GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,835 COMMITMENTS 1,706 690 0 32,809 34,015 34,515 34,705 320 130 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -842) -93 90 0 -999 -1,042 -1,092 -952 250 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 2.0 0.0 94.2 97.6 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 2 0 34 37 35 39 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,704 COMMITMENTS 0 0 0 21,383 21,569 21,383 21,569 321 135 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,501) 0 0 0 -1,721 -1,511 -1,721 -1,511 220 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.5 99.4 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 25 25 25 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,268 COMMITMENTS 222 216 114 6,049 5,852 6,385 6,182 883 1,086 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -736) -146 0 0 -544 -772 -690 -772 -46 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 3.0 1.6 83.2 80.5 87.9 85.1 12.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 24 19 25 21 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,957 COMMITMENTS 240 105 0 8,428 8,894 8,668 8,999 1,289 958 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -937) 50 -70 0 -729 -695 -679 -765 -258 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.1 0.0 84.6 89.3 87.1 90.4 12.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 2 0 45 43 46 45 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,976 COMMITMENTS 49 123 172 6,898 6,845 7,119 7,140 857 836 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,548) -20 61 -45 -1,578 -1,564 -1,643 -1,548 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.5 2.2 86.5 85.8 89.3 89.5 10.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 3 4 44 48 48 53 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,159 COMMITMENTS 535 0 0 2,739 3,446 3,274 3,446 885 713 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -391) -145 0 0 -244 -415 -389 -415 -2 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.0 0.0 65.9 82.9 78.7 82.9 21.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 17 19 18 19 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,893 COMMITMENTS 0 0 0 11,868 11,873 11,868 11,873 25 20 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -675) 0 0 0 -700 -655 -700 -655 25 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 22 19 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 355,394 COMMITMENTS 48,872 24,820 63,684 199,254 242,399 311,810 330,903 43,584 24,491 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -523) -723 3,261 1,156 -245 -2,031 188 2,386 -711 -2,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 7.0 17.9 56.1 68.2 87.7 93.1 12.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 43 20 43 67 80 134 127 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 69,678 COMMITMENTS 1,609 5,816 16,236 47,914 44,409 65,759 66,462 3,919 3,217 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 538) -280 -506 -363 1,090 1,265 447 396 91 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 8.3 23.3 68.8 63.7 94.4 95.4 5.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 8 14 14 22 23 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,998 COMMITMENTS 1,115 1,825 250 14,090 13,432 15,455 15,507 543 491 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,360) -11 200 -327 -3,765 -4,043 -4,103 -4,170 -257 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 11.4 1.6 88.1 84.0 96.6 96.9 3.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 8 5 2 39 45 48 51 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,632 COMMITMENTS 0 2,275 525 17,387 15,132 17,912 17,932 720 700 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 559) 0 -325 -75 991 1,029 916 629 -357 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.2 2.8 93.3 81.2 96.1 96.2 3.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 2 28 24 30 28 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,766 COMMITMENTS 5,558 0 577 7,571 12,669 13,706 13,246 60 520 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -262) 722 0 -47 -937 -195 -262 -242 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 0.0 4.2 55.0 92.0 99.6 96.2 0.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 10 16 13 18 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,684 COMMITMENTS 612 118 278 2,540 2,947 3,430 3,343 1,254 1,341 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -416) -68 5 -12 -230 -269 -310 -276 -106 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 2.5 5.9 54.2 62.9 73.2 71.4 26.8 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 4 16 18 21 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 970,583 COMMITMENTS 159,865 239,144 376,459 352,016 304,201 888,341 919,804 82,243 50,779 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 26,863) 16,269 16,658 3,812 4,367 263 24,448 20,734 2,416 6,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 24.6 38.8 36.3 31.3 91.5 94.8 8.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 78 98 123 84 74 241 229 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,958 COMMITMENTS 1,983 0 2,216 48,152 53,284 52,351 55,500 12,607 9,458 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -3,211) 549 -832 195 -11,651 -4,578 -10,907 -5,215 7,696 2,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 3.4 74.1 82.0 80.6 85.4 19.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 19 19 21 21 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,604 COMMITMENTS 0 0 0 56,303 56,449 56,303 56,449 13,301 13,155 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -3,631) -434 0 0 -7,169 -4,908 -7,603 -4,908 3,972 1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 80.9 81.1 80.9 81.1 19.1 18.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,632 COMMITMENTS 0 0 0 65,801 74,515 65,801 74,515 12,831 4,117 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -3,108) 0 0 0 -2,481 -3,603 -2,481 -3,603 -627 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 83.7 94.8 83.7 94.8 16.3 5.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,932 COMMITMENTS 7,656 0 2,268 69,456 82,711 79,380 84,979 11,552 5,953 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,632) -369 0 -329 -8,576 -8,242 -9,274 -8,571 3,642 2,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.0 2.5 76.4 91.0 87.3 93.5 12.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 3 18 27 21 30 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,430 COMMITMENTS 0 10,140 2,831 81,626 68,007 84,457 80,978 6,973 10,452 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,024) 0 -1,618 -178 -4,972 -1,866 -5,150 -3,662 1,126 -362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.1 3.1 89.3 74.4 92.4 88.6 7.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 11 19 13 21 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,460 COMMITMENTS 6,572 2,158 3,586 58,592 68,116 68,750 73,860 13,710 8,600 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,545) 84 255 -672 -5,914 -6,997 -6,502 -7,414 957 1,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 2.6 4.3 71.1 82.6 83.4 89.6 16.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 3 18 19 22 22 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,558,332 COMMITMENTS 75,830 104,417 509,259 966,932 936,992 1552022 1550669 6,310 7,663 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 33,440) 3,911 4,562 20,489 9,104 8,571 33,504 33,622 -64 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 6.7 32.7 62.0 60.1 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 41 24 54 61 61 122 120 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,214 COMMITMENTS 0 0 0 82,454 81,126 82,454 81,126 2,760 4,088 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,370) 0 -620 0 -5,246 -4,533 -5,246 -5,153 -124 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 22) 0 0 0 14 16 14 16 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,082 COMMITMENTS 3,517 2,768 6,010 160,790 165,175 170,317 173,953 9,765 6,129 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -11,633) -1,862 -1,715 -717 -8,748 -8,771 -11,327 -11,203 -306 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.5 3.3 89.3 91.7 94.6 96.6 5.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 4 37 35 42 39 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,274 COMMITMENTS 2,416 1,389 1,494 117,819 125,609 121,729 128,492 13,545 6,782 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -6,757) -1,025 201 -819 -8,726 -6,673 -10,570 -7,290 3,813 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.0 1.1 87.1 92.9 90.0 95.0 10.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 24 22 26 23 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,739 COMMITMENTS 6,677 658 10,106 192,345 209,161 209,128 219,925 17,611 6,814 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,378) -868 658 578 -5,870 -6,611 -6,160 -5,375 1,782 997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.3 4.5 84.8 92.2 92.2 97.0 7.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 2 31 32 33 34 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,985 COMMITMENTS 4,071 1,506 676 50,021 53,910 54,768 56,092 6,217 4,893 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -2,284) 321 3 -3 -2,005 -2,054 -1,687 -2,054 -597 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 2.5 1.1 82.0 88.4 89.8 92.0 10.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 1 12 11 15 14 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,901,199 COMMITMENTS 714,068 106,046 902,209 1241323 1856429 2857600 2864684 43,599 36,515 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -94,620) -24,816 19,056 -33,414 -62,073 -101,946 -120,303 -116,304 25,683 21,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 3.7 31.1 42.8 64.0 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 38 24 57 100 94 166 153 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 954,397 COMMITMENTS 95,538 242,138 152,392 700,323 553,688 948,253 948,218 6,144 6,179 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -97,849) -40,215 20,476 -43,476 -16,461 -75,975 -100,152 -98,975 2,303 1,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 25.4 16.0 73.4 58.0 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 21 22 39 41 40 81 82 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,362 COMMITMENTS 0 542 0 2,311 1,630 2,311 2,172 51 190 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -582) 0 -168 0 -566 -306 -566 -474 -16 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.9 0.0 97.8 69.0 97.8 92.0 2.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 0 13 16 13 21 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 140,535 COMMITMENTS 1,565 0 8,029 128,473 131,666 138,067 139,695 2,468 840 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,398) 184 0 -354 -4,403 -4,171 -4,573 -4,525 175 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 5.7 91.4 93.7 98.2 99.4 1.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 0 6 32 29 39 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,297 COMMITMENTS 120 1,000 280 18,947 17,826 19,347 19,106 950 1,191 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,164) 120 26 -176 -1,031 -1,016 -1,087 -1,166 -77 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 4.9 1.4 93.3 87.8 95.3 94.1 4.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 21 20 22 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,157 COMMITMENTS 0 2,190 240 28,631 27,886 28,871 30,316 2,286 841 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -406) 0 -30 -10 -343 -325 -353 -365 -53 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 0.8 91.9 89.5 92.7 97.3 7.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 24 21 26 23 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,273 COMMITMENTS 600 0 0 10,579 10,811 11,179 10,811 1,094 1,462 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -578) -60 -108 0 -548 -456 -608 -564 30 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.0 0.0 86.2 88.1 91.1 88.1 8.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 18 15 19 15 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,629 COMMITMENTS 461 0 1,224 45,667 46,589 47,352 47,813 1,277 816 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 608) -59 0 4 640 597 584 602 23 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 2.5 93.9 95.8 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 22 21 23 22 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| 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: 10,938 COMMITMENTS 0 0 0 9,852 10,178 9,852 10,178 1,086 760 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -556) 0 0 0 -490 -538 -490 -538 -66 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.1 93.1 90.1 93.1 9.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 16 21 16 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,946 COMMITMENTS 0 0 0 51,946 51,644 51,946 51,644 0 302 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -2,920) 0 0 0 -2,920 -2,900 -2,920 -2,900 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 798,164 COMMITMENTS 0 0 0 798,164 798,164 798,164 798,164 0 0 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -49,280) 0 0 0 -49,280 -49,280 -49,280 -49,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 90,667 COMMITMENTS 0 3,545 0 90,516 87,122 90,516 90,667 151 0 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,856) 0 -400 0 -5,856 -5,456 -5,856 -5,856 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 25) 0 2 0 14 11 14 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,475,313 COMMITMENTS 0 58,150 0 1475313 1417163 1475313 1475313 0 0 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -79,200) 0 -3,520 0 -79,200 -75,680 -79,200 -79,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 25) 0 2 0 14 12 14 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 174,234 COMMITMENTS 3,935 0 0 170,299 173,141 174,234 173,141 0 1,093 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -8,201) -920 0 0 -7,281 -8,061 -8,201 -8,061 0 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 97.7 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 20 25 22 25 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,884,820 COMMITMENTS 59,317 0 0 2825503 2884820 2884820 2884820 0 0 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -83,243) -17,952 0 0 -65,291 -83,243 -83,243 -83,243 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.0 97.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 20 24 22 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,505 COMMITMENTS 0 2,890 0 63,505 60,507 63,505 63,397 0 108 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -2,240) -40 -100 0 465 -2,120 425 -2,220 -2,665 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.0 100.0 95.3 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,018,248 COMMITMENTS 0 72,320 0 1018248 945,928 1018248 1018248 0 0 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -48,928) 0 -1,760 0 -48,928 -47,168 -48,928 -48,928 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 0.0 100.0 92.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 17 18 17 19 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,628 COMMITMENTS 4,530 495 45 52,053 56,088 56,628 56,628 0 0 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,516) -300 0 0 -1,216 -1,496 -1,516 -1,496 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,033,856 COMMITMENTS 93,540 28,552 0 940,316 1005304 1033856 1033856 0 0 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -22,208) -5,280 -1,760 0 -16,928 -20,448 -22,208 -22,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 2.8 0.0 91.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,598 COMMITMENTS 301 45 155 21,825 22,223 22,281 22,423 317 175 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 106) -81 0 0 118 33 37 33 69 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.2 0.7 96.6 98.3 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 3 38 39 41 42 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,528 COMMITMENTS 140 270 25 15,500 16,083 15,665 16,378 863 150 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,323) 5 0 0 -1,038 -1,473 -1,033 -1,473 -290 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.6 0.2 93.8 97.3 94.8 99.1 5.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 15 17 16 19 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,114 COMMITMENTS 0 247 31 9,966 9,691 9,997 9,969 117 145 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,427) 0 183 -188 -1,218 -1,412 -1,406 -1,417 -21 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.3 98.5 95.8 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 19 22 20 24 MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,151 COMMITMENTS 345 0 0 7,364 7,812 7,709 7,812 442 339 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,221) -35 0 0 -1,114 -1,236 -1,149 -1,236 -72 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 0.0 90.3 95.8 94.6 95.8 5.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 28 24 29 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,580,257 COMMITMENTS 265,830 94,041 817,091 1406109 1588276 2489029 2499407 91,228 80,850 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 62,263) 8,725 -2,578 20,692 35,731 49,890 65,148 68,004 -2,885 -5,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 3.6 31.7 54.5 61.6 96.5 96.9 3.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 141 101 176 93 102 328 297 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,233 COMMITMENTS 549 35,364 20,220 66,632 32,461 87,400 88,045 2,833 2,188 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 3,800) 78 1,286 1,053 2,827 1,854 3,957 4,192 -158 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 39.2 22.4 73.8 36.0 96.9 97.6 3.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 12 11 18 20 30 33 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,062 COMMITMENTS 35,162 31,554 948 152,404 135,385 188,514 167,887 22,548 43,175 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -10,360) 3,436 2,873 -492 -12,173 -4,748 -9,229 -2,367 -1,131 -7,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 15.0 0.4 72.2 64.1 89.3 79.5 10.7 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 6 5 28 25 36 33 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 142,420 COMMITMENTS 27,295 5,285 32,502 79,612 101,630 139,409 139,417 3,011 3,003 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,823) -436 67 754 1,545 1,078 1,863 1,899 -40 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 3.7 22.8 55.9 71.4 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 25 12 30 27 28 65 59 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 575,865 COMMITMENTS 34,348 641 73,579 446,572 481,630 554,500 555,851 21,365 20,014 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -17,607) -287 617 -1,290 -17,124 -17,324 -18,702 -17,998 1,095 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.1 12.8 77.5 83.6 96.3 96.5 3.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 1 9 36 37 45 46 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,747 COMMITMENTS 915 1,192 410 54,347 54,002 55,672 55,604 75 143 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -9,445) -150 197 60 -9,425 -9,840 -9,515 -9,583 70 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.1 0.7 97.5 96.9 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 3 5 2 46 49 49 56 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,347 COMMITMENTS 19,761 33,205 9,045 95,614 81,750 124,420 124,000 5,927 6,347 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 956) 529 828 271 -185 30 615 1,129 341 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 25.5 6.9 73.4 62.7 95.5 95.1 4.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 14 15 24 23 44 40 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,784 COMMITMENTS 2,417 2,675 6,279 25,192 26,627 33,888 35,581 2,896 1,203 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 516) 546 -9 -691 655 1,214 510 514 6 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 7.3 17.1 68.5 72.4 92.1 96.7 7.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 5 14 15 20 22 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,352 COMMITMENTS 626 320 1,977 53,538 61,849 56,141 64,146 34,211 26,206 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,950) 151 320 79 -4,950 -4,055 -4,720 -3,656 -1,230 -2,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.4 2.2 59.3 68.5 62.1 71.0 37.9 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 21 19 23 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,111 COMMITMENTS 1,022 410 239 28,805 29,445 30,066 30,094 45 17 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,089) 72 -1,197 89 -4,295 -2,865 -4,134 -3,973 45 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 1.4 0.8 95.7 97.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 2 26 32 30 36 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,597 COMMITMENTS 15,802 3,465 78 3,062 17,651 18,942 21,194 2,655 403 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,862) -735 61 -333 -16 -679 -1,084 -951 -778 -911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.2 16.0 0.4 14.2 81.7 87.7 98.1 12.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 76 22 2 23 30 101 52 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,100 COMMITMENTS 23,711 2,608 375 5,526 30,803 29,612 33,786 5,488 1,314 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 106) 408 -418 -405 -50 1,074 -47 251 153 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.6 7.4 1.1 15.7 87.8 84.4 96.3 15.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 82 16 4 21 32 107 49 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 308,142 COMMITMENTS 78,618 9,283 50,725 156,433 235,238 285,776 295,246 22,367 12,896 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 6,999) -1,849 2,374 942 6,666 4,946 5,759 8,263 1,239 -1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 3.0 16.5 50.8 76.3 92.7 95.8 7.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 74 23 57 75 97 174 160 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,034 COMMITMENTS 2,015 0 304 13,478 14,967 15,797 15,271 5,237 5,763 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,644) -253 0 0 -1,103 -1,150 -1,356 -1,150 -288 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 0.0 1.4 64.1 71.2 75.1 72.6 24.9 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 13 17 15 19 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,793 COMMITMENTS 1,185 175 375 6,222 7,113 7,782 7,663 11 130 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,401) -261 0 150 -1,270 -1,529 -1,381 -1,379 -20 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 2.2 4.8 79.8 91.3 99.9 98.3 0.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 3 27 29 33 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,414 COMMITMENTS 2,460 1,121 1,601 45,438 47,497 49,499 50,219 915 195 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -785) -5 66 -79 9 -750 -75 -763 -710 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 2.2 3.2 90.1 94.2 98.2 99.6 1.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 1 1 33 32 37 33 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,717 COMMITMENTS 2,000 0 0 20,626 22,217 22,626 22,217 91 500 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -419) -200 0 0 -214 -369 -414 -369 -5 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.0 0.0 90.8 97.8 99.6 97.8 0.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 22 13 23 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,913 COMMITMENTS 278 750 500 13,135 12,663 13,913 13,913 0 0 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,498) -328 350 -300 -870 -1,498 -1,498 -1,448 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 5.4 3.6 94.4 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 2 29 25 33 27 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,203 COMMITMENTS 120 150 0 13,213 14,053 13,333 14,203 870 0 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 488) -60 0 0 -187 488 -247 488 735 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.1 0.0 93.0 98.9 93.9 100.0 6.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 21 18 22 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,555 COMMITMENTS 624 1,577 706 17,881 17,208 19,211 19,491 344 64 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,141) 144 -827 175 -1,607 -546 -1,288 -1,198 147 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 8.1 3.6 91.4 88.0 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 4 2 31 34 35 39 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,093 COMMITMENTS 270 1,360 150 10,673 9,565 11,093 11,075 0 18 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -2,894) -362 250 -134 -2,398 -3,028 -2,894 -2,912 0 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 12.3 1.4 96.2 86.2 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 1 24 20 27 23 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,859 COMMITMENTS 2,595 2,191 1,936 36,574 38,950 41,105 43,077 2,754 782 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,299) -910 -789 568 -3,855 -4,048 -4,197 -4,269 -102 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 5.0 4.4 83.4 88.8 93.7 98.2 6.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 6 6 33 37 42 45
Updated March 2, 2010