GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 47,260: 36,063 42,399 5,706 254 3,852 0 0 0 796 0 560: 283 195
Old : 47,260: 36,063 42,399 5,706 254 3,852 0 0 0 796 0 560: 283 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 5,016: 4,099 4,757 500 0 254 0 0 0 263 0 -5: -95 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 89.7 12.1 0.5 8.2 0.0 0.0 0.0 1.7 0.0 1.2: 0.6 0.4
Old : 100.0: 76.3 89.7 12.1 0.5 8.2 0.0 0.0 0.0 1.7 0.0 1.2: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 24 36 12 . 10 0 0 0 . 0 .:
Old : 55: 24 36 12 . 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 : 52.3 36.2 70.6 54.2 21.1 17.2 30.7 26.4
Old : 52.3 36.2 70.6 54.2 21.1 17.2 30.7 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 27,915: 23,388 22,846 621 1,308 3,739 0 0 0 0 0 0: 167 22
Old : 27,915: 23,388 22,846 621 1,308 3,739 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: March 20, 2012 :
: 911: 886 552 -80 254 105 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 81.8 2.2 4.7 13.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.1
Old : 100.0: 83.8 81.8 2.2 4.7 13.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 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 : 36: 16 26 . 5 5 0 0 0 0 0 0:
Old : 36: 16 26 . 5 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 47.7 77.8 78.7 12.7 9.7 18.4 15.5
Old : 52.9 47.7 77.8 78.7 12.7 9.7 18.4 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 11,202: 6,002 6,524 1,034 293 2,766 0 0 121 173 383 139: 967 976
Old : 11,202: 6,002 6,524 1,034 293 2,766 0 0 121 173 383 139: 967 976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 451: 446 539 58 -6 -74 0 0 -43 106 120 -51: 9 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 58.2 9.2 2.6 24.7 0.0 0.0 1.1 1.5 3.4 1.2: 8.6 8.7
Old : 100.0: 53.6 58.2 9.2 2.6 24.7 0.0 0.0 1.1 1.5 3.4 1.2: 8.6 8.7
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 : 46: 24 27 10 5 15 0 0 . . . .:
Old : 46: 24 27 10 5 15 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 : 28.0 25.4 46.3 41.1 14.2 8.3 18.5 12.6
Old : 28.0 25.4 46.3 41.1 14.2 8.3 18.5 12.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 7,265: 3,556 4,613 1,049 253 1,247 0 0 100 472 255 199: 642 598
Old : 7,265: 3,556 4,613 1,049 253 1,247 0 0 100 472 255 199: 642 598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 153: 127 10 8 -5 42 0 0 0 -57 10 62: -29 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 63.5 14.4 3.5 17.2 0.0 0.0 1.4 6.5 3.5 2.7: 8.8 8.2
Old : 100.0: 48.9 63.5 14.4 3.5 17.2 0.0 0.0 1.4 6.5 3.5 2.7: 8.8 8.2
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 : 62: 33 35 11 4 14 0 0 . 4 4 .:
Old : 62: 33 35 11 4 14 0 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 : 25.2 20.7 39.2 32.6 15.9 14.4 22.6 21.1
Old : 25.2 20.7 39.2 32.6 15.9 14.4 22.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 2,917: 1,153 1,748 192 243 383 92 0 0 158 15 179: 760 349
Old : 2,917: 1,153 1,748 192 243 383 92 0 0 158 15 179: 760 349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 213: 172 207 20 -10 16 0 0 0 120 0 5: -120 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 59.9 6.6 8.3 13.1 3.2 0.0 0.0 5.4 0.5 6.1: 26.1 12.0
Old : 100.0: 39.5 59.9 6.6 8.3 13.1 3.2 0.0 0.0 5.4 0.5 6.1: 26.1 12.0
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 : 27: 16 16 4 . . . 0 0 . . .:
Old : 27: 16 16 4 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 39.4 49.7 58.6 22.9 30.5 34.1 43.5
Old : 32.5 39.4 49.7 58.6 22.9 30.5 34.1 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 2,762: 2,059 1,126 159 1,233 96 0 0 0 160 0 51: 237 256
Old : 2,762: 2,059 1,126 159 1,233 96 0 0 0 160 0 51: 237 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 201: 212 154 18 105 -2 0 0 0 -15 0 0: -12 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 40.8 5.8 44.6 3.5 0.0 0.0 0.0 5.8 0.0 1.8: 8.6 9.3
Old : 100.0: 74.5 40.8 5.8 44.6 3.5 0.0 0.0 0.0 5.8 0.0 1.8: 8.6 9.3
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: 13 11 . 5 5 0 0 0 . 0 .:
Old : 25: 13 11 . 5 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 : 68.3 56.8 79.9 76.6 67.7 56.8 77.3 74.4
Old : 68.3 56.8 79.9 76.6 67.7 56.8 77.3 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 10,655: 8,961 9,732 1,182 471 326 0 0 0 0 0 0: 186 126
Old : 10,655: 8,961 9,732 1,182 471 326 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: March 20, 2012 :
: 682: 140 640 467 -33 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 91.3 11.1 4.4 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.2
Old : 100.0: 84.1 91.3 11.1 4.4 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 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 : 25: 13 13 5 . 4 0 0 0 0 0 0:
Old : 25: 13 13 5 . 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 : 58.0 77.0 80.5 90.1 56.6 72.1 72.7 81.1
Old : 58.0 77.0 80.5 90.1 56.6 72.1 72.7 81.1
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 - Options and Futures Combined, March 27, 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 : 8,678: 4,184 765 2,005 5,219 2,099 0 0 0 0 176 0: 390 419
Old : 8,678: 4,184 765 2,005 5,219 2,099 0 0 0 0 176 0: 390 419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 41: 135 -6 -78 57 -16 0 0 0 0 0 0: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 8.8 23.1 60.1 24.2 0.0 0.0 0.0 0.0 2.0 0.0: 4.5 4.8
Old : 100.0: 48.2 8.8 23.1 60.1 24.2 0.0 0.0 0.0 0.0 2.0 0.0: 4.5 4.8
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 : 20: 6 . . 10 9 0 0 0 0 . 0:
Old : 20: 6 . . 10 9 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 : 70.1 59.5 86.7 80.9 57.5 46.8 68.3 60.8
Old : 70.1 59.5 86.7 80.9 57.5 46.8 68.3 60.8
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 - Options and Futures Combined, March 27, 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 : 27,752: 22,856 20,531 2,239 2,556 2,431 0 0 0 0 2,008 226: 0 0
Old : 27,752: 22,856 20,531 2,239 2,556 2,431 0 0 0 0 2,008 226: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 2,248: 2,090 1,966 146 -100 -2 0 0 0 0 370 14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 74.0 8.1 9.2 8.8 0.0 0.0 0.0 0.0 7.2 0.8: 0.0 0.0
Old : 100.0: 82.4 74.0 8.1 9.2 8.8 0.0 0.0 0.0 0.0 7.2 0.8: 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: 17 15 8 4 10 0 0 0 0 . .:
Old : 33: 17 15 8 4 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 : 54.0 49.8 71.4 72.7 31.4 31.5 40.0 42.0
Old : 54.0 49.8 71.4 72.7 31.4 31.5 40.0 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 316,591: 85,974 171,563 45,175 11,237 22,154 53,866 9,673 19,827 12,015 28,937 29,149: 48,431 24,051
Old : 316,591: 85,974 171,563 45,175 11,237 22,154 53,866 9,673 19,827 12,015 28,937 29,149: 48,431 24,051
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -16,045: -2,145 -5,661 -1,145 -1,108 -852 -3,172 -91 684 32 103 -5,734: -3,712 -3,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 54.2 14.3 3.5 7.0 17.0 3.1 6.3 3.8 9.1 9.2: 15.3 7.6
Old : 100.0: 27.2 54.2 14.3 3.5 7.0 17.0 3.1 6.3 3.8 9.1 9.2: 15.3 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 : 165: 58 65 15 5 16 38 12 24 11 10 18:
Old : 165: 58 65 15 5 16 38 12 24 11 10 18:
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 : 13.1 26.0 22.7 39.3 9.5 17.9 16.2 27.3
Old : 13.1 26.0 22.7 39.3 9.5 17.9 16.2 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 63,202: 16,793 12,570 7,217 1,598 16,141 0 0 0 115 11,222 20,304: 2,632 1,369
Old : 63,202: 16,793 12,570 7,217 1,598 16,141 0 0 0 115 11,222 20,304: 2,632 1,369
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 359: 575 -273 6 6 -42 0 0 0 -12 902 -190: 23 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 19.9 11.4 2.5 25.5 0.0 0.0 0.0 0.2 17.8 32.1: 4.2 2.2
Old : 100.0: 26.6 19.9 11.4 2.5 25.5 0.0 0.0 0.0 0.2 17.8 32.1: 4.2 2.2
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 : 20: 6 6 5 4 9 0 0 0 . 4 5:
Old : 20: 6 6 5 4 9 0 0 0 . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 50.1 67.5 74.0 16.0 17.8 18.5 20.6
Old : 44.6 50.1 67.5 74.0 16.0 17.8 18.5 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 16,268: 10,785 9,846 3,409 715 1,847 0 100 0 100 3,564 92: 35 104
Old : 16,268: 10,785 9,846 3,409 715 1,847 0 100 0 100 3,564 92: 35 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,140: 780 1,055 378 -25 -118 0 0 -50 100 228 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 60.5 21.0 4.4 11.4 0.0 0.6 0.0 0.6 21.9 0.6: 0.2 0.6
Old : 100.0: 66.3 60.5 21.0 4.4 11.4 0.0 0.6 0.0 0.6 21.9 0.6: 0.2 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 : 66: 33 35 8 . 9 0 . 0 . 6 .:
Old : 66: 33 35 8 . 9 0 . 0 . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 39.4 47.8 53.3 25.7 32.3 40.6 42.5
Old : 27.8 39.4 47.8 53.3 25.7 32.3 40.6 42.5
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 - Options and Futures Combined, March 27, 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 : 10,546: 6,884 5,798 995 2,843 1,855 708 0 0 50 50 0: 54 0
Old : 10,546: 6,884 5,798 995 2,843 1,855 708 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: March 20, 2012 :
: -37: -187 218 0 -405 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 55.0 9.4 27.0 17.6 6.7 0.0 0.0 0.5 0.5 0.0: 0.5 0.0
Old : 100.0: 65.3 55.0 9.4 27.0 17.6 6.7 0.0 0.0 0.5 0.5 0.0: 0.5 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 : 43: 15 19 . 8 7 . 0 0 . . 0:
Old : 43: 15 19 . 8 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 : 46.5 30.8 65.8 51.5 40.5 26.2 55.8 43.3
Old : 46.5 30.8 65.8 51.5 40.5 26.2 55.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 14,388: 8,288 12,515 100 1,180 75 0 0 0 5,307 0 618: 0 0
Old : 14,388: 8,288 12,515 100 1,180 75 0 0 0 5,307 0 618: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 255: 255 105 -75 0 75 0 0 0 -75 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 87.0 0.7 8.2 0.5 0.0 0.0 0.0 36.9 0.0 4.3: 0.0 0.0
Old : 100.0: 57.6 87.0 0.7 8.2 0.5 0.0 0.0 0.0 36.9 0.0 4.3: 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 : 21: 7 12 . . . 0 0 0 . 0 .:
Old : 21: 7 12 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.7 66.1 97.6 85.5 77.0 58.3 78.7 73.6
Old : 88.7 66.1 97.6 85.5 77.0 58.3 78.7 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 1,392: 842 1,142 150 150 100 0 0 0 0 0 0: 300 0
Old : 1,392: 842 1,142 150 150 100 0 0 0 0 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 82.0 10.8 10.8 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 21.6 0.0
Old : 100.0: 60.5 82.0 10.8 10.8 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 21.6 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 : 22: 10 12 . . . 0 0 0 0 0 0:
Old : 22: 10 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 : 43.1 46.7 62.9 79.0 26.9 43.1 41.3 57.5
Old : 43.1 46.7 62.9 79.0 26.9 43.1 41.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 1,320: 1,220 995 50 250 25 0 0 0 0 0 0: 25 50
Old : 1,320: 1,220 995 50 250 25 0 0 0 0 0 0: 25 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 75.4 3.8 18.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 3.8
Old : 100.0: 92.4 75.4 3.8 18.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 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 : 21: 10 8 . 4 . 0 0 0 0 0 0:
Old : 21: 10 8 . 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 : 62.5 66.3 86.7 88.6 60.6 61.0 81.1 79.2
Old : 62.5 66.3 86.7 88.6 60.6 61.0 81.1 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 11,433: 6,808 8,419 0 429 252 2,019 68 197 341 400 1,201: 615 467
Old : 11,433: 6,808 8,419 0 429 252 2,019 68 197 341 400 1,201: 615 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 330: -57 -33 0 195 -7 491 0 -22 -100 199 -2: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 73.6 0.0 3.8 2.2 17.7 0.6 1.7 3.0 3.5 10.5: 5.4 4.1
Old : 100.0: 59.5 73.6 0.0 3.8 2.2 17.7 0.6 1.7 3.0 3.5 10.5: 5.4 4.1
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 : 39: 16 21 0 . . 7 . . . . .:
Old : 39: 16 21 0 . . 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 : 43.4 44.5 61.4 64.1 16.8 13.7 22.5 22.2
Old : 43.4 44.5 61.4 64.1 16.8 13.7 22.5 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 19,140: 17,743 17,052 181 611 373 0 0 0 71 350 297: 474 456
Old : 19,140: 17,743 17,052 181 611 373 0 0 0 71 350 297: 474 456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 831: 952 562 3 78 45 0 0 0 -184 25 -46: 61 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 89.1 0.9 3.2 2.0 0.0 0.0 0.0 0.4 1.8 1.6: 2.5 2.4
Old : 100.0: 92.7 89.1 0.9 3.2 2.0 0.0 0.0 0.0 0.4 1.8 1.6: 2.5 2.4
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 : 52: 33 35 . . . 0 0 0 . . .:
Old : 52: 33 35 . . . 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 : 42.1 37.6 60.8 58.5 39.1 33.7 49.9 44.6
Old : 42.1 37.6 60.8 58.5 39.1 33.7 49.9 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 2,470: 1,758 1,893 0 0 0 121 0 156 0 0 0: 435 421
Old : 2,470: 1,758 1,893 0 0 0 121 0 156 0 0 0: 435 421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 94: 62 150 0 0 0 -13 0 45 0 0 0: 0 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 76.6 0.0 0.0 0.0 4.9 0.0 6.3 0.0 0.0 0.0: 17.6 17.0
Old : 100.0: 71.2 76.6 0.0 0.0 0.0 4.9 0.0 6.3 0.0 0.0 0.0: 17.6 17.0
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 : 22: 19 20 0 0 0 . 0 . 0 0 0:
Old : 22: 19 20 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 : 35.5 26.9 52.5 49.4 20.9 19.5 29.8 29.8
Old : 35.5 26.9 52.5 49.4 20.9 19.5 29.8 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 1,582: 926 710 134 0 130 0 0 0 21 255 135: 236 352
Old : 1,582: 926 710 134 0 130 0 0 0 21 255 135: 236 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 6: 1 65 -27 0 -1 0 0 0 13 -24 -9: 29 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 44.9 8.5 0.0 8.2 0.0 0.0 0.0 1.3 16.1 8.5: 14.9 22.3
Old : 100.0: 58.5 44.9 8.5 0.0 8.2 0.0 0.0 0.0 1.3 16.1 8.5: 14.9 22.3
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 : 27: 16 14 4 0 . 0 0 0 . . .:
Old : 27: 16 14 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 : 42.9 38.2 60.1 59.2 38.3 35.5 48.5 47.2
Old : 42.9 38.2 60.1 59.2 38.3 35.5 48.5 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 474,685: 159,062 152,164 55,456 77,836 77,847 39,559 18,269 22,991 6,841 16,151 91,345: 21,584 18,081
Old : 474,685: 159,062 152,164 55,456 77,836 77,847 39,559 18,269 22,991 6,841 16,151 91,345: 21,584 18,081
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 17,051: 10,999 14,868 6,863 1,946 428 -138 1,967 3,057 20 -215 -2,643: -1,534 -2,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 32.1 11.7 16.4 16.4 8.3 3.8 4.8 1.4 3.4 19.2: 4.5 3.8
Old : 100.0: 33.5 32.1 11.7 16.4 16.4 8.3 3.8 4.8 1.4 3.4 19.2: 4.5 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 : 128: 39 34 12 16 23 14 10 14 15 16 31:
Old : 128: 39 34 12 16 23 14 10 14 15 16 31:
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 : 21.9 24.7 34.4 35.6 12.2 12.0 17.3 17.6
Old : 21.9 24.7 34.4 35.6 12.2 12.0 17.3 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 2,537,317: 349,676 438,261 140,425 399,804 656,047 265,914 24,547 366,663 146,449 75,258 504,769: 107,374 71,969
Old : 2,537,317: 349,676 438,261 140,425 399,804 656,047 265,914 24,547 366,663 146,449 75,258 504,769: 107,374 71,969
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 17,348: 7,574 10,525 5,450 -4,456 465 -7,817 -1,357 5,821 -355 -830 5,835: 375 1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 17.3 5.5 15.8 25.9 10.5 1.0 14.5 5.8 3.0 19.9: 4.2 2.8
Old : 100.0: 13.8 17.3 5.5 15.8 25.9 10.5 1.0 14.5 5.8 3.0 19.9: 4.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 386: 53 57 14 34 41 96 37 96 71 58 115:
Old : 386: 53 57 14 34 41 96 37 96 71 58 115:
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 : 17.0 14.2 25.8 26.5 8.3 6.8 11.7 11.1
Old : 17.0 14.2 25.8 26.5 8.3 6.8 11.7 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 220,425: 59,968 104,291 6,731 13,767 19,940 175 22,689 19,736 82,387 5,636 30,353: 1,136 4,013
Old : 220,425: 59,968 104,291 6,731 13,767 19,940 175 22,689 19,736 82,387 5,636 30,353: 1,136 4,013
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 26,550: 10,680 12,690 450 524 926 -210 4,571 2,293 8,871 1,086 3,678: -138 781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 47.3 3.1 6.2 9.0 0.1 10.3 9.0 37.4 2.6 13.8: 0.5 1.8
Old : 100.0: 27.2 47.3 3.1 6.2 9.0 0.1 10.3 9.0 37.4 2.6 13.8: 0.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 15 17 . 4 6 . 5 5 5 4 9:
Old : 42: 15 17 . 4 6 . 5 5 5 4 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 44.2 79.6 68.7 48.2 35.3 54.9 46.0
Old : 64.0 44.2 79.6 68.7 48.2 35.3 54.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 207,973: 37,739 19,031 33,372 81,550 25,908 133 0 854 57,849 13,410 2,423: 49,695 64,797
Old : 207,973: 37,739 19,031 33,372 81,550 25,908 133 0 854 57,849 13,410 2,423: 49,695 64,797
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 4,843: 1,382 295 -1,758 -840 1,708 0 0 0 51 738 538: 2,922 2,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.2 16.0 39.2 12.5 0.1 0.0 0.4 27.8 6.4 1.2: 23.9 31.2
Old : 100.0: 18.1 9.2 16.0 39.2 12.5 0.1 0.0 0.4 27.8 6.4 1.2: 23.9 31.2
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 : 29: 5 5 6 8 11 . 0 . 4 4 5:
Old : 29: 5 5 6 8 11 . 0 . 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 31.4 59.2 47.1 44.0 28.9 54.4 40.8
Old : 44.1 31.4 59.2 47.1 44.0 28.9 54.4 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 96,334: 7,204 7,870 8,760 24,908 38,686 10,785 6 10,365 5,752 382 11,522: 3,259 2,594
Old : 96,334: 7,204 7,870 8,760 24,908 38,686 10,785 6 10,365 5,752 382 11,522: 3,259 2,594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -88: 119 -31 422 297 -452 -210 -69 21 86 -13 -84: 10 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 8.2 9.1 25.9 40.2 11.2 0.0 10.8 6.0 0.4 12.0: 3.4 2.7
Old : 100.0: 7.5 8.2 9.1 25.9 40.2 11.2 0.0 10.8 6.0 0.4 12.0: 3.4 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 : 55: 5 5 9 11 17 14 . 10 8 . 13:
Old : 55: 5 5 9 11 17 14 . 10 8 . 13:
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 : 37.3 46.8 54.2 70.1 14.0 21.4 19.7 25.3
Old : 37.3 46.8 54.2 70.1 14.0 21.4 19.7 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 485,953: 60,155 51,049 52,580 94,380 244,233 0 2,712 19,231 39,569 188 56,628: 13,555 17,531
Old : 485,953: 60,155 51,049 52,580 94,380 244,233 0 2,712 19,231 39,569 188 56,628: 13,555 17,531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 4,322: 265 81 300 3,141 1,363 0 175 10 2,803 -16 -598: 179 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.5 10.8 19.4 50.3 0.0 0.6 4.0 8.1 0.0 11.7: 2.8 3.6
Old : 100.0: 12.4 10.5 10.8 19.4 50.3 0.0 0.6 4.0 8.1 0.0 11.7: 2.8 3.6
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 : 44: 6 6 9 17 26 0 . . 10 . 11:
Old : 44: 6 6 9 17 26 0 . . 10 . 11:
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 : 31.6 24.7 52.2 41.8 11.0 7.2 16.4 13.0
Old : 31.6 24.7 52.2 41.8 11.0 7.2 16.4 13.0
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 - Options and Futures Combined, March 27, 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 : 20,727: 11,355 12,757 5,984 4,388 2,119 0 0 90 969 1,163 200: 10 10
Old : 20,727: 11,355 12,757 5,984 4,388 2,119 0 0 90 969 1,163 200: 10 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 2,450: 0 2,500 2,400 -100 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 61.5 28.9 21.2 10.2 0.0 0.0 0.4 4.7 5.6 1.0: 0.0 0.0
Old : 100.0: 54.8 61.5 28.9 21.2 10.2 0.0 0.0 0.4 4.7 5.6 1.0: 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 : 40: 14 13 7 6 9 0 0 . . . .:
Old : 40: 14 13 7 6 9 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 : 65.1 60.1 76.6 78.6 50.6 52.2 61.9 65.6
Old : 65.1 60.1 76.6 78.6 50.6 52.2 61.9 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 83,388: 5,548 2,741 28,539 21,414 29,780 3,922 4,927 59 1,080 7,893 10,789: 3,671 5,785
Old : 83,388: 5,548 2,741 28,539 21,414 29,780 3,922 4,927 59 1,080 7,893 10,789: 3,671 5,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 4,526: -110 190 -144 -90 2,531 36 0 0 0 44 2,038: 175 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 3.3 34.2 25.7 35.7 4.7 5.9 0.1 1.3 9.5 12.9: 4.4 6.9
Old : 100.0: 6.7 3.3 34.2 25.7 35.7 4.7 5.9 0.1 1.3 9.5 12.9: 4.4 6.9
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 : 34: 5 . 9 9 15 . . . . 4 7:
Old : 34: 5 . 9 9 15 . . . . 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 40.9 71.2 64.7 30.5 30.1 40.6 37.9
Old : 49.4 40.9 71.2 64.7 30.5 30.1 40.6 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 36,625: 2,870 3,050 12,116 12,033 13,190 1,757 897 700 1,061 1,389 2,000: 2,931 3,366
Old : 36,625: 2,870 3,050 12,116 12,033 13,190 1,757 897 700 1,061 1,389 2,000: 2,931 3,366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -667: 0 0 550 568 -1,285 243 0 50 -370 0 0: 145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.3 33.1 32.9 36.0 4.8 2.4 1.9 2.9 3.8 5.5: 8.0 9.2
Old : 100.0: 7.8 8.3 33.1 32.9 36.0 4.8 2.4 1.9 2.9 3.8 5.5: 8.0 9.2
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 : 24: . . 6 6 12 . . . . . .:
Old : 24: . . 6 6 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 : 46.7 47.3 63.6 63.3 35.0 27.7 42.4 38.6
Old : 46.7 47.3 63.6 63.3 35.0 27.7 42.4 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 8,470: 1,757 2,075 900 4,692 1,703 3,416 0 0 600 0 0: 94 0
Old : 8,470: 1,757 2,075 900 4,692 1,703 3,416 0 0 600 0 0: 94 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -45: 0 0 0 45 -45 0 0 0 0 0 0: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 24.5 10.6 55.4 20.1 40.3 0.0 0.0 7.1 0.0 0.0: 1.1 0.0
Old : 100.0: 20.7 24.5 10.6 55.4 20.1 40.3 0.0 0.0 7.1 0.0 0.0: 1.1 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 : 26: 7 7 . 7 5 4 0 0 . 0 0:
Old : 26: 7 7 . 7 5 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 : 53.7 47.6 75.9 77.1 51.9 43.9 66.9 60.4
Old : 53.7 47.6 75.9 77.1 51.9 43.9 66.9 60.4
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 - Options and Futures Combined, March 27, 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 : 28,932: 3,827 787 1,273 3,130 6,809 1,811 1,207 4,885 4,175 5,833 2,561: 3,591 3,721
Old : 28,932: 3,827 787 1,273 3,130 6,809 1,811 1,207 4,885 4,175 5,833 2,561: 3,591 3,721
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,710: 1,230 -27 -407 109 53 403 -19 -91 -282 662 839: -36 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.7 4.4 10.8 23.5 6.3 4.2 16.9 14.4 20.2 8.9: 12.4 12.9
Old : 100.0: 13.2 2.7 4.4 10.8 23.5 6.3 4.2 16.9 14.4 20.2 8.9: 12.4 12.9
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 : 29: . . 4 5 10 4 4 7 6 . 5:
Old : 29: . . 4 5 10 4 4 7 6 . 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 : 41.4 47.2 57.7 67.0 23.1 30.1 31.6 34.5
Old : 41.4 47.2 57.7 67.0 23.1 30.1 31.6 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 21,490: 127 0 434 5,851 11,319 4,458 636 2,041 1,875 711 214: 1,021 717
Old : 21,490: 127 0 434 5,851 11,319 4,458 636 2,041 1,875 711 214: 1,021 717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 274: -12 0 -692 252 142 774 -42 31 38 -99 -7: -0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 2.0 27.2 52.7 20.7 3.0 9.5 8.7 3.3 1.0: 4.8 3.3
Old : 100.0: 0.6 0.0 2.0 27.2 52.7 20.7 3.0 9.5 8.7 3.3 1.0: 4.8 3.3
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 : 39: . 0 5 9 14 9 4 6 6 . 4:
Old : 39: . 0 5 9 14 9 4 6 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 : 44.1 55.5 62.5 77.1 19.2 24.0 26.5 29.9
Old : 44.1 55.5 62.5 77.1 19.2 24.0 26.5 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 118,895: 11,292 11,933 15,623 18,465 59,475 3,959 0 6,318 2,621 418 10,387: 9,220 11,900
Old : 118,895: 11,292 11,933 15,623 18,465 59,475 3,959 0 6,318 2,621 418 10,387: 9,220 11,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,668: 32 55 356 229 1,353 -33 0 -170 300 63 99: -270 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.0 13.1 15.5 50.0 3.3 0.0 5.3 2.2 0.4 8.7: 7.8 10.0
Old : 100.0: 9.5 10.0 13.1 15.5 50.0 3.3 0.0 5.3 2.2 0.4 8.7: 7.8 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 : 28: 5 5 5 10 15 . 0 . 5 . 7:
Old : 28: 5 5 5 10 15 . 0 . 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 : 38.1 35.1 55.7 55.7 16.3 12.5 19.7 16.4
Old : 38.1 35.1 55.7 55.7 16.3 12.5 19.7 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 387,976: 137,057 258,987 32,470 16,429 21,822 89,676 1,137 28,302 17,100 14,689 32,315: 29,233 14,295
Old : 387,976: 137,057 258,987 32,470 16,429 21,822 89,676 1,137 28,302 17,100 14,689 32,315: 29,233 14,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -20,037: -17,556 -14,610 -162 635 -748 -7 -1,851 -1,075 807 799 -1,511: 215 -1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 66.8 8.4 4.2 5.6 23.1 0.3 7.3 4.4 3.8 8.3: 7.5 3.7
Old : 100.0: 35.3 66.8 8.4 4.2 5.6 23.1 0.3 7.3 4.4 3.8 8.3: 7.5 3.7
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 : 236: 70 79 18 6 19 85 6 43 16 11 20:
Old : 236: 70 79 18 6 19 85 6 43 16 11 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 23.4 28.4 35.8 6.9 10.2 12.3 18.1
Old : 20.4 23.4 28.4 35.8 6.9 10.2 12.3 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 24,975: 9,946 14,859 390 3,224 117 2,230 0 477 6,819 149 166: 4,830 5,983
Old : 24,975: 9,946 14,859 390 3,224 117 2,230 0 477 6,819 149 166: 4,830 5,983
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,772: -188 1,499 -42 0 42 724 0 76 865 -30 -5: 300 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 59.5 1.6 12.9 0.5 8.9 0.0 1.9 27.3 0.6 0.7: 19.3 24.0
Old : 100.0: 39.8 59.5 1.6 12.9 0.5 8.9 0.0 1.9 27.3 0.6 0.7: 19.3 24.0
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 : 31: 11 17 . . . . 0 . 5 . .:
Old : 31: 11 17 . . . . 0 . 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 : 45.8 36.3 62.7 55.3 45.2 36.3 57.1 55.3
Old : 45.8 36.3 62.7 55.3 45.2 36.3 57.1 55.3
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 - Options and Futures Combined, March 27, 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 : 29,718: 28,819 6,997 0 20,421 0 0 0 0 0 0 0: 899 2,300
Old : 29,718: 28,819 6,997 0 20,421 0 0 0 0 0 0 0: 899 2,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 805: 815 115 0 715 0 0 0 0 0 0 0: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.0 23.5 0.0 68.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 7.7
Old : 100.0: 97.0 23.5 0.0 68.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 7.7
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 : 24: 13 12 0 6 0 0 0 0 0 0 0:
Old : 24: 13 12 0 6 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 : 76.5 64.0 90.8 80.0 75.4 64.0 88.7 79.4
Old : 76.5 64.0 90.8 80.0 75.4 64.0 88.7 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 9,594: 4,701 4,314 2,750 637 1,540 100 0 0 4 2,749 304: 195 50
Old : 9,594: 4,701 4,314 2,750 637 1,540 100 0 0 4 2,749 304: 195 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 355: 300 100 56 100 -1 0 0 0 0 156 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 45.0 28.7 6.6 16.1 1.0 0.0 0.0 0.0 28.7 3.2: 2.0 0.5
Old : 100.0: 49.0 45.0 28.7 6.6 16.1 1.0 0.0 0.0 0.0 28.7 3.2: 2.0 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 : 38: 17 19 8 4 8 . 0 0 . . .:
Old : 38: 17 19 8 4 8 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 41.8 57.8 63.6 33.7 40.8 48.6 56.4
Old : 36.3 41.8 57.8 63.6 33.7 40.8 48.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 55,724: 45,591 25,178 5,184 27,845 2,342 1,330 0 0 625 0 75: 577 284
Old : 55,724: 45,591 25,178 5,184 27,845 2,342 1,330 0 0 625 0 75: 577 284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,296: 300 122 45 607 685 75 0 -25 325 -50 -25: -84 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 45.2 9.3 50.0 4.2 2.4 0.0 0.0 1.1 0.0 0.1: 1.0 0.5
Old : 100.0: 81.8 45.2 9.3 50.0 4.2 2.4 0.0 0.0 1.1 0.0 0.1: 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 : 56: 31 28 7 8 8 . 0 0 . 0 .:
Old : 56: 31 28 7 8 8 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 56.7 66.3 73.2 51.4 52.1 61.7 66.0
Old : 54.5 56.7 66.3 73.2 51.4 52.1 61.7 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 22,617: 18,699 17,911 3,366 4,271 435 0 0 0 0 0 0: 117 0
Old : 22,617: 18,699 17,911 3,366 4,271 435 0 0 0 0 0 0: 117 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 194: 280 347 142 75 -228 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 79.2 14.9 18.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 82.7 79.2 14.9 18.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 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 : 31: 17 13 8 . . 0 0 0 0 0 0:
Old : 31: 17 13 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 : 55.6 80.2 73.2 94.7 25.7 53.3 40.2 54.9
Old : 55.6 80.2 73.2 94.7 25.7 53.3 40.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 9,160: 5,043 3,775 3,002 500 1,015 0 670 0 100 3,200 0: 0 0
Old : 9,160: 5,043 3,775 3,002 500 1,015 0 670 0 100 3,200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 200: 50 125 0 0 50 0 0 0 100 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 41.2 32.8 5.5 11.1 0.0 7.3 0.0 1.1 34.9 0.0: 0.0 0.0
Old : 100.0: 55.1 41.2 32.8 5.5 11.1 0.0 7.3 0.0 1.1 34.9 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 : 38: 17 11 9 . 7 0 . 0 . . 0:
Old : 38: 17 11 9 . 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 : 43.8 68.7 67.6 81.6 39.3 62.2 58.7 73.4
Old : 43.8 68.7 67.6 81.6 39.3 62.2 58.7 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 4,376: 1,604 3,473 423 6 487 165 0 0 1,470 385 25: 202 0
Old : 4,376: 1,604 3,473 423 6 487 165 0 0 1,470 385 25: 202 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 150: 0 150 0 0 0 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 79.4 9.7 0.1 11.1 3.8 0.0 0.0 33.6 8.8 0.6: 4.6 0.0
Old : 100.0: 36.7 79.4 9.7 0.1 11.1 3.8 0.0 0.0 33.6 8.8 0.6: 4.6 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 : 20: 8 6 . . . . 0 0 . . .:
Old : 20: 8 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 : 61.3 83.9 83.0 96.5 59.7 82.0 73.8 84.2
Old : 61.3 83.9 83.0 96.5 59.7 82.0 73.8 84.2
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 - Options and Futures Combined, March 27, 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 : 26,369: 13,485 14,943 4,894 3,918 3,293 258 947 0 1,406 187 3,003: 30 78
Old : 26,369: 13,485 14,943 4,894 3,918 3,293 258 947 0 1,406 187 3,003: 30 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 989: 300 980 -576 -292 901 0 -600 0 340 -24 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 56.7 18.6 14.9 12.5 1.0 3.6 0.0 5.3 0.7 11.4: 0.1 0.3
Old : 100.0: 51.1 56.7 18.6 14.9 12.5 1.0 3.6 0.0 5.3 0.7 11.4: 0.1 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 : 62: 24 28 11 7 13 . . 0 6 . .:
Old : 62: 24 28 11 7 13 . . 0 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 30.4 48.5 50.8 20.1 23.7 29.9 35.6
Old : 32.1 30.4 48.5 50.8 20.1 23.7 29.9 35.6
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 - Options and Futures Combined, March 27, 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 : 3,593: 2,996 1,124 264 1,268 212 0 650 0 100 197 21: 0 121
Old : 3,593: 2,996 1,124 264 1,268 212 0 650 0 100 197 21: 0 121
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 408: 408 0 -136 272 136 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 31.3 7.3 35.3 5.9 0.0 18.1 0.0 2.8 5.5 0.6: 0.0 3.4
Old : 100.0: 83.4 31.3 7.3 35.3 5.9 0.0 18.1 0.0 2.8 5.5 0.6: 0.0 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 : 22: 6 6 . 6 . 0 . 0 . . .:
Old : 22: 6 6 . 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 : 78.7 42.9 93.2 73.4 68.9 37.7 77.0 61.9
Old : 78.7 42.9 93.2 73.4 68.9 37.7 77.0 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 10,622: 8,599 5,837 448 1,480 707 354 1,349 441 45 781 0: 28 27
Old : 10,622: 8,599 5,837 448 1,480 707 354 1,349 441 45 781 0: 28 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 443: 332 324 0 -20 45 40 23 26 0 45 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 55.0 4.2 13.9 6.7 3.3 12.7 4.2 0.4 7.4 0.0: 0.3 0.3
Old : 100.0: 81.0 55.0 4.2 13.9 6.7 3.3 12.7 4.2 0.4 7.4 0.0: 0.3 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 : 46: 24 19 . 6 4 . . . . 5 0:
Old : 46: 24 19 . 6 4 . . . . 5 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 40.5 55.4 61.1 35.0 34.9 47.8 45.5
Old : 38.3 40.5 55.4 61.1 35.0 34.9 47.8 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 27,450: 9,638 14,295 3,639 8,229 1,911 101 1,220 267 11,056 384 323: 515 821
Old : 27,450: 9,638 14,295 3,639 8,229 1,911 101 1,220 267 11,056 384 323: 515 821
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 963: 0 450 300 -450 450 0 30 267 -150 120 0: 96 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 52.1 13.3 30.0 7.0 0.4 4.4 1.0 40.3 1.4 1.2: 1.9 3.0
Old : 100.0: 35.1 52.1 13.3 30.0 7.0 0.4 4.4 1.0 40.3 1.4 1.2: 1.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 11 21 9 8 8 . . . 6 4 4:
Old : 53: 11 21 9 8 8 . . . 6 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 : 60.4 46.7 73.4 62.2 58.9 46.5 69.8 61.7
Old : 60.4 46.7 73.4 62.2 58.9 46.5 69.8 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 32,336: 19,352 16,771 721 8,132 1,085 3,862 0 24 1,067 362 661: 5,564 5,301
Old : 32,336: 19,352 16,771 721 8,132 1,085 3,862 0 24 1,067 362 661: 5,564 5,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 2,346: 598 577 317 1,507 0 1,065 0 0 83 -250 154: 129 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 51.9 2.2 25.1 3.4 11.9 0.0 0.1 3.3 1.1 2.0: 17.2 16.4
Old : 100.0: 59.8 51.9 2.2 25.1 3.4 11.9 0.0 0.1 3.3 1.1 2.0: 17.2 16.4
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: 15 11 . 4 . . 0 . . . .:
Old : 27: 15 11 . 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 : 42.4 42.2 64.0 64.0 41.8 41.0 61.0 59.1
Old : 42.4 42.2 64.0 64.0 41.8 41.0 61.0 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012