GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,458
COMMITMENTS
   1,785       62       13   37,472   39,267   39,270   39,342      188      116

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      2,830)
   1,569        0        0    1,667    2,714    3,236    2,714     -406      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.2      0.0     95.0     99.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        1        1       37       38       42       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,744
COMMITMENTS
     910      120      125   21,408   22,242   22,443   22,487      301      257

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        635)
       0        0        0      635      635      635      635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.5      0.5     94.1     97.8     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,491
COMMITMENTS
   1,178       56      344    5,038    6,033    6,560    6,433      931    1,058

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:         42)
     -57        0     -111       25       85     -143      -26      185       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      0.7      4.6     67.3     80.5     87.6     85.9     12.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       21       20       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,220
COMMITMENTS
     410      378      203   10,552   11,033   11,165   11,614    1,055      606

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        817)
      83      213     -118      968      790      933      885     -116      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      3.1      1.7     86.4     90.3     91.4     95.0      8.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        4        3       41       47       45       53
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,543
COMMITMENTS
     249      116      146    7,770    7,576    8,165    7,838      378      705

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        474)
       2        0        0      441      379      443      379       31       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.4      1.7     91.0     88.7     95.6     91.7      4.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        2        3       43       50       47       54
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,766
COMMITMENTS
     120      254       84    4,348    4,641    4,552    4,979    1,214      787

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        162)
       0        0        0      222      228      222      228      -60      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      4.4      1.5     75.4     80.5     78.9     86.4     21.1     13.6

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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,433
COMMITMENTS
     225      360       23    2,276    2,693    2,524    3,076      909      357

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        204)
     135        9      -15      217      339      337      333     -133     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     10.5      0.7     66.3     78.4     73.5     89.6     26.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        2       19       20       24       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,700
COMMITMENTS
      85        0        0    1,636    1,998    1,721    1,998      979      702

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:         36)
      10        0        0        0       10       10       10       26       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     60.6     74.0     63.7     74.0     36.3     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       15       17       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      256,546
COMMITMENTS
  27,405   18,068   27,526  160,196  178,899  215,127  224,493   41,419   32,053

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        592)
    -753   -3,249      338   -3,059    1,785   -3,474   -1,126    4,066    1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      7.0     10.7     62.4     69.7     83.9     87.5     16.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      25       20       34       58       60      102      102
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,360
COMMITMENTS
      76      285       41   17,893   17,841   18,010   18,167      350      193

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      2,510)
       0      100        0    2,460    2,360    2,460    2,460       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.6      0.2     97.5     97.2     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1        2        1       41       45       43       48
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,449
COMMITMENTS
     639        0        0   15,500   17,224   16,139   17,224    1,310      225

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      1,765)
     175        0        0    1,090    1,765    1,265    1,765      500        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.0     88.8     98.7     92.5     98.7      7.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        0       27       22       30       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      670,391
COMMITMENTS
  74,242  188,306  265,287  254,721  176,621  594,250  630,214   76,141   40,177

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:     -6,799)
   8,071   -5,599   -1,805  -11,088        8   -4,822   -7,396   -1,977      597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     28.1     39.6     38.0     26.3     88.6     94.0     11.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      52       78       84       80       65      187      179
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,328
COMMITMENTS
   3,612        0    2,419   76,167   81,907   82,198   84,326   12,130   10,002

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        978)
   1,983        0     -676    1,742      920    3,049      244   -2,071      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      2.6     80.7     86.8     87.1     89.4     12.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       20       24       23       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,897
COMMITMENTS
   2,690    8,872    1,758   41,682   28,712   46,130   39,342   11,767   18,555

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        700)
       0     -492      492     -248      760      244      760      456      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     15.3      3.0     72.0     49.6     79.7     68.0     20.3     32.0

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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,052
COMMITMENTS
   3,703    1,808    1,622   67,856   67,388   73,181   70,818    9,871   12,234

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        881)
     302     -676      248      117    4,607      667    4,179      214   -3,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.2      2.0     81.7     81.1     88.1     85.3     11.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       26       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,521
COMMITMENTS
       0        0        0   83,293   85,140   83,293   85,140   15,228   13,381

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        306)
       0        0        0       92      306       92      306      214        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     84.5     86.4     84.5     86.4     15.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       20       22       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,611
COMMITMENTS
       0    2,665    3,371   75,405   70,847   78,776   76,883    7,835    9,728

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        527)
       0   -2,754    1,429    1,962    1,269    3,391      -56   -2,864      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      3.9     87.1     81.8     91.0     88.8      9.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       27       27       29       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,001
COMMITMENTS
   2,248    1,767   11,370  105,420  108,756  119,038  121,893   10,963    8,108

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:         49)
    -375      431      174   32,338    2,226   32,137    2,831  -32,088   -2,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.4      8.7     81.1     83.7     91.6     93.8      8.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       19       28       23       31
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,493
COMMITMENTS
       0    7,616   20,235   56,514   47,522   76,749   75,373    6,744    8,120

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:     -2,963)
    -217   -3,902      637   -1,603   -1,668   -1,183   -4,933   -1,780    1,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.1     24.2     67.7     56.9     91.9     90.3      8.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        3       11       15       14       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,023
COMMITMENTS
       0      338      248   50,409   44,815   50,657   45,401    6,366   11,622

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        615)
       0     -462      248      367      187      615      -27        0      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.4     88.4     78.6     88.8     79.6     11.2     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       24       19       25       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,193
COMMITMENTS
   4,304    7,881    6,414   76,952   71,257   87,670   85,552    6,523    8,641

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      3,822)
    -308      759    1,396    1,573      996    2,661    3,151    1,161      671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      8.4      6.8     81.7     75.6     93.1     90.8      6.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        4       27       24       32       29
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,164
COMMITMENTS
     944    2,092    1,187   35,531   31,409   37,662   34,688    4,502    7,476

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        182)
       0        0        0    3,212    4,256    3,212    4,256   -3,030   -4,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      5.0      2.8     84.3     74.5     89.3     82.3     10.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       18       14       20       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,280
COMMITMENTS
   4,280    1,472        0  129,540  130,392  133,820  131,864    1,460    3,416

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      1,005)
       0        0        0    1,005    7,729    1,005    7,729        0   -6,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.1      0.0     95.8     96.4     98.9     97.5      1.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       15       14       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      224,505
COMMITMENTS
  11,387   10,884    5,448  197,224  197,540  214,059  213,872   10,446   10,633

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      2,382)
   1,584      466     -292    5,473    4,083    6,765    4,257   -4,383   -1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      4.8      2.4     87.8     88.0     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        7       35       30       43       37
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      166,294
COMMITMENTS
     420    2,225    3,423  147,631  157,366  151,474  163,014   14,820    3,280

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        964)
       0     -346       16    5,278    2,921    5,294    2,591   -4,330   -1,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.3      2.1     88.8     94.6     91.1     98.0      8.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       33       30       35       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      268,224
COMMITMENTS
  19,510    1,700   13,419  215,356  236,704  248,285  251,823   19,939   16,401

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      9,783)
   6,735        0     -311    3,934   28,008   10,358   27,697     -575  -17,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.6      5.0     80.3     88.2     92.6     93.9      7.4      6.1

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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,608
COMMITMENTS
       0    3,740    1,996  116,924  112,771  118,920  118,507    3,688    4,101

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:       -162)
       0     -327        0      313      792      313      465     -475     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      1.6     95.4     92.0     97.0     96.7      3.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        5        3       27       28       30       33
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,673
COMMITMENTS
       0        0        0   48,213   45,576   48,213   45,576    3,460    6,097

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      3,093)
       0        0        0    5,636    2,768    5,636    2,768   -2,543      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.3     88.2     93.3     88.2      6.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       18       18       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,189,730
COMMITMENTS
 699,667  152,317  1043674  1414003  1973747  3157344  3169738   32,386   19,992

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:     14,458)
   6,770    5,623   -6,179   48,619   34,384   49,210   33,828  -34,752  -19,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      4.8     32.7     44.3     61.9     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      35       16       46      103       99      152      149
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,173,446
COMMITMENTS
 186,942  157,202  268,213  712,771  744,767  1167926  1170182    5,520    3,264

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:     88,813)
  17,593 -101,159    2,464   69,029  191,900   89,086   93,205     -273   -4,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     13.4     22.9     60.7     63.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       25       41       37       36       80       80
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,144
COMMITMENTS
   2,944       98      965   27,335   30,798   31,244   31,861      900      283

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        449)
       0       40        0      294      406      294      446      155        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.3      3.0     85.0     95.8     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        5       30       27       37       32
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,330
COMMITMENTS
       0        0        0    8,224    7,900    8,224    7,900      106      430

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     94.8     98.7     94.8      1.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       14       13       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,324
COMMITMENTS
   2,960       42       52   17,228   20,194   20,240   20,288    1,084    1,036

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:         84)
       0       10       -2       86     -220       84     -212        0      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      0.2      0.2     80.8     94.7     94.9     95.1      5.1      4.9

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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,598
COMMITMENTS
       0        0        0   12,880   12,120   12,880   12,120      718    1,478

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        118)
       0        0        0       70      158       70      158       48      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.7     89.1     94.7     89.1      5.3     10.9

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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,928
COMMITMENTS
     104      680      516   25,351   26,797   25,971   27,993    2,957      935

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:       -310)
       0        0        0      232     -226      232     -226     -542      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.4      1.8     87.6     92.6     89.8     96.8     10.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       23       18       25       20
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,185
COMMITMENTS
       0        0        0   28,905   28,333   28,905   28,333      280      852

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      1,146)
       0        0        0    1,098    1,146    1,098    1,146       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     97.1     99.0     97.1      1.0      2.9

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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,444
COMMITMENTS
       0       50       30    7,475    7,446    7,505    7,526      939      918

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        264)
       0        0        0      264      144      264      144        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.4     88.5     88.2     88.9     89.1     11.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       16       18       17
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      120,485
COMMITMENTS
   2,004    7,072    2,570  115,911  109,563  120,485  119,205        0    1,280

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      3,406)
    -220      980      220    3,406    2,462    3,406    3,662        0     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      5.9      2.1     96.2     90.9    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       17       25       19       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    1,991,137
COMMITMENTS
       0   74,135   46,480  1944657  1847202  1991137  1967817        0   23,320

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:     53,840)
       0    7,360        0   53,840   46,480   53,840   53,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      2.3     97.7     92.8    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       12       18       13       21
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,242
COMMITMENTS
       0        0        0   16,111   16,053   16,111   16,053      131      189

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:     -1,967)
       0        0        0   -1,992   -1,917   -1,992   -1,917       25      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     98.8     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       25       22       25       22
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,467
COMMITMENTS
       0        0        0    4,395    5,120    4,395    5,120    1,072      347

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        276)
       0        0        0      246      141      246      141       30      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     80.4     93.7     80.4     93.7     19.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       16       18       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,210,253
COMMITMENTS
 197,055  203,070  297,822  641,564  648,468  1136441  1149360   73,812   60,893

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:     18,529)
 -17,247  -11,764   10,580   27,654   38,359   20,987   37,175   -2,458  -18,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     16.8     24.6     53.0     53.6     93.9     95.0      6.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      77      111      153       84       93      264      270
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      200,389
COMMITMENTS
  21,013   23,776   15,528  120,663  114,284  157,204  153,588   43,185   46,801

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      2,684)
     210      604      448     -180     -109      478      943    2,206    1,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     11.9      7.7     60.2     57.0     78.4     76.6     21.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        7       21       23       29       32
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,179
COMMITMENTS
   2,325    3,141    1,675   53,062   52,226   57,062   57,042      117      137

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      2,313)
       0     -175      -25    2,338    2,513    2,313    2,313        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      5.5      2.9     92.8     91.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        2        2       37       42       42       45
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      190,258
COMMITMENTS
  23,062   34,857   39,658  118,737  105,209  181,457  179,724    8,801   10,534

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      2,352)
   2,527      407    3,354   -4,428   -1,214    1,453    2,547      899     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     18.3     20.8     62.4     55.3     95.4     94.5      4.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       22       27       22       22       52       53
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,003
COMMITMENTS
   4,529    3,145    9,686   16,123   18,859   30,338   31,690    4,665    3,313

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      3,093)
     298        0    2,000      175      375    2,473    2,375      620      718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      9.0     27.7     46.1     53.9     86.7     90.5     13.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        9       10       12       20       21
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,866
COMMITMENTS
   2,917    7,374   11,998   61,295   56,970   76,210   76,342   27,656   27,524

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      3,579)
     240     -867      772     -426    4,150      586    4,055    2,993     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      7.1     11.6     59.0     54.8     73.4     73.5     26.6     26.5

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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,423
COMMITMENTS
     495    7,145      885   37,043   30,393   38,423   38,423        0        0

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      1,523)
       0     -600      120    1,403    2,003    1,523    1,523        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     18.6      2.3     96.4     79.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        6        1       26       32       27       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,031
COMMITMENTS
   7,658    3,241       27    2,559    7,834   10,244   11,102    1,787      929

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        571)
     294      119       27      192      313      513      459       58      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     26.9      0.2     21.3     65.1     85.1     92.3     14.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      38       22        2       20       19       60       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       20,175
COMMITMENTS
  10,676    2,426      124    6,074   16,172   16,874   18,722    3,301    1,453

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        732)
     450      351      -17      238      202      671      536       61      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     12.0      0.6     30.1     80.2     83.6     92.8     16.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      38       14        5       12       22       54       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      195,144
COMMITMENTS
  57,181    6,053   12,247  110,862  164,319  180,290  182,619   14,854   12,525

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:     14,391)
     427     -235    3,434   11,061   11,025   14,922   14,224     -531      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      3.1      6.3     56.8     84.2     92.4     93.6      7.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      58       18       43       68       79      144      130
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,191
COMMITMENTS
      50        0       50    6,891    6,845    6,991    6,895      200      296

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      1,518)
      50      -50       50    1,418    1,518    1,518    1,518        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.7     95.8     95.2     97.2     95.9      2.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       24       28       25       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,479
COMMITMENTS
   1,658        0        0   25,914   28,421   27,572   28,421      907       58

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        865)
       0        0        0      815      865      815      865       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.0     91.0     99.8     96.8     99.8      3.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        0       34       30       37       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,280
COMMITMENTS
       0      665      125   19,549   19,725   19,674   20,515    1,606      765

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        945)
       0       75       50      695      820      745      945      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.6     91.9     92.7     92.5     96.4      7.5      3.6

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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,841
COMMITMENTS
     399        0        0   16,442   16,841   16,841   16,841        0        0

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      1,625)
       0        0        0    1,625    1,625    1,625    1,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     97.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       27       17       29       17
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,478
COMMITMENTS
       0      730        0    3,469    2,930    3,469    3,660    1,009      818

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        370)
       0      279        0      355       67      355      346       15       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.3      0.0     77.5     65.4     77.5     81.7     22.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       16       16       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,729
COMMITMENTS
     837    1,280      402   23,945   23,975   25,184   25,657      545       72

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      1,389)
    -150      384        0    1,539    1,074    1,389    1,458        0      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      5.0      1.6     93.1     93.2     97.9     99.7      2.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        2       26       28       30       32
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| 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 03/03/09 (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      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 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,554
COMMITMENTS
     225       90        0    9,283    9,403    9,508    9,493       46       61

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:        675)
       0        0        0      675      675      675      675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.9      0.0     97.2     98.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       23       21       26       22
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 03/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,112
COMMITMENTS
   3,795    6,647    2,186   42,491   42,355   48,472   51,188    3,640      924

CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST:      1,137)
       0   -1,131      246      522    2,196      768    1,311      369     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     12.8      4.2     81.5     81.3     93.0     98.2      7.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        7        3       27       31       35       39
 

Updated March 13, 2009