GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,562 COMMITMENTS 4,428 64 0 43,549 47,561 47,977 47,625 585 937 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,577) 114 0 -32 -4,993 -5,331 -4,911 -5,363 334 786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.1 0.0 89.7 97.9 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 0 35 40 37 41 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,844 COMMITMENTS 860 120 100 23,533 24,148 24,493 24,368 351 476 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -2,605) -50 0 0 -2,705 -2,814 -2,755 -2,814 150 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.5 0.4 94.7 97.2 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 27 31 29 33 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,597 COMMITMENTS 1,018 35 391 5,020 6,205 6,429 6,631 1,168 966 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -367) -110 -10 -8 -524 -402 -642 -420 275 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 0.5 5.1 66.1 81.7 84.6 87.3 15.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 21 22 23 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,990 COMMITMENTS 253 874 183 10,925 11,025 11,361 12,082 1,629 908 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,308) -146 18 -40 -1,715 -1,573 -1,901 -1,595 593 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 6.7 1.4 84.1 84.9 87.5 93.0 12.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 4 2 38 44 41 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,988 COMMITMENTS 90 129 60 9,376 8,905 9,526 9,094 462 894 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,661) 0 -12 -108 -1,638 -1,492 -1,746 -1,612 85 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.3 0.6 93.9 89.2 95.4 91.0 4.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 3 1 42 52 44 55 NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,223 COMMITMENTS 170 40 216 4,271 4,758 4,657 5,014 1,566 1,209 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -503) -5 -133 0 -653 -629 -658 -762 155 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.6 3.5 68.6 76.5 74.8 80.6 25.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 18 19 20 20 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,711 COMMITMENTS 365 105 0 1,960 2,745 2,325 2,850 1,386 861 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -524) 60 -63 -5 -879 -782 -824 -850 300 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 2.8 0.0 52.8 74.0 62.7 76.8 37.3 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 12 16 14 17 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,761 COMMITMENTS 95 0 0 1,878 2,230 1,973 2,230 788 531 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -463) 5 0 0 -466 -379 -461 -379 -2 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 0.0 68.0 80.8 71.5 80.8 28.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 15 19 15 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,516 COMMITMENTS 33,106 11,548 51,730 150,997 188,905 235,833 252,183 44,682 28,332 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,701) 277 651 1,661 -7,520 -6,982 -5,582 -4,670 1,881 969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 4.1 18.4 53.8 67.3 84.1 89.9 15.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 27 18 38 65 61 114 104 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,967 COMMITMENTS 159 200 41 17,153 17,306 17,353 17,547 614 420 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,763) 83 -74 0 -4,149 -4,056 -4,066 -4,130 303 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.1 0.2 95.5 96.3 96.6 97.7 3.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 1 1 39 45 40 47 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,614 COMMITMENTS 165 0 0 16,475 17,784 16,640 17,784 1,974 830 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,425) -150 0 0 155 -1,385 5 -1,385 -1,430 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 88.5 95.5 89.4 95.5 10.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 24 20 25 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 879,699 COMMITMENTS 140,642 171,671 323,258 325,927 342,032 789,827 836,961 89,872 42,739 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 9,638) 8,614 7,058 -4,700 89 5,424 4,002 7,782 5,636 1,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 19.5 36.7 37.0 38.9 89.8 95.1 10.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 58 75 85 82 68 194 181 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 91,191 COMMITMENTS 2,774 0 3,092 75,819 79,421 81,685 82,513 9,506 8,678 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,319) -213 0 300 -3,094 -3,840 -3,007 -3,540 -312 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 3.4 83.1 87.1 89.6 90.5 10.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 3 23 25 26 28 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,505 COMMITMENTS 2,330 10,749 1,601 43,422 27,607 47,353 39,957 10,152 17,548 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,812) -401 -366 -839 -4,183 -3,696 -5,423 -4,901 611 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 18.7 2.8 75.5 48.0 82.3 69.5 17.7 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 15 14 18 16 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 84,282 COMMITMENTS 4,159 2,626 1,322 69,591 68,279 75,072 72,227 9,210 12,055 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -6,733) -450 638 -548 -5,280 -6,313 -6,278 -6,223 -455 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 3.1 1.6 82.6 81.0 89.1 85.7 10.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 24 24 27 26 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 95,411 COMMITMENTS 0 0 0 79,459 80,119 79,459 80,119 15,952 15,292 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -5,465) 0 0 0 -5,234 -8,070 -5,234 -8,070 -231 2,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 83.3 84.0 83.3 84.0 16.7 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 21 19 21 19 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,438 COMMITMENTS 0 7,147 2,422 79,715 72,056 82,137 81,625 7,301 7,813 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,173) 0 589 -118 -2,129 -3,199 -2,247 -2,728 -926 -445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 2.7 89.1 80.6 91.8 91.3 8.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 3 26 26 29 29 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 128,510 COMMITMENTS 1,045 5,790 8,546 107,141 106,898 116,732 121,234 11,778 7,276 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,877) -1,448 2,077 197 -1,407 -5,247 -2,658 -2,973 -1,219 -904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 4.5 6.7 83.4 83.2 90.8 94.3 9.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 3 20 29 23 32 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,104 COMMITMENTS 990 6,523 17,705 50,907 42,774 69,602 67,002 5,502 8,102 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -5,542) 306 982 -1,737 -3,132 -5,285 -4,563 -6,040 -979 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 8.7 23.6 67.8 57.0 92.7 89.2 7.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 12 12 15 15 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,839 COMMITMENTS 458 0 310 45,747 42,006 46,515 42,316 8,324 12,523 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,509) 428 0 -214 -5,085 -3,417 -4,871 -3,631 1,362 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.6 83.4 76.6 84.8 77.2 15.2 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 22 17 23 18 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,688 COMMITMENTS 5,160 7,336 5,486 76,096 69,389 86,742 82,211 7,946 12,477 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,382) 121 1,698 -1,204 -4,655 -6,310 -5,738 -5,816 1,356 1,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 7.7 5.8 80.4 73.3 91.6 86.8 8.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 3 26 24 30 28 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 2,173,882 COMMITMENTS 28,197 162,446 757,583 1382072 1248046 2167853 2168075 6,029 5,807 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 55,832) 5,610 10,702 19,845 30,000 24,967 55,455 55,514 377 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 7.5 34.8 63.6 57.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 37 35 62 59 58 125 126 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,091 COMMITMENTS 0 13,313 977 58,828 40,023 59,805 54,313 4,286 9,778 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,778) 0 -2,911 -31 -5,108 -1,295 -5,139 -4,237 361 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.8 1.5 91.8 62.4 93.3 84.7 6.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 12 12 14 14 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 135,892 COMMITMENTS 0 5,152 0 134,552 127,564 134,552 132,716 1,340 3,176 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,048) -360 -120 -600 -4,308 -2,968 -5,268 -3,688 1,220 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.8 0.0 99.0 93.9 99.0 97.7 1.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 15 14 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 226,309 COMMITMENTS 10,423 10,548 5,396 199,429 199,565 215,248 215,509 11,061 10,800 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -6,783) 1,012 -582 -639 -6,942 -4,876 -6,569 -6,097 -214 -686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 4.7 2.4 88.1 88.2 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 2 6 36 31 44 37 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 166,516 COMMITMENTS 960 2,972 3,019 147,573 155,404 151,552 161,395 14,964 5,121 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,005) 540 95 -564 -4,163 -4,041 -4,187 -4,510 182 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.8 1.8 88.6 93.3 91.0 96.9 9.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 31 28 33 30 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 276,860 COMMITMENTS 14,306 2,350 13,199 228,108 246,350 255,613 261,899 21,247 14,961 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -9,353) 2,306 0 -2,783 -10,504 -6,142 -10,981 -8,925 1,628 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.8 4.8 82.4 89.0 92.3 94.6 7.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 4 39 38 43 42 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 108,599 COMMITMENTS 0 3,267 1,274 98,925 96,239 100,199 100,780 8,400 7,819 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -8,264) 0 256 -876 -12,131 -11,660 -13,007 -12,280 4,743 4,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 1.2 91.1 88.6 92.3 92.8 7.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 3 20 20 23 24 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,524 COMMITMENTS 180 0 248 52,139 49,438 52,567 49,686 3,957 6,838 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -2,947) 0 0 0 -2,801 -2,803 -2,801 -2,803 -146 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.4 92.2 87.5 93.0 87.9 7.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 19 18 20 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,005,307 COMMITMENTS 666,636 124,904 961,992 1339859 1903083 2968487 2989979 36,820 15,328 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 2,269) -2,959 -399 -11,649 17,618 13,334 3,010 1,286 -741 983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 4.2 32.0 44.6 63.3 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 32 22 51 104 99 159 152 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,207,342 COMMITMENTS 143,924 79,260 274,827 782,937 849,749 1201688 1203836 5,654 3,506 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 55,932) -1,880 4,699 34,889 24,000 16,306 57,009 55,894 -1,077 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 6.6 22.8 64.8 70.4 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 23 23 38 38 38 81 79 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 108,708 COMMITMENTS 3,801 1,756 7,722 95,811 98,727 107,334 108,205 1,375 504 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 4,399) 165 69 722 3,467 3,624 4,355 4,415 44 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.6 7.1 88.1 90.8 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 7 33 32 41 40 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,868 COMMITMENTS 0 0 0 7,762 7,482 7,762 7,482 106 386 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -550) 0 0 0 -550 -506 -550 -506 0 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.7 95.1 98.7 95.1 1.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 15 13 15 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,892 COMMITMENTS 2,940 0 40 27,195 30,233 30,175 30,273 1,717 1,619 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -787) -20 0 0 -936 -907 -956 -907 169 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.0 0.1 85.3 94.8 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 16 19 17 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,273 COMMITMENTS 0 0 0 13,235 12,869 13,235 12,869 1,038 1,404 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 674) 0 0 0 302 656 302 656 372 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.7 90.2 92.7 90.2 7.3 9.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,695 COMMITMENTS 170 660 520 25,283 26,584 25,973 27,764 2,722 931 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -191) 0 -20 0 -117 -178 -117 -198 -74 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.3 1.8 88.1 92.6 90.5 96.8 9.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 24 21 27 23 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,075 COMMITMENTS 0 0 0 26,793 26,255 26,793 26,255 282 820 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,518) 0 0 0 -1,520 -1,486 -1,520 -1,486 2 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,826 COMMITMENTS 5 22 30 14,905 14,966 14,941 15,018 885 808 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -117) -1 -44 0 -40 -31 -41 -75 -76 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.2 94.2 94.6 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 19 21 20 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 129,057 COMMITMENTS 2,642 7,932 2,570 123,845 117,275 129,057 127,777 0 1,280 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -975) -682 -220 0 -293 -755 -975 -975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 6.1 2.0 96.0 90.9 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 16 28 19 30 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,022,978 COMMITMENTS 0 70,616 46,480 1976498 1905882 2022978 2022978 0 0 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -66,191) 0 -3,519 0 -66,191 -39,352 -66,191 -42,871 0 -23,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 2.3 97.7 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 14 20 15 23 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,088 COMMITMENTS 0 0 0 16,952 17,064 16,952 17,064 136 24 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -774) 0 0 0 -774 -684 -774 -684 0 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 99.9 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 23 24 23 24 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| 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 5,397 6,448 5,397 6,448 1,081 30 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -332) 0 0 0 -459 -347 -459 -347 127 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 83.3 99.5 83.3 99.5 16.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 19 20 19 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,965 COMMITMENTS 0 0 0 6,827 6,905 6,827 6,905 138 60 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.0 99.1 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 18 13 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,789,911 COMMITMENTS 194,607 103,463 999,300 1520229 1613330 2714136 2716094 75,775 73,817 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,225) 655 -2,484 12,386 -10,564 -10,798 2,478 -896 -5,703 -2,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 3.7 35.8 54.5 57.8 97.3 97.4 2.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 122 87 173 83 89 292 272 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,775 COMMITMENTS 6,164 15,981 35,635 69,117 58,642 110,916 110,258 1,859 2,517 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 9,022) 1,877 -4,828 5,359 1,888 8,097 9,125 8,628 -103 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 14.2 31.6 61.3 52.0 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 6 12 16 17 29 30 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,822 COMMITMENTS 19,732 27,896 12,572 129,879 108,738 162,183 149,206 42,639 55,616 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 3,755) 1,018 1,464 -468 7,505 -2,718 8,055 -1,722 -4,300 5,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 13.6 6.1 63.4 53.1 79.2 72.8 20.8 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 6 6 20 22 26 30 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 209,636 COMMITMENTS 22,091 18,794 65,484 118,682 122,393 206,257 206,671 3,379 2,965 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 3,263) 2,230 267 612 127 2,136 2,970 3,015 293 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 9.0 31.2 56.6 58.4 98.4 98.6 1.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 27 21 41 26 27 70 72 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 528,019 COMMITMENTS 19,822 16,176 79,873 396,325 401,259 496,020 497,307 31,999 30,712 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 11,022) 1,009 1,043 -3,622 -3,220 2,785 -5,833 205 16,855 10,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 3.1 15.1 75.1 76.0 93.9 94.2 6.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 4 8 31 31 39 39 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,141 COMMITMENTS 2,548 3,441 2,100 60,291 57,855 64,939 63,396 2,202 3,745 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -10,378) 420 75 -150 -12,186 -13,636 -11,916 -13,711 1,538 3,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 5.1 3.1 89.8 86.2 96.7 94.4 3.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 3 2 38 42 43 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 197,024 COMMITMENTS 24,649 34,511 38,139 125,646 114,345 188,434 186,995 8,590 10,029 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 206) 844 -3,202 569 -1,092 3,233 321 600 -115 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 17.5 19.4 63.8 58.0 95.6 94.9 4.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 20 24 23 22 51 52 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,473 COMMITMENTS 1,688 3,145 5,801 19,503 20,357 26,992 29,303 6,481 4,170 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 1) -627 0 -835 1,511 226 49 -609 -48 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 9.4 17.3 58.3 60.8 80.6 87.5 19.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 6 12 13 19 19 DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,368 COMMITMENTS 0 1,950 1,080 48,027 43,649 49,107 46,679 12,261 14,689 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -7,276) 0 -220 0 -5,244 -6,471 -5,244 -6,691 -2,032 -585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 1.8 78.3 71.1 80.0 76.1 20.0 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 17 17 18 18 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,219 COMMITMENTS 5,113 3,564 7,874 53,089 60,300 66,076 71,738 42,143 36,481 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,892) 432 101 102 -9,538 -3,506 -9,004 -3,303 7,112 1,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 3.3 7.3 49.1 55.7 61.1 66.3 38.9 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 4 18 17 22 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,238 COMMITMENTS 315 4,555 1,155 36,783 32,703 38,253 38,413 985 825 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,821) 195 -400 -75 -2,926 -2,171 -2,806 -2,646 985 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 11.6 2.9 93.7 83.3 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 5 1 21 29 22 35 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,901 COMMITMENTS 9,014 3,246 63 2,677 10,100 11,754 13,409 2,147 492 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 727) 395 363 6 83 384 484 753 243 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.8 23.4 0.5 19.3 72.7 84.6 96.5 15.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 44 19 2 17 27 63 47 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,969 COMMITMENTS 10,247 2,748 153 6,093 16,928 16,493 19,829 4,476 1,140 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 868) 396 239 -9 -36 535 351 765 517 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 13.1 0.7 29.1 80.7 78.7 94.6 21.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 39 11 5 14 23 58 35 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,236 COMMITMENTS 56,250 5,680 31,702 124,364 181,471 212,316 218,853 24,920 18,383 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 4,235) 729 -448 119 -1,149 956 -300 627 4,536 3,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 2.4 13.4 52.4 76.5 89.5 92.3 10.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 69 12 42 69 83 146 131 RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,504 COMMITMENTS 3,913 545 7 3,210 7,115 7,130 7,667 1,374 837 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -148) 312 -57 -450 -229 395 -367 -112 219 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.0 6.4 0.1 37.7 83.7 83.8 90.2 16.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 1 10 9 19 11 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,063 COMMITMENTS 900 0 0 5,939 6,043 6,839 6,043 224 1,020 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,995) 50 0 -50 -1,845 -2,495 -1,845 -2,545 -150 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 0.0 0.0 84.1 85.6 96.8 85.6 3.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 20 24 23 24 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,140 COMMITMENTS 1,150 0 127 28,792 30,995 30,069 31,122 1,071 18 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -490) -283 0 77 -380 -527 -586 -450 96 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.4 92.5 99.5 96.6 99.9 3.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 0 1 32 30 35 31 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,730 COMMITMENTS 846 175 149 22,824 23,293 23,819 23,617 911 1,113 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -319) -25 -125 0 -207 -482 -232 -607 -87 288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.7 0.6 92.3 94.2 96.3 95.5 3.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 18 12 20 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,499 COMMITMENTS 50 75 0 16,125 16,024 16,175 16,099 324 400 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,737) -75 75 0 -1,662 -2,212 -1,737 -2,137 0 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.5 0.0 97.7 97.1 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 24 16 25 17 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,402 COMMITMENTS 0 639 0 3,225 2,985 3,225 3,624 1,177 778 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -299) 0 -31 0 -328 -196 -328 -227 29 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.5 0.0 73.3 67.8 73.3 82.3 26.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 17 17 17 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,170 COMMITMENTS 903 960 141 22,083 24,216 23,127 25,317 3,043 853 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,751) 6 0 -31 -3,766 -1,816 -3,791 -1,847 2,040 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 3.7 0.5 84.4 92.5 88.4 96.7 11.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 1 26 28 30 31 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,148 COMMITMENTS 0 2,160 0 10,360 8,583 10,360 10,743 788 405 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,537) -45 600 -180 -1,916 -2,298 -2,141 -1,878 604 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.4 0.0 92.9 77.0 92.9 96.4 7.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 20 21 21 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,042 COMMITMENTS 3,682 5,847 585 44,389 43,983 48,656 50,415 4,386 2,627 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -2,742) -269 -480 58 -3,499 -3,690 -3,710 -4,112 968 1,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 11.0 1.1 83.7 82.9 91.7 95.0 8.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 4 26 30 31 36
Updated April 10, 2009