GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,628
COMMITMENTS
     216       62       13   35,805   36,553   36,034   36,628      594        0

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,264)
     216       15      -15   -1,773   -1,257   -1,572   -1,257      308       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.2      0.0     97.8     99.8     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        1       36       36       38       37
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,109
COMMITMENTS
     910      120      125   20,773   21,607   21,808   21,852      301      257

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -885)
     -50        0        0     -820     -835     -870     -835      -15      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.5      0.6     94.0     97.7     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       31       34       33       36
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,449
COMMITMENTS
   1,235       56      455    5,013    5,948    6,703    6,459      746      990

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -413)
    -286       -7      -50     -142     -365     -478     -422       65        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.8      6.1     67.3     79.8     90.0     86.7     10.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       18       21       21       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,403
COMMITMENTS
     327      165      321    9,584   10,243   10,232   10,729    1,171      674

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -773)
     -14      -39     -111     -597     -735     -722     -885      -51      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.4      2.8     84.0     89.8     89.7     94.1     10.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        4       38       43       43       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,069
COMMITMENTS
     247      116      146    7,329    7,197    7,722    7,459      347      610

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,330)
      17      -38       33   -1,188   -1,194   -1,138   -1,199     -192     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.4      1.8     90.8     89.2     95.7     92.4      4.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        2        3       43       48       47       52
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,604
COMMITMENTS
     120      254       84    4,126    4,413    4,330    4,751    1,274      853

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -336)
       5      -93       -5     -547     -429     -547     -527      211      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      4.5      1.5     73.6     78.7     77.3     84.8     22.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       22       22       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,229
COMMITMENTS
      90      351       38    2,059    2,354    2,187    2,743    1,042      486

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -484)
       0      -34      -52     -599     -375     -651     -461      167      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     10.9      1.2     63.8     72.9     67.7     84.9     32.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       18       18       21       21
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,664
COMMITMENTS
      75        0        0    1,636    1,988    1,711    1,988      953      676

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -361)
    -130        0        0     -309      -35     -439      -35       78     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     61.4     74.6     64.2     74.6     35.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       14       16       14
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      255,954
COMMITMENTS
  28,158   21,317   27,188  163,255  177,114  218,601  225,619   37,353   30,335

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -3,169)
  -1,002   -2,991   -5,025    4,937    6,415   -1,090   -1,601   -2,079   -1,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      8.3     10.6     63.8     69.2     85.4     88.1     14.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      23       25       34       60       62      104      108
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,850
COMMITMENTS
      76      185       41   15,433   15,481   15,550   15,707      300      143

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -3,969)
     -15     -124       41   -3,876   -3,589   -3,850   -3,672     -119     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.2      0.3     97.4     97.7     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        1        1       37       43       39       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,684
COMMITMENTS
     464        0        0   14,410   15,459   14,874   15,459      810      225

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -885)
     -75        0        0     -600     -885     -675     -885     -210        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     91.9     98.6     94.8     98.6      5.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       26       23       28       23
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      677,190
COMMITMENTS
  66,171  193,905  267,092  265,809  176,613  599,072  637,610   78,118   39,580

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:    -11,511)
  -3,552  -24,722   -3,457   -3,614    4,151  -10,623  -24,028     -888   12,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     28.6     39.4     39.3     26.1     88.5     94.2     11.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      42       80       84       78       63      182      173
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,350
COMMITMENTS
   1,629        0    3,095   74,425   80,987   79,149   84,082   14,201    9,268

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -3,368)
     742     -361       38   -8,146   -3,380   -7,366   -3,703    3,998      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      3.3     79.7     86.8     84.8     90.1     15.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       20       25       23       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,197
COMMITMENTS
   2,690    9,364    1,266   41,930   27,952   45,886   38,582   11,311   18,615

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -3,332)
      21      438     -689   -6,713   -5,755   -7,381   -6,006    4,049    2,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     16.4      2.2     73.3     48.9     80.2     67.5     19.8     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       13       17       15
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,171
COMMITMENTS
   3,401    2,484    1,374   67,739   62,781   72,514   66,639    9,657   15,532

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,740)
    -186        7     -131   -1,928  -11,141   -2,245  -11,265      505    9,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      3.0      1.7     82.4     76.4     88.2     81.1     11.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       23       26       26       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,215
COMMITMENTS
       0        0        0   83,201   84,834   83,201   84,834   15,014   13,381

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -2,004)
       0        0        0   -1,159     -919   -1,159     -919     -845   -1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     84.7     86.4     84.7     86.4     15.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       20       21       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,084
COMMITMENTS
       0    5,419    1,942   73,443   69,578   75,385   76,939   10,699    9,145

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -8,398)
       0   -2,427     -913  -11,812   -8,222  -12,725  -11,562    4,327    3,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      2.3     85.3     80.8     87.6     89.4     12.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       26       28       28       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,952
COMMITMENTS
   2,623    1,336   11,196   73,082  106,530   86,901  119,062   43,051   10,890

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -6,363)
  -2,257      364    3,376  -41,767  -10,455  -40,648   -6,715   34,285      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.0      8.6     56.2     82.0     66.9     91.6     33.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        3       17       27       21       30
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,408
COMMITMENTS
       0      800        0   50,042   44,628   50,042   45,428    6,366   10,980

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -3,341)
       0      800        0   -2,819   -2,820   -2,819   -2,020     -522   -1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     88.7     79.1     88.7     80.5     11.3     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       24       19       24       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,371
COMMITMENTS
   4,612    7,122    5,018   75,379   70,261   85,009   82,401    5,362    7,970

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -5,694)
  -1,543   -3,916    1,010   -5,296   -2,128   -5,829   -5,034      135     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      7.9      5.6     83.4     77.7     94.1     91.2      5.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        3       28       26       32       30
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,982
COMMITMENTS
     944    2,092    1,187   32,319   27,153   34,450   30,432    7,532   11,550

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -2,419)
     -62       56     -459   -2,427   -7,799   -2,948   -8,202      529    5,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      5.0      2.8     77.0     64.7     82.1     72.5     17.9     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       17       13       19       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      134,275
COMMITMENTS
   4,280    1,472        0  128,535  122,663  132,815  124,135    1,460   10,140

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:        542)
       0   -1,240        0      666   -4,694      666   -5,934     -124    6,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.1      0.0     95.7     91.4     98.9     92.4      1.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       13       14       14       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      222,123
COMMITMENTS
   9,803   10,418    5,740  191,751  193,457  207,294  209,615   14,829   12,508

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -3,809)
  -1,736      771     -801   -8,571   -8,172  -11,108   -8,202    7,299    4,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      4.7      2.6     86.3     87.1     93.3     94.4      6.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        2        7       34       29       42       36
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      165,330
COMMITMENTS
     420    2,571    3,407  142,353  154,445  146,180  160,423   19,150    4,907

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -6,823)
      -4     -372     -464  -12,479   -6,756  -12,947   -7,592    6,124      769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.6      2.1     86.1     93.4     88.4     97.0     11.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      258,441
COMMITMENTS
  12,775    1,700   13,730  211,422  208,696  237,927  224,126   20,514   34,315

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:    -15,474)
   4,916     -649   -1,734  -20,980  -34,460  -17,798  -36,843    2,324   21,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.7      5.3     81.8     80.8     92.1     86.7      7.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        3       37       38       40       41
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,770
COMMITMENTS
       0    4,067    1,996  116,611  111,979  118,607  118,042    4,163    4,728

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:    -10,009)
  -2,089   -1,937     -558   -9,441   -9,313  -12,088  -11,808    2,079    1,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      1.6     95.0     91.2     96.6     96.1      3.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        5        3       26       27       29       32
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,580
COMMITMENTS
       0        0        0   42,577   42,808   42,577   42,808    6,003    5,772

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -3,826)
       0     -217        0   -4,344   -4,098   -4,344   -4,315      518      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.6     88.1     87.6     88.1     12.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       17       16       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,175,272
COMMITMENTS
 692,897  146,694  1049853  1365384  1939363  3108134  3135910   67,138   39,362

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:   -150,168)
 -58,434    8,426  -44,129  -88,012 -135,385 -190,575 -171,088   40,407   20,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      4.6     33.1     43.0     61.1     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      36       16       44       99       96      148      144
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,084,633
COMMITMENTS
 169,349  258,361  265,749  643,742  552,867  1078840  1076977    5,793    7,656

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:   -280,894)
 -38,604  -40,168 -125,450 -113,244  -85,576 -277,298 -251,194   -3,596  -29,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     23.8     24.5     59.4     51.0     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       26       41       35       35       79       79
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,695
COMMITMENTS
   2,944       58      965   27,041   30,392   30,950   31,415      745      280

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,126)
     628     -702      334   -2,089   -1,021   -1,127   -1,389        1      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.2      3.0     85.3     95.9     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        5       30       26       37       31
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,240
COMMITMENTS
   2,960       32       54   17,142   20,414   20,156   20,500    1,084      740

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,180)
     120       30     -150   -1,096   -1,076   -1,126   -1,196      -54       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      0.2      0.3     80.7     96.1     94.9     96.5      5.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       14       20       16
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,480
COMMITMENTS
       0        0        0   12,810   11,962   12,810   11,962      670    1,518

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -575)
       0        0        0     -517     -535     -517     -535      -58      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.0     88.7     95.0     88.7      5.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       14       16       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,238
COMMITMENTS
     104      680      516   25,119   27,023   25,739   28,219    3,499    1,019

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,177)
     104      -96       -4   -2,006   -1,230   -1,906   -1,330      729      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.3      1.8     85.9     92.4     88.0     96.5     12.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       22       18       24       20
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,039
COMMITMENTS
       0        0        0   27,807   27,187   27,807   27,187      232      852

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -809)
       0        0        0     -783     -757     -783     -757      -26      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     97.0     99.2     97.0      0.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       15       17       15
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,180
COMMITMENTS
       0       50       30    7,211    7,302    7,241    7,382      939      798

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:        362)
       0       30        0    1,012      622    1,012      652     -650     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.4     88.2     89.3     88.5     90.2     11.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       16       16       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      117,079
COMMITMENTS
   2,224    6,092    2,350  112,505  107,101  117,079  115,543        0    1,536

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -5,416)
       0     -400        0   -5,196   -4,396   -5,196   -4,796     -220     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      5.2      2.0     96.1     91.5    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       23       19       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    1,937,297
COMMITMENTS
       0   66,775   46,480  1890817  1800722  1937297  1913977        0   23,320

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:    -76,013)
 -13,920   -1,248     -160  -61,933  -67,565  -76,013  -68,973        0   -7,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      2.4     97.6     93.0    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       13       18       14       21
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,209
COMMITMENTS
       0        0        0   18,103   17,970   18,103   17,970      106      239

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:      1,520)
       0        0        0    1,565    1,600    1,565    1,600      -45      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.4     98.7     99.4     98.7      0.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       23       26       23
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,191
COMMITMENTS
       0        0        0    4,149    4,979    4,149    4,979    1,042      212

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -565)
       0        0        0     -496     -594     -496     -594      -69       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     79.9     95.9     79.9     95.9     20.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       16       19       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,191,724
COMMITMENTS
 214,302  214,834  287,242  613,910  610,109  1115454  1112185   76,270   79,539

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     12,553)
 -19,803    9,478    2,165   25,423   -8,922    7,785    2,721    4,768    9,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     18.0     24.1     51.5     51.2     93.6     93.3      6.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      77      107      151       85       92      259      269
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      197,705
COMMITMENTS
  20,803   23,172   15,080  120,843  114,393  156,726  152,645   40,979   45,060

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:    -11,094)
   1,106     -478      505  -16,265   -8,980  -14,654   -8,953    3,560   -2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     11.7      7.6     61.1     57.9     79.3     77.2     20.7     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        7       21       22       29       31
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,866
COMMITMENTS
   2,325    3,316    1,700   50,724   49,713   54,749   54,729      117      137

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -7,135)
     325     -380       25   -7,385   -6,680   -7,035   -7,035     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      6.0      3.1     92.5     90.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        3        3       38       42       44       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      187,906
COMMITMENTS
  20,535   34,450   36,304  123,165  106,423  180,004  177,177    7,902   10,729

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:      2,783)
     550   -1,664    1,478      497    2,352    2,525    2,166      258      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     18.3     19.3     65.5     56.6     95.8     94.3      4.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       21       25       22       22       50       52
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,910
COMMITMENTS
   4,231    3,145    7,686   15,948   18,484   27,865   29,315    4,045    2,595

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      9.9     24.1     50.0     57.9     87.3     91.9     12.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        8       10       12       19       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      100,287
COMMITMENTS
   2,677    8,241   11,226   61,721   52,820   75,624   72,287   24,663   28,000

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -3,605)
      28      586     -752   -2,810   -4,314   -3,534   -4,480      -71      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      8.2     11.2     61.5     52.7     75.4     72.1     24.6     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        4       20       21       24       25
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,900
COMMITMENTS
     495    7,745      765   35,640   28,390   36,900   36,900        0        0

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -726)
    -230       50      300     -796   -1,076     -726     -726        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     21.0      2.1     96.6     76.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        1       25       32       26       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,460
COMMITMENTS
   7,364    3,122        0    2,367    7,521    9,731   10,643    1,729      817

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,045)
    -663      162      -19     -191   -1,170     -873   -1,027     -172      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3     27.2      0.0     20.7     65.6     84.9     92.9     15.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      37       19        0       19       17       56       36
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       19,443
COMMITMENTS
  10,226    2,075      141    5,836   15,970   16,203   18,186    3,240    1,257

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,427)
  -1,164      114       39     -120   -1,517   -1,245   -1,364     -182      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6     10.7      0.7     30.0     82.1     83.3     93.5     16.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      37       15        7       12       21       55       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      180,753
COMMITMENTS
  56,754    6,288    8,813   99,801  153,294  165,368  168,395   15,385   12,358

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -7,333)
   1,995   -6,569   -2,074   -6,925    1,391   -7,004   -7,252     -329      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      3.5      4.9     55.2     84.8     91.5     93.2      8.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      57       17       34       62       79      130      121
 
 
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-11165J
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        6,852
COMMITMENTS
   3,941      677      325    1,793    5,149    6,059    6,151      793      701

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5      9.9      4.7     26.2     75.1     88.4     89.8     11.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        2        3        8        8       19       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,673
COMMITMENTS
       0       50        0    5,473    5,327    5,473    5,377      200      296

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -745)
       0        0        0     -645     -645     -645     -645     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     96.5     93.9     96.5     94.8      3.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       23       27       23       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,614
COMMITMENTS
   1,658        0        0   25,099   27,556   26,757   27,556      857       58

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,258)
     -30        0        0   -1,156   -1,248   -1,186   -1,248      -72      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.0      0.0     90.9     99.8     96.9     99.8      3.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        0       33       30       36       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,335
COMMITMENTS
       0      590       75   18,854   18,905   18,929   19,570    1,406      765

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -786)
       0       75       50     -966     -966     -916     -841      130       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.4     92.7     93.0     93.1     96.2      6.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       18       11       19       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,216
COMMITMENTS
     399        0        0   14,817   15,216   15,216   15,216        0        0

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,455)
     -75      -50        0   -1,380   -1,405   -1,455   -1,455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.0     97.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       26       18       28       18
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,108
COMMITMENTS
       0      451        0    3,114    2,863    3,114    3,314      994      794

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -327)
       0      -31        0     -348     -363     -348     -394       21       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.0      0.0     75.8     69.7     75.8     80.7     24.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       15       16       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,340
COMMITMENTS
     987      896      402   22,406   22,901   23,795   24,199      545      141

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -808)
    -482      155      103     -486   -1,099     -865     -841       57       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      3.7      1.7     92.1     94.1     97.8     99.4      2.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        2       25       29       29       33
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,078
COMMITMENTS
       0      480        0    4,162    5,407    4,162    5,887    1,916      191

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:       -111)
       0        0        0     -359      -91     -359      -91      248      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.0     68.5     89.0     68.5     96.9     31.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       11       16       11       18
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,879
COMMITMENTS
     225       90        0    8,608    8,728    8,833    8,818       46       61

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,341)
      17      -45        0   -1,357   -1,297   -1,340   -1,342       -1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.0      0.0     96.9     98.3     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       22       20       25       21
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 03/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,975
COMMITMENTS
   3,795    7,778    1,940   41,969   40,159   47,704   49,877    3,271    1,098

CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST:     -1,144)
     -96     -101     -378     -642     -832   -1,116   -1,311      -28      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     15.3      3.8     82.3     78.8     93.6     97.8      6.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        8        4       27       31       35       41
 

Updated March 5, 2009