GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 48,697: 35,554 34,260 9,647 5,430 2,602 0 0 0 577 5,997 214: 103 194
Old : 48,697: 35,554 34,260 9,647 5,430 2,602 0 0 0 577 5,997 214: 103 194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 2,123: 1,596 1,787 720 70 -33 0 0 0 0 459 -102: -58 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 70.4 19.8 11.2 5.3 0.0 0.0 0.0 1.2 12.3 0.4: 0.2 0.4
Old : 100.0: 73.0 70.4 19.8 11.2 5.3 0.0 0.0 0.0 1.2 12.3 0.4: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 26 37 7 9 15 0 0 0 . . .:
Old : 63: 26 37 7 9 15 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 35.0 53.1 53.2 23.2 24.8 35.2 33.5
Old : 35.2 35.0 53.1 53.2 23.2 24.8 35.2 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 22,490: 16,164 19,843 4,189 458 2,004 0 0 0 0 0 0: 133 185
Old : 22,490: 16,164 19,843 4,189 458 2,004 0 0 0 0 0 0: 133 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 291: 196 366 170 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 88.2 18.6 2.0 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.8
Old : 100.0: 71.9 88.2 18.6 2.0 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 25 7 . 5 0 0 0 0 0 0:
Old : 40: 20 25 7 . 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 49.7 63.8 74.4 36.4 42.0 53.3 53.7
Old : 40.0 49.7 63.8 74.4 36.4 42.0 53.3 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 10,877: 5,573 6,658 646 514 1,949 0 0 0 1,145 330 265: 1,299 1,161
Old : 10,877: 5,573 6,658 646 514 1,949 0 0 0 1,145 330 265: 1,299 1,161
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 467: 325 178 26 195 183 0 0 0 54 30 18: -139 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 61.2 5.9 4.7 17.9 0.0 0.0 0.0 10.5 3.0 2.4: 11.9 10.7
Old : 100.0: 51.2 61.2 5.9 4.7 17.9 0.0 0.0 0.0 10.5 3.0 2.4: 11.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 21 28 7 6 13 0 0 0 . . .:
Old : 47: 21 28 7 6 13 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 22.8 53.8 42.1 30.3 20.3 40.5 33.2
Old : 36.2 22.8 53.8 42.1 30.3 20.3 40.5 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 8,242: 4,594 6,420 1,565 81 564 0 0 0 712 150 383: 424 644
Old : 8,242: 4,594 6,420 1,565 81 564 0 0 0 712 150 383: 424 644
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 539: 209 411 96 -31 32 0 0 0 103 15 81: 18 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 77.9 19.0 1.0 6.8 0.0 0.0 0.0 8.6 1.8 4.6: 5.1 7.8
Old : 100.0: 55.7 77.9 19.0 1.0 6.8 0.0 0.0 0.0 8.6 1.8 4.6: 5.1 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 37 44 10 . 11 0 0 0 6 4 7:
Old : 68: 37 44 10 . 11 0 0 0 6 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 21.0 44.5 32.0 25.4 19.5 35.2 27.3
Old : 30.2 21.0 44.5 32.0 25.4 19.5 35.2 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,722: 1,212 1,626 280 632 405 305 0 10 195 56 534: 781 459
Old : 3,722: 1,212 1,626 280 632 405 305 0 10 195 56 534: 781 459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 260: 230 165 5 70 0 0 0 0 -100 -25 75: 50 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 43.7 7.5 17.0 10.9 8.2 0.0 0.3 5.2 1.5 14.3: 21.0 12.3
Old : 100.0: 32.6 43.7 7.5 17.0 10.9 8.2 0.0 0.3 5.2 1.5 14.3: 21.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . 6 8 . 0 . . . .:
Old : 28: 13 13 . 6 8 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 44.1 51.6 65.9 21.3 37.3 35.0 45.5
Old : 33.2 44.1 51.6 65.9 21.3 37.3 35.0 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,028: 1,243 985 90 216 115 0 0 0 0 0 0: 580 712
Old : 2,028: 1,243 985 90 216 115 0 0 0 0 0 0: 580 712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 48.6 4.4 10.7 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 28.6 35.1
Old : 100.0: 61.3 48.6 4.4 10.7 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 28.6 35.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 13 . . . 0 0 0 0 0 0:
Old : 20: 12 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 30.6 58.2 48.6 30.8 28.9 43.9 39.0
Old : 35.5 30.6 58.2 48.6 30.8 28.9 43.9 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,407: 1,083 1,702 471 0 252 0 0 0 25 25 80: 496 348
Old : 2,407: 1,083 1,702 471 0 252 0 0 0 25 25 80: 496 348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 30: 14 24 22 -10 -7 0 0 0 0 -15 0: 1 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 70.7 19.6 0.0 10.5 0.0 0.0 0.0 1.0 1.0 3.3: 20.6 14.5
Old : 100.0: 45.0 70.7 19.6 0.0 10.5 0.0 0.0 0.0 1.0 1.0 3.3: 20.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 18 5 0 4 0 0 0 . . .:
Old : 27: 16 18 5 0 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 43.0 51.6 63.2 22.4 36.4 29.7 43.5
Old : 32.4 43.0 51.6 63.2 22.4 36.4 29.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 3,647: 3,447 3,032 169 590 25 0 0 0 0 0 0: 6 0
Old : 3,647: 3,447 3,032 169 590 25 0 0 0 0 0 0: 6 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 83.1 4.6 16.2 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 94.5 83.1 4.6 16.2 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 15 . . . 0 0 0 0 0 0:
Old : 24: 15 15 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 51.7 78.3 77.0 24.5 34.6 34.8 41.0
Old : 56.5 51.7 78.3 77.0 24.5 34.6 34.8 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 18,086: 9,474 14,436 7,572 3,045 590 0 0 0 0 0 0: 450 15
Old : 18,086: 9,474 14,436 7,572 3,045 590 0 0 0 0 0 0: 450 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,246: -234 596 1,405 725 -75 0 0 0 0 0 0: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 79.8 41.9 16.8 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 0.1
Old : 100.0: 52.4 79.8 41.9 16.8 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 12 4 4 4 0 0 0 0 0 0:
Old : 29: 18 12 4 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 65.4 82.1 87.2 69.6 58.6 77.6 77.7
Old : 69.6 65.4 82.1 87.2 69.6 58.6 77.6 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 417,116: 125,517 232,662 63,421 910 35,446 50,569 18,850 25,341 9,581 16,887 57,973: 49,268 29,046
Old : 417,116: 125,517 232,662 63,421 910 35,446 50,569 18,850 25,341 9,581 16,887 57,973: 49,268 29,046
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 3,975: 5,942 4,199 42 -21 2,965 -4,721 -1,566 -2,471 -1,358 -446 3,486: 91 -2,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 55.8 15.2 0.2 8.5 12.1 4.5 6.1 2.3 4.0 13.9: 11.8 7.0
Old : 100.0: 30.1 55.8 15.2 0.2 8.5 12.1 4.5 6.1 2.3 4.0 13.9: 11.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 174: 56 68 20 . 17 38 10 19 9 17 28:
Old : 174: 56 68 20 . 17 38 10 19 9 17 28:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 22.5 28.7 34.6 8.8 10.3 14.5 15.9
Old : 17.4 22.5 28.7 34.6 8.8 10.3 14.5 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 129,888: 54,568 65,185 15,689 1,458 20,194 0 0 0 413 5,808 34,915: 4,109 2,327
Old : 129,888: 54,568 65,185 15,689 1,458 20,194 0 0 0 413 5,808 34,915: 4,109 2,327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 8,303: 3,271 4,410 987 -105 1,460 0 0 0 40 -15 2,387: 158 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 50.2 12.1 1.1 15.5 0.0 0.0 0.0 0.3 4.5 26.9: 3.2 1.8
Old : 100.0: 42.0 50.2 12.1 1.1 15.5 0.0 0.0 0.0 0.3 4.5 26.9: 3.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 5 6 7 . 9 0 0 0 . 5 8:
Old : 23: 5 6 7 . 9 0 0 0 . 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 64.7 79.2 83.0 11.5 10.8 12.7 13.8
Old : 58.6 64.7 79.2 83.0 11.5 10.8 12.7 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 17,576: 11,200 12,853 3,807 1,592 1,796 150 0 100 70 635 435: 18 165
Old : 17,576: 11,200 12,853 3,807 1,592 1,796 150 0 100 70 635 435: 18 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 38: -329 -534 100 200 342 0 0 0 -30 -75 -45: 0 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 73.1 21.7 9.1 10.2 0.9 0.0 0.6 0.4 3.6 2.5: 0.1 0.9
Old : 100.0: 63.7 73.1 21.7 9.1 10.2 0.9 0.0 0.6 0.4 3.6 2.5: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 35 40 7 5 11 . 0 . . 6 4:
Old : 73: 35 40 7 5 11 . 0 . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 28.9 54.6 44.4 28.2 27.9 40.4 39.2
Old : 36.6 28.9 54.6 44.4 28.2 27.9 40.4 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,841: 4,245 4,641 2,011 1,660 490 0 300 0 500 155 295: 300 300
Old : 7,841: 4,245 4,641 2,011 1,660 490 0 300 0 500 155 295: 300 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -380: -330 -80 0 -300 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 59.2 25.6 21.2 6.2 0.0 3.8 0.0 6.4 2.0 3.8: 3.8 3.8
Old : 100.0: 54.1 59.2 25.6 21.2 6.2 0.0 3.8 0.0 6.4 2.0 3.8: 3.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 15 8 7 5 5 0 . 0 . . .:
Old : 33: 15 8 7 5 5 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 56.8 60.3 76.3 36.7 48.6 52.5 59.5
Old : 40.1 56.8 60.3 76.3 36.7 48.6 52.5 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 1,775: 1,525 1,100 200 375 50 0 150 0 0 50 0: 0 50
Old : 1,775: 1,525 1,100 200 375 50 0 150 0 0 50 0: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 200: 100 200 200 100 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 62.0 11.3 21.1 2.8 0.0 8.5 0.0 0.0 2.8 0.0: 0.0 2.8
Old : 100.0: 85.9 62.0 11.3 21.1 2.8 0.0 8.5 0.0 0.0 2.8 0.0: 0.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 8 . 5 . 0 . 0 0 . 0:
Old : 24: 12 8 . 5 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 54.9 83.1 77.5 57.7 52.1 80.3 69.0
Old : 60.6 54.9 83.1 77.5 57.7 52.1 80.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 3,040: 2,865 2,715 25 175 150 0 0 0 0 0 0: 0 0
Old : 3,040: 2,865 2,715 25 175 150 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 75: 0 75 25 -50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 89.3 0.8 5.8 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.2 89.3 0.8 5.8 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 14 . . . 0 0 0 0 0 0:
Old : 23: 9 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 55.9 96.7 79.4 71.2 55.9 82.2 76.5
Old : 77.0 55.9 96.7 79.4 71.2 55.9 82.2 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 7,802: 6,271 6,127 29 287 122 100 253 219 619 302 216: 226 276
Old : 7,802: 6,271 6,127 29 287 122 100 253 219 619 302 216: 226 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 355: 254 199 -32 75 -28 100 20 16 26 128 9: 10 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 78.5 0.4 3.7 1.6 1.3 3.2 2.8 7.9 3.9 2.8: 2.9 3.5
Old : 100.0: 80.4 78.5 0.4 3.7 1.6 1.3 3.2 2.8 7.9 3.9 2.8: 2.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 24 . . . . . . 4 4 5:
Old : 38: 19 24 . . . . . . 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 46.5 78.2 65.6 36.5 24.6 42.9 32.5
Old : 59.7 46.5 78.2 65.6 36.5 24.6 42.9 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 12,224: 11,219 10,663 509 278 161 50 0 60 0 840 1: 224 221
Old : 12,224: 11,219 10,663 509 278 161 50 0 60 0 840 1: 224 221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 715: 663 729 -14 61 -36 -10 0 0 -3 -135 -40: 155 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 87.2 4.2 2.3 1.3 0.4 0.0 0.5 0.0 6.9 0.0: 1.8 1.8
Old : 100.0: 91.8 87.2 4.2 2.3 1.3 0.4 0.0 0.5 0.0 6.9 0.0: 1.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 25 . . 4 . 0 . 0 . .:
Old : 36: 23 25 . . 4 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 63.6 62.3 75.8 32.8 54.5 48.5 63.8
Old : 38.3 63.6 62.3 75.8 32.8 54.5 48.5 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,535: 1,892 1,556 0 0 0 62 90 24 0 0 0: 557 865
Old : 2,535: 1,892 1,556 0 0 0 62 90 24 0 0 0: 557 865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 125: 108 62 0 0 0 -61 -80 0 0 0 0: 78 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 61.4 0.0 0.0 0.0 2.4 3.6 0.9 0.0 0.0 0.0: 22.0 34.1
Old : 100.0: 74.6 61.4 0.0 0.0 0.0 2.4 3.6 0.9 0.0 0.0 0.0: 22.0 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 17 18 0 0 0 . . . 0 0 0:
Old : 20: 17 18 0 0 0 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 22.8 58.5 40.1 25.1 15.1 36.4 24.8
Old : 36.6 22.8 58.5 40.1 25.1 15.1 36.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,755: 928 1,219 124 49 51 0 0 0 92 26 0: 560 410
Old : 1,755: 928 1,219 124 49 51 0 0 0 92 26 0: 560 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 100: 88 128 0 5 0 0 0 0 5 0 0: 7 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 69.5 7.1 2.8 2.9 0.0 0.0 0.0 5.2 1.5 0.0: 31.9 23.4
Old : 100.0: 52.9 69.5 7.1 2.8 2.9 0.0 0.0 0.0 5.2 1.5 0.0: 31.9 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 17 . . . 0 0 0 . . 0:
Old : 26: 18 17 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 26.4 45.9 46.3 25.7 25.5 40.1 37.4
Old : 27.5 26.4 45.9 46.3 25.7 25.5 40.1 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 607,900: 189,976 251,768 85,761 61,266 121,079 37,729 5,800 45,778 14,705 14,710 89,553: 23,318 17,945
Old : 607,900: 189,976 251,768 85,761 61,266 121,079 37,729 5,800 45,778 14,705 14,710 89,553: 23,318 17,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -13,016: -4,547 -13,379 -3,641 -6,240 2,093 10,128 -2,812 3,061 -11,345 10,810 -4,754: -4,011 -1,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 41.4 14.1 10.1 19.9 6.2 1.0 7.5 2.4 2.4 14.7: 3.8 3.0
Old : 100.0: 31.3 41.4 14.1 10.1 19.9 6.2 1.0 7.5 2.4 2.4 14.7: 3.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 130: 40 42 11 14 22 16 9 14 18 14 30:
Old : 130: 40 42 11 14 22 16 9 14 18 14 30:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 17.7 35.5 29.9 11.5 10.6 16.6 16.3
Old : 23.5 17.7 35.5 29.9 11.5 10.6 16.6 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,756,990: 380,508 606,735 233,856 327,902 727,230 277,127 36,555 287,605 103,790 64,281 632,353: 114,521 74,330
Old : 2,756,990: 380,508 606,735 233,856 327,902 727,230 277,127 36,555 287,605 103,790 64,281 632,353: 114,521 74,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -46,428: -27,382 -10,105 3,348 19,030 -16,664 47,557 -7,778 -18,219 -9,128 -4,277 -11,566: -14,375 3,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 22.0 8.5 11.9 26.4 10.1 1.3 10.4 3.8 2.3 22.9: 4.2 2.7
Old : 100.0: 13.8 22.0 8.5 11.9 26.4 10.1 1.3 10.4 3.8 2.3 22.9: 4.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 402: 54 62 16 31 42 101 40 95 89 46 107:
Old : 402: 54 62 16 31 42 101 40 95 89 46 107:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 15.1 27.7 26.2 8.4 6.9 11.7 11.5
Old : 17.9 15.1 27.7 26.2 8.4 6.9 11.7 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 255,606: 54,736 132,231 3,618 23,177 16,828 1,019 21,137 16,738 126,521 7,615 34,254: 1,893 3,627
Old : 255,606: 54,736 132,231 3,618 23,177 16,828 1,019 21,137 16,738 126,521 7,615 34,254: 1,893 3,627
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -57,969: -15,374 -15,962 -2,872 -6,173 -5,219 -3,842 -4,789 -6,720 -6,428 -2,723 -15,960: -1,554 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 51.7 1.4 9.1 6.6 0.4 8.3 6.5 49.5 3.0 13.4: 0.7 1.4
Old : 100.0: 21.4 51.7 1.4 9.1 6.6 0.4 8.3 6.5 49.5 3.0 13.4: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 12 16 . 9 10 . 8 5 5 5 9:
Old : 47: 12 16 . 9 10 . 8 5 5 5 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 52.4 82.9 68.4 57.6 44.1 62.2 52.1
Old : 71.0 52.4 82.9 68.4 57.6 44.1 62.2 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 227,210: 58,717 36,476 49,901 71,525 33,083 751 0 530 36,949 16,710 10,173: 37,106 58,713
Old : 227,210: 58,717 36,476 49,901 71,525 33,083 751 0 530 36,949 16,710 10,173: 37,106 58,713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 320: 4,900 858 -6,680 -3,397 -256 0 0 0 -380 238 1,236: 1,500 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 16.1 22.0 31.5 14.6 0.3 0.0 0.2 16.3 7.4 4.5: 16.3 25.8
Old : 100.0: 25.8 16.1 22.0 31.5 14.6 0.3 0.0 0.2 16.3 7.4 4.5: 16.3 25.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 9 8 7 9 14 . 0 . 4 . 4:
Old : 34: 9 8 7 9 14 . 0 . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 26.7 59.6 45.0 40.1 25.7 53.9 40.4
Old : 42.3 26.7 59.6 45.0 40.1 25.7 53.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 126,333: 11,960 11,451 9,933 40,263 48,030 27,202 179 14,922 2,285 945 7,296: 4,704 3,248
Old : 126,333: 11,960 11,451 9,933 40,263 48,030 27,202 179 14,922 2,285 945 7,296: 4,704 3,248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -7,410: 548 644 1,374 3,770 348 2,112 -274 -11,029 97 116 -955: 96 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.1 7.9 31.9 38.0 21.5 0.1 11.8 1.8 0.7 5.8: 3.7 2.6
Old : 100.0: 9.5 9.1 7.9 31.9 38.0 21.5 0.1 11.8 1.8 0.7 5.8: 3.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 8 8 6 11 14 13 . 10 9 7 14:
Old : 59: 8 8 6 11 14 13 . 10 9 7 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 49.1 51.5 70.8 18.0 25.8 25.6 32.5
Old : 31.7 49.1 51.5 70.8 18.0 25.8 25.6 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 613,832: 110,777 91,430 50,363 101,632 286,879 0 2,365 11,519 39,334 4,307 96,708: 18,252 18,991
Old : 613,832: 110,777 91,430 50,363 101,632 286,879 0 2,365 11,519 39,334 4,307 96,708: 18,252 18,991
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 45,283: 10,504 7,001 237 11,648 18,143 0 -19 544 7,064 -1,031 7,269: 1,521 1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.9 8.2 16.6 46.7 0.0 0.4 1.9 6.4 0.7 15.8: 3.0 3.1
Old : 100.0: 18.0 14.9 8.2 16.6 46.7 0.0 0.4 1.9 6.4 0.7 15.8: 3.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 8 8 7 19 26 0 . . 10 . 12:
Old : 47: 8 8 7 19 26 0 . . 10 . 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 26.2 50.9 42.7 9.3 6.9 14.0 11.9
Old : 33.7 26.2 50.9 42.7 9.3 6.9 14.0 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 35,096: 15,836 18,925 6,030 1,227 12,617 0 196 0 405 1,784 100: 108 247
Old : 35,096: 15,836 18,925 6,030 1,227 12,617 0 196 0 405 1,784 100: 108 247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 2,195: 1,495 1,245 -141 34 816 0 0 0 25 0 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 53.9 17.2 3.5 35.9 0.0 0.6 0.0 1.2 5.1 0.3: 0.3 0.7
Old : 100.0: 45.1 53.9 17.2 3.5 35.9 0.0 0.6 0.0 1.2 5.1 0.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 23 22 10 5 12 0 . 0 . . .:
Old : 50: 23 22 10 5 12 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 39.7 66.3 58.8 14.4 13.6 19.6 19.0
Old : 47.5 39.7 66.3 58.8 14.4 13.6 19.6 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 88,477: 9,153 3,958 39,362 15,490 26,918 4,451 24,181 2,015 0 6,942 2,807: 3,771 6,166
Old : 88,477: 9,153 3,958 39,362 15,490 26,918 4,451 24,181 2,015 0 6,942 2,807: 3,771 6,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -741: -155 -981 -476 -1,831 -463 0 129 703 -3,061 -932 1,885: 826 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.5 44.5 17.5 30.4 5.0 27.3 2.3 0.0 7.8 3.2: 4.3 7.0
Old : 100.0: 10.3 4.5 44.5 17.5 30.4 5.0 27.3 2.3 0.0 7.8 3.2: 4.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 6 5 13 7 16 . 6 6 0 5 4:
Old : 42: 6 5 13 7 16 . 6 6 0 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 41.3 65.4 58.3 34.2 34.1 46.1 44.3
Old : 47.9 41.3 65.4 58.3 34.2 34.1 46.1 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 30,655: 950 3,416 7,008 12,663 8,204 7,104 53 1,965 1,000 0 0: 4,424 4,354
Old : 30,655: 950 3,416 7,008 12,663 8,204 7,104 53 1,965 1,000 0 0: 4,424 4,354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 621: 0 400 36 -450 255 -2,095 0 240 1,000 0 0: 1,185 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 11.1 22.9 41.3 26.8 23.2 0.2 6.4 3.3 0.0 0.0: 14.4 14.2
Old : 100.0: 3.1 11.1 22.9 41.3 26.8 23.2 0.2 6.4 3.3 0.0 0.0: 14.4 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: . 4 7 5 10 6 . 4 . 0 0:
Old : 25: . 4 7 5 10 6 . 4 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 51.2 61.5 67.5 27.8 42.0 41.5 50.0
Old : 41.7 51.2 61.5 67.5 27.8 42.0 41.5 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 15,259: 4,858 3,830 2,035 6,188 4,416 3,650 744 0 300 0 0: 0 81
Old : 15,259: 4,858 3,830 2,035 6,188 4,416 3,650 744 0 300 0 0: 0 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 150: 0 0 0 390 0 300 -225 0 -150 0 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 25.1 13.3 40.6 28.9 23.9 4.9 0.0 2.0 0.0 0.0: 0.0 0.5
Old : 100.0: 31.8 25.1 13.3 40.6 28.9 23.9 4.9 0.0 2.0 0.0 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 7 8 5 9 8 . . 0 . 0 0:
Old : 32: 7 8 5 9 8 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 57.5 71.8 78.6 36.5 37.5 51.6 54.4
Old : 46.8 57.5 71.8 78.6 36.5 37.5 51.6 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 317,608: 117,779 227,456 40,800 6,864 20,886 62,270 9,806 14,171 13,043 3,840 21,889: 26,769 12,698
Old : 317,608: 117,779 227,456 40,800 6,864 20,886 62,270 9,806 14,171 13,043 3,840 21,889: 26,769 12,698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 7,829: 2,151 6,589 1,055 -704 830 -169 1,080 -189 -498 -782 1,778: 2,871 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 71.6 12.8 2.2 6.6 19.6 3.1 4.5 4.1 1.2 6.9: 8.4 4.0
Old : 100.0: 37.1 71.6 12.8 2.2 6.6 19.6 3.1 4.5 4.1 1.2 6.9: 8.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 208: 59 78 18 7 19 59 15 30 17 10 20:
Old : 208: 59 78 18 7 19 59 15 30 17 10 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 24.9 31.3 39.0 8.5 9.0 15.1 15.2
Old : 20.8 24.9 31.3 39.0 8.5 9.0 15.1 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 24,261: 13,252 14,962 2,651 1,603 125 2,325 1,223 75 72 648 1,290: 4,471 4,335
Old : 24,261: 13,252 14,962 2,651 1,603 125 2,325 1,223 75 72 648 1,290: 4,471 4,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 640: -174 1,103 -75 249 0 0 -151 -5 72 -243 93: 729 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 61.7 10.9 6.6 0.5 9.6 5.0 0.3 0.3 2.7 5.3: 18.4 17.9
Old : 100.0: 54.6 61.7 10.9 6.6 0.5 9.6 5.0 0.3 0.3 2.7 5.3: 18.4 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 16 . . . . . . . . .:
Old : 30: 13 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 46.0 57.1 63.6 34.2 44.1 51.6 59.1
Old : 35.8 46.0 57.1 63.6 34.2 44.1 51.6 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,078: 4,181 5,740 1,413 204 574 0 0 0 350 0 560: 0 0
Old : 7,078: 4,181 5,740 1,413 204 574 0 0 0 350 0 560: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 625: 400 425 25 0 350 0 0 0 0 0 -100: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 81.1 20.0 2.9 8.1 0.0 0.0 0.0 4.9 0.0 7.9: 0.0 0.0
Old : 100.0: 59.1 81.1 20.0 2.9 8.1 0.0 0.0 0.0 4.9 0.0 7.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 22 5 4 5 0 0 0 . 0 4:
Old : 38: 19 22 5 4 5 0 0 0 . 0 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 33.4 49.1 56.4 21.4 24.5 32.4 34.1
Old : 27.5 33.4 49.1 56.4 21.4 24.5 32.4 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 54,471: 42,638 32,768 7,164 15,373 3,582 309 2,505 9 0 0 0: 769 234
Old : 54,471: 42,638 32,768 7,164 15,373 3,582 309 2,505 9 0 0 0: 769 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -212: -668 -348 35 -173 585 209 -240 0 -430 0 0: 57 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 60.2 13.2 28.2 6.6 0.6 4.6 0.0 0.0 0.0 0.0: 1.4 0.4
Old : 100.0: 78.3 60.2 13.2 28.2 6.6 0.6 4.6 0.0 0.0 0.0 0.0: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 30 27 9 6 7 . . . 0 0 0:
Old : 53: 30 27 9 6 7 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 48.7 65.4 71.6 33.0 37.4 41.3 48.8
Old : 50.1 48.7 65.4 71.6 33.0 37.4 41.3 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 20,608: 17,938 17,563 2,255 2,775 270 0 0 0 0 0 0: 145 0
Old : 20,608: 17,938 17,563 2,255 2,775 270 0 0 0 0 0 0: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 940: 700 1,150 450 0 -210 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 85.2 10.9 13.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.0
Old : 100.0: 87.0 85.2 10.9 13.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 14 6 . . 0 0 0 0 0 0:
Old : 23: 9 14 6 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.8 74.3 96.2 94.6 82.8 66.5 87.5 85.3
Old : 88.8 74.3 96.2 94.6 82.8 66.5 87.5 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,067: 3,952 2,635 2,683 465 842 0 225 100 100 3,750 50: 340 0
Old : 8,067: 3,952 2,635 2,683 465 842 0 225 100 100 3,750 50: 340 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 325: 200 300 75 -50 0 0 75 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 32.7 33.3 5.8 10.4 0.0 2.8 1.2 1.2 46.5 0.6: 4.2 0.0
Old : 100.0: 49.0 32.7 33.3 5.8 10.4 0.0 2.8 1.2 1.2 46.5 0.6: 4.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 16 17 8 4 8 0 . . . . .:
Old : 40: 16 17 8 4 8 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 66.6 62.6 79.2 37.2 56.4 52.4 63.7
Old : 42.6 66.6 62.6 79.2 37.2 56.4 52.4 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 22,418: 13,703 16,104 1,295 3,929 1,897 75 10 80 5,092 0 250: 26 148
Old : 22,418: 13,703 16,104 1,295 3,929 1,897 75 10 80 5,092 0 250: 26 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 704: 479 779 -50 50 25 0 0 0 400 0 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 71.8 5.8 17.5 8.5 0.3 0.0 0.4 22.7 0.0 1.1: 0.1 0.7
Old : 100.0: 61.1 71.8 5.8 17.5 8.5 0.3 0.0 0.4 22.7 0.0 1.1: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 14 6 6 9 . . . . 0 .:
Old : 36: 17 14 6 6 9 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 55.4 69.1 74.4 49.6 51.2 57.5 63.3
Old : 53.3 55.4 69.1 74.4 49.6 51.2 57.5 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 19,304: 6,847 7,575 1,899 4,813 3,770 1,403 0 374 4,338 2,072 570: 103 130
Old : 19,304: 6,847 7,575 1,899 4,813 3,770 1,403 0 374 4,338 2,072 570: 103 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 393: 532 484 -96 -151 20 252 0 0 -300 25 0: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 39.2 9.8 24.9 19.5 7.3 0.0 1.9 22.5 10.7 3.0: 0.5 0.7
Old : 100.0: 35.5 39.2 9.8 24.9 19.5 7.3 0.0 1.9 22.5 10.7 3.0: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 19 20 . 14 14 . 0 . 4 . .:
Old : 53: 19 20 . 14 14 . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 37.7 56.8 58.5 33.5 33.4 48.0 46.7
Old : 39.6 37.7 56.8 58.5 33.5 33.4 48.0 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 11,232: 9,481 6,737 234 3,201 543 150 118 0 63 212 276: 485 145
Old : 11,232: 9,481 6,737 234 3,201 543 150 118 0 63 212 276: 485 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 341: 518 365 45 0 0 0 99 -177 -45 0 0: 0 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 60.0 2.1 28.5 4.8 1.3 1.1 0.0 0.6 1.9 2.5: 4.3 1.3
Old : 100.0: 84.4 60.0 2.1 28.5 4.8 1.3 1.1 0.0 0.6 1.9 2.5: 4.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 17 4 5 4 . . 0 . . .:
Old : 37: 21 17 4 5 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 42.2 65.4 64.3 25.9 33.0 36.3 39.6
Old : 39.7 42.2 65.4 64.3 25.9 33.0 36.3 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 33,834: 7,006 21,994 7,496 2,367 5,856 2,334 411 50 8,582 992 1,654: 856 510
Old : 33,834: 7,006 21,994 7,496 2,367 5,856 2,334 411 50 8,582 992 1,654: 856 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 336: 111 111 -149 174 98 0 225 0 456 -272 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 65.0 22.2 7.0 17.3 6.9 1.2 0.1 25.4 2.9 4.9: 2.5 1.5
Old : 100.0: 20.7 65.0 22.2 7.0 17.3 6.9 1.2 0.1 25.4 2.9 4.9: 2.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 12 17 12 7 14 . . . 8 . 4:
Old : 59: 12 17 12 7 14 . . . 8 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 50.9 48.6 66.7 26.0 47.3 43.5 60.5
Old : 29.1 50.9 48.6 66.7 26.0 47.3 43.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 17,842: 11,284 12,304 1,824 1,451 293 1,512 309 316 0 0 0: 2,613 3,169
Old : 17,842: 11,284 12,304 1,824 1,451 293 1,512 309 316 0 0 0: 2,613 3,169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,045: 1,764 1,032 100 75 -100 0 26 50 -468 0 -84: -217 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 69.0 10.2 8.1 1.6 8.5 1.7 1.8 0.0 0.0 0.0: 14.6 17.8
Old : 100.0: 63.2 69.0 10.2 8.1 1.6 8.5 1.7 1.8 0.0 0.0 0.0: 14.6 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 14 . . . . . . 0 0 0:
Old : 22: 14 14 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 55.6 57.5 71.7 34.8 48.4 53.4 59.4
Old : 35.8 55.6 57.5 71.7 34.8 48.4 53.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011