GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,375 COMMITMENTS 577 6,388 85 49,606 43,710 50,268 50,183 107 192 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,678) 0 391 -129 1,803 1,418 1,674 1,680 4 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 12.7 0.2 98.5 86.8 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 3 1 45 51 47 54 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,595 COMMITMENTS 0 0 0 22,462 22,410 22,462 22,410 133 185 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 105 105 105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 0 0 29 31 29 31 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,496 COMMITMENTS 1,195 345 280 8,550 9,630 10,025 10,255 1,471 1,241 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 619) 50 15 15 382 509 447 539 172 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 3.0 2.4 74.4 83.8 87.2 89.2 12.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 2 3 36 43 39 48 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,012 COMMITMENTS 684 160 473 7,295 7,715 8,452 8,348 560 664 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 770) -28 10 90 572 650 634 750 136 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 1.8 5.2 80.9 85.6 93.8 92.6 6.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 6 3 5 50 56 56 64 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,871 COMMITMENTS 690 12 553 1,835 2,870 3,078 3,435 793 436 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 149) 190 -44 9 -62 207 137 172 12 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 0.3 14.3 47.4 74.1 79.5 88.7 20.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 3 21 21 26 24 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,058 COMMITMENTS 0 0 0 1,468 1,376 1,468 1,376 590 682 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 30) 0 0 0 20 60 20 60 10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 71.3 66.9 71.3 66.9 28.7 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 16 15 16 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,536 COMMITMENTS 25 15 80 1,963 2,122 2,068 2,217 468 319 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 129) 0 -10 0 157 168 157 158 -28 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.6 3.2 77.4 83.7 81.5 87.4 18.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 25 25 27 27 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,914 COMMITMENTS 0 0 0 3,908 3,914 3,908 3,914 6 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 267) 0 0 0 267 267 267 267 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 18 18 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 19,274 COMMITMENTS 0 0 0 18,681 19,274 18,681 19,274 593 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,188) 0 0 0 1,045 1,203 1,045 1,203 143 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.9 100.0 96.9 100.0 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 24 21 24 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,541 COMMITMENTS 61,799 40,737 31,298 163,362 202,058 256,459 274,093 44,082 26,448 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -21,259) -7,725 2,658 -5,343 -7,445 -19,155 -20,513 -21,840 -746 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 13.6 10.4 54.4 67.2 85.3 91.2 14.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 52 24 40 67 75 141 122 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,423 COMMITMENTS 320 660 480 18,035 17,680 18,835 18,820 588 603 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,847) 100 25 -55 1,232 1,439 1,277 1,409 570 438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.4 2.5 92.9 91.0 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 3 5 5 51 58 56 66 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,331 COMMITMENTS 350 505 245 6,436 6,281 7,031 7,031 300 300 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -510) -150 50 -50 -310 -510 -510 -510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 6.9 3.3 87.8 85.7 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 24 16 27 18 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,775 COMMITMENTS 0 200 0 1,775 1,525 1,775 1,725 0 50 CHANGES FROM 02/22/11 (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 11.3 0.0 100.0 85.9 100.0 97.2 0.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 14 13 14 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 982,208 COMMITMENTS 141,913 401,744 327,975 431,574 202,664 901,462 932,383 80,746 49,825 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 22,000) 4,759 7,307 11,250 1,905 -3,167 17,914 15,390 4,086 6,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 40.9 33.4 43.9 20.6 91.8 94.9 8.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 93 121 134 73 64 253 250 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,244 COMMITMENTS 0 0 0 43,915 51,065 43,915 51,065 11,329 4,179 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,218) 0 0 0 1,218 1,770 1,218 1,770 0 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 79.5 92.4 79.5 92.4 20.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 16 16 16 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 48,278 COMMITMENTS 2,580 2,485 2,575 38,802 34,886 43,957 39,946 4,321 8,332 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 208) 254 -1,882 -50 432 1,712 636 -220 -428 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 5.1 5.3 80.4 72.3 91.0 82.7 9.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 3 15 11 18 14 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,170 COMMITMENTS 4,533 890 2,866 39,182 49,162 46,581 52,918 12,589 6,252 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 273) 572 0 -166 -428 400 -22 234 295 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.5 4.8 66.2 83.1 78.7 89.4 21.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 14 14 16 16 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,124 COMMITMENTS 290 8,738 2,106 85,285 80,990 87,681 91,834 7,443 3,290 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -5,565) -155 -48 0 -4,659 -5,410 -4,814 -5,458 -751 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 9.2 2.2 89.7 85.1 92.2 96.5 7.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 3 15 22 18 25 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,136 COMMITMENTS 11,828 0 2,154 115,747 133,970 129,729 136,124 13,407 7,012 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -5,872) 1,854 0 -1,094 -6,718 -4,100 -5,958 -5,194 86 -678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 1.5 80.9 93.6 90.6 95.1 9.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 21 23 24 25 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,574,446 COMMITMENTS 516,854 97,265 797,047 1236195 1656925 2550096 2551237 24,350 23,209 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -76,636) 10,691 -8,022 -35,381 -52,932 -33,306 -77,622 -76,709 986 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 3.8 31.0 48.0 64.4 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 39 26 61 96 79 163 141 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 967,345 COMMITMENTS 175,157 70,463 185,441 602,009 707,066 962,607 962,970 4,738 4,375 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -104,984) -21,842 -23,171 -26,421 -56,288 -55,357 -104,551 -104,949 -433 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 7.3 19.2 62.2 73.1 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 31 21 43 40 34 86 83 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,020 COMMITMENTS 390 0 0 7,390 7,605 7,780 7,605 240 415 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -55) 0 -90 0 125 165 125 75 -180 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.0 92.1 94.8 97.0 94.8 3.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 19 18 20 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,938 COMMITMENTS 0 533 0 10,661 10,156 10,661 10,689 277 249 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,281) -50 -307 -61 -1,228 -946 -1,339 -1,314 58 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 97.5 92.9 97.5 97.7 2.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 23 26 23 28 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,563 COMMITMENTS 50 90 24 1,900 1,594 1,974 1,708 589 855 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 28) -12 0 0 8 38 -4 38 32 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.5 0.9 74.1 62.2 77.0 66.6 23.0 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 17 18 18 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,945 COMMITMENTS 92 33 21 1,227 1,190 1,340 1,244 605 701 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 190) 0 7 21 124 -129 145 -101 45 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 1.7 1.1 63.1 61.2 68.9 64.0 31.1 36.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 20 19 22 21 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,259 COMMITMENTS 11,092 1,072 1,186 31,954 43,135 44,232 45,393 2,027 866 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -156) 1,780 -260 598 -2,450 -394 -72 -56 -84 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 2.3 2.6 69.1 93.2 95.6 98.1 4.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 3 30 23 36 28 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,671 COMMITMENTS 82 458 86 13,415 13,163 13,583 13,707 1,088 964 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -629) -20 -136 0 -382 -429 -402 -565 -227 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.1 0.6 91.4 89.7 92.6 93.4 7.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 17 15 19 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,226 COMMITMENTS 104 3,346 220 26,898 25,614 27,222 29,180 3,004 1,046 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -941) -54 4 0 -713 -917 -767 -913 -174 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 11.1 0.7 89.0 84.7 90.1 96.5 9.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 22 17 24 20 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,764 COMMITMENTS 0 402 0 9,270 9,546 9,270 9,948 1,494 816 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -613) -100 -74 -40 -507 -481 -647 -595 34 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 86.1 88.7 86.1 92.4 13.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 11 16 12 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,121 COMMITMENTS 20 740 76 9,991 10,507 10,087 11,323 2,034 798 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -956) -16 -60 0 -1,582 -892 -1,598 -952 642 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.1 0.6 82.4 86.7 83.2 93.4 16.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 17 20 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,200 COMMITMENTS 0 428 0 47,731 47,625 47,731 48,053 469 147 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -2,600) 0 -40 0 -2,580 -2,559 -2,580 -2,599 -20 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 99.0 98.8 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 11 12 11 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 684,285 COMMITMENTS 0 7,840 0 684,285 676,445 684,285 684,285 0 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -44,312) 0 -5,984 0 -44,312 -38,328 -44,312 -44,312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 100.0 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 12 14 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,800 COMMITMENTS 0 0 0 61,800 61,800 61,800 61,800 0 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -960) 0 0 0 -960 -960 -960 -960 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: 26) 0 0 0 18 12 18 12 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,076,572 COMMITMENTS 0 0 0 1076572 1076572 1076572 1076572 0 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -14,448) 0 0 0 -14,448 -14,448 -14,448 -14,448 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: 23) 0 0 0 18 11 18 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 187,824 COMMITMENTS 66 0 210 187,548 187,614 187,824 187,824 0 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -8,595) 66 -10 10 -8,671 -8,595 -8,595 -8,595 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.1 99.9 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 1 19 27 20 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,294,723 COMMITMENTS 0 0 0 3294723 3294723 3294723 3294723 0 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -142,224) -1,056 0 0 -141,168 -142,224 -142,224 -142,224 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: 36) 0 0 0 17 27 17 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,406 COMMITMENTS 4,670 1,600 132 51,604 54,164 56,406 55,896 0 510 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -5,465) -1,360 0 0 -4,105 -5,465 -5,465 -5,465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 2.8 0.2 91.5 96.0 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 1 25 18 29 20 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,118,666 COMMITMENTS 30,905 84,665 0 1087761 1034001 1118666 1118666 0 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -56,228) 6,780 -1,387 -5,280 -57,728 -49,561 -56,228 -56,228 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 7.6 0.0 97.2 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 0 25 25 28 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,091 COMMITMENTS 1,020 92 255 47,750 48,701 49,025 49,048 66 43 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,671) 0 -151 0 -1,651 -1,520 -1,651 -1,671 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.2 0.5 97.3 99.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 19 17 20 19 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,939 COMMITMENTS 0 2,556 170 28,471 25,999 28,641 28,725 298 214 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -45) 0 20 -20 -5 -25 -25 -25 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 0.6 98.4 89.8 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 13 13 14 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,128 COMMITMENTS 510 86 0 16,491 17,468 17,001 17,554 1,127 574 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 469) 0 0 0 45 214 45 214 424 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.5 0.0 91.0 96.4 93.8 96.8 6.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 15 13 16 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 940,744 COMMITMENTS 0 28,195 4,000 936,744 908,549 940,744 940,744 0 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -33,792) 0 -7,392 0 -33,792 -26,400 -33,792 -33,792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.4 99.6 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 19 20 20 22 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,162 COMMITMENTS 656 140 15 23,213 23,697 23,884 23,852 278 310 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 456) 35 110 -20 441 366 456 456 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.6 0.1 96.1 98.1 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 1 38 31 41 32 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,069 COMMITMENTS 1,036 0 35 14,685 15,595 15,756 15,630 313 439 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -928) -55 0 -15 -883 -867 -953 -882 25 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 0.2 91.4 97.1 98.1 97.3 1.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 1 18 19 21 20 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,037 COMMITMENTS 0 17 105 6,375 6,202 6,480 6,324 557 713 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -285) 0 17 105 -521 -416 -416 -294 131 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 1.5 90.6 88.1 92.1 89.9 7.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 2 14 17 16 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,474 COMMITMENTS 0 0 0 9,934 9,918 9,934 9,918 540 556 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -899) -30 0 0 -744 -148 -774 -148 -125 -751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.8 94.7 94.8 94.7 5.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 21 18 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,569,519 COMMITMENTS 399,042 127,155 389,817 671,182 990,851 1460041 1507823 109,478 61,696 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 62,925) 48,462 -4,403 19,370 -15,224 45,548 52,608 60,515 10,317 2,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 8.1 24.8 42.8 63.1 93.0 96.1 7.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 155 84 165 86 101 329 282 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,750 COMMITMENTS 43,213 14,532 8,832 125,702 133,740 177,747 157,104 41,003 61,646 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -8,460) 5,513 -2,178 -1,871 -15,999 -7,344 -12,357 -11,393 3,897 2,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 6.6 4.0 57.5 61.1 81.3 71.8 18.7 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 3 6 21 21 28 29 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,453 COMMITMENTS 265 1,272 300 31,834 30,719 32,399 32,291 54 162 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -2,643) -140 -708 200 -2,649 -2,050 -2,589 -2,558 -54 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.9 0.9 98.1 94.7 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 4 2 30 36 34 42 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,660 COMMITMENTS 5,582 30,240 4,502 73,477 47,069 83,561 81,811 4,099 5,849 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -817) 1,131 -883 -320 -1,956 703 -1,145 -500 328 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 34.5 5.1 83.8 53.7 95.3 93.3 4.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 11 11 25 22 39 36 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,997 COMMITMENTS 6,694 53 4,119 17,235 24,888 28,048 29,060 3,949 2,937 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,342) -1,410 0 2,154 1,073 605 1,817 2,759 -475 -1,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 0.2 12.9 53.9 77.8 87.7 90.8 12.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 2 4 14 15 24 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,245 COMMITMENTS 1,789 369 0 10,420 11,795 12,209 12,164 36 81 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -3,014) -2,161 -375 0 -889 -2,639 -3,050 -3,014 36 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 3.0 0.0 85.1 96.3 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 0 17 22 20 23 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,457 COMMITMENTS 17,319 2,198 91 2,324 19,496 19,734 21,785 2,723 672 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -564) -336 36 -80 84 -407 -332 -451 -232 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.1 9.8 0.4 10.3 86.8 87.9 97.0 12.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 80 19 6 25 28 108 51 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,621 COMMITMENTS 29,576 1,832 217 6,104 38,484 35,897 40,533 5,724 1,088 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -79) -632 13 -360 961 413 -31 66 -48 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.1 4.4 0.5 14.7 92.5 86.2 97.4 13.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 87 13 7 18 35 107 54 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,336 COMMITMENTS 74,913 14,821 19,921 158,010 232,304 252,844 267,046 25,492 11,290 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -3,542) -710 1,267 -764 -2,434 -4,291 -3,908 -3,788 366 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 5.3 7.2 56.8 83.5 90.8 95.9 9.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 75 17 38 69 91 159 134 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,024 COMMITMENTS 2,422 993 1,284 15,889 15,962 19,595 18,239 3,429 4,785 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,237) 25 -878 -81 -139 -728 -195 -1,687 -1,042 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 4.3 5.6 69.0 69.3 85.1 79.2 14.9 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 18 15 24 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,228 COMMITMENTS 550 0 410 6,268 6,818 7,228 7,228 0 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 150) 200 0 -150 100 300 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 5.7 86.7 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 4 26 29 30 33 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 58,226 COMMITMENTS 309 2,505 9 57,359 55,478 57,677 57,992 549 234 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 3,755) 0 0 0 3,975 3,755 3,975 3,755 -220 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.3 0.0 98.5 95.3 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 1 1 45 39 48 40 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,533 COMMITMENTS 0 0 0 22,533 22,533 22,533 22,533 0 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,925) 0 0 0 2,070 1,925 2,070 1,925 -145 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: 24) 0 0 0 17 17 17 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,867 COMMITMENTS 100 3,975 150 8,277 4,742 8,527 8,867 340 0 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 800) 0 0 0 800 800 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 44.8 1.7 93.3 53.5 96.2 100.0 3.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 2 29 29 31 33 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,913 COMMITMENTS 5,577 10 170 17,130 22,585 22,877 22,765 36 148 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 495) 410 0 -160 235 655 485 495 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 0.0 0.7 74.8 98.6 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 2 29 24 31 26 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,942 COMMITMENTS 5,205 2,176 938 11,540 14,559 17,683 17,673 259 269 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,362) -536 104 -6 -976 -1,599 -1,518 -1,501 156 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 12.1 5.2 64.3 81.1 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 4 33 32 39 38 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,601 COMMITMENTS 625 147 231 8,115 8,956 8,971 9,334 630 267 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,631) 412 -183 -45 -2,143 -1,525 -1,776 -1,753 145 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 1.5 2.4 84.5 93.3 93.4 97.2 6.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 2 23 24 27 27 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,232 COMMITMENTS 11,049 1,039 1,202 19,265 29,511 31,516 31,752 716 480 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,602) 133 -364 -502 -1,093 -706 -1,462 -1,572 -140 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 3.2 3.7 59.8 91.6 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 4 5 29 32 42 39 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,460 COMMITMENTS 1,512 309 316 11,989 12,656 13,817 13,281 2,643 3,179 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,382) 0 0 0 -1,412 -1,392 -1,412 -1,392 30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.9 1.9 72.8 76.9 83.9 80.7 16.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 16 18 17
Updated March 4, 2011