GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,181
COMMITMENTS
   2,376       62      109   41,508   43,995   43,993   44,166      188       15

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      4,723)
     591        0       96    4,036    4,728    4,723    4,824        0     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.1      0.2     93.9     99.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        1        2       37       40       44       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,803
COMMITMENTS
     910      120      125   22,467   23,242   23,502   23,487      301      316

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      1,059)
       0        0        0    1,059    1,000    1,059    1,000        0       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.5      0.5     94.4     97.6     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        1       32       36       34       38
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,566
COMMITMENTS
   1,074        6      426    5,082    6,076    6,582    6,508      984    1,058

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:         75)
    -104      -50       82       44       43       22       75       53        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      0.1      5.6     67.2     80.3     87.0     86.0     13.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       21       20       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,911
COMMITMENTS
     376      465      312   11,200   11,445   11,888   12,222    1,023      689

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        691)
     -34       87      109      648      412      723      608      -32       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      3.6      2.4     86.7     88.6     92.1     94.7      7.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        5        5       40       47       45       56
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,427
COMMITMENTS
     264      146      161    8,538    7,948    8,963    8,255      464    1,172

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        884)
      15       30       15      768      372      798      417       86      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.5      1.7     90.6     84.3     95.1     87.6      4.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        3        4       46       49       51       54
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,916
COMMITMENTS
     120      224      174    4,418    4,691    4,712    5,089    1,204      827

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        150)
       0      -30       90       70       50      160      110      -10       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      3.8      2.9     74.7     79.3     79.6     86.0     20.4     14.0

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 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,770
COMMITMENTS
     285      375       23    2,548    3,000    2,856    3,398      914      372

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        337)
      60       15        0      272      307      332      322        5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      9.9      0.6     67.6     79.6     75.8     90.1     24.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        2       18       21       23       24
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,046
COMMITMENTS
      90        0        0    2,284    2,330    2,374    2,330      672      716

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        346)
       5        0        0      648      332      653      332     -307       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     75.0     76.5     77.9     76.5     22.1     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       16       20       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      267,784
COMMITMENTS
  30,655   19,210   30,396  165,715  187,826  226,766  237,432   41,018   30,352

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:     11,238)
   3,250    1,142    2,870    5,519    8,927   11,639   12,939     -401   -1,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      7.2     11.4     61.9     70.1     84.7     88.7     15.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      26       22       37       60       60      107      105
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,611
COMMITMENTS
      76      285       41   18,344   18,052   18,461   18,378    1,150    1,233

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      1,251)
       0        0        0      451      211      451      211      800    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.5      0.2     93.5     92.1     94.1     93.7      5.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        2        1       41       48       43       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,169
COMMITMENTS
     499        0        0   15,270   16,094   15,769   16,094    2,400    2,075

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        720)
    -140        0        0     -230   -1,130     -370   -1,130    1,090    1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     84.0     88.6     86.8     88.6     13.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       24       22       26       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      662,532
COMMITMENTS
  72,875  188,062  254,525  257,737  180,890  585,137  623,477   77,395   39,055

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:     -7,859)
  -1,367     -244  -10,762    3,016    4,269   -9,113   -6,737    1,254   -1,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     28.4     38.4     38.9     27.3     88.3     94.1     11.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      50       76       85       83       65      190      177
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,305
COMMITMENTS
   3,310        0    2,480   78,356   83,590   84,146   86,070   10,159    8,235

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        -23)
    -302        0       61    2,189    1,683    1,948    1,744   -1,971   -1,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      2.6     83.1     88.6     89.2     91.3     10.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       21       26       24       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,433
COMMITMENTS
   2,690    8,054    1,820   42,048   29,508   46,558   39,382   11,875   19,051

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        536)
       0     -818       62      366      796      428       40      108      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     13.8      3.1     72.0     50.5     79.7     67.4     20.3     32.6

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 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,678
COMMITMENTS
   3,703    2,236    1,622   71,446   69,856   76,771   73,714    9,907   12,964

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      3,626)
       0      428        0    3,590    2,468    3,590    2,896       36      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      2.6      1.9     82.4     80.6     88.6     85.0     11.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       25       27       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,021
COMMITMENTS
       0        0        0   82,319   85,520   82,319   85,520   16,702   13,501

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        500)
       0        0        0     -974      380     -974      380    1,474      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.1     86.4     83.1     86.4     16.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       21       22       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,531
COMMITMENTS
       0    2,967    3,813   79,611   74,443   83,424   81,223    8,107   10,308

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      4,920)
       0      302      442    4,206    3,596    4,648    4,340      272      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      4.2     87.0     81.3     91.1     88.7      8.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       27       27       29       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,702
COMMITMENTS
   1,630    2,155   10,987  106,645  109,564  119,262  122,706   11,440    7,996

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        701)
    -618      388     -383    1,225      808      224      813      477     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.6      8.4     81.6     83.8     91.2     93.9      8.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       20       28       24       31
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,660
COMMITMENTS
     137    6,041   20,098   54,660   47,401   74,895   73,540    6,765    8,120

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:     -1,833)
     137   -1,575     -137   -1,854     -121   -1,854   -1,833       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      7.4     24.6     66.9     58.0     91.7     90.1      8.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       11       15       14       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,659
COMMITMENTS
       0      338      248   50,862   44,966   51,110   45,552    6,549   12,107

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        636)
       0        0        0      453      151      453      151      183      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.4     88.2     78.0     88.6     79.0     11.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       24       19       25       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,604
COMMITMENTS
   4,728    9,192    5,373   80,481   72,953   90,582   87,518    7,022   10,086

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      3,411)
     424    1,311   -1,041    3,529    1,696    2,912    1,966      499    1,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      9.4      5.5     82.5     74.7     92.8     89.7      7.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        4       27       25       32       30
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,488
COMMITMENTS
     429    2,092    1,587   33,057   30,489   35,073   34,168    6,415    7,320

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:       -676)
    -515        0      400   -2,474     -920   -2,589     -520    1,913     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      5.0      3.8     79.7     73.5     84.5     82.4     15.5     17.6

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 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,520
COMMITMENTS
   4,640    1,472        0  130,880  130,632  135,520  132,104        0    3,416

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        240)
     360        0        0    1,340      240    1,700      240   -1,460        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.1      0.0     96.6     96.4    100.0     97.5      0.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       14       15       16       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      226,224
COMMITMENTS
  10,181   11,346    5,484  200,105  198,617  215,770  215,447   10,454   10,777

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      1,719)
  -1,206      462       36    2,881    1,077    1,711    1,575        8      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      5.0      2.4     88.5     87.8     95.4     95.2      4.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        7       35       30       43       37
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,195
COMMITMENTS
     420    2,121    3,623  148,090  157,197  152,133  162,941   16,062    5,254

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      1,901)
       0     -104      200      459     -169      659      -73    1,242    1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.3      2.2     88.0     93.5     90.5     96.9      9.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       33       30       35       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      270,141
COMMITMENTS
  12,728    1,948   17,620  221,196  235,834  251,544  255,402   18,597   14,739

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      1,917)
  -6,782      248    4,201    5,840     -870    3,259    3,579   -1,342   -1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.7      6.5     81.9     87.3     93.1     94.5      6.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        4       39       39       43       43
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,656
COMMITMENTS
       0    3,740    1,996  116,972  112,819  118,968  118,555    3,688    4,101

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:         48)
       0        0        0       48       48       48       48        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      1.6     95.4     92.0     97.0     96.7      3.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        5        3       27       28       30       33
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,539
COMMITMENTS
       0        0        0   51,679   46,124   51,679   46,124    4,860   10,415

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      4,866)
       0        0        0    3,466      548    3,466      548    1,400    4,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.4     81.6     91.4     81.6      8.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       17       17       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,196,175
COMMITMENTS
 697,486  149,729  1038286  1427612  1989679  3163384  3177694   32,791   18,481

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      6,445)
  -2,181   -2,588   -5,388   13,609   15,932    6,040    7,956      405   -1,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      4.7     32.5     44.7     62.3     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      37       16       50      108      101      161      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,226,530
COMMITMENTS
 189,753  159,695  276,066  754,231  787,338  1220050  1223099    6,480    3,431

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:     53,084)
   2,811    2,493    7,853   41,460   42,571   52,124   52,917      960      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     13.0     22.5     61.5     64.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22       26       39       37       36       80       80
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,166
COMMITMENTS
   2,944       98    1,005   28,077   31,802   32,026   32,905    1,140      261

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      1,022)
       0        0       40      742    1,004      782    1,044      240      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.3      3.0     84.7     95.9     96.6     99.2      3.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        2        5       30       29       38       34
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,330
COMMITMENTS
       0        0        0    8,224    7,900    8,224    7,900      106      430

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     94.8     98.7     94.8      1.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       14       13       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,494
COMMITMENTS
   2,960       52       52   16,398   19,314   19,410   19,418    1,084    1,076

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:       -830)
       0       10        0     -830     -880     -830     -870        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      0.3      0.3     80.0     94.2     94.7     94.7      5.3      5.3

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 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,864
COMMITMENTS
       0        0        0   13,146   12,386   13,146   12,386      718    1,478

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        266)
       0        0        0      266      266      266      266        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.8     89.3     94.8     89.3      5.2     10.7

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 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,860
COMMITMENTS
     104      680      516   25,231   26,729   25,851   27,925    3,009      935

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        -68)
       0        0        0     -120      -68     -120      -68       52        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.4      1.8     87.4     92.6     89.6     96.8     10.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       23       18       25       20
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,575
COMMITMENTS
       0        0        0   28,295   27,723   28,295   27,723      280      852

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:       -610)
       0        0        0     -610     -610     -610     -610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     97.0     99.0     97.0      1.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       16       17       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,812
COMMITMENTS
       0       50       30    7,963    7,694    7,993    7,774      819    1,038

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        368)
       0        0        0      488      248      488      248     -120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.3     90.4     87.3     90.7     88.2      9.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       16       18       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      121,525
COMMITMENTS
   2,004    7,072    2,570  116,951  110,603  121,525  120,245        0    1,280

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      1,040)
       0        0        0    1,040    1,040    1,040    1,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      5.8      2.1     96.2     91.0    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       18       25       20       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    1,991,137
COMMITMENTS
       0   74,135   46,480  1944657  1847202  1991137  1967817        0   23,320

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      2.3     97.7     92.8    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       12       18       13       21
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,668
COMMITMENTS
       0        0        0   16,522   16,464   16,522   16,464      146      204

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        426)
       0        0        0      411      411      411      411       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     98.8     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       25       23       25       23
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,104
COMMITMENTS
       0        0        0    5,271    6,104    5,271    6,104      833        0

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        637)
       0        0        0      876      984      876      984     -239     -347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.4    100.0     86.4    100.0     13.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       19       22       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,197,113
COMMITMENTS
 195,950  182,443  268,585  660,645  677,035  1125180  1128063   71,933   69,050

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:    -13,140)
  -1,105  -20,627  -29,237   19,081   28,567  -11,261  -21,297   -1,879    8,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     15.2     22.4     55.2     56.6     94.0     94.2      6.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      77      104      133       84       91      248      253
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      201,678
COMMITMENTS
  22,302   26,162   15,107  117,353  109,430  154,762  150,699   46,916   50,979

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      1,289)
   1,289    2,386     -421   -3,310   -4,854   -2,442   -2,889    3,731    4,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     13.0      7.5     58.2     54.3     76.7     74.7     23.3     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        7       20       22       28       31
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,304
COMMITMENTS
   1,875    1,236    1,825   56,487   54,443   60,187   57,504      117    2,800

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      3,125)
    -450   -1,905      150    3,425    2,217    3,125      462        0    2,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      2.0      3.0     93.7     90.3     99.8     95.4      0.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        2        2       37       40       42       43
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,704
COMMITMENTS
  33,093   37,285   43,926  118,812  112,654  195,831  193,865    8,873   10,839

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:     14,446)
  10,031    2,428    4,268       75    7,445   14,374   14,141       72      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     18.2     21.5     58.0     55.0     95.7     94.7      4.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       20       27       22       22       53       53
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,071
COMMITMENTS
   4,131    3,145    7,311   16,794   18,879   28,236   29,335    3,835    2,736

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:     -2,932)
    -398        0   -2,375      671       20   -2,102   -2,355     -830     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      9.8     22.8     52.4     58.9     88.0     91.5     12.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        8       11       13       20       21
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      106,722
COMMITMENTS
   3,637    6,969   11,772   59,819   60,874   75,228   79,615   31,494   27,107

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      2,856)
     720     -405     -226   -1,476    3,904     -982    3,273    3,838     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      6.5     11.0     56.1     57.0     70.5     74.6     29.5     25.4

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 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,099
COMMITMENTS
     120    5,045    1,230   35,749   30,824   37,099   37,099        0        0

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:     -1,324)
    -375   -2,100      345   -1,294      431   -1,324   -1,324        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     13.6      3.3     96.4     83.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        6        1       26       30       27       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,275
COMMITMENTS
   8,000    3,589       37    2,707    7,761   10,744   11,387    1,531      888

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        244)
     342      348       10      148      -73      500      285     -256      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2     29.2      0.3     22.1     63.2     87.5     92.8     12.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      39       26        2       21       18       62       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       19,900
COMMITMENTS
   9,592    2,640       92    6,569   15,507   16,253   18,239    3,647    1,661

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:       -275)
  -1,084      214      -32      495     -665     -621     -483      346      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2     13.3      0.5     33.0     77.9     81.7     91.7     18.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      35       15        6       14       21       54       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      205,255
COMMITMENTS
  59,127    6,307   12,180  117,293  175,476  188,600  193,963   16,655   11,292

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:     10,111)
   1,946      254      -67    6,431   11,157    8,310   11,344    1,801   -1,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      3.1      5.9     57.1     85.5     91.9     94.5      8.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      50       25       45       75       82      150      135
 
 
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-11165J
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,593
COMMITMENTS
   3,921      757      257    2,275    5,656    6,453    6,670    1,140      923

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        741)
     -20       80      -68      482      507      394      519      347      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.6     10.0      3.4     30.0     74.5     85.0     87.8     15.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        3        3        9        8       19       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,683
COMMITMENTS
      50        0       50    7,383    7,337    7,483    7,387      200      296

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        492)
       0        0        0      492      492      492      492        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.7     96.1     95.5     97.4     96.1      2.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       26       28       27       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       29,346
COMMITMENTS
   1,483        0       50   26,861   29,238   28,394   29,288      952       58

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        867)
    -175        0       50      947      817      822      867       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      0.2     91.5     99.6     96.8     99.8      3.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        0        1       34       29       38       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,980
COMMITMENTS
       0      665      125   20,249   20,470   20,374   21,260    1,606      720

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        700)
       0        0        0      700      745      700      745        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.6     92.1     93.1     92.7     96.7      7.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       19       11       20       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,016
COMMITMENTS
     449        0        0   16,567   17,016   17,016   17,016        0        0

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        175)
      50        0        0      125      175      175      175        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:       38)
       3        0        0       29       19       32       19
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,517
COMMITMENTS
       0      658        0    3,405    3,029    3,405    3,687    1,112      830

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:         39)
       0      -72        0      -64       99      -64       27      103       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.6      0.0     75.4     67.1     75.4     81.6     24.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       15       16       15       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,796
COMMITMENTS
     621    1,376      402   25,108   24,964   26,131   26,742      665       54

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:      1,067)
    -216       96        0    1,163      989      947    1,085      120      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      5.1      1.5     93.7     93.2     97.5     99.8      2.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        2       28       28       32       32
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,174
COMMITMENTS
       0      480        0    4,258    5,503    4,258    5,983    1,916      191

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:         96)
       0        0        0       96       96       96       96        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      0.0     69.0     89.1     69.0     96.9     31.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       11       15       11       17
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,531
COMMITMENTS
     225       90        0   10,305   10,425   10,530   10,515        1       16

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:        977)
       0        0        0    1,022    1,022    1,022    1,022      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.9      0.0     97.9     99.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       24       20       27       21
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 03/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,519
COMMITMENTS
   3,855    6,131    1,853   42,134   41,426   47,842   49,410    3,677    2,109

CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST:       -593)
      60     -516     -333     -357     -929     -630   -1,778       37    1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     11.9      3.6     81.8     80.4     92.9     95.9      7.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        5        3       27       32       35       38
 

Updated March 20, 2009