GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 35,677: 24,820 30,889 6,091 1,271 2,897 0 600 0 1,799 0 0: 70 20 Old : 35,677: 24,820 30,889 6,091 1,271 2,897 0 600 0 1,799 0 0: 70 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 26: -89 953 667 -75 -517 0 0 0 0 -310 0: -35 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.6 86.6 17.1 3.6 8.1 0.0 1.7 0.0 5.0 0.0 0.0: 0.2 0.1 Old : 100.0: 69.6 86.6 17.1 3.6 8.1 0.0 1.7 0.0 5.0 0.0 0.0: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 25 27 10 . 12 0 . 0 . 0 0: Old : 48: 25 27 10 . 12 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 30.9 61.8 53.9 28.1 22.2 37.9 35.3 Old : 42.6 30.9 61.8 53.9 28.1 22.2 37.9 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 23,205: 14,039 22,091 8,096 20 969 0 0 0 0 0 0: 101 125 Old : 23,205: 14,039 22,091 8,096 20 969 0 0 0 0 0 0: 101 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,998: 1,663 1,998 335 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 95.2 34.9 0.1 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.5 Old : 100.0: 60.5 95.2 34.9 0.1 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 23 19 9 . 6 0 0 0 0 0 0: Old : 39: 23 19 9 . 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 67.7 70.1 83.4 42.0 49.9 50.3 56.1 Old : 50.1 67.7 70.1 83.4 42.0 49.9 50.3 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 8,004: 3,733 5,992 2,377 149 483 0 0 0 368 216 114: 929 1,050 Old : 8,004: 3,733 5,992 2,377 149 483 0 0 0 368 216 114: 929 1,050 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 319: 229 292 82 31 -1 0 0 0 -32 0 0: 41 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 74.9 29.7 1.9 6.0 0.0 0.0 0.0 4.6 2.7 1.4: 11.6 13.1 Old : 100.0: 46.6 74.9 29.7 1.9 6.0 0.0 0.0 0.0 4.6 2.7 1.4: 11.6 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 17 5 . 6 0 0 0 . . .: Old : 29: 18 17 5 . 6 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 52.6 56.3 65.8 33.8 42.0 48.0 46.8 Old : 37.3 52.6 56.3 65.8 33.8 42.0 48.0 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 10,894: 5,937 6,541 1,009 837 2,211 0 0 0 190 175 0: 1,547 1,130 Old : 10,894: 5,937 6,541 1,009 837 2,211 0 0 0 190 175 0: 1,547 1,130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 266: 244 133 -67 73 35 0 0 0 24 15 0: 30 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.5 60.0 9.3 7.7 20.3 0.0 0.0 0.0 1.7 1.6 0.0: 14.2 10.4 Old : 100.0: 54.5 60.0 9.3 7.7 20.3 0.0 0.0 0.0 1.7 1.6 0.0: 14.2 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 33 33 8 5 13 0 0 0 . . 0: Old : 55: 33 33 8 5 13 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.3 25.4 36.3 39.6 13.0 17.2 20.8 26.4 Old : 23.3 25.4 36.3 39.6 13.0 17.2 20.8 26.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 9,524: 5,566 7,620 2,131 10 779 15 0 30 54 62 187: 762 836 Old : 9,524: 5,566 7,620 2,131 10 779 15 0 30 54 62 187: 762 836 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 815: 764 760 -24 0 28 0 0 0 10 5 -10: 47 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 80.0 22.4 0.1 8.2 0.2 0.0 0.3 0.6 0.7 2.0: 8.0 8.8 Old : 100.0: 58.4 80.0 22.4 0.1 8.2 0.2 0.0 0.3 0.6 0.7 2.0: 8.0 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 29 39 14 . 14 . 0 . . . .: Old : 61: 29 39 14 . 14 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.8 22.3 44.9 35.7 24.6 16.0 33.2 24.8 Old : 30.8 22.3 44.9 35.7 24.6 16.0 33.2 24.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 4,550: 2,041 2,873 611 657 331 680 0 0 0 0 0: 887 689 Old : 4,550: 2,041 2,873 611 657 331 680 0 0 0 0 0: 887 689 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 250: 47 272 110 10 15 0 0 0 0 0 0: 78 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.9 63.1 13.4 14.4 7.3 14.9 0.0 0.0 0.0 0.0 0.0: 19.5 15.1 Old : 100.0: 44.9 63.1 13.4 14.4 7.3 14.9 0.0 0.0 0.0 0.0 0.0: 19.5 15.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 16 4 . 6 . 0 0 0 0 0: Old : 25: 14 16 4 . 6 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 35.6 71.0 57.1 39.9 31.1 51.3 47.3 Old : 51.3 35.6 71.0 57.1 39.9 31.1 51.3 47.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 12,568: 11,707 9,196 135 2,606 726 0 0 0 0 0 0: 0 40 Old : 12,568: 11,707 9,196 135 2,606 726 0 0 0 0 0 0: 0 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,045: 1,195 370 0 825 -150 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 73.2 1.1 20.7 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.3 Old : 100.0: 93.1 73.2 1.1 20.7 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 13 . 7 6 0 0 0 0 0 0: Old : 24: 12 13 . 7 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 44.9 88.4 73.0 44.4 30.3 51.1 46.3 Old : 68.0 44.9 88.4 73.0 44.4 30.3 51.1 46.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 304,732: 74,340 200,660 83,684 1,531 16,860 38,132 15,996 18,451 11,521 5,434 19,482: 42,262 26,318 Old : 304,732: 74,340 200,660 83,684 1,531 16,860 38,132 15,996 18,451 11,521 5,434 19,482: 42,262 26,318 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 3,955: -3,741 10,900 -4,838 -6 1,578 10,901 -5,938 -2,210 -3,389 1,411 1,020: 4,634 -2,800 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 65.8 27.5 0.5 5.5 12.5 5.2 6.1 3.8 1.8 6.4: 13.9 8.6 Old : 100.0: 24.4 65.8 27.5 0.5 5.5 12.5 5.2 6.1 3.8 1.8 6.4: 13.9 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 153: 47 66 15 . 9 30 10 19 12 12 23: Old : 153: 47 66 15 . 9 30 10 19 12 12 23: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.9 25.3 33.2 35.7 18.9 21.7 28.9 28.8 Old : 22.9 25.3 33.2 35.7 18.9 21.7 28.9 28.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 20,358: 10,964 16,226 5,790 148 1,101 401 0 0 725 1,625 577: 800 681 Old : 20,358: 10,964 16,226 5,790 148 1,101 401 0 0 725 1,625 577: 800 681 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 2,439: 705 1,150 1,270 100 0 0 0 0 275 1,100 75: 114 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 79.7 28.4 0.7 5.4 2.0 0.0 0.0 3.6 8.0 2.8: 3.9 3.3 Old : 100.0: 53.9 79.7 28.4 0.7 5.4 2.0 0.0 0.0 3.6 8.0 2.8: 3.9 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 70: 28 37 13 . 10 . 0 0 4 5 4: Old : 70: 28 37 13 . 10 . 0 0 4 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.7 23.2 46.6 39.1 26.7 19.2 35.1 31.2 Old : 28.7 23.2 46.6 39.1 26.7 19.2 35.1 31.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 18,073: 11,351 4,521 2,652 7,189 2,393 0 1,200 0 0 1,400 600: 1,077 770 Old : 18,073: 11,351 4,521 2,652 7,189 2,393 0 1,200 0 0 1,400 600: 1,077 770 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 725: 751 375 -50 0 50 0 300 0 0 0 0: -26 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 25.0 14.7 39.8 13.2 0.0 6.6 0.0 0.0 7.7 3.3: 6.0 4.3 Old : 100.0: 62.8 25.0 14.7 39.8 13.2 0.0 6.6 0.0 0.0 7.7 3.3: 6.0 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 15 9 8 8 8 0 . 0 0 . .: Old : 38: 15 9 8 8 8 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 52.4 64.3 80.4 37.9 43.1 49.6 60.2 Old : 49.1 52.4 64.3 80.4 37.9 43.1 49.6 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 14,028: 6,748 9,180 1,125 3,049 635 460 0 80 4,376 0 544: 60 540 Old : 14,028: 6,748 9,180 1,125 3,049 635 460 0 80 4,376 0 544: 60 540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.1 65.4 8.0 21.7 4.5 3.3 0.0 0.6 31.2 0.0 3.9: 0.4 3.8 Old : 100.0: 48.1 65.4 8.0 21.7 4.5 3.3 0.0 0.6 31.2 0.0 3.9: 0.4 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 11 . 4 4 . 0 . . 0 .: Old : 20: 6 11 . 4 4 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.1 55.9 92.7 78.8 59.0 48.9 67.7 61.9 Old : 75.1 55.9 92.7 78.8 59.0 48.9 67.7 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 METRIC TONS) : : : Positions : All : 5,100: 2,036 2,347 295 430 439 0 0 0 680 113 290: 1,360 1,481 Old : 5,100: 2,036 2,347 295 430 439 0 0 0 680 113 290: 1,360 1,481 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 172: 212 308 24 -84 32 -35 0 -8 94 -32 12: -159 -56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.9 46.0 5.8 8.4 8.6 0.0 0.0 0.0 13.3 2.2 5.7: 26.7 29.0 Old : 100.0: 39.9 46.0 5.8 8.4 8.6 0.0 0.0 0.0 13.3 2.2 5.7: 26.7 29.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 12 4 . 5 0 0 0 4 . 4: Old : 23: 10 12 4 . 5 0 0 0 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 29.2 57.4 49.1 34.7 28.4 44.0 40.8 Old : 42.9 29.2 57.4 49.1 34.7 28.4 44.0 40.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 2,162: 1,250 1,850 712 100 50 0 0 0 0 0 0: 150 162 Old : 2,162: 1,250 1,850 712 100 50 0 0 0 0 0 0: 150 162 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.8 85.6 32.9 4.6 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 6.9 7.5 Old : 100.0: 57.8 85.6 32.9 4.6 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 6.9 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 14 . . . 0 0 0 0 0 0: Old : 21: 8 14 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 50.9 83.8 69.4 46.8 37.0 58.4 50.9 Old : 60.7 50.9 83.8 69.4 46.8 37.0 58.4 50.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 8,397: 7,117 6,889 481 501 418 0 0 0 93 343 131: 157 115 Old : 8,397: 7,117 6,889 481 501 418 0 0 0 93 343 131: 157 115 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 123: -51 214 131 -65 34 0 0 0 38 -39 39: -68 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 82.0 5.7 6.0 5.0 0.0 0.0 0.0 1.1 4.1 1.6: 1.9 1.4 Old : 100.0: 84.8 82.0 5.7 6.0 5.0 0.0 0.0 0.0 1.1 4.1 1.6: 1.9 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 16 . . . 0 0 0 . 4 .: Old : 25: 15 16 . . . 0 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.7 75.9 85.1 86.3 19.9 22.1 27.7 28.4 Old : 72.7 75.9 85.1 86.3 19.9 22.1 27.7 28.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 2,944: 2,834 1,781 43 155 0 0 0 0 0 710 0: 67 298 Old : 2,944: 2,834 1,781 43 155 0 0 0 0 0 710 0: 67 298 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.3 60.5 1.5 5.3 0.0 0.0 0.0 0.0 0.0 24.1 0.0: 2.3 10.1 Old : 100.0: 96.3 60.5 1.5 5.3 0.0 0.0 0.0 0.0 0.0 24.1 0.0: 2.3 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 13 . . 0 0 0 0 0 . 0: Old : 23: 10 13 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.2 40.7 94.5 67.8 68.8 39.7 81.8 60.6 Old : 81.2 40.7 94.5 67.8 68.8 39.7 81.8 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 494,227: 98,048 161,053 98,408 50,630 135,160 34,112 4,716 38,655 10,323 21,408 62,905: 16,616 19,700 Old : 494,227: 98,048 161,053 98,408 50,630 135,160 34,112 4,716 38,655 10,323 21,408 62,905: 16,616 19,700 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -5,886: -15,393 -11,518 1,419 -1,598 -6,167 -498 30 148 4,376 -1,287 9,738: 491 4,768 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 32.6 19.9 10.2 27.3 6.9 1.0 7.8 2.1 4.3 12.7: 3.4 4.0 Old : 100.0: 19.8 32.6 19.9 10.2 27.3 6.9 1.0 7.8 2.1 4.3 12.7: 3.4 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 104: 28 31 17 11 25 14 6 16 13 7 19: Old : 104: 28 31 17 11 25 14 6 16 13 7 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.0 21.2 44.3 34.4 18.0 10.9 23.1 17.6 Old : 29.0 21.2 44.3 34.4 18.0 10.9 23.1 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,280,235: 156,653 384,412 262,892 128,001 229,297 180,790 48,286 150,938 66,933 114,085 149,083: 83,649 76,133 Old : 1,280,235: 156,653 384,412 262,892 128,001 229,297 180,790 48,286 150,938 66,933 114,085 149,083: 83,649 76,133 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -21,389: -16,027 -14,302 -16,820 7,358 -3,655 14,963 2,900 -16,828 -3,243 -8,096 3,871: 16,350 7,363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 30.0 20.5 10.0 17.9 14.1 3.8 11.8 5.2 8.9 11.6: 6.5 5.9 Old : 100.0: 12.2 30.0 20.5 10.0 17.9 14.1 3.8 11.8 5.2 8.9 11.6: 6.5 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 311: 46 54 20 21 35 71 37 59 37 52 76: Old : 311: 46 54 20 21 35 71 37 59 37 52 76: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.8 15.4 30.9 25.3 17.4 10.7 23.8 16.8 Old : 21.8 15.4 30.9 25.3 17.4 10.7 23.8 16.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 221,422: 60,831 37,681 65,485 64,191 38,261 13,649 775 766 18,077 27,906 674: 23,679 51,168 Old : 221,422: 60,831 37,681 65,485 64,191 38,261 13,649 775 766 18,077 27,906 674: 23,679 51,168 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 7,253: 3,027 5,253 2,198 -3,052 2,079 -1,378 775 383 3,588 4,249 -825: -1,819 -1,609 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 17.0 29.6 29.0 17.3 6.2 0.4 0.3 8.2 12.6 0.3: 10.7 23.1 Old : 100.0: 27.5 17.0 29.6 29.0 17.3 6.2 0.4 0.3 8.2 12.6 0.3: 10.7 23.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 14 11 10 7 15 . . . . 4 5: Old : 41: 14 11 10 7 15 . . . . 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 33.9 53.3 49.3 32.0 27.1 50.0 40.2 Old : 32.9 33.9 53.3 49.3 32.0 27.1 50.0 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 65,192: 30,686 46,232 17,549 2,073 15,537 25 540 0 1,040 455 350: 5 5 Old : 65,192: 30,686 46,232 17,549 2,073 15,537 25 540 0 1,040 455 350: 5 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,177: 1,080 580 -90 -345 527 -415 390 0 75 25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.1 70.9 26.9 3.2 23.8 0.0 0.8 0.0 1.6 0.7 0.5: 0.0 0.0 Old : 100.0: 47.1 70.9 26.9 3.2 23.8 0.0 0.8 0.0 1.6 0.7 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 66: 33 32 12 7 17 . . 0 . . .: Old : 66: 33 32 12 7 17 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 34.6 60.2 52.7 25.3 20.3 32.5 27.8 Old : 45.2 34.6 60.2 52.7 25.3 20.3 32.5 27.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 129,391: 16,269 10,709 34,074 25,555 45,456 18,150 23,062 7,194 1,082 9,315 1,580: 5,586 6,520 Old : 129,391: 16,269 10,709 34,074 25,555 45,456 18,150 23,062 7,194 1,082 9,315 1,580: 5,586 6,520 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -4,386: -458 -182 -1,503 -3,432 -1,669 431 774 -1,007 0 706 -41: -139 465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 8.3 26.3 19.8 35.1 14.0 17.8 5.6 0.8 7.2 1.2: 4.3 5.0 Old : 100.0: 12.6 8.3 26.3 19.8 35.1 14.0 17.8 5.6 0.8 7.2 1.2: 4.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 6 6 8 10 17 6 8 10 . 5 4: Old : 44: 6 6 8 10 17 6 8 10 . 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 38.2 59.1 53.3 26.9 23.9 36.6 32.3 Old : 41.9 38.2 59.1 53.3 26.9 23.9 36.6 32.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 36,268: 1,980 3,810 5,252 4,298 17,305 400 2,684 6,770 1,471 0 200: 2,890 1,201 Old : 36,268: 1,980 3,810 5,252 4,298 17,305 400 2,684 6,770 1,471 0 200: 2,890 1,201 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 722: -100 -100 -1,184 -181 2,012 0 0 -1,000 800 0 200: -6 -209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 10.5 14.5 11.9 47.7 1.1 7.4 18.7 4.1 0.0 0.6: 8.0 3.3 Old : 100.0: 5.5 10.5 14.5 11.9 47.7 1.1 7.4 18.7 4.1 0.0 0.6: 8.0 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: . . 7 6 11 . . 4 . 0 .: Old : 24: . . 7 6 11 . . 4 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.1 39.9 58.4 61.3 14.3 15.3 19.1 22.3 Old : 36.1 39.9 58.4 61.3 14.3 15.3 19.1 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 96,302: 9,181 12,567 27,561 31,591 21,746 0 0 0 475 0 1,898: 35,441 28,500 Old : 96,302: 9,181 12,567 27,561 31,591 21,746 0 0 0 475 0 1,898: 35,441 28,500 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,139: 813 -459 -535 272 379 0 0 0 180 0 -105: 407 1,052 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 13.0 28.6 32.8 22.6 0.0 0.0 0.0 0.5 0.0 2.0: 36.8 29.6 Old : 100.0: 9.5 13.0 28.6 32.8 22.6 0.0 0.0 0.0 0.5 0.0 2.0: 36.8 29.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 9 6 7 11 0 0 0 . 0 .: Old : 23: 9 9 6 7 11 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 31.9 47.1 50.8 26.2 27.2 31.0 37.1 Old : 34.8 31.9 47.1 50.8 26.2 27.2 31.0 37.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 34,200: 9,375 14,205 17,640 12,020 6,085 750 1,307 150 200 300 0: 0 133 Old : 34,200: 9,375 14,205 17,640 12,020 6,085 750 1,307 150 200 300 0: 0 133 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,470: -60 290 450 100 1,080 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 41.5 51.6 35.1 17.8 2.2 3.8 0.4 0.6 0.9 0.0: 0.0 0.4 Old : 100.0: 27.4 41.5 51.6 35.1 17.8 2.2 3.8 0.4 0.6 0.9 0.0: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 12 16 9 11 12 . . . . . 0: Old : 46: 12 16 9 11 12 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 35.1 75.5 53.1 52.9 34.2 64.2 47.9 Old : 58.7 35.1 75.5 53.1 52.9 34.2 64.2 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 264,553: 82,226 201,408 39,670 1,357 11,093 64,848 4,059 23,989 16,017 2,303 7,911: 18,799 12,433 Old : 264,553: 82,226 201,408 39,670 1,357 11,093 64,848 4,059 23,989 16,017 2,303 7,911: 18,799 12,433 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 8,730: -6,016 9,891 -2,319 593 1,016 13,745 -2,425 3,064 208 -89 -2,177: 1,209 -1,143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 76.1 15.0 0.5 4.2 24.5 1.5 9.1 6.1 0.9 3.0: 7.1 4.7 Old : 100.0: 31.1 76.1 15.0 0.5 4.2 24.5 1.5 9.1 6.1 0.9 3.0: 7.1 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 201: 56 77 17 5 17 54 10 27 22 7 25: Old : 201: 56 77 17 5 17 54 10 27 22 7 25: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.1 23.0 31.2 34.9 12.7 10.1 20.8 17.5 Old : 20.1 23.0 31.2 34.9 12.7 10.1 20.8 17.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 22,678: 13,922 13,832 536 2,162 123 391 0 217 1,877 0 87: 5,525 6,257 Old : 22,678: 13,922 13,832 536 2,162 123 391 0 217 1,877 0 87: 5,525 6,257 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,150: 806 564 0 -52 0 0 0 0 461 0 -12: -105 650 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 61.0 2.4 9.5 0.5 1.7 0.0 1.0 8.3 0.0 0.4: 24.4 27.6 Old : 100.0: 61.4 61.0 2.4 9.5 0.5 1.7 0.0 1.0 8.3 0.0 0.4: 24.4 27.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 16 . . . . 0 . . 0 .: Old : 24: 15 16 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 30.2 63.4 53.3 43.0 29.5 54.7 49.9 Old : 48.8 30.2 63.4 53.3 43.0 29.5 54.7 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,194: 4,404 6,634 1,354 274 1,734 816 75 0 630 100 225: 31 152 Old : 9,194: 4,404 6,634 1,354 274 1,734 816 75 0 630 100 225: 31 152 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 882: 225 625 337 -138 320 0 0 0 0 75 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.9 72.2 14.7 3.0 18.9 8.9 0.8 0.0 6.9 1.1 2.4: 0.3 1.7 Old : 100.0: 47.9 72.2 14.7 3.0 18.9 8.9 0.8 0.0 6.9 1.1 2.4: 0.3 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 18 22 9 . 9 . . 0 4 . .: Old : 45: 18 22 9 . 9 . . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 32.2 55.8 54.1 26.5 27.0 35.5 34.8 Old : 42.4 32.2 55.8 54.1 26.5 27.0 35.5 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 51,199: 37,364 38,036 4,378 6,524 3,687 2,000 1,055 1,680 465 0 0: 1,625 217 Old : 51,199: 37,364 38,036 4,378 6,524 3,687 2,000 1,055 1,680 465 0 0: 1,625 217 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 5,495: 4,478 3,604 -447 -272 122 250 969 1,050 0 0 0: 42 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 74.3 8.6 12.7 7.2 3.9 2.1 3.3 0.9 0.0 0.0: 3.2 0.4 Old : 100.0: 73.0 74.3 8.6 12.7 7.2 3.9 2.1 3.3 0.9 0.0 0.0: 3.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 21 26 8 4 6 . . . . 0 0: Old : 46: 21 26 8 4 6 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 44.3 66.0 67.2 31.9 29.1 41.0 41.2 Old : 51.8 44.3 66.0 67.2 31.9 29.1 41.0 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 23,136: 12,350 21,666 7,570 0 920 2,200 0 0 0 0 0: 96 550 Old : 23,136: 12,350 21,666 7,570 0 920 2,200 0 0 0 0 0: 96 550 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 510: 160 510 350 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 93.6 32.7 0.0 4.0 9.5 0.0 0.0 0.0 0.0 0.0: 0.4 2.4 Old : 100.0: 53.4 93.6 32.7 0.0 4.0 9.5 0.0 0.0 0.0 0.0 0.0: 0.4 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 12 12 11 0 . . 0 0 0 0 0: Old : 29: 12 12 11 0 . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 88.0 79.1 94.7 52.1 82.8 74.4 86.1 Old : 54.9 88.0 79.1 94.7 52.1 82.8 74.4 86.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,411: 8,479 8,115 3,672 4,192 1,854 456 0 600 150 400 200: 0 50 Old : 15,411: 8,479 8,115 3,672 4,192 1,854 456 0 600 150 400 200: 0 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 890: 815 515 50 0 25 -300 0 300 0 0 0: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 52.7 23.8 27.2 12.0 3.0 0.0 3.9 1.0 2.6 1.3: 0.0 0.3 Old : 100.0: 55.0 52.7 23.8 27.2 12.0 3.0 0.0 3.9 1.0 2.6 1.3: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 14 16 10 8 8 . 0 . . . .: Old : 45: 14 16 10 8 8 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 48.7 68.8 66.1 36.6 37.2 50.0 49.0 Old : 48.9 48.7 68.8 66.1 36.6 37.2 50.0 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,437: 1,000 2,025 1,283 128 170 0 90 0 0 15 35: 949 974 Old : 3,437: 1,000 2,025 1,283 128 170 0 90 0 0 15 35: 949 974 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 54: 40 40 5 2 -5 0 0 0 0 5 0: 14 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 58.9 37.3 3.7 4.9 0.0 2.6 0.0 0.0 0.4 1.0: 27.6 28.3 Old : 100.0: 29.1 58.9 37.3 3.7 4.9 0.0 2.6 0.0 0.0 0.4 1.0: 27.6 28.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 8 12 8 . 4 0 . 0 0 . .: Old : 24: 8 12 8 . 4 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 32.8 59.4 51.6 37.6 32.0 54.8 48.2 Old : 41.5 32.8 59.4 51.6 37.6 32.0 54.8 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 13,715: 10,229 11,799 2,703 1,298 468 180 150 0 0 0 0: 135 0 Old : 13,715: 10,229 11,799 2,703 1,298 468 180 150 0 0 0 0: 135 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 570: 584 709 125 0 -89 0 0 0 0 0 0: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 86.0 19.7 9.5 3.4 1.3 1.1 0.0 0.0 0.0 0.0: 1.0 0.0 Old : 100.0: 74.6 86.0 19.7 9.5 3.4 1.3 1.1 0.0 0.0 0.0 0.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 14 5 . . . . 0 0 0 0: Old : 27: 16 14 5 . . . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 57.0 78.3 81.9 53.1 51.7 62.4 67.1 Old : 57.8 57.0 78.3 81.9 53.1 51.7 62.4 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 20,696: 12,331 8,716 4,901 6,782 2,256 0 2,372 531 480 32 0: 197 7 Old : 20,696: 12,331 8,716 4,901 6,782 2,256 0 2,372 531 480 32 0: 197 7 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 273: 750 1,161 132 128 -289 0 -584 -105 0 32 0: -215 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 42.1 23.7 32.8 10.9 0.0 11.5 2.6 2.3 0.2 0.0: 1.0 0.0 Old : 100.0: 59.6 42.1 23.7 32.8 10.9 0.0 11.5 2.6 2.3 0.2 0.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 18 17 7 12 11 0 . . . . 0: Old : 48: 18 17 7 12 11 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 39.4 52.4 56.9 30.7 33.4 47.9 45.9 Old : 33.3 39.4 52.4 56.9 30.7 33.4 47.9 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 13,987: 9,949 11,346 1,954 79 1,168 225 1,110 150 407 0 134: 0 0 Old : 13,987: 9,949 11,346 1,954 79 1,168 225 1,110 150 407 0 134: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 259: -107 308 97 0 119 0 -300 150 0 0 0: 0 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 81.1 14.0 0.6 8.4 1.6 7.9 1.1 2.9 0.0 1.0: 0.0 0.0 Old : 100.0: 71.1 81.1 14.0 0.6 8.4 1.6 7.9 1.1 2.9 0.0 1.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 20 6 . 4 . . . . 0 .: Old : 34: 19 20 6 . 4 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 43.0 65.7 68.0 38.0 27.7 45.3 43.2 Old : 49.2 43.0 65.7 68.0 38.0 27.7 45.3 43.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, February 23, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 48,158: 12,585 27,351 17,006 4,809 10,838 2,801 502 31 704 2,478 1,337: 2,856 812 Old : 48,158: 12,585 27,351 17,006 4,809 10,838 2,801 502 31 704 2,478 1,337: 2,856 812 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 2,289: 11 166 285 -111 1,980 0 180 0 -61 0 74: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 56.8 35.3 10.0 22.5 5.8 1.0 0.1 1.5 5.1 2.8: 5.9 1.7 Old : 100.0: 26.1 56.8 35.3 10.0 22.5 5.8 1.0 0.1 1.5 5.1 2.8: 5.9 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 15 19 14 5 18 . . . . 4 4: Old : 53: 15 19 14 5 18 . . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.7 32.6 47.4 55.5 22.2 28.1 36.7 43.7 Old : 27.7 32.6 47.4 55.5 22.2 28.1 36.7 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2010