Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 40,862 : : Positions : : 29,027 31,144 8,689 5,202 2,235 0 0 0 532 1,828 282 : : : : Changes from: March 8, 2011 : : 131 251 -36 -136 -17 0 0 0 0 15 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 76.2 21.3 12.7 5.5 0.0 0.0 0.0 1.3 4.5 0.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 31 8 8 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 17,841 : : Positions : : 12,312 15,646 3,832 462 1,573 0 0 0 0 0 0 : : : : Changes from: March 8, 2011 : : -577 -477 100 0 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 87.7 21.5 2.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 23 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,130 : : Positions : : 5,837 6,406 435 324 1,632 0 0 0 205 172 281 : : : : Changes from: March 8, 2011 : : 454 438 -161 16 -23 0 0 0 -3 20 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 63.2 4.3 3.2 16.1 0.0 0.0 0.0 2.0 1.7 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 27 7 4 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,725 : : Positions : : 3,884 6,020 1,759 42 590 0 0 0 878 240 291 : : : : Changes from: March 8, 2011 : : 21 279 277 0 26 0 0 0 100 110 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 77.9 22.8 0.5 7.6 0.0 0.0 0.0 11.4 3.1 3.8 : : : : Number of Traders in Each Category Total Traders: 72 : : 38 45 14 . 16 0 0 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,271 : : Positions : : 992 1,226 261 577 388 75 0 0 500 176 374 : : : : Changes from: March 8, 2011 : : 125 55 0 5 -13 0 0 0 150 60 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 37.5 8.0 17.6 11.9 2.3 0.0 0.0 15.3 5.4 11.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,682 : : Positions : : 802 695 143 25 183 0 0 0 0 30 0 : : : : Changes from: March 8, 2011 : : -451 -340 53 -191 58 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 41.3 8.5 1.5 10.9 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 4 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,056 : : Positions : : 954 1,402 381 176 187 0 0 0 45 30 0 : : : : Changes from: March 8, 2011 : : 45 105 -10 -10 10 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 68.2 18.5 8.6 9.1 0.0 0.0 0.0 2.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 15,301 : : Positions : : 7,544 11,106 6,614 2,865 730 0 0 0 0 0 0 : : : : Changes from: March 8, 2011 : : -55 335 -210 -600 275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 72.6 43.2 18.7 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 390,214 : : Positions : : 122,137 223,754 65,639 5,254 30,416 51,273 17,315 22,080 9,782 21,702 40,895 : : : : Changes from: March 8, 2011 : : -1,378 4,789 3,202 3,044 -146 4,981 -726 -2,239 -113 492 -1,573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 57.3 16.8 1.3 7.8 13.1 4.4 5.7 2.5 5.6 10.5 : : : : Number of Traders in Each Category Total Traders: 168 : : 51 62 19 4 19 43 10 21 11 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 135,052 : : Positions : : 57,284 66,752 14,846 1,335 21,697 0 0 0 47 5,848 36,208 : : : : Changes from: March 8, 2011 : : -1,380 -2,081 164 134 -865 0 0 0 -20 790 -1,411 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 49.4 11.0 1.0 16.1 0.0 0.0 0.0 0.0 4.3 26.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 6 5 . 8 0 0 0 . 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 15,747 : : Positions : : 9,061 10,978 3,221 935 2,296 0 0 100 400 754 300 : : : : Changes from: March 8, 2011 : : 295 495 300 50 -100 0 0 0 -80 -30 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 69.7 20.5 5.9 14.6 0.0 0.0 0.6 2.5 4.8 1.9 : : : : Number of Traders in Each Category Total Traders: 73 : : 31 37 10 4 11 0 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,856 : : Positions : : 4,295 5,056 2,016 1,550 320 330 0 0 350 385 245 : : : : Changes from: March 8, 2011 : : 0 0 -75 75 -30 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 64.4 25.7 19.7 4.1 4.2 0.0 0.0 4.5 4.9 3.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 10 7 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 8,044 : : Positions : : 5,690 5,966 41 479 212 492 0 360 593 322 317 : : : : Changes from: March 8, 2011 : : -48 182 -42 18 40 78 -297 15 -52 21 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 74.2 0.5 6.0 2.6 6.1 0.0 4.5 7.4 4.0 3.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 20 . . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 11,739 : : Positions : : 10,898 10,558 363 234 230 0 115 60 0 382 26 : : : : Changes from: March 8, 2011 : : 273 49 -56 13 -43 -30 115 20 0 -40 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 89.9 3.1 2.0 2.0 0.0 1.0 0.5 0.0 3.3 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 1,698 : : Positions : : 981 1,412 59 155 75 0 0 0 0 55 0 : : : : Changes from: March 8, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 83.2 3.5 9.1 4.4 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,267 : : Positions : : 1,483 1,164 0 84 6 0 90 0 0 0 0 : : : : Changes from: March 8, 2011 : : 40 -25 0 2 3 -56 0 -6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 51.3 0.0 3.7 0.3 0.0 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 16 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,542 : : Positions : : 853 964 84 55 48 0 0 0 38 0 12 : : : : Changes from: March 8, 2011 : : 54 192 0 5 -3 0 0 0 13 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 62.5 5.4 3.6 3.1 0.0 0.0 0.0 2.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 597,335 : : Positions : : 187,480 222,448 63,100 58,306 133,812 40,941 5,314 51,204 12,796 18,562 82,576 : : : : Changes from: March 8, 2011 : : -9,475 -6,062 -3,707 2,510 1,263 3,665 -1,353 1,100 2,626 -2,711 -10,014 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 37.2 10.6 9.8 22.4 6.9 0.9 8.6 2.1 3.1 13.8 : : : : Number of Traders in Each Category Total Traders: 127 : : 36 38 14 12 25 20 8 18 15 13 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,998,986 : : Positions : : 362,142 603,308 218,458 353,894 797,086 293,715 22,753 350,697 111,935 64,941 733,174 : : : : Changes from: March 8, 2011 : : -11,442 -25,554 -8,261 -8,661 -28,481 -37,944 2,725 13,431 3,251 -7,098 -40,676 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 20.1 7.3 11.8 26.6 9.8 0.8 11.7 3.7 2.2 24.4 : : : : Number of Traders in Each Category Total Traders: 439 : : 52 57 19 29 44 115 41 99 114 51 133 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 266,961 : : Positions : : 49,948 139,149 3,892 25,751 19,821 1,872 25,195 20,996 138,956 4,419 29,815 : : : : Changes from: March 8, 2011 : : 2,675 385 108 2,349 2,331 -134 3,025 444 1,956 -813 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 52.1 1.5 9.6 7.4 0.7 9.4 7.9 52.1 1.7 11.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 18 . 9 11 . 9 6 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 223,757 : : Positions : : 56,675 33,760 44,770 64,087 29,661 420 0 769 44,258 21,557 8,686 : : : : Changes from: March 8, 2011 : : -972 -1,658 6,624 -2,440 -3,484 0 0 0 496 4,069 379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 15.1 20.0 28.6 13.3 0.2 0.0 0.3 19.8 9.6 3.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 6 6 8 6 13 . 0 . 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 139,530 : : Positions : : 11,837 11,125 11,006 42,499 53,877 26,070 224 15,285 4,026 865 11,261 : : : : Changes from: March 8, 2011 : : -1,182 -1,444 -671 -3,647 -7,049 -3,554 180 -1,864 115 -606 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 8.0 7.9 30.5 38.6 18.7 0.2 11.0 2.9 0.6 8.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 7 7 7 11 15 14 . 12 12 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 627,837 : : Positions : : 114,924 94,075 45,834 106,969 294,921 0 1,418 11,804 43,688 2,297 99,273 : : : : Changes from: March 8, 2011 : : -11,688 -9,771 -4,352 -12,584 -16,380 0 -601 -1,863 -7,513 237 -8,743 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 15.0 7.3 17.0 47.0 0.0 0.2 1.9 7.0 0.4 15.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 9 9 8 19 27 0 . . 11 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 38,120 : : Positions : : 15,892 18,905 8,875 5,382 12,479 0 98 200 340 614 100 : : : : Changes from: March 8, 2011 : : 1,635 2,160 725 200 1,625 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 49.6 23.3 14.1 32.7 0.0 0.3 0.5 0.9 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 26 9 8 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 89,119 : : Positions : : 9,082 3,989 39,516 18,514 26,254 5,582 21,498 1,731 0 8,694 2,770 : : : : Changes from: March 8, 2011 : : 35 31 2,656 1,337 -1,185 -1,307 -1,123 -802 0 777 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 4.5 44.3 20.8 29.5 6.3 24.1 1.9 0.0 9.8 3.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 6 5 12 8 16 5 5 6 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 33,896 : : Positions : : 950 3,416 8,858 12,255 10,470 3,837 93 2,157 1,168 0 2,113 : : : : Changes from: March 8, 2011 : : 0 0 1,382 1,234 930 -1,761 -1,668 -40 35 0 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 10.1 26.1 36.2 30.9 11.3 0.3 6.4 3.4 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 25 : : . 4 7 6 11 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 12,545 : : Positions : : 3,839 3,855 2,845 4,204 4,036 1,675 369 0 114 0 0 : : : : Changes from: March 8, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 30.7 22.7 33.5 32.2 13.4 2.9 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 6 9 7 8 9 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 20,233 : : Positions : : 1,388 2,957 242 3,166 5,183 4,624 1,007 3,069 1,208 1,079 1,338 : : : : Changes from: March 8, 2011 : : 15 195 -602 -367 737 388 157 1,147 -370 -322 -598 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 14.6 1.2 15.6 25.6 22.9 5.0 15.2 6.0 5.3 6.6 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . 5 7 5 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 9,199 : : Positions : : 1,077 905 2,223 1,130 4,577 272 30 89 0 909 356 : : : : Changes from: March 8, 2011 : : -422 -219 -816 -437 -585 -469 -763 -472 -101 -236 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 9.8 24.2 12.3 49.8 3.0 0.3 1.0 0.0 9.9 3.9 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 5 5 9 . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 304,204 : : Positions : : 109,353 213,270 39,902 7,954 20,860 61,927 5,399 15,237 13,233 8,763 17,563 : : : : Changes from: March 8, 2011 : : -1,365 -5,638 -103 790 937 -1,862 -2,919 2,537 459 2,204 -2,917 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 70.1 13.1 2.6 6.9 20.4 1.8 5.0 4.4 2.9 5.8 : : : : Number of Traders in Each Category Total Traders: 193 : : 56 74 17 7 17 58 7 29 14 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 29,071 : : Positions : : 14,355 21,125 3,323 1,934 175 2,325 403 114 4,560 140 430 : : : : Changes from: March 8, 2011 : : 1,559 4,358 278 0 0 0 -58 0 2,765 -250 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 72.7 11.4 6.7 0.6 8.0 1.4 0.4 15.7 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 5,018 : : Positions : : 2,934 4,083 814 75 660 0 0 0 460 50 150 : : : : Changes from: March 8, 2011 : : -82 -50 50 0 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 81.4 16.2 1.5 13.2 0.0 0.0 0.0 9.2 1.0 3.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 18 4 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 53,555 : : Positions : : 42,094 33,888 4,647 11,802 5,332 783 2,281 8 0 0 0 : : : : Changes from: March 8, 2011 : : 2,467 1,912 -980 -250 580 136 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 63.3 8.7 22.0 10.0 1.5 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 29 9 7 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A18 Open Interest is 11,880 : : Positions : : 7,095 11,455 3,990 0 425 0 0 0 0 0 0 : : : : Changes from: March 8, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 96.4 33.6 0.0 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 20,585 : : Positions : : 17,874 17,210 2,061 2,850 525 0 0 0 0 0 0 : : : : Changes from: March 8, 2011 : : 255 430 25 -25 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 83.6 10.0 13.8 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,922 : : Positions : : 4,214 2,915 2,546 725 682 0 225 50 75 3,300 25 : : : : Changes from: March 8, 2011 : : 212 -63 -100 200 0 0 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 36.8 32.1 9.2 8.6 0.0 2.8 0.6 0.9 41.7 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 20 7 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 13,561 : : Positions : : 9,351 8,669 755 2,746 1,778 0 50 40 1,320 0 90 : : : : Changes from: March 8, 2011 : : -56 39 0 -150 150 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 63.9 5.6 20.2 13.1 0.0 0.4 0.3 9.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 5 6 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 16,575 : : Positions : : 7,794 7,036 3,258 4,302 2,198 1,624 0 74 822 2,164 546 : : : : Changes from: March 8, 2011 : : 497 361 21 26 102 -29 0 0 0 116 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 42.4 19.7 26.0 13.3 9.8 0.0 0.4 5.0 13.1 3.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 19 18 5 11 12 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,489 : : Positions : : 8,142 7,149 378 2,638 810 1,239 0 23 0 401 150 : : : : Changes from: March 8, 2011 : : 747 731 -135 189 165 218 0 23 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 62.2 3.3 23.0 7.1 10.8 0.0 0.2 0.0 3.5 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 21 . 6 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 31,783 : : Positions : : 6,355 21,601 7,336 2,258 5,543 2,334 0 100 8,487 853 1,152 : : : : Changes from: March 8, 2011 : : -78 222 150 -150 102 -375 0 0 225 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 68.0 23.1 7.1 17.4 7.3 0.0 0.3 26.7 2.7 3.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 13 17 12 7 15 . 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 17,969 : : Positions : : 10,855 12,957 1,642 669 775 1,512 203 316 0 0 0 : : : : Changes from: March 8, 2011 : : 511 1,247 -126 -138 172 -13 203 13 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 72.1 9.1 3.7 4.3 8.4 1.1 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . 4 . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 18, 2011