Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 47,260 : : Positions : : 36,063 42,399 5,706 254 3,852 0 0 0 796 0 560 : : : : Changes from: March 20, 2012 : : 4,099 4,757 500 0 254 0 0 0 263 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 89.7 12.1 0.5 8.2 0.0 0.0 0.0 1.7 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 36 12 . 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 27,915 : : Positions : : 23,388 22,846 621 1,308 3,739 0 0 0 0 0 0 : : : : Changes from: March 20, 2012 : : 886 552 -80 254 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 81.8 2.2 4.7 13.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 26 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 11,202 : : Positions : : 6,002 6,524 1,034 293 2,766 0 0 121 173 383 139 : : : : Changes from: March 20, 2012 : : 446 539 58 -6 -74 0 0 -43 106 120 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 58.2 9.2 2.6 24.7 0.0 0.0 1.1 1.5 3.4 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 27 10 5 15 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,265 : : Positions : : 3,556 4,613 1,049 253 1,247 0 0 100 472 255 199 : : : : Changes from: March 20, 2012 : : 127 10 8 -5 42 0 0 0 -57 10 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 63.5 14.4 3.5 17.2 0.0 0.0 1.4 6.5 3.5 2.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 35 11 4 14 0 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,917 : : Positions : : 1,153 1,748 192 243 383 92 0 0 158 15 179 : : : : Changes from: March 20, 2012 : : 172 207 20 -10 16 0 0 0 120 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 59.9 6.6 8.3 13.1 3.2 0.0 0.0 5.4 0.5 6.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,762 : : Positions : : 2,059 1,126 159 1,233 96 0 0 0 160 0 51 : : : : Changes from: March 20, 2012 : : 212 154 18 105 -2 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 40.8 5.8 44.6 3.5 0.0 0.0 0.0 5.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,655 : : Positions : : 8,961 9,732 1,182 471 326 0 0 0 0 0 0 : : : : Changes from: March 20, 2012 : : 140 640 467 -33 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 91.3 11.1 4.4 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 8,678 : : Positions : : 4,184 765 2,005 5,219 2,099 0 0 0 0 176 0 : : : : Changes from: March 20, 2012 : : 135 -6 -78 57 -16 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 8.8 23.1 60.1 24.2 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 . . 10 9 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 27,752 : : Positions : : 22,856 20,531 2,239 2,556 2,431 0 0 0 0 2,008 226 : : : : Changes from: March 20, 2012 : : 2,090 1,966 146 -100 -2 0 0 0 0 370 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 74.0 8.1 9.2 8.8 0.0 0.0 0.0 0.0 7.2 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 8 4 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 316,591 : : Positions : : 85,974 171,563 45,175 11,237 22,154 53,866 9,673 19,827 12,015 28,937 29,149 : : : : Changes from: March 20, 2012 : : -2,145 -5,661 -1,145 -1,108 -852 -3,172 -91 684 32 103 -5,734 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 54.2 14.3 3.5 7.0 17.0 3.1 6.3 3.8 9.1 9.2 : : : : Number of Traders in Each Category Total Traders: 165 : : 58 65 15 5 16 38 12 24 11 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 63,202 : : Positions : : 16,793 12,570 7,217 1,598 16,141 0 0 0 115 11,222 20,304 : : : : Changes from: March 20, 2012 : : 575 -273 6 6 -42 0 0 0 -12 902 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 19.9 11.4 2.5 25.5 0.0 0.0 0.0 0.2 17.8 32.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 5 4 9 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 16,268 : : Positions : : 10,785 9,846 3,409 715 1,847 0 100 0 100 3,564 92 : : : : Changes from: March 20, 2012 : : 780 1,055 378 -25 -118 0 0 -50 100 228 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 60.5 21.0 4.4 11.4 0.0 0.6 0.0 0.6 21.9 0.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 35 8 . 9 0 . 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 10,546 : : Positions : : 6,884 5,798 995 2,843 1,855 708 0 0 50 50 0 : : : : Changes from: March 20, 2012 : : -187 218 0 -405 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 55.0 9.4 27.0 17.6 6.7 0.0 0.0 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 15 19 . 8 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 14,388 : : Positions : : 8,288 12,515 100 1,180 75 0 0 0 5,307 0 618 : : : : Changes from: March 20, 2012 : : 255 105 -75 0 75 0 0 0 -75 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 87.0 0.7 8.2 0.5 0.0 0.0 0.0 36.9 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,392 : : Positions : : 842 1,142 150 150 100 0 0 0 0 0 0 : : : : Changes from: March 20, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 82.0 10.8 10.8 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A62 Open Interest is 1,320 : : Positions : : 1,220 995 50 250 25 0 0 0 0 0 0 : : : : Changes from: March 20, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 75.4 3.8 18.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 11,433 : : Positions : : 6,808 8,419 0 429 252 2,019 68 197 341 400 1,201 : : : : Changes from: March 20, 2012 : : -57 -33 0 195 -7 491 0 -22 -100 199 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 73.6 0.0 3.8 2.2 17.7 0.6 1.7 3.0 3.5 10.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 21 0 . . 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 19,140 : : Positions : : 17,743 17,052 181 611 373 0 0 0 71 350 297 : : : : Changes from: March 20, 2012 : : 952 562 3 78 45 0 0 0 -184 25 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 89.1 0.9 3.2 2.0 0.0 0.0 0.0 0.4 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 35 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,470 : : Positions : : 1,758 1,893 0 0 0 121 0 156 0 0 0 : : : : Changes from: March 20, 2012 : : 62 150 0 0 0 -13 0 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 76.6 0.0 0.0 0.0 4.9 0.0 6.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 19 20 0 0 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,582 : : Positions : : 926 710 134 0 130 0 0 0 21 255 135 : : : : Changes from: March 20, 2012 : : 1 65 -27 0 -1 0 0 0 13 -24 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 44.9 8.5 0.0 8.2 0.0 0.0 0.0 1.3 16.1 8.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 474,685 : : Positions : : 159,062 152,164 55,456 77,836 77,847 39,559 18,269 22,991 6,841 16,151 91,345 : : : : Changes from: March 20, 2012 : : 10,999 14,868 6,863 1,946 428 -138 1,967 3,057 20 -215 -2,643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 32.1 11.7 16.4 16.4 8.3 3.8 4.8 1.4 3.4 19.2 : : : : Number of Traders in Each Category Total Traders: 128 : : 39 34 12 16 23 14 10 14 15 16 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,537,317 : : Positions : : 349,676 438,261 140,425 399,804 656,047 265,914 24,547 366,663 146,449 75,258 504,769 : : : : Changes from: March 20, 2012 : : 7,574 10,525 5,450 -4,456 465 -7,817 -1,357 5,821 -355 -830 5,835 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 17.3 5.5 15.8 25.9 10.5 1.0 14.5 5.8 3.0 19.9 : : : : Number of Traders in Each Category Total Traders: 386 : : 53 57 14 34 41 96 37 96 71 58 115 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 220,425 : : Positions : : 59,968 104,291 6,731 13,767 19,940 175 22,689 19,736 82,387 5,636 30,353 : : : : Changes from: March 20, 2012 : : 10,680 12,690 450 524 926 -210 4,571 2,293 8,871 1,086 3,678 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 47.3 3.1 6.2 9.0 0.1 10.3 9.0 37.4 2.6 13.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 17 . 4 6 . 5 5 5 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 207,973 : : Positions : : 37,739 19,031 33,372 81,550 25,908 133 0 854 57,849 13,410 2,423 : : : : Changes from: March 20, 2012 : : 1,382 295 -1,758 -840 1,708 0 0 0 51 738 538 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 9.2 16.0 39.2 12.5 0.1 0.0 0.4 27.8 6.4 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 6 8 11 . 0 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 96,334 : : Positions : : 7,204 7,870 8,760 24,908 38,686 10,785 6 10,365 5,752 382 11,522 : : : : Changes from: March 20, 2012 : : 119 -31 422 297 -452 -210 -69 21 86 -13 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.5 8.2 9.1 25.9 40.2 11.2 0.0 10.8 6.0 0.4 12.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 5 5 9 11 17 14 . 10 8 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 485,953 : : Positions : : 60,155 51,049 52,580 94,380 244,233 0 2,712 19,231 39,569 188 56,628 : : : : Changes from: March 20, 2012 : : 265 81 300 3,141 1,363 0 175 10 2,803 -16 -598 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 10.5 10.8 19.4 50.3 0.0 0.6 4.0 8.1 0.0 11.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 6 6 9 17 26 0 . . 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 20,727 : : Positions : : 11,355 12,757 5,984 4,388 2,119 0 0 90 969 1,163 200 : : : : Changes from: March 20, 2012 : : 0 2,500 2,400 -100 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 61.5 28.9 21.2 10.2 0.0 0.0 0.4 4.7 5.6 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 13 7 6 9 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 83,388 : : Positions : : 5,548 2,741 28,539 21,414 29,780 3,922 4,927 59 1,080 7,893 10,789 : : : : Changes from: March 20, 2012 : : -110 190 -144 -90 2,531 36 0 0 0 44 2,038 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.7 3.3 34.2 25.7 35.7 4.7 5.9 0.1 1.3 9.5 12.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 . 9 9 15 . . . . 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 36,625 : : Positions : : 2,870 3,050 12,116 12,033 13,190 1,757 897 700 1,061 1,389 2,000 : : : : Changes from: March 20, 2012 : : 0 0 550 568 -1,285 243 0 50 -370 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 8.3 33.1 32.9 36.0 4.8 2.4 1.9 2.9 3.8 5.5 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 6 6 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 8,470 : : Positions : : 1,757 2,075 900 4,692 1,703 3,416 0 0 600 0 0 : : : : Changes from: March 20, 2012 : : 0 0 0 45 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 24.5 10.6 55.4 20.1 40.3 0.0 0.0 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 7 . 7 5 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 28,932 : : Positions : : 3,827 787 1,273 3,130 6,809 1,811 1,207 4,885 4,175 5,833 2,561 : : : : Changes from: March 20, 2012 : : 1,230 -27 -407 109 53 403 -19 -91 -282 662 839 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 2.7 4.4 10.8 23.5 6.3 4.2 16.9 14.4 20.2 8.9 : : : : Number of Traders in Each Category Total Traders: 29 : : . . 4 5 10 4 4 7 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 21,490 : : Positions : : 127 0 434 5,851 11,319 4,458 636 2,041 1,875 711 214 : : : : Changes from: March 20, 2012 : : -12 0 -692 252 142 774 -42 31 38 -99 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.6 0.0 2.0 27.2 52.7 20.7 3.0 9.5 8.7 3.3 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : . 0 5 9 14 9 4 6 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 118,895 : : Positions : : 11,292 11,933 15,623 18,465 59,475 3,959 0 6,318 2,621 418 10,387 : : : : Changes from: March 20, 2012 : : 32 55 356 229 1,353 -33 0 -170 300 63 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 10.0 13.1 15.5 50.0 3.3 0.0 5.3 2.2 0.4 8.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 5 5 5 10 15 . 0 . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 387,976 : : Positions : : 137,057 258,987 32,470 16,429 21,822 89,676 1,137 28,302 17,100 14,689 32,315 : : : : Changes from: March 20, 2012 : : -17,556 -14,610 -162 635 -748 -7 -1,851 -1,075 807 799 -1,511 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 66.8 8.4 4.2 5.6 23.1 0.3 7.3 4.4 3.8 8.3 : : : : Number of Traders in Each Category Total Traders: 236 : : 70 79 18 6 19 85 6 43 16 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 24,975 : : Positions : : 9,946 14,859 390 3,224 117 2,230 0 477 6,819 149 166 : : : : Changes from: March 20, 2012 : : -188 1,499 -42 0 42 724 0 76 865 -30 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 59.5 1.6 12.9 0.5 8.9 0.0 1.9 27.3 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 17 . . . . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 29,718 : : Positions : : 28,819 6,997 0 20,421 0 0 0 0 0 0 0 : : : : Changes from: March 20, 2012 : : 815 115 0 715 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 23.5 0.0 68.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 0 6 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 9,594 : : Positions : : 4,701 4,314 2,750 637 1,540 100 0 0 4 2,749 304 : : : : Changes from: March 20, 2012 : : 300 100 56 100 -1 0 0 0 0 156 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 45.0 28.7 6.6 16.1 1.0 0.0 0.0 0.0 28.7 3.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 19 8 4 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 55,724 : : Positions : : 45,591 25,178 5,184 27,845 2,342 1,330 0 0 625 0 75 : : : : Changes from: March 20, 2012 : : 300 122 45 607 685 75 0 -25 325 -50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 45.2 9.3 50.0 4.2 2.4 0.0 0.0 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 28 7 8 8 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 22,617 : : Positions : : 18,699 17,911 3,366 4,271 435 0 0 0 0 0 0 : : : : Changes from: March 20, 2012 : : 280 347 142 75 -228 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 79.2 14.9 18.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 9,160 : : Positions : : 5,043 3,775 3,002 500 1,015 0 670 0 100 3,200 0 : : : : Changes from: March 20, 2012 : : 50 125 0 0 50 0 0 0 100 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 41.2 32.8 5.5 11.1 0.0 7.3 0.0 1.1 34.9 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 11 9 . 7 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 4,376 : : Positions : : 1,604 3,473 423 6 487 165 0 0 1,470 385 25 : : : : Changes from: March 20, 2012 : : 0 150 0 0 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 79.4 9.7 0.1 11.1 3.8 0.0 0.0 33.6 8.8 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 6 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 26,369 : : Positions : : 13,485 14,943 4,894 3,918 3,293 258 947 0 1,406 187 3,003 : : : : Changes from: March 20, 2012 : : 300 980 -576 -292 901 0 -600 0 340 -24 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 56.7 18.6 14.9 12.5 1.0 3.6 0.0 5.3 0.7 11.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 24 28 11 7 13 . . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 3,593 : : Positions : : 2,996 1,124 264 1,268 212 0 650 0 100 197 21 : : : : Changes from: March 20, 2012 : : 408 0 -136 272 136 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 31.3 7.3 35.3 5.9 0.0 18.1 0.0 2.8 5.5 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 6 . 6 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 10,622 : : Positions : : 8,599 5,837 448 1,480 707 354 1,349 441 45 781 0 : : : : Changes from: March 20, 2012 : : 332 324 0 -20 45 40 23 26 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 55.0 4.2 13.9 6.7 3.3 12.7 4.2 0.4 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 19 . 6 4 . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 27,450 : : Positions : : 9,638 14,295 3,639 8,229 1,911 101 1,220 267 11,056 384 323 : : : : Changes from: March 20, 2012 : : 0 450 300 -450 450 0 30 267 -150 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 52.1 13.3 30.0 7.0 0.4 4.4 1.0 40.3 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 21 9 8 8 . . . 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 32,336 : : Positions : : 19,352 16,771 721 8,132 1,085 3,862 0 24 1,067 362 661 : : : : Changes from: March 20, 2012 : : 598 577 317 1,507 0 1,065 0 0 83 -250 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 51.9 2.2 25.1 3.4 11.9 0.0 0.1 3.3 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 4 . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 30, 2012