Disaggregated Commitments of Traders-All 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-All 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-All 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-All 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-All 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-All 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-All 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-All 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-All 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-All 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 288,588 : : Positions : : 79,215 165,163 44,935 12,932 15,163 53,866 9,208 19,827 15,427 29,999 13,208 : : : : Changes from: March 20, 2012 : : 3,302 -346 -1,045 -688 -226 -3,198 -97 710 -551 -497 1,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 57.2 15.6 4.5 5.3 18.7 3.2 6.9 5.3 10.4 4.6 : : : : Number of Traders in Each Category Total Traders: 164 : : 58 64 13 7 15 38 12 24 11 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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-All 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-All 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-All 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-All 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-All 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-All 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 18,807 : : Positions : : 17,452 16,964 242 469 271 0 0 0 71 350 297 : : : : Changes from: March 20, 2012 : : 815 536 -1 -37 31 0 0 0 -184 25 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 90.2 1.3 2.5 1.4 0.0 0.0 0.0 0.4 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 33 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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-All 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-All 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 407,078 : : Positions : : 135,111 124,042 57,206 77,900 60,948 39,390 18,401 21,680 7,487 23,456 65,732 : : : : Changes from: March 20, 2012 : : 10,316 14,265 6,804 1,826 71 -141 1,878 3,062 -20 -45 -3,380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 30.5 14.1 19.1 15.0 9.7 4.5 5.3 1.8 5.8 16.1 : : : : Number of Traders in Each Category Total Traders: 127 : : 39 34 13 15 23 13 11 13 10 20 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 1,562,147 : : Positions : : 255,800 330,245 137,253 326,757 220,325 243,905 46,509 265,076 143,782 111,726 199,647 : : : : Changes from: March 20, 2012 : : 6,824 8,300 6,014 -1,062 -6,369 -7,318 -1,023 4,983 87 -1,068 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 21.1 8.8 20.9 14.1 15.6 3.0 17.0 9.2 7.2 12.8 : : : : Number of Traders in Each Category Total Traders: 335 : : 49 55 17 30 36 80 32 72 53 47 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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-All 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-All 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-All 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-All 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-All 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 24,375 : : Positions : : 3,601 79 1,218 2,857 5,556 1,492 1,110 4,187 3,717 5,737 2,059 : : : : Changes from: March 20, 2012 : : 1,224 0 -265 90 0 301 -53 -62 -357 676 826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 0.3 5.0 11.7 22.8 6.1 4.6 17.2 15.2 23.5 8.4 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 5 . 8 . . 5 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 368,825 : : Positions : : 133,020 254,556 32,466 17,635 18,151 90,195 1,062 27,481 18,407 15,626 21,471 : : : : Changes from: March 20, 2012 : : -16,711 -14,004 158 616 -1,038 108 -1,754 -1,177 463 880 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 69.0 8.8 4.8 4.9 24.5 0.3 7.5 5.0 4.2 5.8 : : : : Number of Traders in Each Category Total Traders: 234 : : 69 79 16 8 19 85 6 40 12 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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-All 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-All 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-All 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-All 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-All 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-All 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-All 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-All 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-All 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-All 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-All 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