GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,628 COMMITMENTS 216 62 13 35,805 36,553 36,034 36,628 594 0 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,264) 216 15 -15 -1,773 -1,257 -1,572 -1,257 308 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.2 0.0 97.8 99.8 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 1 1 36 36 38 37 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,109 COMMITMENTS 910 120 125 20,773 21,607 21,808 21,852 301 257 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -885) -50 0 0 -820 -835 -870 -835 -15 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.5 0.6 94.0 97.7 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 31 34 33 36 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,449 COMMITMENTS 1,235 56 455 5,013 5,948 6,703 6,459 746 990 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -413) -286 -7 -50 -142 -365 -478 -422 65 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 0.8 6.1 67.3 79.8 90.0 86.7 10.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 18 21 21 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,403 COMMITMENTS 327 165 321 9,584 10,243 10,232 10,729 1,171 674 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -773) -14 -39 -111 -597 -735 -722 -885 -51 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.4 2.8 84.0 89.8 89.7 94.1 10.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 3 4 38 43 43 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,069 COMMITMENTS 247 116 146 7,329 7,197 7,722 7,459 347 610 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,330) 17 -38 33 -1,188 -1,194 -1,138 -1,199 -192 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.4 1.8 90.8 89.2 95.7 92.4 4.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 2 3 43 48 47 52 NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,604 COMMITMENTS 120 254 84 4,126 4,413 4,330 4,751 1,274 853 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -336) 5 -93 -5 -547 -429 -547 -527 211 191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.5 1.5 73.6 78.7 77.3 84.8 22.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 20 22 22 24 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,229 COMMITMENTS 90 351 38 2,059 2,354 2,187 2,743 1,042 486 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -484) 0 -34 -52 -599 -375 -651 -461 167 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 10.9 1.2 63.8 72.9 67.7 84.9 32.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 18 18 21 21 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,664 COMMITMENTS 75 0 0 1,636 1,988 1,711 1,988 953 676 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -361) -130 0 0 -309 -35 -439 -35 78 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 61.4 74.6 64.2 74.6 35.8 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 14 16 14 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 255,954 COMMITMENTS 28,158 21,317 27,188 163,255 177,114 218,601 225,619 37,353 30,335 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,169) -1,002 -2,991 -5,025 4,937 6,415 -1,090 -1,601 -2,079 -1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 8.3 10.6 63.8 69.2 85.4 88.1 14.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 23 25 34 60 62 104 108 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,850 COMMITMENTS 76 185 41 15,433 15,481 15,550 15,707 300 143 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,969) -15 -124 41 -3,876 -3,589 -3,850 -3,672 -119 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.2 0.3 97.4 97.7 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 1 1 37 43 39 45 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,684 COMMITMENTS 464 0 0 14,410 15,459 14,874 15,459 810 225 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -885) -75 0 0 -600 -885 -675 -885 -210 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 91.9 98.6 94.8 98.6 5.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 0 26 23 28 23 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 677,190 COMMITMENTS 66,171 193,905 267,092 265,809 176,613 599,072 637,610 78,118 39,580 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -11,511) -3,552 -24,722 -3,457 -3,614 4,151 -10,623 -24,028 -888 12,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 28.6 39.4 39.3 26.1 88.5 94.2 11.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 42 80 84 78 63 182 173 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,350 COMMITMENTS 1,629 0 3,095 74,425 80,987 79,149 84,082 14,201 9,268 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,368) 742 -361 38 -8,146 -3,380 -7,366 -3,703 3,998 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 3.3 79.7 86.8 84.8 90.1 15.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 20 25 23 27 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,197 COMMITMENTS 2,690 9,364 1,266 41,930 27,952 45,886 38,582 11,311 18,615 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,332) 21 438 -689 -6,713 -5,755 -7,381 -6,006 4,049 2,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 16.4 2.2 73.3 48.9 80.2 67.5 19.8 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 14 13 17 15 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 82,171 COMMITMENTS 3,401 2,484 1,374 67,739 62,781 72,514 66,639 9,657 15,532 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,740) -186 7 -131 -1,928 -11,141 -2,245 -11,265 505 9,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 3.0 1.7 82.4 76.4 88.2 81.1 11.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 23 26 26 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 98,215 COMMITMENTS 0 0 0 83,201 84,834 83,201 84,834 15,014 13,381 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -2,004) 0 0 0 -1,159 -919 -1,159 -919 -845 -1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.7 86.4 84.7 86.4 15.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 21 20 21 20 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,084 COMMITMENTS 0 5,419 1,942 73,443 69,578 75,385 76,939 10,699 9,145 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -8,398) 0 -2,427 -913 -11,812 -8,222 -12,725 -11,562 4,327 3,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 2.3 85.3 80.8 87.6 89.4 12.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 2 26 28 28 30 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 129,952 COMMITMENTS 2,623 1,336 11,196 73,082 106,530 86,901 119,062 43,051 10,890 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -6,363) -2,257 364 3,376 -41,767 -10,455 -40,648 -6,715 34,285 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.0 8.6 56.2 82.0 66.9 91.6 33.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 3 17 27 21 30 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,408 COMMITMENTS 0 800 0 50,042 44,628 50,042 45,428 6,366 10,980 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,341) 0 800 0 -2,819 -2,820 -2,819 -2,020 -522 -1,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 88.7 79.1 88.7 80.5 11.3 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 24 19 24 20 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,371 COMMITMENTS 4,612 7,122 5,018 75,379 70,261 85,009 82,401 5,362 7,970 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -5,694) -1,543 -3,916 1,010 -5,296 -2,128 -5,829 -5,034 135 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 7.9 5.6 83.4 77.7 94.1 91.2 5.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 3 28 26 32 30 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,982 COMMITMENTS 944 2,092 1,187 32,319 27,153 34,450 30,432 7,532 11,550 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -2,419) -62 56 -459 -2,427 -7,799 -2,948 -8,202 529 5,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.0 2.8 77.0 64.7 82.1 72.5 17.9 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 17 13 19 16 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 134,275 COMMITMENTS 4,280 1,472 0 128,535 122,663 132,815 124,135 1,460 10,140 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 542) 0 -1,240 0 666 -4,694 666 -5,934 -124 6,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.1 0.0 95.7 91.4 98.9 92.4 1.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 14 14 15 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 222,123 COMMITMENTS 9,803 10,418 5,740 191,751 193,457 207,294 209,615 14,829 12,508 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,809) -1,736 771 -801 -8,571 -8,172 -11,108 -8,202 7,299 4,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 4.7 2.6 86.3 87.1 93.3 94.4 6.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 2 7 34 29 42 36 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 165,330 COMMITMENTS 420 2,571 3,407 142,353 154,445 146,180 160,423 19,150 4,907 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -6,823) -4 -372 -464 -12,479 -6,756 -12,947 -7,592 6,124 769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.6 2.1 86.1 93.4 88.4 97.0 11.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 31 28 33 30 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 258,441 COMMITMENTS 12,775 1,700 13,730 211,422 208,696 237,927 224,126 20,514 34,315 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -15,474) 4,916 -649 -1,734 -20,980 -34,460 -17,798 -36,843 2,324 21,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.7 5.3 81.8 80.8 92.1 86.7 7.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 3 37 38 40 41 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 122,770 COMMITMENTS 0 4,067 1,996 116,611 111,979 118,607 118,042 4,163 4,728 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -10,009) -2,089 -1,937 -558 -9,441 -9,313 -12,088 -11,808 2,079 1,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 1.6 95.0 91.2 96.6 96.1 3.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 5 3 26 27 29 32 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 48,580 COMMITMENTS 0 0 0 42,577 42,808 42,577 42,808 6,003 5,772 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,826) 0 -217 0 -4,344 -4,098 -4,344 -4,315 518 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.6 88.1 87.6 88.1 12.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 17 16 17 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,175,272 COMMITMENTS 692,897 146,694 1049853 1365384 1939363 3108134 3135910 67,138 39,362 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -150,168) -58,434 8,426 -44,129 -88,012 -135,385 -190,575 -171,088 40,407 20,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 4.6 33.1 43.0 61.1 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 36 16 44 99 96 148 144 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,084,633 COMMITMENTS 169,349 258,361 265,749 643,742 552,867 1078840 1076977 5,793 7,656 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -280,894) -38,604 -40,168 -125,450 -113,244 -85,576 -277,298 -251,194 -3,596 -29,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 23.8 24.5 59.4 51.0 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 26 41 35 35 79 79 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,695 COMMITMENTS 2,944 58 965 27,041 30,392 30,950 31,415 745 280 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,126) 628 -702 334 -2,089 -1,021 -1,127 -1,389 1 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.2 3.0 85.3 95.9 97.6 99.1 2.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 5 30 26 37 31 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,240 COMMITMENTS 2,960 32 54 17,142 20,414 20,156 20,500 1,084 740 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,180) 120 30 -150 -1,096 -1,076 -1,126 -1,196 -54 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 0.2 0.3 80.7 96.1 94.9 96.5 5.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 18 14 20 16 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,480 COMMITMENTS 0 0 0 12,810 11,962 12,810 11,962 670 1,518 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -575) 0 0 0 -517 -535 -517 -535 -58 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 88.7 95.0 88.7 5.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 14 16 14 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,238 COMMITMENTS 104 680 516 25,119 27,023 25,739 28,219 3,499 1,019 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,177) 104 -96 -4 -2,006 -1,230 -1,906 -1,330 729 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.3 1.8 85.9 92.4 88.0 96.5 12.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 22 18 24 20 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,039 COMMITMENTS 0 0 0 27,807 27,187 27,807 27,187 232 852 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -809) 0 0 0 -783 -757 -783 -757 -26 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 97.0 99.2 97.0 0.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 15 17 15 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,180 COMMITMENTS 0 50 30 7,211 7,302 7,241 7,382 939 798 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 362) 0 30 0 1,012 622 1,012 652 -650 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.4 88.2 89.3 88.5 90.2 11.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 15 16 16 17 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 117,079 COMMITMENTS 2,224 6,092 2,350 112,505 107,101 117,079 115,543 0 1,536 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -5,416) 0 -400 0 -5,196 -4,396 -5,196 -4,796 -220 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.2 2.0 96.1 91.5 100.0 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 23 19 25 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 1,937,297 COMMITMENTS 0 66,775 46,480 1890817 1800722 1937297 1913977 0 23,320 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -76,013) -13,920 -1,248 -160 -61,933 -67,565 -76,013 -68,973 0 -7,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 2.4 97.6 93.0 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 13 18 14 21 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,209 COMMITMENTS 0 0 0 18,103 17,970 18,103 17,970 106 239 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,520) 0 0 0 1,565 1,600 1,565 1,600 -45 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 98.7 99.4 98.7 0.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 26 23 26 23 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,191 COMMITMENTS 0 0 0 4,149 4,979 4,149 4,979 1,042 212 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -565) 0 0 0 -496 -594 -496 -594 -69 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 79.9 95.9 79.9 95.9 20.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 16 19 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,191,724 COMMITMENTS 214,302 214,834 287,242 613,910 610,109 1115454 1112185 76,270 79,539 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 12,553) -19,803 9,478 2,165 25,423 -8,922 7,785 2,721 4,768 9,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 18.0 24.1 51.5 51.2 93.6 93.3 6.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 77 107 151 85 92 259 269 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 197,705 COMMITMENTS 20,803 23,172 15,080 120,843 114,393 156,726 152,645 40,979 45,060 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -11,094) 1,106 -478 505 -16,265 -8,980 -14,654 -8,953 3,560 -2,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 11.7 7.6 61.1 57.9 79.3 77.2 20.7 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 7 21 22 29 31 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,866 COMMITMENTS 2,325 3,316 1,700 50,724 49,713 54,749 54,729 117 137 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -7,135) 325 -380 25 -7,385 -6,680 -7,035 -7,035 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 6.0 3.1 92.5 90.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 3 3 38 42 44 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 187,906 COMMITMENTS 20,535 34,450 36,304 123,165 106,423 180,004 177,177 7,902 10,729 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 2,783) 550 -1,664 1,478 497 2,352 2,525 2,166 258 617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 18.3 19.3 65.5 56.6 95.8 94.3 4.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 11 21 25 22 22 50 52 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,910 COMMITMENTS 4,231 3,145 7,686 15,948 18,484 27,865 29,315 4,045 2,595 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 9.9 24.1 50.0 57.9 87.3 91.9 12.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 8 10 12 19 20 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,287 COMMITMENTS 2,677 8,241 11,226 61,721 52,820 75,624 72,287 24,663 28,000 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,605) 28 586 -752 -2,810 -4,314 -3,534 -4,480 -71 875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 8.2 11.2 61.5 52.7 75.4 72.1 24.6 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 4 20 21 24 25 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,900 COMMITMENTS 495 7,745 765 35,640 28,390 36,900 36,900 0 0 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -726) -230 50 300 -796 -1,076 -726 -726 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 21.0 2.1 96.6 76.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 6 1 25 32 26 39 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,460 COMMITMENTS 7,364 3,122 0 2,367 7,521 9,731 10,643 1,729 817 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,045) -663 162 -19 -191 -1,170 -873 -1,027 -172 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.3 27.2 0.0 20.7 65.6 84.9 92.9 15.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 37 19 0 19 17 56 36 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,443 COMMITMENTS 10,226 2,075 141 5,836 15,970 16,203 18,186 3,240 1,257 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,427) -1,164 114 39 -120 -1,517 -1,245 -1,364 -182 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 10.7 0.7 30.0 82.1 83.3 93.5 16.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 37 15 7 12 21 55 37 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,753 COMMITMENTS 56,754 6,288 8,813 99,801 153,294 165,368 168,395 15,385 12,358 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -7,333) 1,995 -6,569 -2,074 -6,925 1,391 -7,004 -7,252 -329 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 3.5 4.9 55.2 84.8 91.5 93.2 8.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 57 17 34 62 79 130 121 RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,852 COMMITMENTS 3,941 677 325 1,793 5,149 6,059 6,151 793 701 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.5 9.9 4.7 26.2 75.1 88.4 89.8 11.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 2 3 8 8 19 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,673 COMMITMENTS 0 50 0 5,473 5,327 5,473 5,377 200 296 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -745) 0 0 0 -645 -645 -645 -645 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 96.5 93.9 96.5 94.8 3.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 23 27 23 28 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,614 COMMITMENTS 1,658 0 0 25,099 27,556 26,757 27,556 857 58 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,258) -30 0 0 -1,156 -1,248 -1,186 -1,248 -72 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 90.9 99.8 96.9 99.8 3.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 0 33 30 36 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,335 COMMITMENTS 0 590 75 18,854 18,905 18,929 19,570 1,406 765 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -786) 0 75 50 -966 -966 -916 -841 130 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.4 92.7 93.0 93.1 96.2 6.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 18 11 19 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,216 COMMITMENTS 399 0 0 14,817 15,216 15,216 15,216 0 0 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,455) -75 -50 0 -1,380 -1,405 -1,455 -1,455 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 26 18 28 18 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,108 COMMITMENTS 0 451 0 3,114 2,863 3,114 3,314 994 794 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -327) 0 -31 0 -348 -363 -348 -394 21 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.0 0.0 75.8 69.7 75.8 80.7 24.2 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 15 16 17 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,340 COMMITMENTS 987 896 402 22,406 22,901 23,795 24,199 545 141 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -808) -482 155 103 -486 -1,099 -865 -841 57 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 3.7 1.7 92.1 94.1 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 2 25 29 29 33 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,078 COMMITMENTS 0 480 0 4,162 5,407 4,162 5,887 1,916 191 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -111) 0 0 0 -359 -91 -359 -91 248 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 0.0 68.5 89.0 68.5 96.9 31.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 11 16 11 18 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,879 COMMITMENTS 225 90 0 8,608 8,728 8,833 8,818 46 61 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,341) 17 -45 0 -1,357 -1,297 -1,340 -1,342 -1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.0 0.0 96.9 98.3 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 0 22 20 25 21 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,975 COMMITMENTS 3,795 7,778 1,940 41,969 40,159 47,704 49,877 3,271 1,098 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,144) -96 -101 -378 -642 -832 -1,116 -1,311 -28 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 15.3 3.8 82.3 78.8 93.6 97.8 6.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 8 4 27 31 35 41
Updated March 5, 2009