GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,375
COMMITMENTS
     577    6,388       85   49,606   43,710   50,268   50,183      107      192

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,678)
       0      391     -129    1,803    1,418    1,674    1,680        4       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     12.7      0.2     98.5     86.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        3        1       45       51       47       54
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,595
COMMITMENTS
       0        0        0   22,462   22,410   22,462   22,410      133      185

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.4     99.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        0        0       29       31       29       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,496
COMMITMENTS
   1,195      345      280    8,550    9,630   10,025   10,255    1,471    1,241

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        619)
      50       15       15      382      509      447      539      172       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      3.0      2.4     74.4     83.8     87.2     89.2     12.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        3       36       43       39       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,012
COMMITMENTS
     684      160      473    7,295    7,715    8,452    8,348      560      664

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        770)
     -28       10       90      572      650      634      750      136       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.8      5.2     80.9     85.6     93.8     92.6      6.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       6        3        5       50       56       56       64
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,871
COMMITMENTS
     690       12      553    1,835    2,870    3,078    3,435      793      436

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        149)
     190      -44        9      -62      207      137      172       12      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      0.3     14.3     47.4     74.1     79.5     88.7     20.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        3       21       21       26       24
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,058
COMMITMENTS
       0        0        0    1,468    1,376    1,468    1,376      590      682

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       20       60       20       60       10      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     71.3     66.9     71.3     66.9     28.7     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       16       15       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,536
COMMITMENTS
      25       15       80    1,963    2,122    2,068    2,217      468      319

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        129)
       0      -10        0      157      168      157      158      -28      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.6      3.2     77.4     83.7     81.5     87.4     18.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       25       25       27       27
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,914
COMMITMENTS
       0        0        0    3,908    3,914    3,908    3,914        6        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        267)
       0        0        0      267      267      267      267        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       18       18       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       19,274
COMMITMENTS
       0        0        0   18,681   19,274   18,681   19,274      593        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,188)
       0        0        0    1,045    1,203    1,045    1,203      143      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9    100.0     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       21       24       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      300,541
COMMITMENTS
  61,799   40,737   31,298  163,362  202,058  256,459  274,093   44,082   26,448

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -21,259)
  -7,725    2,658   -5,343   -7,445  -19,155  -20,513  -21,840     -746      581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     13.6     10.4     54.4     67.2     85.3     91.2     14.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      52       24       40       67       75      141      122
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,423
COMMITMENTS
     320      660      480   18,035   17,680   18,835   18,820      588      603

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,847)
     100       25      -55    1,232    1,439    1,277    1,409      570      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.4      2.5     92.9     91.0     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       3        5        5       51       58       56       66
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,331
COMMITMENTS
     350      505      245    6,436    6,281    7,031    7,031      300      300

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -510)
    -150       50      -50     -310     -510     -510     -510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      6.9      3.3     87.8     85.7     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       24       16       27       18
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,775
COMMITMENTS
       0      200        0    1,775    1,525    1,775    1,725        0       50

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.3      0.0    100.0     85.9    100.0     97.2      0.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       13       14       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      982,208
COMMITMENTS
 141,913  401,744  327,975  431,574  202,664  901,462  932,383   80,746   49,825

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     22,000)
   4,759    7,307   11,250    1,905   -3,167   17,914   15,390    4,086    6,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     40.9     33.4     43.9     20.6     91.8     94.9      8.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      93      121      134       73       64      253      250
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       55,244
COMMITMENTS
       0        0        0   43,915   51,065   43,915   51,065   11,329    4,179

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,218)
       0        0        0    1,218    1,770    1,218    1,770        0     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     79.5     92.4     79.5     92.4     20.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       16       16       16
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       48,278
COMMITMENTS
   2,580    2,485    2,575   38,802   34,886   43,957   39,946    4,321    8,332

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        208)
     254   -1,882      -50      432    1,712      636     -220     -428      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      5.1      5.3     80.4     72.3     91.0     82.7      9.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       15       11       18       14
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       59,170
COMMITMENTS
   4,533      890    2,866   39,182   49,162   46,581   52,918   12,589    6,252

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        273)
     572        0     -166     -428      400      -22      234      295       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.5      4.8     66.2     83.1     78.7     89.4     21.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       14       14       16       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,124
COMMITMENTS
     290    8,738    2,106   85,285   80,990   87,681   91,834    7,443    3,290

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -5,565)
    -155      -48        0   -4,659   -5,410   -4,814   -5,458     -751     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      9.2      2.2     89.7     85.1     92.2     96.5      7.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       15       22       18       25
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      143,136
COMMITMENTS
  11,828        0    2,154  115,747  133,970  129,729  136,124   13,407    7,012

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -5,872)
   1,854        0   -1,094   -6,718   -4,100   -5,958   -5,194       86     -678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      1.5     80.9     93.6     90.6     95.1      9.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       21       23       24       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,574,446
COMMITMENTS
 516,854   97,265  797,047  1236195  1656925  2550096  2551237   24,350   23,209

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -76,636)
  10,691   -8,022  -35,381  -52,932  -33,306  -77,622  -76,709      986       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      3.8     31.0     48.0     64.4     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      39       26       61       96       79      163      141
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      967,345
COMMITMENTS
 175,157   70,463  185,441  602,009  707,066  962,607  962,970    4,738    4,375

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:   -104,984)
 -21,842  -23,171  -26,421  -56,288  -55,357 -104,551 -104,949     -433      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      7.3     19.2     62.2     73.1     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      31       21       43       40       34       86       83
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        8,020
COMMITMENTS
     390        0        0    7,390    7,605    7,780    7,605      240      415

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        -55)
       0      -90        0      125      165      125       75     -180     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.0      0.0     92.1     94.8     97.0     94.8      3.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       18       20       18
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,938
COMMITMENTS
       0      533        0   10,661   10,156   10,661   10,689      277      249

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,281)
     -50     -307      -61   -1,228     -946   -1,339   -1,314       58       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      0.0     97.5     92.9     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       23       26       23       28
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,563
COMMITMENTS
      50       90       24    1,900    1,594    1,974    1,708      589      855

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:         28)
     -12        0        0        8       38       -4       38       32      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      3.5      0.9     74.1     62.2     77.0     66.6     23.0     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       17       18       18       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,945
COMMITMENTS
      92       33       21    1,227    1,190    1,340    1,244      605      701

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        190)
       0        7       21      124     -129      145     -101       45      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      1.7      1.1     63.1     61.2     68.9     64.0     31.1     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       19       22       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,259
COMMITMENTS
  11,092    1,072    1,186   31,954   43,135   44,232   45,393    2,027      866

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -156)
   1,780     -260      598   -2,450     -394      -72      -56      -84     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      2.3      2.6     69.1     93.2     95.6     98.1      4.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        3       30       23       36       28
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,671
COMMITMENTS
      82      458       86   13,415   13,163   13,583   13,707    1,088      964

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -629)
     -20     -136        0     -382     -429     -402     -565     -227      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      3.1      0.6     91.4     89.7     92.6     93.4      7.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       17       15       19       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,226
COMMITMENTS
     104    3,346      220   26,898   25,614   27,222   29,180    3,004    1,046

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -941)
     -54        4        0     -713     -917     -767     -913     -174      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     11.1      0.7     89.0     84.7     90.1     96.5      9.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       22       17       24       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,764
COMMITMENTS
       0      402        0    9,270    9,546    9,270    9,948    1,494      816

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -613)
    -100      -74      -40     -507     -481     -647     -595       34      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.0     86.1     88.7     86.1     92.4     13.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       11       16       12
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,121
COMMITMENTS
      20      740       76    9,991   10,507   10,087   11,323    2,034      798

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -956)
     -16      -60        0   -1,582     -892   -1,598     -952      642       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      6.1      0.6     82.4     86.7     83.2     93.4     16.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       17       20       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,200
COMMITMENTS
       0      428        0   47,731   47,625   47,731   48,053      469      147

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -2,600)
       0      -40        0   -2,580   -2,559   -2,580   -2,599      -20       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     99.0     98.8     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       11       12       11       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      684,285
COMMITMENTS
       0    7,840        0  684,285  676,445  684,285  684,285        0        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -44,312)
       0   -5,984        0  -44,312  -38,328  -44,312  -44,312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0    100.0     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       12       14       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,800
COMMITMENTS
       0        0        0   61,800   61,800   61,800   61,800        0        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -960)
       0        0        0     -960     -960     -960     -960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       12       18       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,076,572
COMMITMENTS
       0        0        0  1076572  1076572  1076572  1076572        0        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -14,448)
       0        0        0  -14,448  -14,448  -14,448  -14,448        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       11       18       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      187,824
COMMITMENTS
      66        0      210  187,548  187,614  187,824  187,824        0        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -8,595)
      66      -10       10   -8,671   -8,595   -8,595   -8,595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.1     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        1       19       27       20       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,294,723
COMMITMENTS
       0        0        0  3294723  3294723  3294723  3294723        0        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:   -142,224)
  -1,056        0        0 -141,168 -142,224 -142,224 -142,224        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       17       27       17       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,406
COMMITMENTS
   4,670    1,600      132   51,604   54,164   56,406   55,896        0      510

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -5,465)
  -1,360        0        0   -4,105   -5,465   -5,465   -5,465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      2.8      0.2     91.5     96.0    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       25       18       29       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,118,666
COMMITMENTS
  30,905   84,665        0  1087761  1034001  1118666  1118666        0        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -56,228)
   6,780   -1,387   -5,280  -57,728  -49,561  -56,228  -56,228        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      7.6      0.0     97.2     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        0       25       25       28       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,091
COMMITMENTS
   1,020       92      255   47,750   48,701   49,025   49,048       66       43

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,671)
       0     -151        0   -1,651   -1,520   -1,651   -1,671      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.2      0.5     97.3     99.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       17       20       19
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,939
COMMITMENTS
       0    2,556      170   28,471   25,999   28,641   28,725      298      214

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        -45)
       0       20      -20       -5      -25      -25      -25      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.8      0.6     98.4     89.8     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,128
COMMITMENTS
     510       86        0   16,491   17,468   17,001   17,554    1,127      574

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        469)
       0        0        0       45      214       45      214      424      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.5      0.0     91.0     96.4     93.8     96.8      6.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       13       16       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      940,744
COMMITMENTS
       0   28,195    4,000  936,744  908,549  940,744  940,744        0        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -33,792)
       0   -7,392        0  -33,792  -26,400  -33,792  -33,792        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.4     99.6     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       19       20       20       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,162
COMMITMENTS
     656      140       15   23,213   23,697   23,884   23,852      278      310

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        456)
      35      110      -20      441      366      456      456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.6      0.1     96.1     98.1     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        1       38       31       41       32
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,069
COMMITMENTS
   1,036        0       35   14,685   15,595   15,756   15,630      313      439

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -928)
     -55        0      -15     -883     -867     -953     -882       25      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      0.2     91.4     97.1     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       18       19       21       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,037
COMMITMENTS
       0       17      105    6,375    6,202    6,480    6,324      557      713

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -285)
       0       17      105     -521     -416     -416     -294      131        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      1.5     90.6     88.1     92.1     89.9      7.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        2       14       17       16       19
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,474
COMMITMENTS
       0        0        0    9,934    9,918    9,934    9,918      540      556

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -899)
     -30        0        0     -744     -148     -774     -148     -125     -751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.8     94.7     94.8     94.7      5.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       21       18       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,569,519
COMMITMENTS
 399,042  127,155  389,817  671,182  990,851  1460041  1507823  109,478   61,696

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     62,925)
  48,462   -4,403   19,370  -15,224   45,548   52,608   60,515   10,317    2,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      8.1     24.8     42.8     63.1     93.0     96.1      7.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     155       84      165       86      101      329      282
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      218,750
COMMITMENTS
  43,213   14,532    8,832  125,702  133,740  177,747  157,104   41,003   61,646

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -8,460)
   5,513   -2,178   -1,871  -15,999   -7,344  -12,357  -11,393    3,897    2,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      6.6      4.0     57.5     61.1     81.3     71.8     18.7     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        6       21       21       28       29
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,453
COMMITMENTS
     265    1,272      300   31,834   30,719   32,399   32,291       54      162

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -2,643)
    -140     -708      200   -2,649   -2,050   -2,589   -2,558      -54      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      3.9      0.9     98.1     94.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        4        2       30       36       34       42
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,660
COMMITMENTS
   5,582   30,240    4,502   73,477   47,069   83,561   81,811    4,099    5,849

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -817)
   1,131     -883     -320   -1,956      703   -1,145     -500      328     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     34.5      5.1     83.8     53.7     95.3     93.3      4.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       11       11       25       22       39       36
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,997
COMMITMENTS
   6,694       53    4,119   17,235   24,888   28,048   29,060    3,949    2,937

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,342)
  -1,410        0    2,154    1,073      605    1,817    2,759     -475   -1,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      0.2     12.9     53.9     77.8     87.7     90.8     12.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        2        4       14       15       24       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,245
COMMITMENTS
   1,789      369        0   10,420   11,795   12,209   12,164       36       81

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -3,014)
  -2,161     -375        0     -889   -2,639   -3,050   -3,014       36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      3.0      0.0     85.1     96.3     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       17       22       20       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,457
COMMITMENTS
  17,319    2,198       91    2,324   19,496   19,734   21,785    2,723      672

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -564)
    -336       36      -80       84     -407     -332     -451     -232     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.1      9.8      0.4     10.3     86.8     87.9     97.0     12.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      80       19        6       25       28      108       51
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       41,621
COMMITMENTS
  29,576    1,832      217    6,104   38,484   35,897   40,533    5,724    1,088

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        -79)
    -632       13     -360      961      413      -31       66      -48     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.1      4.4      0.5     14.7     92.5     86.2     97.4     13.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      87       13        7       18       35      107       54
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      278,336
COMMITMENTS
  74,913   14,821   19,921  158,010  232,304  252,844  267,046   25,492   11,290

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -3,542)
    -710    1,267     -764   -2,434   -4,291   -3,908   -3,788      366      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      5.3      7.2     56.8     83.5     90.8     95.9      9.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      75       17       38       69       91      159      134
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,024
COMMITMENTS
   2,422      993    1,284   15,889   15,962   19,595   18,239    3,429    4,785

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,237)
      25     -878      -81     -139     -728     -195   -1,687   -1,042      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      4.3      5.6     69.0     69.3     85.1     79.2     14.9     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       18       15       24       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,228
COMMITMENTS
     550        0      410    6,268    6,818    7,228    7,228        0        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        150)
     200        0     -150      100      300      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      5.7     86.7     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        4       26       29       30       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       58,226
COMMITMENTS
     309    2,505        9   57,359   55,478   57,677   57,992      549      234

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      3,755)
       0        0        0    3,975    3,755    3,975    3,755     -220        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.3      0.0     98.5     95.3     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        1        1       45       39       48       40
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,533
COMMITMENTS
       0        0        0   22,533   22,533   22,533   22,533        0        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,925)
       0        0        0    2,070    1,925    2,070    1,925     -145        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       17       17       17       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,867
COMMITMENTS
     100    3,975      150    8,277    4,742    8,527    8,867      340        0

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        800)
       0        0        0      800      800      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     44.8      1.7     93.3     53.5     96.2    100.0      3.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        2       29       29       31       33
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,913
COMMITMENTS
   5,577       10      170   17,130   22,585   22,877   22,765       36      148

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        495)
     410        0     -160      235      655      485      495       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      0.0      0.7     74.8     98.6     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       29       24       31       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,942
COMMITMENTS
   5,205    2,176      938   11,540   14,559   17,683   17,673      259      269

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,362)
    -536      104       -6     -976   -1,599   -1,518   -1,501      156      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     12.1      5.2     64.3     81.1     98.6     98.5      1.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        3        4       33       32       39       38
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,601
COMMITMENTS
     625      147      231    8,115    8,956    8,971    9,334      630      267

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,631)
     412     -183      -45   -2,143   -1,525   -1,776   -1,753      145      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      1.5      2.4     84.5     93.3     93.4     97.2      6.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        2       23       24       27       27
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,232
COMMITMENTS
  11,049    1,039    1,202   19,265   29,511   31,516   31,752      716      480

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,602)
     133     -364     -502   -1,093     -706   -1,462   -1,572     -140      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      3.2      3.7     59.8     91.6     97.8     98.5      2.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10        4        5       29       32       42       39
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,460
COMMITMENTS
   1,512      309      316   11,989   12,656   13,817   13,281    2,643    3,179

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,382)
       0        0        0   -1,412   -1,392   -1,412   -1,392       30       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      1.9      1.9     72.8     76.9     83.9     80.7     16.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       16       18       17
 

Updated March 4, 2011