GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,381
COMMITMENTS
   4,084       32       64   45,031   49,220   49,179   49,316      202       65

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      5,200)
   1,708      -30      -45    3,523    5,225    5,186    5,150       14       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.1      0.1     91.2     99.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        1       37       42       42       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,294
COMMITMENTS
     910      120      100   25,083   25,758   26,093   25,978      201      316

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      2,491)
       0        0      -25    2,616    2,516    2,591    2,491     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.5      0.4     95.4     98.0     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        1       34       37       36       39
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,793
COMMITMENTS
   1,118       45      399    5,406    6,482    6,923    6,926      870      867

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        227)
      44       39      -27      324      406      341      418     -114     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      0.6      5.1     69.4     83.2     88.8     88.9     11.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       22       24       24       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,649
COMMITMENTS
     403      897      324   11,931   11,754   12,658   12,975      991      674

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        738)
      27      432       12      731      309      770      753      -32      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      6.6      2.4     87.4     86.1     92.7     95.1      7.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        6        5       40       46       45       55
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,730
COMMITMENTS
     269      146      190    9,906    9,627   10,365    9,963      365      767

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      1,303)
       5        0       29    1,368    1,679    1,402    1,708      -99     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.4      1.8     92.3     89.7     96.6     92.9      3.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2        4        5       48       54       54       60
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,161
COMMITMENTS
     165      293       96    4,650    4,956    4,911    5,345    1,250      816

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        245)
      45       69      -78      232      265      199      256       46      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      4.8      1.6     75.5     80.4     79.7     86.8     20.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       21       22       23       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,076
COMMITMENTS
     305      377       23    2,641    3,259    2,969    3,659    1,107      417

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        306)
      20        2        0       93      259      113      261      193       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      9.2      0.6     64.8     80.0     72.8     89.8     27.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       18       21       22       24
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,182
COMMITMENTS
      90        0        0    2,307    2,577    2,397    2,577      785      605

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        136)
       0        0        0       23      247       23      247      113     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     72.5     81.0     75.3     81.0     24.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       18       18       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        3,374
COMMITMENTS
       0        0        0    3,374    3,374    3,374    3,374        0        0

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      266,131
COMMITMENTS
  33,212   14,131   28,793  161,682  193,527  223,687  236,451   42,444   29,680

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:     -1,653)
   2,557   -5,079   -1,603   -4,033    5,701   -3,079     -981    1,426     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      5.3     10.8     60.8     72.7     84.1     88.8     15.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      27       17       34       62       60      108       98
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       20,932
COMMITMENTS
      76      335       41   20,555   20,503   20,672   20,879      260       53

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      1,321)
       0       50        0    2,211    2,451    2,211    2,501     -890   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.6      0.2     98.2     98.0     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        2        1       43       48       45       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,394
COMMITMENTS
     639        0        0   16,425   18,674   17,064   18,674    2,330      720

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      1,225)
     140        0        0    1,155    2,580    1,295    2,580      -70   -1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.0     84.7     96.3     88.0     96.3     12.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        0       23       22       26       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      636,183
COMMITMENTS
  73,597  194,615  227,430  253,059  181,915  554,086  603,960   82,097   32,223

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:    -26,349)
     722    6,553  -27,095   -4,678    1,025  -31,051  -19,517    4,702   -6,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     30.6     35.7     39.8     28.6     87.1     94.9     12.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      61       69       94       81       65      204      177
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,411
COMMITMENTS
   2,893        0    2,621   78,959   83,457   84,473   86,078    9,938    8,333

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        106)
    -417        0      141      603     -133      327        8     -221       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      2.8     83.6     88.4     89.5     91.2     10.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       23       26       26       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,062
COMMITMENTS
   2,690   11,028    1,794   45,242   29,663   49,726   42,485   12,336   19,577

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      3,629)
       0    2,974      -26    3,194      155    3,168    3,103      461      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     17.8      2.9     72.9     47.8     80.1     68.5     19.9     31.5

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 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,583
COMMITMENTS
   4,005    2,236    1,622   71,719   70,160   77,346   74,018    9,237   12,565

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        -95)
     302        0        0      273      304      575      304     -670     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      2.6      1.9     82.8     81.0     89.3     85.5     10.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       25       27       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,992
COMMITMENTS
       0        0        0   82,381   85,520   82,381   85,520   16,611   13,472

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        -29)
       0        0        0       62        0       62        0      -91      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.2     86.4     83.2     86.4     16.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       21       22       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,683
COMMITMENTS
       0    3,416    3,883   81,665   77,634   85,548   84,933    8,135    8,750

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      2,152)
       0      449       70    2,054    3,191    2,124    3,710       28   -1,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      4.1     87.2     82.9     91.3     90.7      8.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        3       27       27       30       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,349
COMMITMENTS
   3,353    4,043    8,581  109,916  112,545  121,850  125,169   11,499    8,180

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      2,647)
   1,723    1,888   -2,406    3,271    2,981    2,588    2,463       59      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      3.0      6.4     82.4     84.4     91.4     93.9      8.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       20       28       24       31
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,013
COMMITMENTS
     211    5,759   20,177   53,902   47,737   74,290   73,673    7,723    8,340

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        353)
      74     -282       79     -758      336     -605      133      958      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      7.0     24.6     65.7     58.2     90.6     89.8      9.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       11       14       14       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,291
COMMITMENTS
       0      338      248   51,081   45,729   51,329   46,315    6,962   11,976

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        632)
       0        0        0      219      763      219      763      413     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.4     87.6     78.4     88.1     79.5     11.9     20.5

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 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,487
COMMITMENTS
   4,514    8,294    6,169   81,089   72,340   91,772   86,803    7,715   12,684

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      1,883)
    -214     -898      796      608     -613    1,190     -715      693    2,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      8.3      6.2     81.5     72.7     92.2     87.3      7.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        4       27       25       32       30
 
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE               Code-023A26
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,352
COMMITMENTS
       0        0        0   39,226   37,416   39,226   37,416    1,126    2,936

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.2     92.7     97.2     92.7      2.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       12       14       12       14
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,803
COMMITMENTS
       0   19,491      978   61,501   33,088   62,479   53,557    4,324   13,246

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     29.2      1.5     92.1     49.5     93.5     80.2      6.5     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       13       11       15       13
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,573
COMMITMENTS
     731    1,878    1,285   32,142   30,090   34,158   33,253    6,415    7,320

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:       -915)
     302     -214     -302     -915     -399     -915     -915        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      4.6      3.2     79.2     74.2     84.2     82.0     15.8     18.0

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 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,400
COMMITMENTS
   4,640    1,472        0  130,760  130,512  135,400  131,984        0    3,416

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -120     -120     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.1      0.0     96.6     96.4    100.0     97.5      0.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       15       15       17       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      233,791
COMMITMENTS
  11,983   12,070    4,806  206,689  205,743  223,478  222,619   10,313   11,172

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      7,567)
   1,802      724     -678    6,584    7,126    7,708    7,172     -141      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      5.2      2.1     88.4     88.0     95.6     95.2      4.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        6       37       31       45       37
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      166,384
COMMITMENTS
     420    2,061    3,623  147,497  156,086  151,540  161,770   14,844    4,614

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:     -1,811)
       0      -60        0     -593   -1,111     -593   -1,171   -1,218     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.2      2.2     88.6     93.8     91.1     97.2      8.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       32       30       34       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      271,790
COMMITMENTS
  15,634    2,316   12,551  225,655  242,798  253,840  257,665   17,950   14,125

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      1,649)
   2,906      368   -5,069    4,459    6,964    2,296    2,263     -647     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.9      4.6     83.0     89.3     93.4     94.8      6.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        1        4       41       40       46       44
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,268
COMMITMENTS
       0    3,560    2,150  117,461  113,755  119,611  119,465    3,657    3,803

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        612)
       0     -180      154      489      936      643      910      -31     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      1.7     95.3     92.3     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        5        3       28       29       31       34
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,958
COMMITMENTS
       0        0        0   52,132   45,973   52,132   45,973    4,826   10,985

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        419)
       0        0        0      453     -151      453     -151      -34      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.5     80.7     91.5     80.7      8.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       17       17       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,212,635
COMMITMENTS
 685,091  144,502  1037536  1454536  2011266  3177163  3193304   35,472   19,331

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:     16,460)
 -12,395   -5,227     -750   26,924   21,587   13,779   15,610    2,681      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      4.5     32.3     45.3     62.6     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      34       19       48      108      101      159      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,290,812
COMMITMENTS
 228,729  175,664  270,482  785,558  842,239  1284769  1288385    6,043    2,427

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:     64,282)
  38,976   15,969   -5,584   31,327   54,901   64,719   65,286     -437   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     13.6     21.0     60.9     65.2     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       25       42       37       37       85       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,982
COMMITMENTS
   2,944       90    1,013   28,811   32,838   32,768   33,941    1,214       41

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        816)
       0       -8        8      734    1,036      742    1,036       74     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.3      3.0     84.8     96.6     96.4     99.9      3.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        2        5       30       28       38       33
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| 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 03/17/09 (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      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 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,754
COMMITMENTS
   2,960       52       52   16,654   19,594   19,666   19,698    1,088    1,056

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      256      280      256      280        4      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      0.3      0.3     80.2     94.4     94.8     94.9      5.2      5.1

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 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,504
COMMITMENTS
       0        0        0   12,786   12,026   12,786   12,026      718    1,478

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:       -360)
       0        0        0     -360     -360     -360     -360        0        0

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 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,930
COMMITMENTS
     100      680      520   25,294   26,796   25,914   27,996    3,016      934

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:         70)
      -4        0        4       63       67       63       71        7       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.4      1.8     87.4     92.6     89.6     96.8     10.4      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 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,569
COMMITMENTS
       0        0        0   28,289   27,717   28,289   27,717      280      852

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0       -6       -6       -6       -6        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     97.0     99.0     97.0      1.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       16       17       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,778
COMMITMENTS
       0       50       30    7,815    7,880    7,845    7,960      933      818

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        -34)
       0        0        0     -148      186     -148      186      114     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.3     89.0     89.8     89.4     90.7     10.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       17       18       18
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      126,491
COMMITMENTS
   2,004    7,942    2,570  121,917  114,699  126,491  125,211        0    1,280

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      4,966)
       0      870        0    4,966    4,096    4,966    4,966        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      6.3      2.0     96.4     90.7    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       18       27       20       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    1,994,817
COMMITMENTS
       0   74,135   46,480  1948337  1850882  1994817  1971497        0   23,320

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      3,680)
       0        0        0    3,680    3,680    3,680    3,680        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:       26)
       0        3        1       12       19       13       22
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,951
COMMITMENTS
       0        0        0   16,815   16,837   16,815   16,837      136      114

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        283)
       0        0        0      293      373      293      373      -10      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     99.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       27       25       27       25
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,478
COMMITMENTS
       0        0        0    5,605    6,478    5,605    6,478      873        0

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        374)
       0        0        0      334      374      334      374       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.5    100.0     86.5    100.0     13.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       19       22       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,160,240
COMMITMENTS
 192,871  175,234  263,814  639,673  662,394  1096358  1101442   63,882   58,798

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:    -36,873)
  -3,079   -7,209   -4,771  -20,972  -14,641  -28,822  -26,621   -8,051  -10,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     15.1     22.7     55.1     57.1     94.5     94.9      5.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      85       98      132       83       88      251      244
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      207,192
COMMITMENTS
  23,410   27,996   14,680  124,682  114,909  162,772  157,585   44,420   49,607

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      5,514)
   1,108    1,834     -427    7,329    5,479    8,010    6,886   -2,496   -1,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     13.5      7.1     60.2     55.5     78.6     76.1     21.4     23.9

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 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       70,923
COMMITMENTS
   2,179    3,141    2,225   66,131   65,070   70,535   70,436      388      487

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:     10,619)
     304    1,905      400    9,644   10,627   10,348   12,932      271   -2,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      4.4      3.1     93.2     91.7     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        2        2       39       43       46       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      197,410
COMMITMENTS
  36,604   38,050   37,552  114,216  111,219  188,372  186,821    9,038   10,589

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:     -7,294)
   3,511      765   -6,374   -4,596   -1,435   -7,459   -7,044      165     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     19.3     19.0     57.9     56.3     95.4     94.6      4.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      12       21       24       22       22       50       52
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,416
COMMITMENTS
   9,471    3,145    6,481   16,372   23,629   32,324   33,255    4,092    3,161

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      4,345)
   5,340        0     -830     -422    4,750    4,088    3,920      257      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      8.6     17.8     45.0     64.9     88.8     91.3     11.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        3        8       11       13       21       21
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      108,808
COMMITMENTS
   3,661    6,826   11,396   64,060   65,869   79,117   84,091   29,691   24,717

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      2,086)
      24     -143     -376    4,241    4,995    3,889    4,476   -1,803   -2,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      6.3     10.5     58.9     60.5     72.7     77.3     27.3     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        4       21       22       25       26
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,099
COMMITMENTS
     120    4,955    1,230   38,749   33,914   40,099   40,099        0        0

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      3,000)
       0      -90        0    3,000    3,090    3,000    3,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     12.4      3.1     96.6     84.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        1       26       30       27       36
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,363
COMMITMENTS
   8,134    3,335       37    2,432    8,266   10,603   11,638    1,760      725

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:         88)
     134     -254        0     -275      505     -141      251      229     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.8     27.0      0.3     19.7     66.9     85.8     94.1     14.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      39       20        1       16       23       56       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       20,940
COMMITMENTS
  10,176    2,187      208    6,262   17,191   16,646   19,586    4,294    1,354

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      1,040)
     584     -453      116     -307    1,684      393    1,347      647     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     10.4      1.0     29.9     82.1     79.5     93.5     20.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      35       12        3       15       24       52       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      210,290
COMMITMENTS
  64,052    6,178   12,663  116,880  180,111  193,595  198,952   16,695   11,338

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      5,035)
   4,925     -129      483     -413    4,635    4,995    4,989       40       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      2.9      6.0     55.6     85.6     92.1     94.6      7.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      55       20       39       76       87      150      133
 
 
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-11165J
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,652
COMMITMENTS
   3,601      602      457    3,439    6,720    7,497    7,779    1,155      873

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      1,059)
    -320     -155      200    1,164    1,064    1,044    1,109       15      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6      7.0      5.3     39.7     77.7     86.7     89.9     13.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        3       10        9       19       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,008
COMMITMENTS
      50        0       50    7,708    7,662    7,808    7,712      200      296

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      325      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.6     96.3     95.7     97.5     96.3      2.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       26       28       27       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,221
COMMITMENTS
   1,433        0       50   27,786   30,113   29,269   30,163      952       58

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        875)
     -50        0        0      925      875      875      875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.0      0.2     91.9     99.6     96.8     99.8      3.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        1       34       29       37       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,615
COMMITMENTS
       0      565      125   21,424   21,100   21,549   21,790    1,066      825

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        635)
       0     -100        0    1,175      630    1,175      530     -540      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.6     94.7     93.3     95.3     96.4      4.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       19       11       20       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,616
COMMITMENTS
     449        0        0   17,167   17,616   17,616   17,616        0        0

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     97.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        0       30       20       33       20
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,572
COMMITMENTS
       0      658        0    3,450    3,064    3,450    3,722    1,122      850

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:         55)
       0        0        0       45       35       45       35       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.4      0.0     75.5     67.0     75.5     81.4     24.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       15       16       15       18
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,623
COMMITMENTS
      75        0        0   20,388   21,308   20,463   21,308    1,160      315

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     94.3     98.5     94.6     98.5      5.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       19       10       20       10
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,011
COMMITMENTS
     780    1,397      483   26,080   26,083   27,343   27,963      668       48

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      1,215)
     159       21       81      972    1,119    1,212    1,221        3       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      5.0      1.7     93.1     93.1     97.6     99.8      2.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        3        3       28       29       33       34
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,174
COMMITMENTS
       0      480        0    4,258    5,503    4,258    5,983    1,916      191

CHANGES FROM 03/17/09 (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      7.8      0.0     69.0     89.1     69.0     96.9     31.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       11       15       11       17
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,855
COMMITMENTS
     225       90        0   10,494   10,749   10,719   10,839      136       16

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:        324)
       0        0        0      189      324      189      324      135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.8      0.0     96.7     99.0     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       24       20       26       21
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 03/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,103
COMMITMENTS
   3,951    7,099    2,357   43,389   42,753   49,697   52,209    3,406      894

CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST:      1,584)
      96      968      504    1,255    1,327    1,855    2,799     -271   -1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     13.4      4.4     81.7     80.5     93.6     98.3      6.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        6        4       29       33       38       40
 

Updated March 27, 2009