GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 39,089: 29,107 34,278 4,958 302 3,714 0 0 0 314 0 598: 398 197
Old : 39,089: 29,107 34,278 4,958 302 3,714 0 0 0 314 0 598: 398 197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -10,056: -6,383 -9,176 -2,597 -28 -693 0 0 0 -212 0 -142: -29 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 87.7 12.7 0.8 9.5 0.0 0.0 0.0 0.8 0.0 1.5: 1.0 0.5
Old : 100.0: 74.5 87.7 12.7 0.8 9.5 0.0 0.0 0.0 0.8 0.0 1.5: 1.0 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 : 52: 24 32 10 . 10 0 0 0 . 0 .:
Old : 52: 24 32 10 . 10 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 : 49.6 38.7 70.6 54.7 20.9 18.2 29.4 26.1
Old : 49.6 38.7 70.6 54.7 20.9 18.2 29.4 26.1
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 24,153: 20,026 19,818 701 1,054 3,259 0 0 0 0 0 0: 167 22
Old : 24,153: 20,026 19,818 701 1,054 3,259 0 0 0 0 0 0: 167 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -544: -293 -675 -54 338 -201 0 0 0 0 0 0: 4 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 82.1 2.9 4.4 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 82.9 82.1 2.9 4.4 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 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 : 34: 15 25 4 4 4 0 0 0 0 0 0:
Old : 34: 15 25 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 : 50.2 49.9 78.6 81.6 13.0 11.6 18.4 16.8
Old : 50.2 49.9 78.6 81.6 13.0 11.6 18.4 16.8
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,757: 4,938 5,135 892 310 2,759 0 0 176 0 284 139: 853 954
Old : 9,757: 4,938 5,135 892 310 2,759 0 0 176 0 284 139: 853 954
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -513: -385 -451 -70 -113 76 0 0 0 0 -175 22: -156 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 52.6 9.1 3.2 28.3 0.0 0.0 1.8 0.0 2.9 1.4: 8.7 9.8
Old : 100.0: 50.6 52.6 9.1 3.2 28.3 0.0 0.0 1.8 0.0 2.9 1.4: 8.7 9.8
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 22 9 6 15 0 0 . 0 . .:
Old : 40: 20 22 9 6 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 : 28.1 24.6 47.9 41.9 14.9 7.9 19.4 13.3
Old : 28.1 24.6 47.9 41.9 14.9 7.9 19.4 13.3
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,370: 3,065 4,056 937 290 871 0 0 100 429 145 210: 758 698
Old : 6,370: 3,065 4,056 937 290 871 0 0 100 429 145 210: 758 698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -411: -386 -604 -14 -69 200 -25 0 100 -194 0 -23: -69 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 63.7 14.7 4.6 13.7 0.0 0.0 1.6 6.7 2.3 3.3: 11.9 11.0
Old : 100.0: 48.1 63.7 14.7 4.6 13.7 0.0 0.0 1.6 6.7 2.3 3.3: 11.9 11.0
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 : 55: 30 31 9 4 12 0 0 . 4 . .:
Old : 55: 30 31 9 4 12 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 : 25.1 19.7 39.8 30.7 18.2 12.9 23.7 19.6
Old : 25.1 19.7 39.8 30.7 18.2 12.9 23.7 19.6
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,369: 821 1,129 167 248 387 53 0 0 0 212 44: 897 349
Old : 2,369: 821 1,129 167 248 387 53 0 0 0 212 44: 897 349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -235: -406 44 22 -39 -121 -27 0 0 0 -127 22: 275 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 47.7 7.0 10.5 16.3 2.2 0.0 0.0 0.0 8.9 1.9: 37.9 14.7
Old : 100.0: 34.7 47.7 7.0 10.5 16.3 2.2 0.0 0.0 0.0 8.9 1.9: 37.9 14.7
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 : 22: 11 11 4 . 4 . 0 0 0 . .:
Old : 22: 11 11 4 . 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 : 30.2 46.5 45.8 68.1 22.6 32.2 28.7 49.1
Old : 30.2 46.5 45.8 68.1 22.6 32.2 28.7 49.1
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,936: 1,274 804 125 700 108 0 0 0 121 0 52: 256 272
Old : 1,936: 1,274 804 125 700 108 0 0 0 121 0 52: 256 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -205: -159 -211 48 32 -7 0 0 0 70 0 12: -169 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 41.5 6.5 36.2 5.6 0.0 0.0 0.0 6.3 0.0 2.7: 13.2 14.0
Old : 100.0: 65.8 41.5 6.5 36.2 5.6 0.0 0.0 0.0 6.3 0.0 2.7: 13.2 14.0
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 : 20: 10 8 . . 4 0 0 0 . 0 .:
Old : 20: 10 8 . . 4 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 : 61.6 58.9 76.2 77.0 60.7 57.7 71.8 71.5
Old : 61.6 58.9 76.2 77.0 60.7 57.7 71.8 71.5
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,529: 8,411 8,662 687 496 245 0 0 0 0 0 0: 186 126
Old : 9,529: 8,411 8,662 687 496 245 0 0 0 0 0 0: 186 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,526: -1,541 -1,489 -48 -100 63 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 90.9 7.2 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.3
Old : 100.0: 88.3 90.9 7.2 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 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 : 25: 11 12 . . . 0 0 0 0 0 0:
Old : 25: 11 12 . . . 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 : 61.2 74.4 86.5 90.9 55.6 66.1 75.1 77.9
Old : 61.2 74.4 86.5 90.9 55.6 66.1 75.1 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 100 METRIC TONS) :
: : Positions :
All : 8,464: 4,223 603 1,890 5,311 1,961 0 0 0 0 176 0: 390 413
Old : 8,464: 4,223 603 1,890 5,311 1,961 0 0 0 0 176 0: 390 413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,215: -388 -96 -746 -899 -57 0 0 0 0 -89 0: -24 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 7.1 22.3 62.7 23.2 0.0 0.0 0.0 0.0 2.1 0.0: 4.6 4.9
Old : 100.0: 49.9 7.1 22.3 62.7 23.2 0.0 0.0 0.0 0.0 2.1 0.0: 4.6 4.9
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 : 20: 6 . 4 9 7 0 0 0 0 . 0:
Old : 20: 6 . 4 9 7 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 : 69.3 63.6 86.7 81.9 56.9 49.7 69.2 62.7
Old : 69.3 63.6 86.7 81.9 56.9 49.7 69.2 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 23,474: 18,829 18,284 1,948 2,386 2,378 0 0 0 0 107 319: 0 0
Old : 23,474: 18,829 18,284 1,948 2,386 2,378 0 0 0 0 107 319: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -4,085: -3,061 -2,902 -245 119 -791 0 0 0 0 -523 12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 77.9 8.3 10.2 10.1 0.0 0.0 0.0 0.0 0.5 1.4: 0.0 0.0
Old : 100.0: 80.2 77.9 8.3 10.2 10.1 0.0 0.0 0.0 0.0 0.5 1.4: 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 : 33: 16 15 7 5 10 0 0 0 0 . .:
Old : 33: 16 15 7 5 10 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 : 54.6 49.6 73.2 71.0 30.4 27.6 37.4 36.3
Old : 54.6 49.6 73.2 71.0 30.4 27.6 37.4 36.3
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 286,118: 72,836 159,094 46,803 14,463 14,400 57,187 12,047 19,499 15,869 31,398 12,758: 46,766 22,459
Old : 286,118: 72,836 159,094 46,803 14,463 14,400 57,187 12,047 19,499 15,869 31,398 12,758: 46,766 22,459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -15,624: -21,491 -23,902 3,118 -126 -2,125 1,025 -456 4,154 -2,230 1,118 2,059: -134 3,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 55.6 16.4 5.1 5.0 20.0 4.2 6.8 5.5 11.0 4.5: 16.3 7.8
Old : 100.0: 25.5 55.6 16.4 5.1 5.0 20.0 4.2 6.8 5.5 11.0 4.5: 16.3 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 : 173: 53 67 14 6 16 41 15 23 12 10 16:
Old : 173: 53 67 14 6 16 41 15 23 12 10 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 : 11.6 24.2 20.1 38.5 8.9 20.0 16.8 29.0
Old : 11.6 24.2 20.1 38.5 8.9 20.0 16.8 29.0
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,688: 7,807 5,974 2,068 1,037 1,628 0 100 150 0 2,737 0: 35 62
Old : 11,688: 7,807 5,974 2,068 1,037 1,628 0 100 150 0 2,737 0: 35 62
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,609: -2,057 -2,790 -541 352 -890 0 0 0 -59 -206 -50: -12 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 51.1 17.7 8.9 13.9 0.0 0.9 1.3 0.0 23.4 0.0: 0.3 0.5
Old : 100.0: 66.8 51.1 17.7 8.9 13.9 0.0 0.9 1.3 0.0 23.4 0.0: 0.3 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 : 60: 26 30 7 4 9 0 . . 0 7 0:
Old : 60: 26 30 7 4 9 0 . . 0 7 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 : 30.6 36.5 54.4 52.8 26.1 31.4 43.8 39.5
Old : 30.6 36.5 54.4 52.8 26.1 31.4 43.8 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,348: 5,786 5,620 1,225 2,153 1,525 708 0 0 50 50 0: 54 0
Old : 9,348: 5,786 5,620 1,225 2,153 1,525 708 0 0 50 50 0: 54 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -785: -1,060 -285 400 -325 -125 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 60.1 13.1 23.0 16.3 7.6 0.0 0.0 0.5 0.5 0.0: 0.6 0.0
Old : 100.0: 61.9 60.1 13.1 23.0 16.3 7.6 0.0 0.0 0.5 0.5 0.0: 0.6 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 : 42: 15 18 5 7 7 . 0 0 . . 0:
Old : 42: 15 18 5 7 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 : 43.5 34.2 63.2 55.6 38.2 30.0 52.0 46.6
Old : 43.5 34.2 63.2 55.6 38.2 30.0 52.0 46.6
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,215: 7,253 7,933 0 366 194 858 68 342 573 456 1,156: 839 700
Old : 11,215: 7,253 7,933 0 366 194 858 68 342 573 456 1,156: 839 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -168: -96 -355 0 -42 7 1 68 0 -54 250 -150: 124 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 70.7 0.0 3.3 1.7 7.7 0.6 3.0 5.1 4.1 10.3: 7.5 6.2
Old : 100.0: 64.7 70.7 0.0 3.3 1.7 7.7 0.6 3.0 5.1 4.1 10.3: 7.5 6.2
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 : 44: 18 23 0 . . 6 . . 5 4 4:
Old : 44: 18 23 0 . . 6 . . 5 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 : 47.9 46.7 65.4 66.8 14.5 12.2 20.4 20.6
Old : 47.9 46.7 65.4 66.8 14.5 12.2 20.4 20.6
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,295: 14,097 13,598 199 306 249 47 0 54 85 618 285: 279 185
Old : 15,295: 14,097 13,598 199 306 249 47 0 54 85 618 285: 279 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -773: -584 -844 -179 37 112 13 0 -26 -215 -129 143: -37 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 88.9 1.3 2.0 1.6 0.3 0.0 0.4 0.6 4.0 1.9: 1.8 1.2
Old : 100.0: 92.2 88.9 1.3 2.0 1.6 0.3 0.0 0.4 0.6 4.0 1.9: 1.8 1.2
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 : 53: 31 33 . . . . 0 . . . 4:
Old : 53: 31 33 . . . . 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 : 43.0 36.5 62.2 58.2 38.2 32.3 53.0 46.7
Old : 43.0 36.5 62.2 58.2 38.2 32.3 53.0 46.7
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,262: 800 636 148 29 77 0 0 0 57 201 0: 180 319
Old : 1,262: 800 636 148 29 77 0 0 0 57 201 0: 180 319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -584: -565 -531 -70 7 9 0 0 0 21 -95 -25: 46 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 50.4 11.7 2.3 6.1 0.0 0.0 0.0 4.5 15.9 0.0: 14.3 25.3
Old : 100.0: 63.4 50.4 11.7 2.3 6.1 0.0 0.0 0.0 4.5 15.9 0.0: 14.3 25.3
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 : 23: 13 14 . . . 0 0 0 . . 0:
Old : 23: 13 14 . . . 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 : 43.0 40.3 62.8 59.2 41.7 40.2 58.2 51.6
Old : 43.0 40.3 62.8 59.2 41.7 40.2 58.2 51.6
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 386,364: 122,171 109,712 46,266 76,758 64,619 34,722 14,100 20,069 9,081 14,795 66,371: 23,065 19,940
Old : 386,364: 122,171 109,712 46,266 76,758 64,619 34,722 14,100 20,069 9,081 14,795 66,371: 23,065 19,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 6,630: -4,694 -5,632 2,375 -707 -263 2,353 5,661 250 -897 1,335 4,864: 2,642 1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 28.4 12.0 19.9 16.7 9.0 3.6 5.2 2.4 3.8 17.2: 6.0 5.2
Old : 100.0: 31.6 28.4 12.0 19.9 16.7 9.0 3.6 5.2 2.4 3.8 17.2: 6.0 5.2
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 : 121: 33 32 9 19 25 13 10 12 10 20 29:
Old : 121: 33 32 9 19 25 13 10 12 10 20 29:
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 : 21.1 24.1 34.0 35.6 13.9 12.7 19.9 19.0
Old : 21.1 24.1 34.0 35.6 13.9 12.7 19.9 19.0
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,584,849: 256,041 330,889 125,030 323,802 234,572 255,274 45,739 263,664 141,475 114,058 211,605: 97,188 60,520
Old : 1,584,849: 256,041 330,889 125,030 323,802 234,572 255,274 45,739 263,664 141,475 114,058 211,605: 97,188 60,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 67,016: 29,511 19,653 2,399 -5,673 3,471 -6,455 12,402 17,078 8,548 7,298 12,499: -35 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 20.9 7.9 20.4 14.8 16.1 2.9 16.6 8.9 7.2 13.4: 6.1 3.8
Old : 100.0: 16.2 20.9 7.9 20.4 14.8 16.1 2.9 16.6 8.9 7.2 13.4: 6.1 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 : 354: 51 52 17 29 39 85 32 81 60 47 93:
Old : 354: 51 52 17 29 39 85 32 81 60 47 93:
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 : 17.7 14.0 27.2 22.8 11.8 9.8 16.9 15.2
Old : 17.7 14.0 27.2 22.8 11.8 9.8 16.9 15.2
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 195,830: 35,212 18,434 31,553 79,754 22,764 0 605 320 49,120 12,939 1,462: 55,399 59,552
Old : 195,830: 35,212 18,434 31,553 79,754 22,764 0 605 320 49,120 12,939 1,462: 55,399 59,552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -6,300: -2,161 -417 626 1,159 -3,014 0 -267 194 -771 3,010 262: -1,436 -7,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 9.4 16.1 40.7 11.6 0.0 0.3 0.2 25.1 6.6 0.7: 28.3 30.4
Old : 100.0: 18.0 9.4 16.1 40.7 11.6 0.0 0.3 0.2 25.1 6.6 0.7: 28.3 30.4
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 : 27: 5 5 5 8 9 0 . . . 4 4:
Old : 27: 5 5 5 8 9 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 : 44.6 32.4 61.0 48.1 44.4 29.4 55.0 42.0
Old : 44.6 32.4 61.0 48.1 44.4 29.4 55.0 42.0
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,867: 10,148 8,461 3,054 4,541 1,790 0 0 0 675 875 200: 0 0
Old : 15,867: 10,148 8,461 3,054 4,541 1,790 0 0 0 675 875 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,500: -322 -2,214 -1,480 337 -1,498 0 -25 0 138 150 -250: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 53.3 19.2 28.6 11.3 0.0 0.0 0.0 4.3 5.5 1.3: 0.0 0.0
Old : 100.0: 64.0 53.3 19.2 28.6 11.3 0.0 0.0 0.0 4.3 5.5 1.3: 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 : 37: 12 12 4 7 7 0 0 0 . . .:
Old : 37: 12 12 4 7 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 : 65.4 62.5 79.5 79.1 62.9 61.0 76.6 75.2
Old : 65.4 62.5 79.5 79.1 62.9 61.0 76.6 75.2
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 82,794: 5,763 2,551 26,799 19,668 29,797 3,826 4,927 849 1,215 7,947 10,804: 3,741 6,251
Old : 82,794: 5,763 2,551 26,799 19,668 29,797 3,826 4,927 849 1,215 7,947 10,804: 3,741 6,251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 4,543: 0 -200 52 383 2,369 72 0 790 0 200 800: 460 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 3.1 32.4 23.8 36.0 4.6 6.0 1.0 1.5 9.6 13.0: 4.5 7.6
Old : 100.0: 7.0 3.1 32.4 23.8 36.0 4.6 6.0 1.0 1.5 9.6 13.0: 4.5 7.6
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 : 35: 5 . 9 9 15 . . . . 5 7:
Old : 35: 5 . 9 9 15 . . . . 5 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 : 48.9 41.2 69.8 63.3 28.6 27.6 38.7 36.3
Old : 48.9 41.2 69.8 63.3 28.6 27.6 38.7 36.3
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 41,120: 2,870 3,150 12,450 12,522 15,285 2,281 897 850 1,075 1,474 3,906: 2,403 3,036
Old : 41,120: 2,870 3,150 12,450 12,522 15,285 2,281 897 850 1,075 1,474 3,906: 2,403 3,036
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,594: 0 -150 590 -21 909 -324 0 0 0 100 400: 19 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.7 30.3 30.5 37.2 5.5 2.2 2.1 2.6 3.6 9.5: 5.8 7.4
Old : 100.0: 7.0 7.7 30.3 30.5 37.2 5.5 2.2 2.1 2.6 3.6 9.5: 5.8 7.4
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: . . 7 5 12 . . . . . .:
Old : 26: . . 7 5 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 : 46.8 48.4 64.0 66.0 31.5 28.0 38.7 37.3
Old : 46.8 48.4 64.0 66.0 31.5 28.0 38.7 37.3
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,355: 2,057 2,375 900 5,247 1,463 4,380 0 213 300 0 0: 42 57
Old : 9,355: 2,057 2,375 900 5,247 1,463 4,380 0 213 300 0 0: 42 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -905: 45 100 -300 -520 -5 -96 0 -489 0 0 0: -60 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 25.4 9.6 56.1 15.6 46.8 0.0 2.3 3.2 0.0 0.0: 0.4 0.6
Old : 100.0: 22.0 25.4 9.6 56.1 15.6 46.8 0.0 2.3 3.2 0.0 0.0: 0.4 0.6
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 : 27: 7 7 . 7 6 4 0 . . 0 0:
Old : 27: 7 7 . 7 6 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 : 55.1 46.2 79.1 76.4 54.5 43.0 70.9 60.6
Old : 55.1 46.2 79.1 76.4 54.5 43.0 70.9 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 24,409: 807 1,534 1,377 2,880 5,548 1,191 1,413 3,649 5,297 2,834 4,104: 2,436 2,447
Old : 24,409: 807 1,534 1,377 2,880 5,548 1,191 1,413 3,649 5,297 2,834 4,104: 2,436 2,447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 809: 0 -200 394 -370 -48 -460 38 422 212 483 577: -288 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.3 5.6 11.8 22.7 4.9 5.8 14.9 21.7 11.6 16.8: 10.0 10.0
Old : 100.0: 3.3 6.3 5.6 11.8 22.7 4.9 5.8 14.9 21.7 11.6 16.8: 10.0 10.0
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 : 26: . . 5 . 8 . . 4 5 . 5:
Old : 26: . . 5 . 8 . . 4 5 . 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 : 47.5 42.3 65.3 66.9 24.9 20.5 32.0 31.5
Old : 47.5 42.3 65.3 66.9 24.9 20.5 32.0 31.5
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 372,660: 138,692 267,622 32,862 16,318 15,905 99,997 3,985 25,528 18,358 16,791 13,836: 27,482 12,675
Old : 372,660: 138,692 267,622 32,862 16,318 15,905 99,997 3,985 25,528 18,358 16,791 13,836: 27,482 12,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 16,107: 5,150 6,713 -1,040 1,326 -804 3,901 1,084 4,340 883 -113 2,475: 1,202 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 71.8 8.8 4.4 4.3 26.8 1.1 6.9 4.9 4.5 3.7: 7.4 3.4
Old : 100.0: 37.2 71.8 8.8 4.4 4.3 26.8 1.1 6.9 4.9 4.5 3.7: 7.4 3.4
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 : 235: 64 80 16 7 17 80 8 38 14 11 19:
Old : 235: 64 80 16 7 17 80 8 38 14 11 19:
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 : 17.5 23.6 25.3 37.7 7.7 12.5 13.4 20.0
Old : 17.5 23.6 25.3 37.7 7.7 12.5 13.4 20.0
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 21,401: 9,116 12,242 432 3,009 75 1,798 0 109 5,413 179 204: 4,254 5,583
Old : 21,401: 9,116 12,242 432 3,009 75 1,798 0 109 5,413 179 204: 4,254 5,583
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,360: -184 -2,570 42 -15 -151 -1,124 0 10 -1,481 -239 -10: -462 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 57.2 2.0 14.1 0.4 8.4 0.0 0.5 25.3 0.8 1.0: 19.9 26.1
Old : 100.0: 42.6 57.2 2.0 14.1 0.4 8.4 0.0 0.5 25.3 0.8 1.0: 19.9 26.1
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: 10 16 . . . . 0 . 4 . .:
Old : 29: 10 16 . . . . 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 : 49.0 40.8 64.9 59.8 48.2 40.8 60.3 59.5
Old : 49.0 40.8 64.9 59.8 48.2 40.8 60.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 26,407: 24,938 6,381 0 17,126 0 0 0 0 0 0 0: 1,469 2,900
Old : 26,407: 24,938 6,381 0 17,126 0 0 0 0 0 0 0: 1,469 2,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 24.2 0.0 64.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 11.0
Old : 100.0: 94.4 24.2 0.0 64.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 11.0
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 : 20: 12 11 0 5 0 0 0 0 0 0 0:
Old : 20: 12 11 0 5 0 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 : 76.7 64.0 91.2 80.6 75.9 64.0 87.7 79.3
Old : 76.7 64.0 91.2 80.6 75.9 64.0 87.7 79.3
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 8,637: 4,330 4,120 2,248 732 1,584 100 0 0 46 1,897 254: 75 50
Old : 8,637: 4,330 4,120 2,248 732 1,584 100 0 0 46 1,897 254: 75 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,461: -446 -1,445 -649 302 -235 0 0 0 -150 -83 0: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 47.7 26.0 8.5 18.3 1.2 0.0 0.0 0.5 22.0 2.9: 0.9 0.6
Old : 100.0: 50.1 47.7 26.0 8.5 18.3 1.2 0.0 0.0 0.5 22.0 2.9: 0.9 0.6
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 : 38: 17 18 7 5 7 . 0 0 . . .:
Old : 38: 17 18 7 5 7 . 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 : 41.2 36.0 63.6 61.0 36.0 35.5 50.7 52.6
Old : 41.2 36.0 63.6 61.0 36.0 35.5 50.7 52.6
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 53,596: 44,854 24,529 5,038 26,902 1,663 1,205 49 1 100 50 100: 635 302
Old : 53,596: 44,854 24,529 5,038 26,902 1,663 1,205 49 1 100 50 100: 635 302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -5,025: -4,746 -4,122 88 -645 -87 -295 -50 0 0 -150 100: -85 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 45.8 9.4 50.2 3.1 2.2 0.1 0.0 0.2 0.1 0.2: 1.2 0.6
Old : 100.0: 83.7 45.8 9.4 50.2 3.1 2.2 0.1 0.0 0.2 0.1 0.2: 1.2 0.6
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 : 57: 28 23 8 7 7 . . . . . .:
Old : 57: 28 23 8 7 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 : 50.1 54.8 64.2 70.7 46.9 50.9 59.3 64.8
Old : 50.1 54.8 64.2 70.7 46.9 50.9 59.3 64.8
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 16,977: 13,129 12,679 3,239 3,656 492 0 0 0 0 0 0: 117 150
Old : 16,977: 13,129 12,679 3,239 3,656 492 0 0 0 0 0 0: 117 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,099: -1,208 -1,576 -558 -300 -223 0 0 0 0 0 0: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 74.7 19.1 21.5 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.9
Old : 100.0: 77.3 74.7 19.1 21.5 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 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 : 26: 15 9 8 . . 0 0 0 0 0 0:
Old : 26: 15 9 8 . . 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 : 44.8 85.4 67.3 96.4 37.2 67.2 53.1 68.8
Old : 44.8 85.4 67.3 96.4 37.2 67.2 53.1 68.8
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 8,185: 4,468 3,500 2,977 400 740 0 670 0 0 2,875 0: 0 0
Old : 8,185: 4,468 3,500 2,977 400 740 0 670 0 0 2,875 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -180: -310 0 930 -50 -175 -575 470 0 -50 -425 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 42.8 36.4 4.9 9.0 0.0 8.2 0.0 0.0 35.1 0.0: 0.0 0.0
Old : 100.0: 54.6 42.8 36.4 4.9 9.0 0.0 8.2 0.0 0.0 35.1 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 : 33: 15 10 9 . 5 0 . 0 0 . 0:
Old : 33: 15 10 9 . 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 : 44.5 72.9 67.4 87.0 42.8 67.4 62.2 80.6
Old : 44.5 72.9 67.4 87.0 42.8 67.4 62.2 80.6
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,682: 2,904 3,358 423 96 397 165 0 0 145 385 446: 202 0
Old : 4,682: 2,904 3,358 423 96 397 165 0 0 145 385 446: 202 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -358: -165 -260 -114 -140 -18 42 0 0 -222 -15 75: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 71.7 9.0 2.1 8.5 3.5 0.0 0.0 3.1 8.2 9.5: 4.3 0.0
Old : 100.0: 62.0 71.7 9.0 2.1 8.5 3.5 0.0 0.0 3.1 8.2 9.5: 4.3 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 : 21: 9 6 . . . . 0 0 . . .:
Old : 21: 9 6 . . . . 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 : 55.1 78.4 79.8 96.2 50.7 75.2 67.8 79.2
Old : 55.1 78.4 79.8 96.2 50.7 75.2 67.8 79.2
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 22,468: 12,937 13,120 5,106 3,697 1,713 50 1,547 0 854 543 1,770: 38 78
Old : 22,468: 12,937 13,120 5,106 3,697 1,713 50 1,547 0 854 543 1,770: 38 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,290: -1,726 -1,309 -603 -241 112 -10 -655 0 -67 -170 -4: 8 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 58.4 22.7 16.5 7.6 0.2 6.9 0.0 3.8 2.4 7.9: 0.2 0.3
Old : 100.0: 57.6 58.4 22.7 16.5 7.6 0.2 6.9 0.0 3.8 2.4 7.9: 0.2 0.3
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 : 59: 23 25 11 7 12 . . 0 4 . .:
Old : 59: 23 25 11 7 12 . . 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 : 31.1 32.7 49.1 54.0 23.7 29.0 38.6 45.4
Old : 31.1 32.7 49.1 54.0 23.7 29.0 38.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 3,069: 2,493 1,029 400 876 76 0 749 0 100 218 0: 0 121
Old : 3,069: 2,493 1,029 400 876 76 0 749 0 100 218 0: 0 121
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,258: -664 -116 -432 162 -162 0 -650 0 0 -482 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 33.5 13.0 28.5 2.5 0.0 24.4 0.0 3.3 7.1 0.0: 0.0 3.9
Old : 100.0: 81.2 33.5 13.0 28.5 2.5 0.0 24.4 0.0 3.3 7.1 0.0: 0.0 3.9
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 : 23: 5 6 . 5 . 0 . 0 . . 0:
Old : 23: 5 6 . 5 . 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 : 83.8 44.1 96.4 72.8 77.7 44.1 84.9 66.2
Old : 83.8 44.1 96.4 72.8 77.7 44.1 84.9 66.2
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,343: 7,536 4,916 483 1,590 572 439 1,333 240 45 692 0: 28 0
Old : 9,343: 7,536 4,916 483 1,590 572 439 1,333 240 45 692 0: 28 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,185: -2,638 -2,253 101 -550 -158 -442 111 0 0 -315 0: -48 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 52.6 5.2 17.0 6.1 4.7 14.3 2.6 0.5 7.4 0.0: 0.3 0.0
Old : 100.0: 80.7 52.6 5.2 17.0 6.1 4.7 14.3 2.6 0.5 7.4 0.0: 0.3 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 : 46: 24 19 . 7 4 . . . . 4 0:
Old : 46: 24 19 . 7 4 . . . . 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 : 36.1 45.9 55.7 66.2 34.1 41.0 49.3 52.1
Old : 36.1 45.9 55.7 66.2 34.1 41.0 49.3 52.1
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 - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 25,976: 9,516 12,992 3,139 8,744 1,416 101 1,841 0 11,190 39 249: 365 695
Old : 25,976: 9,516 12,992 3,139 8,744 1,416 101 1,841 0 11,190 39 249: 365 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,496: -1,372 -1,664 -167 -220 -502 101 -350 0 -1,460 -652 -76: -20 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 50.0 12.1 33.7 5.5 0.4 7.1 0.0 43.1 0.2 1.0: 1.4 2.7
Old : 100.0: 36.6 50.0 12.1 33.7 5.5 0.4 7.1 0.0 43.1 0.2 1.0: 1.4 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 : 49: 12 17 9 8 6 . 4 0 6 . 4:
Old : 49: 12 17 9 8 6 . 4 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 : 63.2 48.4 75.7 66.4 62.1 48.2 72.4 65.8
Old : 63.2 48.4 75.7 66.4 62.1 48.2 72.4 65.8
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 - Futures Only, March 6, 2012
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: : 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
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: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 27,386: 17,969 14,094 0 6,459 678 2,155 0 24 1,300 0 650: 4,610 5,481
Old : 27,386: 17,969 14,094 0 6,459 678 2,155 0 24 1,300 0 650: 4,610 5,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,589: -2,505 -1,224 -538 40 -218 39 0 0 1,150 0 -1,150: 633 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 51.5 0.0 23.6 2.5 7.9 0.0 0.1 4.7 0.0 2.4: 16.8 20.0
Old : 100.0: 65.6 51.5 0.0 23.6 2.5 7.9 0.0 0.1 4.7 0.0 2.4: 16.8 20.0
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: 13 12 0 5 . . 0 . . 0 .:
Old : 23: 13 12 0 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 : 39.8 46.7 66.3 63.3 38.7 42.3 60.1 58.4
Old : 39.8 46.7 66.3 63.3 38.7 42.3 60.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012