GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,049 COMMITMENTS 1,374 0 103 39,289 40,770 40,766 40,873 283 176 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,211) 578 0 -457 -6,332 -5,735 -6,211 -6,192 0 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.3 95.7 99.3 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 0 1 35 46 36 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,312 COMMITMENTS 0 0 0 23,145 23,290 23,145 23,290 167 22 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -4,603) 0 0 0 -4,603 -4,603 -4,603 -4,603 0 0 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: 32) 0 0 0 18 28 18 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,233 COMMITMENTS 75 319 115 8,801 8,361 8,991 8,795 1,242 1,438 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -969) -98 -64 -145 -1,001 -1,222 -1,244 -1,431 275 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.1 1.1 86.0 81.7 87.9 85.9 12.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 2 35 38 37 41 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,102 COMMITMENTS 434 95 166 4,763 5,165 5,363 5,426 739 676 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,163) -38 -160 -133 -1,089 -948 -1,260 -1,241 97 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 1.6 2.7 78.1 84.6 87.9 88.9 12.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 3 2 46 48 49 53 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,543 COMMITMENTS 308 0 159 1,354 1,872 1,821 2,031 722 512 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -374) 58 -15 -20 -374 -502 -336 -537 -38 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 6.3 53.2 73.6 71.6 79.9 28.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 17 19 20 20 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,542 COMMITMENTS 40 124 5 1,158 1,104 1,203 1,233 339 309 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 8.0 0.3 75.1 71.6 78.0 80.0 22.0 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 14 13 16 16 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,438 COMMITMENTS 100 30 31 2,075 2,157 2,206 2,218 232 220 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -324) -60 30 -20 -239 -298 -319 -288 -5 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.2 1.3 85.1 88.5 90.5 91.0 9.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 12 16 14 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,417 COMMITMENTS 0 0 0 7,186 7,276 7,186 7,276 231 141 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,238) 0 0 0 -3,283 -3,253 -3,283 -3,253 45 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.9 98.1 96.9 98.1 3.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 13 15 13 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,491 COMMITMENTS 0 87 0 7,153 7,062 7,153 7,149 338 342 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,187) 0 -89 0 -1,135 -1,021 -1,135 -1,110 -52 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 95.5 94.3 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 15 15 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,854 COMMITMENTS 0 2,555 0 23,674 21,299 23,674 23,854 180 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,898) 0 547 -226 -3,852 -4,219 -4,078 -3,898 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.7 0.0 99.2 89.3 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 25 22 25 23 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 285,433 COMMITMENTS 68,377 46,803 31,092 138,541 184,651 238,010 262,546 47,423 22,887 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,155) -916 7,596 -1,943 -772 -8,607 -3,631 -2,954 476 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 16.4 10.9 48.5 64.7 83.4 92.0 16.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 49 25 37 72 82 138 128 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,295 COMMITMENTS 227 3,175 250 12,704 9,734 13,181 13,159 114 136 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,973) 127 -489 158 -3,337 -2,674 -3,052 -3,005 79 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 23.9 1.9 95.6 73.2 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 4 2 41 41 45 47 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,811 COMMITMENTS 983 0 0 8,774 9,811 9,757 9,811 54 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -735) 225 -50 0 -960 -685 -735 -735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 89.4 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 0 22 28 26 28 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,525 COMMITMENTS 5,475 75 225 7,825 13,225 13,525 13,525 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -863) 168 75 -393 -638 -545 -863 -863 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 0.6 1.7 57.9 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 8 15 11 16 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,234,227 COMMITMENTS 269,827 393,909 430,520 459,219 354,305 1159566 1178734 74,661 55,493 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,785) 10,790 -13,869 7,619 -15,675 7,199 2,734 949 51 1,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 31.9 34.9 37.2 28.7 94.0 95.5 6.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 110 135 139 77 71 273 271 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,760 COMMITMENTS 623 11,822 880 46,089 33,829 47,592 46,531 5,168 6,229 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,438) 2 -2,546 58 -5,898 -3,700 -5,838 -6,188 -600 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 22.4 1.7 87.4 64.1 90.2 88.2 9.8 11.8 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 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,234 COMMITMENTS 17,088 26,849 27,198 52,973 43,780 97,259 97,827 1,975 1,407 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -9,914) -1,629 10,080 -8,225 -188 -12,273 -10,042 -10,418 128 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 27.1 27.4 53.4 44.1 98.0 98.6 2.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 6 14 9 10 23 25 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,746 COMMITMENTS 0 1,846 1,478 62,919 59,747 64,397 63,071 8,349 9,675 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -5,219) 0 281 -451 -4,784 -4,803 -5,235 -4,973 16 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 2.0 86.5 82.1 88.5 86.7 11.5 13.3 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 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,653,296 COMMITMENTS 491,444 254,236 733,009 1394733 1644111 2619186 2631356 34,110 21,940 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -177,143) -5,757 -58,571 -49,387 -125,446 -70,015 -180,590 -177,973 3,447 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 9.6 27.6 52.6 62.0 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 31 21 42 89 80 140 125 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,403,523 COMMITMENTS 290,324 276,209 326,700 780,885 798,619 1397909 1401528 5,614 1,995 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -188,726) 5,226 9,636 -107,218 -87,927 -91,229 -189,919 -188,811 1,193 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 19.7 23.3 55.6 56.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 21 22 32 39 37 78 73 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,475 COMMITMENTS 240 485 60 6,875 6,035 7,175 6,580 300 895 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.5 0.8 92.0 80.7 96.0 88.0 4.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 13 13 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,956 COMMITMENTS 0 483 210 17,311 16,899 17,521 17,592 435 364 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -851) -71 133 -87 -654 -805 -812 -759 -39 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 1.2 96.4 94.1 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 0 4 2 34 37 36 41 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 69,671 COMMITMENTS 19,559 755 2,315 45,750 65,481 67,624 68,551 2,047 1,120 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,458) -1,901 -23 112 -1,487 -3,491 -3,276 -3,402 -182 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 1.1 3.3 65.7 94.0 97.1 98.4 2.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 3 29 27 34 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,722 COMMITMENTS 120 460 2,100 13,148 13,472 15,368 16,032 1,354 690 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -111) 120 -412 186 -425 -89 -119 -315 8 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.8 12.6 78.6 80.6 91.9 95.9 8.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 20 19 23 22 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,009 COMMITMENTS 3,578 1,244 292 8,493 11,073 12,363 12,609 646 400 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -393) -56 -22 0 -329 -407 -385 -429 -8 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 9.6 2.2 65.3 85.1 95.0 96.9 5.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 15 17 18 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,412 COMMITMENTS 986 3,010 430 23,902 22,853 25,318 26,293 2,094 1,119 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,520) -562 -410 70 -975 -1,174 -1,467 -1,514 -53 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 11.0 1.6 87.2 83.4 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 25 25 28 28 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,844 COMMITMENTS 1,186 0 230 7,072 7,489 8,488 7,719 1,356 2,125 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -507) -16 0 -10 -406 -392 -432 -402 -75 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 0.0 2.3 71.8 76.1 86.2 78.4 13.8 21.6 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 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,158 COMMITMENTS 0 2,264 744 11,453 9,276 12,197 12,284 961 874 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -394) 0 6 0 -335 -326 -335 -320 -59 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.2 5.7 87.0 70.5 92.7 93.4 7.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 19 16 21 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,456 COMMITMENTS 0 0 0 64,456 64,456 64,456 64,456 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,322) 0 0 0 -3,322 -3,322 -3,322 -3,322 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 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,024,929 COMMITMENTS 0 0 0 1024929 1024929 1024929 1024929 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -40,664) 0 0 0 -40,664 -40,664 -40,664 -40,664 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 16 15 16 15 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,365 COMMITMENTS 0 0 0 31,365 31,365 31,365 31,365 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,850) 0 0 0 -3,850 -3,850 -3,850 -3,850 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 15 14 15 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 565,473 COMMITMENTS 0 0 0 565,473 565,473 565,473 565,473 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -68,816) 0 0 0 -68,816 -68,816 -68,816 -68,816 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: 22) 0 0 0 14 12 14 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 117,761 COMMITMENTS 0 0 0 117,506 117,761 117,506 117,761 255 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -10,306) 0 0 0 -10,306 -10,306 -10,306 -10,306 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 17 29 17 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,658,991 COMMITMENTS 0 0 0 1658991 1658991 1658991 1658991 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -170,863) 0 0 0 -170,863 -170,863 -170,863 -170,863 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: 37) 0 0 0 16 27 16 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,045 COMMITMENTS 4,952 3,305 8,015 52,078 53,725 65,045 65,045 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,224) 0 -220 -110 -3,114 -2,639 -3,224 -2,969 0 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 5.1 12.3 80.1 82.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 3 25 19 29 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,153,613 COMMITMENTS 58,850 128,955 23,325 1071438 1001333 1153613 1153613 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -65,688) -5,083 -6,256 0 -60,605 -59,432 -65,688 -65,688 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 11.2 2.0 92.9 86.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 1 29 23 32 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,775 COMMITMENTS 210 835 0 45,310 44,685 45,520 45,520 255 255 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,991) 210 -384 -320 -2,837 -2,542 -2,947 -3,246 -44 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.8 0.0 99.0 97.6 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 17 13 18 15 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,297 COMMITMENTS 1,910 2,550 0 45,793 45,153 47,703 47,703 594 594 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,899) -220 0 0 -2,679 -2,899 -2,899 -2,899 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 5.3 0.0 94.8 93.5 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 13 15 14 16 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,127 COMMITMENTS 749 0 0 12,399 13,745 13,148 13,745 979 382 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -814) 66 0 -132 -726 -638 -792 -770 -22 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.0 87.8 97.3 93.1 97.3 6.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 13 15 15 15 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,906 COMMITMENTS 319 1,259 0 12,205 11,307 12,524 12,566 382 340 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -528) -22 -66 0 -462 -440 -484 -506 -44 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 9.8 0.0 94.6 87.6 97.0 97.4 3.0 2.6 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 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 782,928 COMMITMENTS 24,168 28,642 0 758,760 754,286 782,928 782,928 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -43,932) 0 -7,429 0 -43,932 -36,503 -43,932 -43,932 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.7 0.0 96.9 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 18 16 20 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 841,924 COMMITMENTS 47,165 0 17,645 777,114 824,279 841,924 841,924 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -50,830) -13,685 0 0 -37,145 -50,830 -50,830 -50,830 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 2.1 92.3 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 12 14 14 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,215 COMMITMENTS 1,526 35 35 22,353 23,398 23,914 23,468 301 747 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,013) 696 -214 -273 590 1,451 1,013 964 0 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.1 0.1 92.3 96.6 98.8 96.9 1.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 1 1 32 33 36 34 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,590 COMMITMENTS 1,200 0 0 6,883 8,059 8,083 8,059 507 531 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -861) -60 0 0 -709 -914 -769 -914 -92 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 0.0 0.0 80.1 93.8 94.1 93.8 5.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 15 13 18 13 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,365 COMMITMENTS 0 1,145 15 5,993 4,709 6,008 5,869 357 496 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -172) 0 520 0 -214 -624 -214 -104 42 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.0 0.2 94.2 74.0 94.4 92.2 5.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 16 13 17 15 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,884 COMMITMENTS 830 0 0 7,127 8,244 7,957 8,244 927 640 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -747) 0 0 -25 -420 -670 -445 -695 -302 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.0 0.0 80.2 92.8 89.6 92.8 10.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 20 16 22 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,569,070 COMMITMENTS 375,854 160,297 459,923 635,507 880,889 1471284 1501109 97,786 67,961 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 6,923) -11,833 2,062 -4,800 22,129 3,562 5,496 824 1,427 6,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 10.2 29.3 40.5 56.1 93.8 95.7 6.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 124 78 146 96 101 290 267 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,820 COMMITMENTS 62,016 12,828 2,203 98,589 125,762 162,808 140,793 39,012 61,027 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,153) 4,034 -582 -1,074 1,570 -727 4,530 -2,383 -10,683 -3,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 6.4 1.1 48.8 62.3 80.7 69.8 19.3 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 3 6 17 20 26 27 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,182 COMMITMENTS 1,237 1,563 276 13,629 13,303 15,142 15,142 40 40 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -5,545) 268 400 -14 -5,829 -5,961 -5,575 -5,575 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 10.3 1.8 89.8 87.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 2 24 19 28 24 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,800 COMMITMENTS 4,861 12,858 10,663 64,505 54,406 80,029 77,927 3,771 5,873 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 412) -141 38 -185 638 471 312 324 100 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 15.3 12.7 77.0 64.9 95.5 93.0 4.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 6 10 23 18 34 28 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,318 COMMITMENTS 2,601 2,386 2,300 28,671 28,266 33,572 32,952 2,746 3,366 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -307) -217 100 -400 495 -7 -122 -307 -185 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 6.6 6.3 78.9 77.8 92.4 90.7 7.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 5 4 14 15 21 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,386 COMMITMENTS 3,402 767 0 3,906 6,565 7,308 7,332 78 54 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,084) -614 767 0 -454 -1,905 -1,068 -1,138 -16 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 10.4 0.0 52.9 88.9 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 0 13 15 17 17 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,278 COMMITMENTS 3,195 7,343 7,343 13,201 8,374 23,739 23,060 2,539 3,218 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,903) -2,014 496 1,097 2,826 -118 1,909 1,475 -6 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 27.9 27.9 50.2 31.9 90.3 87.8 9.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 8 12 9 21 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,003 COMMITMENTS 10,599 4,003 841 7,937 15,069 19,377 19,913 1,626 1,090 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 564) -752 793 155 1,358 -621 761 327 -197 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 19.1 4.0 37.8 71.7 92.3 94.8 7.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 59 33 9 25 29 89 68 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,490 COMMITMENTS 27,201 3,246 214 6,942 34,837 34,357 38,297 6,133 2,193 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,365) -181 -616 -152 -389 -784 -722 -1,552 -643 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 8.0 0.5 17.1 86.0 84.9 94.6 15.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 76 23 7 23 33 103 59 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 345,747 COMMITMENTS 116,350 18,446 50,418 152,745 263,936 319,513 332,800 26,234 12,947 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -23,078) 7,748 1,758 1,466 -30,892 -26,406 -21,678 -23,182 -1,400 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 5.3 14.6 44.2 76.3 92.4 96.3 7.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 96 18 50 81 94 195 152 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,045 COMMITMENTS 8,311 0 575 8,163 16,537 17,049 17,112 5,996 5,933 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,930) -738 -149 -68 -2,290 -1,663 -3,096 -1,880 1,166 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 0.0 2.5 35.4 71.8 74.0 74.3 26.0 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 0 2 10 19 16 21 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,556 COMMITMENTS 0 0 0 25,332 24,436 25,332 24,436 1,224 2,120 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,162) 0 0 0 -3,487 -2,982 -3,487 -2,982 325 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.4 92.0 95.4 92.0 4.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 12 15 12 15 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 6,499 COMMITMENTS 0 0 0 5,749 6,124 5,749 6,124 750 375 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.5 94.2 88.5 94.2 11.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 15 17 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,559 COMMITMENTS 54 2,883 254 7,924 5,372 8,232 8,509 327 50 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,035) -50 134 -50 -1,067 -1,119 -1,167 -1,035 132 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 33.7 3.0 92.6 62.8 96.2 99.4 3.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 24 27 25 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,356 COMMITMENTS 2,190 225 125 43,489 45,796 45,804 46,146 552 210 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -9,368) 235 225 50 -9,628 -9,569 -9,343 -9,294 -25 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.5 0.3 93.8 98.8 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 1 1 43 35 48 37 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,697 COMMITMENTS 150 0 0 17,430 17,697 17,580 17,697 117 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -4,920) 150 0 0 -5,070 -4,920 -4,920 -4,920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 98.5 100.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 22 14 23 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,890 COMMITMENTS 100 3,159 0 7,790 4,695 7,890 7,854 0 36 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,270) 0 -711 0 -1,270 -595 -1,270 -1,306 0 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 40.0 0.0 98.7 59.5 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 0 22 18 23 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,275 COMMITMENTS 1,219 583 2,889 20,101 20,641 24,209 24,113 66 162 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,094) -445 -551 -114 -1,571 -1,513 -2,130 -2,178 36 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 2.4 11.9 82.8 85.0 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 2 3 36 36 44 40 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,631 COMMITMENTS 0 1,733 381 8,147 6,400 8,528 8,514 103 117 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,991) -399 -397 -60 -1,607 -1,624 -2,066 -2,081 75 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.1 4.4 94.4 74.2 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 6 1 26 19 27 25 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,290 COMMITMENTS 9,465 1,402 514 13,594 21,585 23,573 23,501 717 789 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,160) -1,692 -202 -76 -1,594 -2,850 -3,362 -3,128 202 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 5.8 2.1 56.0 88.9 97.0 96.8 3.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 6 4 21 30 26 40 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,179 COMMITMENTS 5,022 973 164 21,911 26,871 27,097 28,008 4,082 3,171 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,157) 93 611 -521 753 883 325 973 -1,482 -2,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 3.1 0.5 70.3 86.2 86.9 89.8 13.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 20 21 24 24
Updated April 6, 2012