GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,089 COMMITMENTS 314 0 598 37,779 38,294 38,691 38,892 398 197 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -10,056) -212 0 -142 -9,673 -9,897 -10,027 -10,039 -29 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 1.5 96.6 98.0 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 0 1 37 43 39 44 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,153 COMMITMENTS 0 0 0 23,986 24,131 23,986 24,131 167 22 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -544) 0 0 0 -548 -538 -548 -538 4 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 21 31 21 31 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,757 COMMITMENTS 0 284 315 8,589 8,204 8,904 8,803 853 954 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -513) 0 -175 22 -379 -488 -357 -641 -156 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 3.2 88.0 84.1 91.3 90.2 8.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 2 2 35 37 37 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,370 COMMITMENTS 429 145 310 4,873 5,217 5,612 5,672 758 698 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -411) -219 0 77 -200 -473 -342 -396 -69 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.3 4.9 76.5 81.9 88.1 89.0 11.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 2 4 43 43 49 49 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,369 COMMITMENTS 53 212 44 1,375 1,764 1,472 2,020 897 349 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -235) -27 -127 22 -505 -116 -510 -221 275 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.9 1.9 58.0 74.5 62.1 85.3 37.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 16 15 18 17 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,936 COMMITMENTS 121 0 52 1,507 1,612 1,680 1,664 256 272 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -205) 70 0 12 -118 -186 -36 -174 -169 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.0 2.7 77.8 83.3 86.8 86.0 13.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 14 14 16 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,529 COMMITMENTS 0 0 0 9,343 9,403 9,343 9,403 186 126 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,526) 0 0 0 -1,526 -1,526 -1,526 -1,526 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 98.7 98.0 98.7 2.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 15 17 15 17 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,464 COMMITMENTS 0 176 0 8,074 7,875 8,074 8,051 390 413 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,215) 0 -89 0 -1,191 -1,052 -1,191 -1,141 -24 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 95.4 93.0 95.4 95.1 4.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 14 14 15 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,474 COMMITMENTS 0 107 319 23,155 23,048 23,474 23,474 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -4,085) 0 -523 12 -4,097 -3,574 -4,085 -4,085 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 1.4 98.6 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 27 26 28 27 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,118 COMMITMENTS 73,056 43,445 32,257 134,039 187,957 239,352 263,659 46,766 22,459 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -15,624) -1,205 662 6,213 -20,498 -26,153 -15,490 -19,278 -134 3,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 15.2 11.3 46.8 65.7 83.7 92.2 16.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 53 25 39 74 83 145 132 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,688 COMMITMENTS 0 2,837 150 11,503 8,639 11,653 11,626 35 62 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,609) -59 -206 -50 -3,488 -3,328 -3,597 -3,584 -12 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.3 1.3 98.4 73.9 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 0 8 1 36 40 37 49 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,348 COMMITMENTS 758 50 0 8,536 9,298 9,294 9,348 54 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -785) 0 -50 0 -785 -735 -785 -785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.5 0.0 91.3 99.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 0 25 27 29 28 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,216,428 COMMITMENTS 259,947 385,829 407,297 474,903 374,045 1142147 1167171 74,281 49,257 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 12,047) 14,028 8,454 3,475 -9,652 -3,388 7,851 8,541 4,196 3,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 31.7 33.5 39.0 30.7 93.9 96.0 6.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 108 134 131 75 70 269 259 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,108 COMMITMENTS 621 14,218 882 51,717 37,529 53,220 52,629 5,888 6,479 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,932) 194 -661 -194 -2,497 -1,758 -2,497 -2,613 -435 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 24.1 1.5 87.5 63.5 90.0 89.0 10.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 10 12 12 16 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,404 COMMITMENTS 19,137 19,611 25,328 53,150 53,751 97,615 98,690 1,789 714 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 824) -94 -353 1,218 -316 -39 808 826 16 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 19.7 25.5 53.5 54.1 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 6 15 9 9 25 24 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,159 COMMITMENTS 0 2,409 1,139 66,831 63,582 67,970 67,130 9,189 10,029 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -5,188) -337 756 -1,548 -3,692 -4,731 -5,577 -5,523 389 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 1.5 86.6 82.4 88.1 87.0 11.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 15 15 17 17 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,762,512 COMMITMENTS 516,249 326,486 747,145 1464116 1667376 2727510 2741007 35,002 21,505 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 529) 12,156 44,320 -5,961 -4,971 -38,162 1,224 197 -695 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 11.8 27.0 53.0 60.4 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 29 26 42 92 83 146 129 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,325,843 COMMITMENTS 253,981 188,622 308,089 759,200 826,783 1321270 1323494 4,573 2,349 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 94,664) 32,242 30,890 35,930 26,867 27,699 95,039 94,519 -375 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 14.2 23.2 57.3 62.4 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 23 20 33 42 38 82 74 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,965 COMMITMENTS 30 540 90 6,515 5,855 6,635 6,485 330 480 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 7.8 1.3 93.5 84.1 95.3 93.1 4.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 13 13 14 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,295 COMMITMENTS 132 618 339 14,545 14,153 15,016 15,110 279 185 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -773) -202 -129 117 -651 -695 -736 -707 -37 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.0 2.2 95.1 92.5 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 3 5 33 36 39 42 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,262 COMMITMENTS 57 201 0 1,025 742 1,082 943 180 319 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -584) 21 -95 -25 -626 -515 -630 -635 46 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 15.9 0.0 81.2 58.8 85.7 74.7 14.3 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 17 16 18 17 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,058 COMMITMENTS 21,122 2,160 2,187 47,584 67,545 70,893 71,892 2,165 1,166 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,988) -68 -20 -1,023 -2,776 -2,950 -3,867 -3,993 -121 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 3.0 3.0 65.1 92.5 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 3 29 27 33 31 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,927 COMMITMENTS 0 1,010 1,488 13,123 12,943 14,611 15,441 1,316 486 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -571) 0 238 -138 -559 -553 -697 -453 126 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 9.3 82.4 81.3 91.7 96.9 8.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 3 19 20 22 23 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,261 COMMITMENTS 400 680 364 6,689 7,290 7,453 8,334 1,808 927 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 7.3 3.9 72.2 78.7 80.5 90.0 19.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 16 14 18 17 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,268 COMMITMENTS 3,712 1,386 172 8,730 11,394 12,614 12,952 654 316 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -611) -6 40 -50 -439 -709 -495 -719 -116 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 10.4 1.3 65.8 85.9 95.1 97.6 4.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 15 16 18 18 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,883 COMMITMENTS 1,572 3,430 360 24,928 24,134 26,860 27,924 2,023 959 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,276) 76 -170 106 -1,339 -1,140 -1,157 -1,204 -119 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 11.9 1.2 86.3 83.6 93.0 96.7 7.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 24 22 26 25 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,165 COMMITMENTS 1,202 0 240 7,502 7,795 8,944 8,035 1,221 2,130 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -105) -104 0 -50 336 101 182 51 -287 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 0.0 2.4 73.8 76.7 88.0 79.0 12.0 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 15 19 16 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,748 COMMITMENTS 0 2,298 400 10,866 9,032 11,266 11,730 1,482 1,018 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -280) 0 -136 0 -151 -246 -151 -382 -129 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.0 3.1 85.2 70.9 88.4 92.0 11.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 17 14 18 17 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,156 COMMITMENTS 0 0 0 66,156 66,156 66,156 66,156 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,429) 0 0 0 -3,429 -3,429 -3,429 -3,429 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 19 16 19 16 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,039,136 COMMITMENTS 0 0 0 1039136 1039136 1039136 1039136 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -40,734) 0 0 0 -40,734 -40,734 -40,734 -40,734 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: 24) 0 0 0 17 15 17 15 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,215 COMMITMENTS 0 0 0 35,215 35,215 35,215 35,215 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,591) 0 0 0 -3,591 -3,591 -3,591 -3,591 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: 25) 0 0 0 15 15 15 15 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 634,289 COMMITMENTS 0 0 0 634,289 634,289 634,289 634,289 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -66,960) 0 0 0 -66,960 -66,960 -66,960 -66,960 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: 23) 0 0 0 14 13 14 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 125,057 COMMITMENTS 0 0 0 125,057 125,057 125,057 125,057 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -9,736) 0 0 0 -9,736 -9,736 -9,736 -9,736 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: 38) 0 0 0 17 28 17 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,791,118 COMMITMENTS 0 0 0 1791118 1791118 1791118 1791118 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -153,728) 0 0 0 -153,728 -153,728 -153,728 -153,728 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: 35) 0 0 0 15 25 15 25 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,269 COMMITMENTS 4,952 3,525 8,125 55,192 56,364 68,269 68,014 0 255 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,192) -43 -253 -62 -2,087 -1,877 -2,192 -2,192 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 5.2 11.9 80.8 82.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 3 25 19 29 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,215,461 COMMITMENTS 63,933 135,211 23,325 1128203 1056925 1215461 1215461 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -63,152) -1,080 16,200 -23,400 -38,672 -55,952 -63,152 -63,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 11.1 1.9 92.8 87.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 1 27 24 31 27 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,386 COMMITMENTS 0 1,219 215 46,872 45,952 47,087 47,386 299 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,982) 0 -63 105 -3,152 -3,024 -3,047 -2,982 65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 0.5 98.9 97.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 2 19 15 21 18 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,725 COMMITMENTS 2,130 2,550 0 48,001 47,581 50,131 50,131 594 594 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,457) -210 0 0 -2,247 -2,457 -2,457 -2,457 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 5.0 0.0 94.6 93.8 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 13 16 14 17 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,749 COMMITMENTS 683 0 132 12,933 14,191 13,748 14,323 1,001 426 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -903) -19 -19 -44 -819 -798 -882 -861 -21 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.9 87.7 96.2 93.2 97.1 6.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 14 15 16 16 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,414 COMMITMENTS 341 1,325 0 11,647 10,727 11,988 12,052 426 362 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -333) -21 447 0 -270 -993 -291 -546 -42 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 10.7 0.0 93.8 86.4 96.6 97.1 3.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 15 8 16 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 807,432 COMMITMENTS 23,400 40,043 0 784,032 767,389 807,432 807,432 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -48,960) 0 -3,600 0 -48,960 -45,360 -48,960 -48,960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.0 0.0 97.1 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 16 19 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 888,090 COMMITMENTS 60,850 0 17,645 809,595 870,445 888,090 888,090 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -45,360) -7,200 0 0 -38,160 -45,360 -45,360 -45,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 2.0 91.2 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 12 15 14 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,190 COMMITMENTS 837 0 0 18,082 18,500 18,919 18,500 271 690 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -707) 597 0 0 -1,247 -905 -650 -905 -57 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 94.2 96.4 98.6 96.4 1.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 0 0 30 32 34 32 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,301 COMMITMENTS 610 0 0 8,059 8,794 8,669 8,794 632 507 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 151) -160 -30 0 272 226 112 196 39 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.0 0.0 86.6 94.5 93.2 94.5 6.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 16 16 18 16 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,223 COMMITMENTS 445 30 0 6,950 7,684 7,395 7,714 828 509 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -986) -15 -10 0 -901 -1,002 -916 -1,012 -70 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.4 0.0 84.5 93.4 89.9 93.8 10.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 16 13 17 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,584,849 COMMITMENTS 396,749 159,797 475,269 615,643 889,263 1487661 1524329 97,188 60,520 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 67,016) 2,093 19,700 29,577 35,381 17,451 67,051 66,728 -35 288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 10.1 30.0 38.8 56.1 93.9 96.2 6.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 145 79 174 94 94 330 280 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 195,830 COMMITMENTS 49,120 13,544 1,782 89,529 120,952 140,431 136,278 55,399 59,552 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,300) -771 2,743 456 -4,549 -2,272 -4,864 927 -1,436 -7,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 6.9 0.9 45.7 61.8 71.7 69.6 28.3 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 5 5 14 18 21 24 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,867 COMMITMENTS 675 875 200 14,992 14,792 15,867 15,867 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,500) 138 125 -250 -3,300 -3,375 -3,412 -3,500 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 5.5 1.3 94.5 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 1 22 21 25 25 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,794 COMMITMENTS 5,041 12,874 11,653 62,359 52,016 79,053 76,543 3,741 6,251 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 4,543) 72 200 1,590 2,421 2,552 4,083 4,342 460 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 15.5 14.1 75.3 62.8 95.5 92.4 4.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 7 10 23 18 35 28 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,120 COMMITMENTS 3,356 2,371 4,756 30,605 30,957 38,717 38,084 2,403 3,036 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,594) -324 100 400 1,499 738 1,575 1,238 19 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 5.8 11.6 74.4 75.3 94.2 92.6 5.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 4 5 14 15 23 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,355 COMMITMENTS 4,680 0 213 4,420 9,085 9,313 9,298 42 57 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -905) -96 0 -489 -260 -425 -845 -914 -60 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.0 0.0 2.3 47.2 97.1 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 0 1 14 16 20 17 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,409 COMMITMENTS 6,488 4,247 7,753 7,732 9,962 21,973 21,962 2,436 2,447 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 809) -248 521 999 346 -618 1,097 902 -288 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 17.4 31.8 31.7 40.8 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 9 12 10 23 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,262 COMMITMENTS 12,247 2,447 580 5,536 16,633 18,363 19,660 1,899 602 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,602) -1,647 28 -104 532 -1,576 -1,219 -1,652 -383 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.4 12.1 2.9 27.3 82.1 90.6 97.0 9.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 59 21 8 19 32 85 56 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,850 COMMITMENTS 29,323 2,583 474 6,325 37,936 36,122 40,993 6,728 1,857 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,487) -925 96 -67 -740 -2,684 -1,732 -2,655 -755 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.4 6.0 1.1 14.8 88.5 84.3 95.7 15.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 81 20 12 19 36 106 65 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 372,660 COMMITMENTS 118,355 20,776 39,364 187,459 299,845 345,178 359,985 27,482 12,675 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 16,107) 4,784 971 6,815 3,306 7,235 14,905 15,021 1,202 1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 5.6 10.6 50.3 80.5 92.6 96.6 7.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 94 19 57 86 98 204 161 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,401 COMMITMENTS 7,211 179 313 9,623 15,326 17,147 15,818 4,254 5,583 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,360) -2,605 -239 0 -293 -2,736 -2,898 -2,975 -462 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 0.8 1.5 45.0 71.6 80.1 73.9 19.9 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 1 4 12 18 19 22 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,407 COMMITMENTS 0 0 0 24,938 23,507 24,938 23,507 1,469 2,900 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.4 89.0 94.4 89.0 5.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 16 12 16 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,637 COMMITMENTS 146 1,897 254 8,162 6,436 8,562 8,587 75 50 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,461) -150 -83 0 -1,330 -1,378 -1,480 -1,461 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 22.0 2.9 94.5 74.5 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 1 27 27 29 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,596 COMMITMENTS 1,305 99 101 51,555 53,094 52,961 53,294 635 302 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -5,025) -295 -200 100 -4,745 -4,854 -4,940 -4,954 -85 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.2 0.2 96.2 99.1 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 2 2 40 33 45 35 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,977 COMMITMENTS 0 0 0 16,860 16,827 16,860 16,827 117 150 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,099) 0 0 0 -1,989 -2,099 -1,989 -2,099 -110 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: 26) 0 0 0 24 13 24 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,185 COMMITMENTS 0 3,545 0 8,185 4,640 8,185 8,185 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -180) -625 45 0 445 -225 -180 -180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 43.3 0.0 100.0 56.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 24 17 24 19 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,682 COMMITMENTS 310 385 446 3,724 3,851 4,480 4,682 202 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -358) -180 -15 75 -297 -418 -402 -358 44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 8.2 9.5 79.5 82.3 95.7 100.0 4.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 2 14 9 17 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,468 COMMITMENTS 904 2,090 1,770 19,756 18,530 22,430 22,390 38 78 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,290) -77 -825 -4 -2,217 -1,438 -2,298 -2,267 8 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 9.3 7.9 87.9 82.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 4 3 38 40 45 45 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,069 COMMITMENTS 100 967 0 2,969 1,981 3,069 2,948 0 121 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,258) 0 -1,132 0 -1,258 -116 -1,258 -1,248 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 31.5 0.0 96.7 64.5 100.0 96.1 0.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 0 9 12 10 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,343 COMMITMENTS 484 2,025 240 8,591 7,078 9,315 9,343 28 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,185) -442 -204 0 -2,695 -2,961 -3,137 -3,165 -48 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 21.7 2.6 92.0 75.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 5 1 29 27 33 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,976 COMMITMENTS 11,291 1,880 249 14,071 23,152 25,611 25,281 365 695 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,496) -1,359 -1,002 -76 -2,041 -2,386 -3,476 -3,464 -20 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 7.2 1.0 54.2 89.1 98.6 97.3 1.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 5 4 23 29 30 38 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,386 COMMITMENTS 3,455 0 674 18,647 21,231 22,776 21,905 4,610 5,481 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,589) 1,189 0 -1,150 -3,261 -1,402 -3,222 -2,552 633 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 0.0 2.5 68.1 77.5 83.2 80.0 16.8 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 15 17 17 19
Updated March 9, 2012