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