GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,735 COMMITMENTS 1,706 725 0 40,649 41,780 42,355 42,505 380 230 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,417) 0 0 0 2,587 2,562 2,587 2,562 -170 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.7 0.0 95.1 97.8 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 0 35 43 36 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,722 COMMITMENTS 0 0 0 25,481 25,587 25,481 25,587 241 135 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,072) 0 0 0 1,072 1,072 1,072 1,072 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.5 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 26 26 26 26 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,611 COMMITMENTS 138 216 144 6,323 6,091 6,605 6,451 1,006 1,160 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 155) 0 0 0 163 173 163 173 -8 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.8 1.9 83.1 80.0 86.8 84.8 13.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 25 20 26 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,932 COMMITMENTS 324 115 0 9,367 9,936 9,691 10,051 1,241 881 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 153) 0 15 -5 237 173 232 183 -79 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.1 0.0 85.7 90.9 88.6 91.9 11.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 2 0 47 47 48 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,938 COMMITMENTS 64 142 147 7,790 7,752 8,001 8,041 937 897 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 124) 5 10 0 98 19 103 29 21 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.6 1.6 87.2 86.7 89.5 90.0 10.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 2 3 50 54 53 58 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,321 COMMITMENTS 535 0 30 2,826 3,583 3,391 3,613 930 708 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 21) 0 0 30 1 -19 31 11 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.0 0.7 65.4 82.9 78.5 83.6 21.5 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 19 21 21 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,797 COMMITMENTS 0 60 50 1,297 1,181 1,347 1,291 450 506 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 2.8 72.2 65.7 75.0 71.8 25.0 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 14 17 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,355 COMMITMENTS 0 0 0 15,305 15,335 15,305 15,335 50 20 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,102) 0 0 0 1,102 1,102 1,102 1,102 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.9 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 25 19 25 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 326,194 COMMITMENTS 48,851 28,408 35,575 197,503 238,352 281,929 302,335 44,265 23,859 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -2,266) -4,038 -1,289 1,754 2,012 -1,286 -272 -821 -1,994 -1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 8.7 10.9 60.5 73.1 86.4 92.7 13.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 41 26 47 76 78 148 129 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,505 COMMITMENTS 1,056 2,030 680 18,329 17,341 20,065 20,051 440 454 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,305) 15 -50 125 1,265 1,365 1,405 1,440 -100 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.9 3.3 89.4 84.6 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 6 4 45 48 55 55 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,537 COMMITMENTS 0 1,075 525 18,292 17,237 18,817 18,837 720 700 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 5) 0 -450 0 5 455 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.5 2.7 93.6 88.2 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 3 2 29 27 31 30 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,122 COMMITMENTS 6,683 150 577 7,802 13,875 15,062 14,602 60 520 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -750) -1,050 150 0 300 -900 -750 -750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 1.0 3.8 51.6 91.8 99.6 96.6 0.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 10 16 13 19 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,892 COMMITMENTS 616 124 301 2,514 2,945 3,431 3,370 1,461 1,522 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 37) -12 0 6 20 26 14 32 23 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 2.5 6.2 51.4 60.2 70.1 68.9 29.9 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 4 15 17 20 21 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 3,679 COMMITMENTS 25 490 0 3,604 3,139 3,629 3,629 50 50 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.3 0.0 98.0 85.3 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 0 15 14 16 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 831,206 COMMITMENTS 108,828 294,801 303,335 342,505 188,492 754,668 786,628 76,538 44,578 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -28,242) 10,223 9,213 -30,336 -2,746 -2,160 -22,859 -23,283 -5,383 -4,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 35.5 36.5 41.2 22.7 90.8 94.6 9.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 85 96 121 81 71 240 233 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,707 COMMITMENTS 2,515 0 1,908 50,386 55,814 54,809 57,722 11,898 8,985 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -286) 108 0 -329 -125 43 -346 -286 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 2.9 75.5 83.7 82.2 86.5 17.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 21 21 23 23 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,640 COMMITMENTS 0 0 0 56,227 56,517 56,227 56,517 13,413 13,123 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -190) 0 0 0 -190 16 -190 16 0 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 80.7 81.2 80.7 81.2 19.3 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 20 17 20 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,418 COMMITMENTS 0 0 0 67,403 76,311 67,403 76,311 13,015 4,107 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 242) 0 0 0 242 394 242 394 0 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.8 94.9 83.8 94.9 16.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 19 17 19 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,202 COMMITMENTS 5,873 1,134 4,608 71,787 80,971 82,268 86,713 10,934 6,489 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,525) -606 -302 1,595 3,360 384 4,349 1,677 -1,824 848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 1.2 4.9 77.0 86.9 88.3 93.0 11.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 4 20 26 24 30 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,880 COMMITMENTS 1,767 8,787 4,309 76,159 66,304 82,235 79,400 7,645 10,480 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,449) 1,767 -1,807 1,339 -4,555 -1,161 -1,449 -1,629 0 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 9.8 4.8 84.7 73.8 91.5 88.3 8.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 11 19 14 21 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,067 COMMITMENTS 5,195 2,158 3,801 58,453 68,722 67,449 74,681 16,618 9,386 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 317) -42 0 58 -371 222 -355 280 672 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.6 4.5 69.5 81.7 80.2 88.8 19.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 18 19 22 22 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,856 COMMITMENTS 0 0 0 83,096 81,768 83,096 81,768 2,760 4,088 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,712) 0 0 0 1,712 1,712 1,712 1,712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.8 95.2 96.8 95.2 3.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 16 16 16 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,206 COMMITMENTS 4,027 2,913 5,932 160,780 165,174 170,739 174,019 8,467 5,187 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -296) 390 0 -140 426 182 676 42 -972 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.6 3.3 89.7 92.2 95.3 97.1 4.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 4 38 37 43 41 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,979 COMMITMENTS 2,416 2,620 1,466 118,640 124,591 122,522 128,677 13,457 7,302 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 534) 0 -289 250 -20 0 230 -39 304 573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.9 1.1 87.2 91.6 90.1 94.6 9.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 21 23 22 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,540 COMMITMENTS 8,243 1,683 10,632 191,224 210,220 210,099 222,535 19,441 7,005 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -769) 866 167 -150 -1,770 -656 -1,054 -639 285 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.7 4.6 83.3 91.6 91.5 96.9 8.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 2 31 33 33 35 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,983,492 COMMITMENTS 698,952 113,822 942,423 1313810 1908847 2955185 2965092 28,307 18,400 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -14,942) 2,215 -4,741 -14,245 3,491 15,162 -8,539 -3,824 -6,403 -11,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 3.8 31.6 44.0 64.0 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 41 22 58 111 100 178 160 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,034,914 COMMITMENTS 91,162 276,674 181,520 757,168 573,205 1029850 1031399 5,064 3,515 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 39,116) -5,146 -8,618 31,916 13,177 16,568 39,947 39,866 -831 -750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 26.7 17.5 73.2 55.4 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 17 31 39 43 42 84 88 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,905 COMMITMENTS 185 856 0 3,627 2,897 3,812 3,753 93 152 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 306) 25 107 0 241 164 266 271 40 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 21.9 0.0 92.9 74.2 97.6 96.1 2.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 0 17 18 18 23 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,628 COMMITMENTS 3,634 398 882 33,411 38,809 37,927 40,089 2,701 539 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 772) 477 -2 -40 345 1,068 782 1,026 -10 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 1.0 2.2 82.2 95.5 93.4 98.7 6.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 3 30 26 34 30 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,510 COMMITMENTS 120 1,156 310 16,672 15,993 17,102 17,459 1,408 1,051 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 396) 0 16 4 344 366 348 386 48 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 6.2 1.7 90.1 86.4 92.4 94.3 7.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 22 19 24 22 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,424 COMMITMENTS 0 0 0 11,550 11,922 11,550 11,922 1,874 1,502 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 114) 0 0 0 24 -30 24 -30 90 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.0 88.8 86.0 88.8 14.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 14 18 14 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,193 COMMITMENTS 0 2,170 240 28,846 27,932 29,086 30,342 2,107 851 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 0 10 0 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 0.8 92.5 89.5 93.2 97.3 6.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 2 26 21 28 23 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,045 COMMITMENTS 768 0 194 10,979 11,737 11,941 11,931 1,104 1,114 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 552) 308 0 34 -50 604 292 638 260 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 1.5 84.2 90.0 91.5 91.5 8.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 20 15 22 17 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,043 COMMITMENTS 192 0 480 15,104 15,713 15,776 16,193 1,267 850 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 312) 0 0 0 304 298 304 298 8 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 2.8 88.6 92.2 92.6 95.0 7.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 22 20 23 21 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,118 COMMITMENTS 0 0 0 10,036 10,322 10,036 10,322 1,082 796 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -54) 0 0 0 -54 -56 -54 -56 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.3 92.8 90.3 92.8 9.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 18 21 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,496 COMMITMENTS 0 0 0 58,496 58,194 58,496 58,194 0 302 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 3,490) 0 0 0 3,490 3,490 3,490 3,490 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.5 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 9 13 9 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 899,030 COMMITMENTS 0 0 0 899,030 899,030 899,030 899,030 0 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 47,040) 0 0 0 47,040 47,040 47,040 47,040 0 0 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 13 9 13 9 PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 495,459 COMMITMENTS 0 2,334 0 495,459 493,125 495,459 495,459 0 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 4,680) 0 0 0 4,680 4,680 4,680 4,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 9 10 9 12 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,595 COMMITMENTS 220 0 0 49,050 49,595 49,270 49,595 325 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 98.9 100.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 8 16 8 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,071 COMMITMENTS 0 0 0 32,420 32,855 32,420 32,855 651 216 CHANGES FROM 03/16/10 (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 98.0 99.3 98.0 99.3 2.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 9 14 9 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 91,991 COMMITMENTS 0 3,545 0 91,840 88,446 91,840 91,991 151 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,280) 0 0 0 1,280 1,280 1,280 1,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 99.8 96.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 15 11 15 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,498,753 COMMITMENTS 0 58,150 0 1498753 1440603 1498753 1498753 0 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 23,440) 0 0 0 23,440 23,440 23,440 23,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 15 12 15 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 178,905 COMMITMENTS 3,935 0 0 174,970 177,812 178,905 177,812 0 1,093 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,139) 0 0 0 2,139 2,139 2,139 2,139 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 97.8 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 20 23 22 23 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,948,750 COMMITMENTS 59,317 0 0 2889433 2948750 2948750 2948750 0 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 39,004) 0 0 0 39,004 39,004 39,004 39,004 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 20 23 22 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,100 COMMITMENTS 0 2,890 0 65,100 62,102 65,100 64,992 0 108 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,275) 0 0 0 -1,275 -1,275 -1,275 -1,275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.0 100.0 95.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 22 17 22 18 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,051,008 COMMITMENTS 0 72,320 0 1051008 978,688 1051008 1051008 0 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 0) -9,360 0 0 9,360 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 17 19 17 20 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,798 COMMITMENTS 4,530 495 45 52,223 56,258 56,798 56,798 0 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.9 0.1 91.9 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 22 26 24 28 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,031,969 COMMITMENTS 93,540 28,552 0 938,429 1003417 1031969 1031969 0 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 2.8 0.0 90.9 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 0 21 23 23 25 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,333 COMMITMENTS 150 45 125 20,635 20,993 20,910 21,163 423 170 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 898) 0 0 0 898 918 898 918 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 0.6 96.7 98.4 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 2 36 37 38 39 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,856 COMMITMENTS 0 280 40 16,813 17,336 16,853 17,656 1,003 200 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -177) 0 0 0 -207 -182 -207 -182 30 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.2 94.2 97.1 94.4 98.9 5.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 15 16 16 18 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,643 COMMITMENTS 0 92 31 10,423 10,400 10,454 10,523 189 120 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 515) 0 0 0 515 505 515 505 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.3 97.9 97.7 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 19 21 20 23 MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,893 COMMITMENTS 345 0 0 8,046 8,559 8,391 8,559 502 334 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -359) 0 0 0 -434 -499 -434 -499 75 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 90.5 96.2 94.4 96.2 5.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 27 25 28 25 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,298,539 COMMITMENTS 271,681 159,762 304,457 643,285 769,601 1219423 1233820 79,116 64,719 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -58,887) -11,325 899 -3,475 -41,076 -50,896 -55,876 -53,472 -3,011 -5,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 12.3 23.4 49.5 59.3 93.9 95.0 6.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 109 89 129 86 95 267 250 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 224,651 COMMITMENTS 34,816 34,973 898 161,872 141,155 197,586 177,026 27,065 47,625 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,613) 774 318 -185 1,295 828 1,884 961 729 1,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 15.6 0.4 72.1 62.8 88.0 78.8 12.0 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 5 6 29 25 37 33 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,971 COMMITMENTS 765 965 585 60,393 60,191 61,743 61,741 228 230 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,495) -150 -469 100 2,652 2,977 2,602 2,608 -107 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.6 0.9 97.5 97.1 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 3 5 3 48 50 52 57 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,086 COMMITMENTS 18,916 33,343 8,468 95,713 81,631 123,097 123,442 5,989 5,644 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -3,509) -577 963 -1,909 -1,448 -2,328 -3,934 -3,274 425 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 25.8 6.6 74.1 63.2 95.4 95.6 4.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 15 14 24 23 43 40 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,112 COMMITMENTS 1,217 3,874 5,925 26,651 25,007 33,793 34,806 2,319 1,306 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,719) 0 254 385 1,585 1,054 1,970 1,693 -251 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 10.7 16.4 73.8 69.2 93.6 96.4 6.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 4 15 15 20 22 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,996 COMMITMENTS 590 600 1,896 57,120 64,412 59,606 66,908 34,390 27,088 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,223) -36 0 102 1,929 1,822 1,995 1,924 228 299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.6 2.0 60.8 68.5 63.4 71.2 36.6 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 22 20 24 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,485 COMMITMENTS 1,946 560 233 28,985 30,675 31,164 31,468 321 17 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 205) 0 150 0 205 55 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.8 0.7 92.1 97.4 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 2 27 32 31 36 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,170 COMMITMENTS 16,517 2,913 270 4,182 20,151 20,969 23,334 3,201 836 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 761) 227 -16 48 547 441 822 473 -61 288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 12.1 1.1 17.3 83.4 86.8 96.5 13.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 86 21 7 21 29 113 52 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,255 COMMITMENTS 25,567 2,104 608 6,396 33,928 32,571 36,640 5,684 1,615 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,325) 526 -628 95 257 1,846 878 1,313 447 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.8 5.5 1.6 16.7 88.7 85.1 95.8 14.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 92 13 6 18 35 113 53 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 324,322 COMMITMENTS 86,332 10,761 36,734 178,231 264,082 301,297 311,577 23,025 12,745 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 11,312) -1,069 1,231 2,263 11,755 8,513 12,949 12,007 -1,637 -695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 3.3 11.3 55.0 81.4 92.9 96.1 7.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 77 20 50 83 95 180 153 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,290 COMMITMENTS 2,705 982 217 17,011 19,646 19,933 20,845 6,357 5,445 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 598) 87 0 0 566 1,213 653 1,213 -55 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 3.7 0.8 64.7 74.7 75.8 79.3 24.2 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 16 20 18 22 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,111 COMMITMENTS 1,268 100 525 7,307 8,356 9,100 8,981 11 130 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 460) 50 0 0 410 460 460 460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 1.1 5.8 80.2 91.7 99.9 98.6 0.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 4 31 34 38 39 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 62,367 COMMITMENTS 3,330 1,421 1,676 56,323 59,075 61,329 62,172 1,038 195 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,340) 100 300 0 1,162 1,040 1,262 1,340 78 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.3 2.7 90.3 94.7 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 2 33 33 38 35 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,511 COMMITMENTS 2,000 0 0 21,411 23,011 23,411 23,011 100 500 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -295) 0 0 0 -295 -295 -295 -295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 0.0 91.1 97.9 99.6 97.9 0.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 22 12 23 12 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,029 COMMITMENTS 1,128 550 100 13,801 14,379 15,029 15,029 0 0 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 265) 300 0 -300 265 565 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 3.7 0.7 91.8 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 1 1 32 30 37 31 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,709 COMMITMENTS 485 0 0 17,474 18,706 17,959 18,706 750 3 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,930) 245 0 0 1,685 1,930 1,930 1,930 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 93.4 100.0 96.0 100.0 4.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 25 22 27 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,414 COMMITMENTS 480 1,397 211 19,526 18,742 20,217 20,350 197 64 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 942) 0 810 0 936 68 936 878 6 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 6.8 1.0 95.7 91.8 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 3 2 34 37 37 41 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,321 COMMITMENTS 270 261 575 10,416 10,386 11,261 11,222 60 99 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -444) 0 -325 154 -613 -309 -459 -480 15 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.3 5.1 92.0 91.7 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 1 25 25 28 28 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,177 COMMITMENTS 3,632 2,485 1,227 37,073 40,309 41,932 44,021 3,245 1,156 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 979) 375 38 -15 90 957 450 980 529 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 5.5 2.7 82.1 89.2 92.8 97.4 7.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 6 4 34 40 41 47
Updated March 26, 2010