GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,381 COMMITMENTS 4,084 32 64 45,031 49,220 49,179 49,316 202 65 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 5,200) 1,708 -30 -45 3,523 5,225 5,186 5,150 14 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.1 0.1 91.2 99.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 1 1 37 42 42 43 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,294 COMMITMENTS 910 120 100 25,083 25,758 26,093 25,978 201 316 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,491) 0 0 -25 2,616 2,516 2,591 2,491 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.5 0.4 95.4 98.0 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 1 1 34 37 36 39 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,793 COMMITMENTS 1,118 45 399 5,406 6,482 6,923 6,926 870 867 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 227) 44 39 -27 324 406 341 418 -114 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.6 5.1 69.4 83.2 88.8 88.9 11.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 22 24 24 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,649 COMMITMENTS 403 897 324 11,931 11,754 12,658 12,975 991 674 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 738) 27 432 12 731 309 770 753 -32 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 6.6 2.4 87.4 86.1 92.7 95.1 7.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 6 5 40 46 45 55 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,730 COMMITMENTS 269 146 190 9,906 9,627 10,365 9,963 365 767 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,303) 5 0 29 1,368 1,679 1,402 1,708 -99 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.4 1.8 92.3 89.7 96.6 92.9 3.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 2 4 5 48 54 54 60 NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,161 COMMITMENTS 165 293 96 4,650 4,956 4,911 5,345 1,250 816 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 245) 45 69 -78 232 265 199 256 46 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.8 1.6 75.5 80.4 79.7 86.8 20.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 21 22 23 23 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,076 COMMITMENTS 305 377 23 2,641 3,259 2,969 3,659 1,107 417 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 306) 20 2 0 93 259 113 261 193 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 9.2 0.6 64.8 80.0 72.8 89.8 27.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 2 18 21 22 24 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,182 COMMITMENTS 90 0 0 2,307 2,577 2,397 2,577 785 605 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 136) 0 0 0 23 247 23 247 113 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 72.5 81.0 75.3 81.0 24.7 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 17 18 18 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 3,374 COMMITMENTS 0 0 0 3,374 3,374 3,374 3,374 0 0 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 12 15 12 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 266,131 COMMITMENTS 33,212 14,131 28,793 161,682 193,527 223,687 236,451 42,444 29,680 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,653) 2,557 -5,079 -1,603 -4,033 5,701 -3,079 -981 1,426 -672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 5.3 10.8 60.8 72.7 84.1 88.8 15.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 27 17 34 62 60 108 98 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,932 COMMITMENTS 76 335 41 20,555 20,503 20,672 20,879 260 53 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,321) 0 50 0 2,211 2,451 2,211 2,501 -890 -1,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.6 0.2 98.2 98.0 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 2 1 43 48 45 51 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,394 COMMITMENTS 639 0 0 16,425 18,674 17,064 18,674 2,330 720 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,225) 140 0 0 1,155 2,580 1,295 2,580 -70 -1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.0 84.7 96.3 88.0 96.3 12.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 23 22 26 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 636,183 COMMITMENTS 73,597 194,615 227,430 253,059 181,915 554,086 603,960 82,097 32,223 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -26,349) 722 6,553 -27,095 -4,678 1,025 -31,051 -19,517 4,702 -6,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 30.6 35.7 39.8 28.6 87.1 94.9 12.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 61 69 94 81 65 204 177 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,411 COMMITMENTS 2,893 0 2,621 78,959 83,457 84,473 86,078 9,938 8,333 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 106) -417 0 141 603 -133 327 8 -221 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 2.8 83.6 88.4 89.5 91.2 10.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 23 26 26 28 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,062 COMMITMENTS 2,690 11,028 1,794 45,242 29,663 49,726 42,485 12,336 19,577 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 3,629) 0 2,974 -26 3,194 155 3,168 3,103 461 526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 17.8 2.9 72.9 47.8 80.1 68.5 19.9 31.5 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,583 COMMITMENTS 4,005 2,236 1,622 71,719 70,160 77,346 74,018 9,237 12,565 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -95) 302 0 0 273 304 575 304 -670 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 2.6 1.9 82.8 81.0 89.3 85.5 10.7 14.5 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 98,992 COMMITMENTS 0 0 0 82,381 85,520 82,381 85,520 16,611 13,472 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -29) 0 0 0 62 0 62 0 -91 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.2 86.4 83.2 86.4 16.8 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,683 COMMITMENTS 0 3,416 3,883 81,665 77,634 85,548 84,933 8,135 8,750 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,152) 0 449 70 2,054 3,191 2,124 3,710 28 -1,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 4.1 87.2 82.9 91.3 90.7 8.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 3 27 27 30 30 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 133,349 COMMITMENTS 3,353 4,043 8,581 109,916 112,545 121,850 125,169 11,499 8,180 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,647) 1,723 1,888 -2,406 3,271 2,981 2,588 2,463 59 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.0 6.4 82.4 84.4 91.4 93.9 8.6 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 82,013 COMMITMENTS 211 5,759 20,177 53,902 47,737 74,290 73,673 7,723 8,340 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 353) 74 -282 79 -758 336 -605 133 958 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 7.0 24.6 65.7 58.2 90.6 89.8 9.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 11 14 14 17 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,291 COMMITMENTS 0 338 248 51,081 45,729 51,329 46,315 6,962 11,976 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 632) 0 0 0 219 763 219 763 413 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.4 87.6 78.4 88.1 79.5 11.9 20.5 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,487 COMMITMENTS 4,514 8,294 6,169 81,089 72,340 91,772 86,803 7,715 12,684 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,883) -214 -898 796 608 -613 1,190 -715 693 2,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 8.3 6.2 81.5 72.7 92.2 87.3 7.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 4 4 27 25 32 30 TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 40,352 COMMITMENTS 0 0 0 39,226 37,416 39,226 37,416 1,126 2,936 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 92.7 97.2 92.7 2.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 12 14 12 14 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,803 COMMITMENTS 0 19,491 978 61,501 33,088 62,479 53,557 4,324 13,246 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 29.2 1.5 92.1 49.5 93.5 80.2 6.5 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 13 11 15 13 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 40,573 COMMITMENTS 731 1,878 1,285 32,142 30,090 34,158 33,253 6,415 7,320 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -915) 302 -214 -302 -915 -399 -915 -915 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.6 3.2 79.2 74.2 84.2 82.0 15.8 18.0 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 135,400 COMMITMENTS 4,640 1,472 0 130,760 130,512 135,400 131,984 0 3,416 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -120 -120 -120 -120 0 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: 24) 2 1 0 15 15 17 16 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 233,791 COMMITMENTS 11,983 12,070 4,806 206,689 205,743 223,478 222,619 10,313 11,172 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 7,567) 1,802 724 -678 6,584 7,126 7,708 7,172 -141 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 5.2 2.1 88.4 88.0 95.6 95.2 4.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 6 37 31 45 37 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 166,384 COMMITMENTS 420 2,061 3,623 147,497 156,086 151,540 161,770 14,844 4,614 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,811) 0 -60 0 -593 -1,111 -593 -1,171 -1,218 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.2 2.2 88.6 93.8 91.1 97.2 8.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 2 32 30 34 32 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 271,790 COMMITMENTS 15,634 2,316 12,551 225,655 242,798 253,840 257,665 17,950 14,125 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,649) 2,906 368 -5,069 4,459 6,964 2,296 2,263 -647 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.9 4.6 83.0 89.3 93.4 94.8 6.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 1 4 41 40 46 44 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 123,268 COMMITMENTS 0 3,560 2,150 117,461 113,755 119,611 119,465 3,657 3,803 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 612) 0 -180 154 489 936 643 910 -31 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 1.7 95.3 92.3 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 5 3 28 29 31 34 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,958 COMMITMENTS 0 0 0 52,132 45,973 52,132 45,973 4,826 10,985 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 419) 0 0 0 453 -151 453 -151 -34 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.5 80.7 91.5 80.7 8.5 19.3 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,212,635 COMMITMENTS 685,091 144,502 1037536 1454536 2011266 3177163 3193304 35,472 19,331 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 16,460) -12,395 -5,227 -750 26,924 21,587 13,779 15,610 2,681 850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 4.5 32.3 45.3 62.6 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 34 19 48 108 101 159 154 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,290,812 COMMITMENTS 228,729 175,664 270,482 785,558 842,239 1284769 1288385 6,043 2,427 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 64,282) 38,976 15,969 -5,584 31,327 54,901 64,719 65,286 -437 -1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 13.6 21.0 60.9 65.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 25 42 37 37 85 82 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,982 COMMITMENTS 2,944 90 1,013 28,811 32,838 32,768 33,941 1,214 41 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 816) 0 -8 8 734 1,036 742 1,036 74 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.3 3.0 84.8 96.6 96.4 99.9 3.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 2 5 30 28 38 33 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| 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 03/17/09 (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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,754 COMMITMENTS 2,960 52 52 16,654 19,594 19,666 19,698 1,088 1,056 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 260) 0 0 0 256 280 256 280 4 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.3 0.3 80.2 94.4 94.8 94.9 5.2 5.1 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,504 COMMITMENTS 0 0 0 12,786 12,026 12,786 12,026 718 1,478 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -360) 0 0 0 -360 -360 -360 -360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 89.1 94.7 89.1 5.3 10.9 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,930 COMMITMENTS 100 680 520 25,294 26,796 25,914 27,996 3,016 934 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 70) -4 0 4 63 67 63 71 7 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,569 COMMITMENTS 0 0 0 28,289 27,717 28,289 27,717 280 852 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -6) 0 0 0 -6 -6 -6 -6 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,778 COMMITMENTS 0 50 30 7,815 7,880 7,845 7,960 933 818 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -34) 0 0 0 -148 186 -148 186 114 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.3 89.0 89.8 89.4 90.7 10.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 17 17 18 18 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 126,491 COMMITMENTS 2,004 7,942 2,570 121,917 114,699 126,491 125,211 0 1,280 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 4,966) 0 870 0 4,966 4,096 4,966 4,966 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 6.3 2.0 96.4 90.7 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 18 27 20 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 1,994,817 COMMITMENTS 0 74,135 46,480 1948337 1850882 1994817 1971497 0 23,320 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 3,680) 0 0 0 3,680 3,680 3,680 3,680 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: 26) 0 3 1 12 19 13 22 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,951 COMMITMENTS 0 0 0 16,815 16,837 16,815 16,837 136 114 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 283) 0 0 0 293 373 293 373 -10 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.3 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 27 25 27 25 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,478 COMMITMENTS 0 0 0 5,605 6,478 5,605 6,478 873 0 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 374) 0 0 0 334 374 334 374 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.5 100.0 86.5 100.0 13.5 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,160,240 COMMITMENTS 192,871 175,234 263,814 639,673 662,394 1096358 1101442 63,882 58,798 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -36,873) -3,079 -7,209 -4,771 -20,972 -14,641 -28,822 -26,621 -8,051 -10,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 15.1 22.7 55.1 57.1 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 85 98 132 83 88 251 244 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,192 COMMITMENTS 23,410 27,996 14,680 124,682 114,909 162,772 157,585 44,420 49,607 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 5,514) 1,108 1,834 -427 7,329 5,479 8,010 6,886 -2,496 -1,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 13.5 7.1 60.2 55.5 78.6 76.1 21.4 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 6 7 21 23 29 32 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,923 COMMITMENTS 2,179 3,141 2,225 66,131 65,070 70,535 70,436 388 487 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 10,619) 304 1,905 400 9,644 10,627 10,348 12,932 271 -2,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.4 3.1 93.2 91.7 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 2 2 39 43 46 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 197,410 COMMITMENTS 36,604 38,050 37,552 114,216 111,219 188,372 186,821 9,038 10,589 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -7,294) 3,511 765 -6,374 -4,596 -1,435 -7,459 -7,044 165 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 19.3 19.0 57.9 56.3 95.4 94.6 4.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 12 21 24 22 22 50 52 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,416 COMMITMENTS 9,471 3,145 6,481 16,372 23,629 32,324 33,255 4,092 3,161 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 4,345) 5,340 0 -830 -422 4,750 4,088 3,920 257 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 8.6 17.8 45.0 64.9 88.8 91.3 11.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 3 8 11 13 21 21 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,808 COMMITMENTS 3,661 6,826 11,396 64,060 65,869 79,117 84,091 29,691 24,717 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,086) 24 -143 -376 4,241 4,995 3,889 4,476 -1,803 -2,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 6.3 10.5 58.9 60.5 72.7 77.3 27.3 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 4 21 22 25 26 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,099 COMMITMENTS 120 4,955 1,230 38,749 33,914 40,099 40,099 0 0 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 3,000) 0 -90 0 3,000 3,090 3,000 3,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 12.4 3.1 96.6 84.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 1 26 30 27 36 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,363 COMMITMENTS 8,134 3,335 37 2,432 8,266 10,603 11,638 1,760 725 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 88) 134 -254 0 -275 505 -141 251 229 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.8 27.0 0.3 19.7 66.9 85.8 94.1 14.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 39 20 1 16 23 56 44 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,940 COMMITMENTS 10,176 2,187 208 6,262 17,191 16,646 19,586 4,294 1,354 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,040) 584 -453 116 -307 1,684 393 1,347 647 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 10.4 1.0 29.9 82.1 79.5 93.5 20.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 35 12 3 15 24 52 37 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,290 COMMITMENTS 64,052 6,178 12,663 116,880 180,111 193,595 198,952 16,695 11,338 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 5,035) 4,925 -129 483 -413 4,635 4,995 4,989 40 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 2.9 6.0 55.6 85.6 92.1 94.6 7.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 55 20 39 76 87 150 133 RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,652 COMMITMENTS 3,601 602 457 3,439 6,720 7,497 7,779 1,155 873 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,059) -320 -155 200 1,164 1,064 1,044 1,109 15 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 7.0 5.3 39.7 77.7 86.7 89.9 13.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 2 3 10 9 19 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,008 COMMITMENTS 50 0 50 7,708 7,662 7,808 7,712 200 296 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 325) 0 0 0 325 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.6 96.3 95.7 97.5 96.3 2.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,221 COMMITMENTS 1,433 0 50 27,786 30,113 29,269 30,163 952 58 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 875) -50 0 0 925 875 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.2 91.9 99.6 96.8 99.8 3.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 1 34 29 37 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,615 COMMITMENTS 0 565 125 21,424 21,100 21,549 21,790 1,066 825 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 635) 0 -100 0 1,175 630 1,175 530 -540 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.6 94.7 93.3 95.3 96.4 4.7 3.6 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,616 COMMITMENTS 449 0 0 17,167 17,616 17,616 17,616 0 0 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 0 0 30 20 33 20 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,572 COMMITMENTS 0 658 0 3,450 3,064 3,450 3,722 1,122 850 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 55) 0 0 0 45 35 45 35 10 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.4 0.0 75.5 67.0 75.5 81.4 24.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 16 15 18 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,623 COMMITMENTS 75 0 0 20,388 21,308 20,463 21,308 1,160 315 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 94.3 98.5 94.6 98.5 5.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 19 10 20 10 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,011 COMMITMENTS 780 1,397 483 26,080 26,083 27,343 27,963 668 48 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,215) 159 21 81 972 1,119 1,212 1,221 3 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 5.0 1.7 93.1 93.1 97.6 99.8 2.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 3 3 28 29 33 34 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| 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 03/17/09 (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 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 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,855 COMMITMENTS 225 90 0 10,494 10,749 10,719 10,839 136 16 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 324) 0 0 0 189 324 189 324 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.8 0.0 96.7 99.0 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 24 20 26 21 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,103 COMMITMENTS 3,951 7,099 2,357 43,389 42,753 49,697 52,209 3,406 894 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,584) 96 968 504 1,255 1,327 1,855 2,799 -271 -1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 13.4 4.4 81.7 80.5 93.6 98.3 6.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 6 4 29 33 38 40
Updated March 27, 2009