       15    5,959    5,210    5,974    5,730      315      559

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        -89)
       0      350       -5      -15     -431      -20      -86      -69       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      0.2     94.8     82.8     95.0     91.1      5.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       17       13       18       15
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,466
COMMITMENTS
     565       15       10    7,060    7,909    7,635    7,934      831      532

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        243)
     120      -15       10      110      225      240      220        3       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.2      0.1     83.4     93.4     90.2     93.7      9.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       15       18       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,594,154
COMMITMENTS
 433,777  103,252  905,152  1145792  1511367  2484721  2519771  109,433   74,383

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      9,332)
  15,578    5,349   -9,226    2,634   10,386    8,986    6,509      346    2,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      4.0     34.9     44.2     58.3     95.8     97.1      4.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     190       88      226       98       96      379      334
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,707
COMMITMENTS
  78,981   28,589   53,536   82,582  131,042  215,099  213,168    1,608    3,539

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -2,863)
  -8,022   -5,879    4,172      920   -1,066   -2,930   -2,773       68      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4     13.2     24.7     38.1     60.5     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       10       16       21       24       37       42
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      201,267
COMMITMENTS
  51,880   12,953    2,245   94,586  124,157  148,711  139,355   52,556   61,912

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      5,437)
   2,760     -591      463    5,057    3,205    8,280    3,077   -2,843    2,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      6.4      1.1     47.0     61.7     73.9     69.2     26.1     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        5        5       15       19       22       25
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,008
COMMITMENTS
  16,143      565   22,490   55,990   72,388   94,622   95,442    3,386    2,566

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      7,025)
     894     -163    5,350    1,268    2,038    7,511    7,225     -486     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      0.6     22.9     57.1     73.9     96.5     97.4      3.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      20        6       24       23       25       51       50
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      486,120
COMMITMENTS
  37,705    1,750   78,098  356,963  388,809  472,766  468,657   13,355   17,464

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     13,403)
   3,305      135    2,536    7,391   10,466   13,232   13,138      171      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.4     16.1     73.4     80.0     97.3     96.4      2.7      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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,139
COMMITMENTS
     825      875      200   16,114   16,064   17,139   17,139        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,272)
     150        0        0    1,122    1,272    1,272    1,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      5.1      1.2     94.0     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        1       25       22       28       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,133
COMMITMENTS
   5,093   12,770    7,816   63,552   53,382   76,461   73,968    3,672    6,165

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -2,661)
      52     -104   -3,837    1,193    1,366   -2,592   -2,575      -69      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     15.9      9.8     79.3     66.6     95.4     92.3      4.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        6        9       23       18       34       27
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,557
COMMITMENTS
   3,541    2,371    3,156   30,496   30,962   37,193   36,489    2,364    3,068

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -1,563)
     185        0   -1,600     -109        5   -1,524   -1,595      -39       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      6.0      8.0     77.1     78.3     94.0     92.2      6.0      7.8

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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,755
COMMITMENTS
   4,016        0      213    4,420    8,485    8,649    8,698      106       57

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -600)
    -664        0        0        0     -600     -664     -600       64        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.9      0.0      2.4     50.5     96.9     98.8     99.3      1.2      0.7

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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,107
COMMITMENTS
   6,413    5,778    8,658   10,824   11,189   25,895   25,625    3,212    3,481

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        277)
    -626    1,474     -658    1,444   -1,009      160     -194      117      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     19.9     29.7     37.2     38.4     89.0     88.0     11.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11        6       11       13       13       29       25
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,855
COMMITMENTS
   5,467    1,625    2,975   12,248   16,533   20,690   21,133    1,165      722

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -2,184)
    -560      318     -336   -1,080   -1,847   -1,976   -1,865     -208     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      7.4     13.6     56.0     75.6     94.7     96.7      5.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        9       12       16       13       32       31
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      119,481
COMMITMENTS
   4,911      253   17,126   87,313   89,361  109,350  106,740   10,130   12,740

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     10,087)
    -135      249    3,654    6,301    5,939    9,820    9,842      267      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.2     14.3     73.1     74.8     91.5     89.3      8.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        1        7       20       20       27       27
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,562
COMMITMENTS
  14,415    2,393      621    5,581   18,926   20,617   21,940    1,945      622

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,449)
   1,647        4      -51     -188    1,478    1,407    1,430       43       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.9     10.6      2.8     24.7     83.9     91.4     97.2      8.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      70       19       11       20       38       97       63
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       47,319
COMMITMENTS
  29,958    3,776    1,024    9,097   40,373   40,079   45,173    7,240    2,146

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          7)
     173      699     -548      -35     -406     -411     -255      418      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.3      8.0      2.2     19.2     85.3     84.7     95.5     15.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      84       21       13       27       41      116       72
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      405,999
COMMITMENTS
 112,978   19,769   56,514  207,757  314,010  377,248  390,293   28,752   15,707

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     15,046)
  -3,324     -744    6,285   12,700    8,215   15,661   13,756     -614    1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      4.9     13.9     51.2     77.3     92.9     96.1      7.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      97       23       61       82       97      203      165
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,043
COMMITMENTS
   7,414      179      562   10,538   16,662   18,514   17,403    4,529    5,640

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,642)
     203        0      249      915    1,336    1,367    1,585      275       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      0.8      2.4     45.7     72.3     80.3     75.5     19.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        1        4       13       19       20       23
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,288
COMMITMENTS
       0        0        0   26,294   25,123   26,294   25,123      994    2,165

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        881)
       0        0        0    1,356    1,616    1,356    1,616     -475     -735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.4     92.1     96.4     92.1      3.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       14       18       14       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,136
COMMITMENTS
     146    2,515      304    8,491    6,267    8,941    9,086      195       50

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        499)
       0      618       50      329     -169      379      499      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     27.5      3.3     92.9     68.6     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        1       27       29       29       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       54,904
COMMITMENTS
   1,330       50      100   52,838   54,452   54,268   54,602      636      302

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,308)
      25      -49       -1    1,283    1,358    1,307    1,308        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.1      0.2     96.2     99.2     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        1       41       33       45       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,478
COMMITMENTS
       0        0        0   21,361   21,478   21,361   21,478      117        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,501)
       0        0        0    4,501    4,651    4,501    4,651        0     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       25       16       25       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,760
COMMITMENTS
       0    3,845        0    8,760    4,915    8,760    8,760        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        575)
       0      300        0      575      275      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     43.9      0.0    100.0     56.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       25       19       25       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,525
COMMITMENTS
     760      385       99    3,464    4,041    4,323    4,525      202        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -157)
     450        0     -347     -260      190     -157     -157        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      8.5      2.2     76.6     89.3     95.5    100.0      4.5      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 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,110
COMMITMENTS
   1,156    2,059    2,933   20,983   20,027   25,072   25,019       38       91

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,642)
     252      -31    1,163    1,227    1,497    2,642    2,629        0       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      8.2     11.7     83.6     79.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        5        4       38       42       46       48
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,090
COMMITMENTS
     100      946       21    2,969    1,981    3,090    2,948        0      142

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         21)
       0      -21       21        0        0       21        0        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     30.6      0.7     96.1     64.1    100.0     95.4      0.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        1        9       12       11       17
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,505
COMMITMENTS
     309    2,102      465    8,703    6,938    9,477    9,505       28        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        162)
    -175       77      225      112     -140      162      162        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     22.1      4.9     91.6     73.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        6        2       29       26       33       33
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,819
COMMITMENTS
  11,216    1,565      273   13,965   23,286   25,454   25,124      365      695

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -157)
     -75     -315       24     -106      134     -157     -157        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4      6.1      1.1     54.1     90.2     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        7        4       24       31       31       42
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,170
COMMITMENTS
   3,730        0      531   18,371   22,273   22,632   22,804    5,538    5,366

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        784)
     275        0     -143     -276    1,042     -144      899      928     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      0.0      1.9     65.2     79.1     80.3     81.0     19.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       15       16       17       18
```

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Updated March 16, 2012