GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,862 COMMITMENTS 532 1,828 282 39,951 38,581 40,765 40,691 97 171 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 168) 0 15 60 78 98 138 173 30 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.5 0.7 97.8 94.4 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 3 1 41 46 43 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,841 COMMITMENTS 0 0 0 17,717 17,681 17,717 17,681 124 160 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -453) 0 0 0 -453 -453 -453 -453 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 99.1 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 27 28 27 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,130 COMMITMENTS 205 172 281 7,904 8,362 8,390 8,815 1,740 1,315 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 545) -3 20 27 270 431 294 478 251 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.7 2.8 78.0 82.5 82.8 87.0 17.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 3 2 33 38 35 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,725 COMMITMENTS 878 240 291 6,233 6,652 7,402 7,183 323 542 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 453) 100 110 1 324 305 425 416 28 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 3.1 3.8 80.7 86.1 95.8 93.0 4.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 5 4 4 54 61 59 69 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,271 COMMITMENTS 575 176 374 1,641 2,191 2,590 2,741 681 530 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 107) 150 60 -80 112 47 182 27 -75 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 5.4 11.4 50.2 67.0 79.2 83.8 20.8 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 18 18 22 20 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,682 COMMITMENTS 0 30 0 1,128 903 1,128 933 554 749 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -376) 0 30 0 -340 -473 -340 -443 -36 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 67.1 53.7 67.1 55.5 32.9 44.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 14 16 15 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,056 COMMITMENTS 45 30 0 1,522 1,765 1,567 1,795 489 261 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 92) 0 -5 0 45 105 45 100 47 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.5 0.0 74.0 85.8 76.2 87.3 23.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 20 18 21 19 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,301 COMMITMENTS 0 0 0 14,888 14,701 14,888 14,701 413 600 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 96.1 97.3 96.1 2.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 21 20 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,125 COMMITMENTS 66,464 38,632 26,016 172,692 218,931 265,172 283,579 43,953 25,546 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 2,813) 5,485 -21 -4,467 1,286 8,745 2,304 4,257 509 -1,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 12.5 8.4 55.9 70.8 85.8 91.7 14.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 58 17 37 71 80 144 124 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,747 COMMITMENTS 400 754 400 14,578 14,209 15,378 15,363 369 384 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 595) -80 -30 230 495 445 645 645 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.8 2.5 92.6 90.2 97.7 97.6 2.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 5 2 4 45 49 51 55 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,856 COMMITMENTS 680 385 245 6,631 6,926 7,556 7,556 300 300 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 45) 150 0 0 -105 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 4.9 3.1 84.4 88.2 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 1 24 17 29 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 918,567 COMMITMENTS 130,767 382,918 280,075 425,349 209,561 836,191 872,554 82,376 46,013 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -37,875) -2,214 -4,577 -21,081 -14,715 -5,531 -38,010 -31,189 135 -6,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 41.7 30.5 46.3 22.8 91.0 95.0 9.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 88 119 126 75 69 247 239 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,275 COMMITMENTS 0 0 0 41,466 48,561 41,466 48,561 10,809 3,714 CHANGES FROM 03/08/11 (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 0.0 0.0 79.3 92.9 79.3 92.9 20.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 15 15 15 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,098 COMMITMENTS 2,938 2,626 2,174 33,851 31,117 38,963 35,917 5,135 8,181 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 138) 0 104 0 326 120 326 224 -188 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 6.0 4.9 76.8 70.6 88.4 81.4 11.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 14 12 17 15 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| 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 0 8,328 2,396 85,285 79,984 87,681 90,708 7,443 4,416 CHANGES FROM 03/08/11 (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 8.8 2.5 89.7 84.1 92.2 95.4 7.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 3 15 21 18 24 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,832 COMMITMENTS 10,344 0 2,924 116,127 133,598 129,395 136,522 14,437 7,310 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 586) -496 0 328 284 -160 116 168 470 418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 2.0 80.7 92.9 90.0 94.9 10.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 2 21 24 24 26 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,525,061 COMMITMENTS 507,032 99,835 755,374 1237897 1646566 2500303 2501775 24,758 23,286 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -23,204) -6,444 -2,685 -19,049 1,834 -1,864 -23,659 -23,598 455 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 4.0 29.9 49.0 65.2 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 39 24 60 100 84 167 145 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,017,295 COMMITMENTS 190,988 88,135 201,425 620,900 724,276 1013313 1013836 3,982 3,459 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 15,441) 10,160 7,666 2,710 2,738 5,644 15,608 16,020 -167 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 8.7 19.8 61.0 71.2 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 33 23 43 42 35 91 85 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,775 COMMITMENTS 330 180 0 7,240 7,235 7,570 7,415 205 360 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 15) -60 180 0 75 -60 15 120 0 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.3 0.0 93.1 93.1 97.4 95.4 2.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 18 19 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,733 COMMITMENTS 0 497 86 11,491 11,022 11,577 11,605 156 128 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 127) -30 75 25 174 19 169 119 -42 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.7 97.9 93.9 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 3 27 31 30 34 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,698 COMMITMENTS 0 55 0 1,115 1,642 1,115 1,697 583 1 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 65.7 96.7 65.7 99.9 34.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 13 13 14 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,267 COMMITMENTS 0 90 0 1,489 1,254 1,489 1,344 778 923 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 150) -56 0 -6 43 -20 -19 -26 169 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.0 65.7 55.3 65.7 59.3 34.3 40.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 17 17 17 18 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,542 COMMITMENTS 38 0 12 985 1,067 1,035 1,079 507 463 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 102) 13 0 2 51 194 66 196 36 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.8 63.9 69.2 67.1 70.0 32.9 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 18 19 19 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,081 COMMITMENTS 11,724 1,070 1,182 32,097 44,049 45,003 46,301 2,078 780 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -132) 480 10 -10 -607 -12 -137 -12 5 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 2.3 2.5 68.2 93.6 95.6 98.3 4.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 3 3 31 23 36 28 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,729 COMMITMENTS 82 598 86 13,425 13,003 13,593 13,687 1,136 1,042 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 -110 10 -110 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.1 0.6 91.1 88.3 92.3 92.9 7.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 18 15 20 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,084 COMMITMENTS 104 3,242 220 26,754 25,646 27,078 29,108 3,006 976 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -52) 0 16 0 -54 2 -54 18 2 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 10.8 0.7 88.9 85.2 90.0 96.8 10.0 3.2 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,796 COMMITMENTS 0 424 0 9,292 9,556 9,292 9,980 1,504 816 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 18) 0 18 0 18 0 18 18 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 86.1 88.5 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,283 COMMITMENTS 20 740 76 10,197 10,669 10,293 11,485 1,990 798 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 30) 0 0 0 74 30 74 30 -44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.0 0.6 83.0 86.9 83.8 93.5 16.2 6.5 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 03/15/11 | --------------------------------------------------------------| 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 03/08/11 (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 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 686,181 COMMITMENTS 0 7,840 0 686,181 678,341 686,181 686,181 0 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 1,152) 0 0 0 1,152 1,152 1,152 1,152 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,052 COMMITMENTS 0 210 0 62,052 61,842 62,052 62,052 0 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 42) 0 0 0 42 42 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 18 13 18 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| 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 03/08/11 (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 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 187,886 COMMITMENTS 706 0 210 186,970 187,676 187,886 187,886 0 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 272) 430 0 0 -158 272 272 272 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.1 99.5 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 19 28 21 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,292,683 COMMITMENTS 0 0 0 3292683 3292683 3292683 3292683 0 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -2,040) 0 0 0 -2,040 -2,040 -2,040 -2,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 17 27 17 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,491 COMMITMENTS 4,670 1,600 132 51,689 54,249 56,491 55,981 0 510 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 42) 0 0 0 42 42 42 42 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 03/15/11 | --------------------------------------------------------------| 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 03/08/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,771 COMMITMENTS 0 92 0 48,705 48,381 48,705 48,473 66 298 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 955) 0 0 0 955 955 955 955 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.9 99.2 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 17 20 18 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,139 COMMITMENTS 0 2,556 170 38,671 36,199 38,841 38,925 298 214 CHANGES FROM 03/08/11 (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 6.5 0.4 98.8 92.5 99.2 99.5 0.8 0.5 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,172 COMMITMENTS 510 86 0 16,765 17,512 17,275 17,598 897 574 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 44) 0 0 0 44 44 44 44 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.5 0.0 92.3 96.4 95.1 96.8 4.9 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 956,916 COMMITMENTS 0 28,195 4,000 952,916 924,721 956,916 956,916 0 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 16,573) 0 0 0 16,573 16,573 16,573 16,573 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.4 99.6 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 20 21 21 23 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 730,080 COMMITMENTS 88,155 0 13,845 628,080 716,235 730,080 730,080 0 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 1.9 86.0 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 13 8 15 9 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,488 COMMITMENTS 379 140 36 21,750 21,901 22,165 22,077 323 411 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 221) -45 0 5 270 60 230 65 -9 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.6 0.2 96.7 97.4 98.6 98.2 1.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 2 36 32 39 34 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,459 COMMITMENTS 951 20 30 15,120 15,970 16,101 16,020 358 439 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 80) 0 -60 20 0 120 20 80 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.1 0.2 91.9 97.0 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 18 20 21 21 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,451 COMMITMENTS 10 0 135 6,657 6,735 6,802 6,870 649 581 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -83) 10 -5 -10 -98 7 -98 -8 15 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 1.8 89.3 90.4 91.3 92.2 8.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 19 17 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,886 COMMITMENTS 75 0 0 10,121 10,285 10,196 10,285 690 601 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 147) 75 0 0 102 147 177 147 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 93.0 94.5 93.7 94.5 6.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 16 18 17 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,580,632 COMMITMENTS 394,890 140,322 398,160 674,319 984,522 1467369 1523004 113,263 57,628 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 8,088) -14,927 6,087 14,704 -913 -7,774 -1,136 13,017 9,224 -4,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 8.9 25.2 42.7 62.3 92.8 96.4 7.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 156 94 170 91 102 337 291 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 223,757 COMMITMENTS 44,678 21,557 9,455 131,106 127,508 185,239 158,520 38,518 65,237 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -102) 496 4,069 379 2,168 -7,582 3,043 -3,134 -3,145 3,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 9.6 4.2 58.6 57.0 82.8 70.8 17.2 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 5 7 19 20 27 30 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,120 COMMITMENTS 340 712 300 37,246 36,766 37,886 37,778 234 342 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,165) 0 0 0 3,985 3,985 3,985 3,985 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.9 0.8 97.7 96.4 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 3 2 33 41 37 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,119 COMMITMENTS 5,582 30,192 4,501 74,852 48,757 84,935 83,450 4,184 5,669 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -585) -1,307 -346 -802 1,506 183 -603 -965 18 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 33.9 5.1 84.0 54.7 95.3 93.6 4.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 10 10 25 22 38 35 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,896 COMMITMENTS 5,005 93 4,270 20,278 26,141 29,553 30,504 4,343 3,392 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 624) -1,726 -1,668 -57 2,312 2,164 529 439 95 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 0.3 12.6 59.8 77.1 87.2 90.0 12.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 2 4 14 15 22 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,545 COMMITMENTS 1,789 369 0 10,720 12,095 12,509 12,464 36 81 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 2.9 0.0 85.5 96.4 99.7 99.4 0.3 0.6 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,961 COMMITMENTS 14,504 3,321 133 3,983 16,329 18,620 19,783 2,341 1,178 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -2,230) -2,490 949 -3 667 -3,493 -1,826 -2,547 -404 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.2 15.8 0.6 19.0 77.9 88.8 94.4 11.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 67 31 7 26 29 97 64 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,584 COMMITMENTS 23,298 3,300 381 6,875 30,194 30,554 33,875 5,030 1,709 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -4,056) -4,972 1,822 93 1,701 -6,598 -3,178 -4,683 -878 627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.5 9.3 1.1 19.3 84.9 85.9 95.2 14.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 67 24 9 19 35 91 64 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 269,787 COMMITMENTS 77,235 14,509 17,172 151,167 224,652 245,574 256,333 24,213 13,454 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -4,584) -1,137 -557 -381 -976 -4,182 -2,494 -5,120 -2,090 536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 5.4 6.4 56.0 83.3 91.0 95.0 9.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 74 15 37 80 90 164 133 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,071 COMMITMENTS 6,885 543 544 17,853 23,234 25,282 24,321 3,789 4,750 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 3,948) 2,765 -308 -62 1,837 4,358 4,540 3,988 -592 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 1.9 1.9 61.4 79.9 87.0 83.7 13.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 2 3 19 21 27 24 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,018 COMMITMENTS 460 50 150 4,408 4,818 5,018 5,018 0 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 150) 0 0 0 168 150 168 150 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.0 3.0 87.8 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 21 25 25 27 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,555 COMMITMENTS 783 2,281 8 52,073 51,022 52,864 53,311 691 244 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 2,238) 136 0 0 2,067 2,242 2,203 2,242 35 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.3 0.0 97.2 95.3 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 1 1 38 39 41 40 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,880 COMMITMENTS 0 0 0 11,510 11,880 11,510 11,880 370 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . 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: 20) 0 0 0 17 8 17 8 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,585 COMMITMENTS 0 0 0 20,460 20,585 20,460 20,585 125 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 340) 0 0 0 215 340 215 340 125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 14 18 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,922 COMMITMENTS 75 3,525 75 7,442 4,322 7,592 7,922 330 0 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 112) 25 0 -25 112 137 112 112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 44.5 0.9 93.9 54.6 95.8 100.0 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 2 24 29 26 33 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,561 COMMITMENTS 1,320 50 130 11,884 13,193 13,334 13,373 227 188 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 54) -25 0 0 94 39 69 39 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.4 1.0 87.6 97.3 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 27 19 29 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,575 COMMITMENTS 2,446 2,164 620 13,250 13,536 16,316 16,320 259 255 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 573) -29 116 -18 620 489 573 587 0 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 13.1 3.7 79.9 81.7 98.4 98.5 1.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 2 4 33 32 40 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,489 COMMITMENTS 1,239 401 173 9,330 10,597 10,742 11,171 747 318 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 1,099) 218 75 23 777 1,085 1,018 1,183 81 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 3.5 1.5 81.2 92.2 93.5 97.2 6.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 2 27 29 30 33 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,783 COMMITMENTS 10,821 853 1,252 19,234 29,402 31,307 31,507 476 276 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 24) -150 -150 0 174 174 24 24 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 2.7 3.9 60.5 92.5 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 3 5 31 33 43 39 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,969 COMMITMENTS 1,512 203 316 13,272 14,401 15,100 14,920 2,869 3,049 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 991) -13 203 13 557 1,281 557 1,497 434 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 1.1 1.8 73.9 80.1 84.0 83.0 16.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 16 18 18 19
Updated March 18, 2011