Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 34,835 : : Positions : : 25,379 30,451 5,065 1,199 2,365 0 600 0 1,706 90 0 : : : : Changes from: February 23, 2010 : : 559 -438 -1,026 -72 -532 0 0 0 -93 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 87.4 14.5 3.4 6.8 0.0 1.7 0.0 4.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 8 4 10 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 21,704 : : Positions : : 13,114 20,721 7,617 196 652 0 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -925 -1,370 -479 176 -317 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 95.5 35.1 0.9 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 21 8 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 7,268 : : Positions : : 3,404 5,284 2,221 144 424 0 0 0 222 216 114 : : : : Changes from: February 23, 2010 : : -329 -708 -156 -5 -59 0 0 0 -146 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 72.7 30.6 2.0 5.8 0.0 0.0 0.0 3.1 3.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 6 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 9,957 : : Positions : : 5,312 6,082 1,114 810 2,002 0 0 0 240 105 0 : : : : Changes from: February 23, 2010 : : -625 -459 105 -27 -209 0 0 0 50 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 61.1 11.2 8.1 20.1 0.0 0.0 0.0 2.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 29 9 6 14 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 7,976 : : Positions : : 4,235 6,205 2,023 0 640 15 0 30 34 123 142 : : : : Changes from: February 23, 2010 : : -1,331 -1,415 -108 -10 -139 0 0 0 -20 61 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 77.8 25.4 0.0 8.0 0.2 0.0 0.4 0.4 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 39 14 0 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 4,159 : : Positions : : 1,845 2,625 591 518 303 535 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -196 -248 -20 -139 -28 -145 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 63.1 14.2 12.5 7.3 12.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 11,893 : : Positions : : 11,002 8,751 145 2,401 721 0 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -705 -445 10 -205 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 73.6 1.2 20.2 6.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 355,394 : : Positions : : 91,947 217,288 83,833 1,637 23,473 38,010 21,636 23,771 10,862 3,184 39,913 : : : : Changes from: February 23, 2010 : : 1,232 -1,020 -360 106 -1,118 -11 1,923 -1,458 -712 1,338 2,614 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 61.1 23.6 0.5 6.6 10.7 6.1 6.7 3.1 0.9 11.2 : : : : Number of Traders in Each Category Total Traders: 157 : : 51 67 15 . 12 30 9 18 13 11 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 69,678 : : Positions : : 30,823 30,764 3,882 436 13,209 0 1,713 0 1,609 4,103 16,236 : : : : Changes from: February 23, 2010 : : 856 1,460 784 355 -550 0 19 0 -280 -525 -363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 44.2 5.6 0.6 19.0 0.0 2.5 0.0 2.3 5.9 23.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 6 6 . 8 0 . 0 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 15,998 : : Positions : : 8,971 11,983 3,983 313 1,136 313 0 0 802 1,825 250 : : : : Changes from: February 23, 2010 : : -1,993 -4,243 -1,807 165 35 -88 0 0 77 200 -327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 74.9 24.9 2.0 7.1 2.0 0.0 0.0 5.0 11.4 1.6 : : : : Number of Traders in Each Category Total Traders: 68 : : 26 35 11 . 8 . 0 0 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 18,632 : : Positions : : 12,938 6,183 2,310 6,810 2,139 0 1,200 0 0 1,075 525 : : : : Changes from: February 23, 2010 : : 1,587 1,662 -342 -379 -254 0 0 0 0 -325 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 33.2 12.4 36.6 11.5 0.0 6.4 0.0 0.0 5.8 2.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 13 8 8 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 13,766 : : Positions : : 5,941 9,105 1,190 3,124 440 460 0 80 5,098 0 497 : : : : Changes from: February 23, 2010 : : -807 -75 65 75 -195 0 0 0 722 0 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 66.1 8.6 22.7 3.2 3.3 0.0 0.6 37.0 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 4,684 : : Positions : : 1,816 2,162 314 375 410 0 0 0 612 118 278 : : : : Changes from: February 23, 2010 : : -220 -185 19 -55 -29 0 0 0 -68 5 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 46.2 6.7 8.0 8.8 0.0 0.0 0.0 13.1 2.5 5.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 4 . 5 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 8,458 : : Positions : : 7,053 6,496 243 651 686 0 0 0 184 340 142 : : : : Changes from: February 23, 2010 : : -64 -393 -238 150 268 0 0 0 91 -3 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 76.8 2.9 7.7 8.1 0.0 0.0 0.0 2.2 4.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 2,362 : : Positions : : 2,153 1,540 151 83 7 0 0 0 0 542 0 : : : : Changes from: February 23, 2010 : : -681 -241 108 -72 7 0 0 0 0 -168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 65.2 6.4 3.5 0.3 0.0 0.0 0.0 0.0 22.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 14 . . . 0 0 0 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 499,183 : : Positions : : 98,069 161,468 99,519 53,330 136,844 33,693 7,982 41,089 11,286 16,910 60,045 : : : : Changes from: February 23, 2010 : : -352 -130 974 2,700 1,684 -419 3,266 2,434 946 -4,498 -3,168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 32.3 19.9 10.7 27.4 6.7 1.6 8.2 2.3 3.4 12.0 : : : : Number of Traders in Each Category Total Traders: 110 : : 30 36 18 11 26 14 8 15 17 4 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,580,257 : : Positions : : 349,796 558,005 221,172 195,131 835,140 195,331 51,854 295,606 70,498 42,186 521,484 : : : : Changes from: February 23, 2010 : : 19,795 17,909 -6,887 9,158 22,823 10,742 -3,688 18,098 -2,017 1,111 2,594 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 21.6 8.6 7.6 32.4 7.6 2.0 11.5 2.7 1.6 20.2 : : : : Number of Traders in Each Category Total Traders: 361 : : 52 62 18 24 39 85 38 77 56 63 99 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 90,233 : : Positions : : 57,481 22,788 1,723 2,246 7,427 444 12,501 5,735 105 22,863 14,485 : : : : Changes from: February 23, 2010 : : 2,564 968 -446 176 709 110 -830 267 -31 2,115 786 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 25.3 1.9 2.5 8.2 0.5 13.9 6.4 0.1 25.3 16.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 14 . 4 5 . 5 5 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 211,062 : : Positions : : 52,696 35,284 62,222 62,615 37,486 16,862 741 383 18,300 30,813 565 : : : : Changes from: February 23, 2010 : : -8,135 -2,397 -3,263 -1,576 -775 3,213 -34 -383 223 2,907 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 16.7 29.5 29.7 17.8 8.0 0.4 0.2 8.7 14.6 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 10 10 7 15 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 142,420 : : Positions : : 11,502 12,533 10,030 31,017 58,080 24,850 4,378 23,612 2,445 907 8,890 : : : : Changes from: February 23, 2010 : : 79 205 -44 -637 1,510 -424 -33 662 -12 100 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 8.8 7.0 21.8 40.8 17.4 3.1 16.6 1.7 0.6 6.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 11 11 7 10 16 16 6 16 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 575,865 : : Positions : : 105,416 96,583 60,438 104,329 280,718 0 641 9,409 34,348 0 64,170 : : : : Changes from: February 23, 2010 : : -1,268 -2,691 -2,640 -1,416 -13,217 -391 641 965 104 -25 -2,255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 16.8 10.5 18.1 48.7 0.0 0.1 1.6 6.0 0.0 11.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 11 11 8 18 25 0 . . 8 0 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 55,747 : : Positions : : 27,505 35,802 11,399 2,757 15,443 0 792 0 915 400 410 : : : : Changes from: February 23, 2010 : : -3,181 -10,430 -6,150 684 -94 -25 252 0 -125 -55 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 64.2 20.4 4.9 27.7 0.0 1.4 0.0 1.6 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 29 32 11 7 15 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 130,347 : : Positions : : 16,577 10,439 34,689 26,963 44,348 18,605 23,462 7,477 1,156 9,743 1,568 : : : : Changes from: February 23, 2010 : : 308 -270 615 1,408 -1,108 455 400 283 74 428 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 8.0 26.6 20.7 34.0 14.3 18.0 5.7 0.9 7.5 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 6 6 8 10 17 7 9 11 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 36,784 : : Positions : : 2,080 3,846 5,888 5,557 17,224 900 2,675 6,079 1,517 0 200 : : : : Changes from: February 23, 2010 : : 100 36 636 1,259 -81 500 -9 -691 46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 10.5 16.0 15.1 46.8 2.4 7.3 16.5 4.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 7 6 11 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 90,352 : : Positions : : 7,341 10,657 24,040 29,035 22,157 0 0 0 626 320 1,977 : : : : Changes from: February 23, 2010 : : -1,840 -1,910 -3,521 -2,556 411 0 0 0 151 320 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 11.8 26.6 32.1 24.5 0.0 0.0 0.0 0.7 0.4 2.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 8 6 7 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 30,111 : : Positions : : 9,345 12,380 14,140 11,745 5,320 922 110 239 100 300 0 : : : : Changes from: February 23, 2010 : : -30 -1,825 -3,500 -275 -765 172 -1,197 89 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 41.1 47.0 39.0 17.7 3.1 0.4 0.8 0.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 15 8 12 12 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 308,142 : : Positions : : 97,717 219,979 44,655 1,198 14,061 65,290 6,699 27,165 13,328 2,585 23,559 : : : : Changes from: February 23, 2010 : : 3,700 6,270 4,203 -86 -1,238 -647 2,630 157 -1,201 -255 785 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 71.4 14.5 0.4 4.6 21.2 2.2 8.8 4.3 0.8 7.6 : : : : Number of Traders in Each Category Total Traders: 209 : : 53 78 20 . 17 55 9 27 19 14 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 21,034 : : Positions : : 12,833 12,926 522 1,918 123 233 0 217 1,782 0 87 : : : : Changes from: February 23, 2010 : : -1,089 -906 -14 -244 0 -158 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 61.5 2.5 9.1 0.6 1.1 0.0 1.0 8.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 7,793 : : Positions : : 3,988 5,323 718 274 1,516 560 75 0 625 100 375 : : : : Changes from: February 23, 2010 : : -416 -1,311 -636 0 -218 -256 0 0 -5 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 68.3 9.2 3.5 19.5 7.2 1.0 0.0 8.0 1.3 4.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 15 19 7 5 9 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 50,414 : : Positions : : 37,062 37,416 5,002 6,707 3,374 2,070 1,121 1,601 390 0 0 : : : : Changes from: February 23, 2010 : : -302 -620 624 183 -313 70 66 -79 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 74.2 9.9 13.3 6.7 4.1 2.2 3.2 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 25 7 5 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 22,717 : : Positions : : 13,295 21,297 6,411 0 920 2,000 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : 945 -369 -1,159 0 0 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 93.7 28.2 0.0 4.0 8.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 11 10 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 13,913 : : Positions : : 7,932 7,495 3,835 3,800 1,368 128 200 400 150 550 100 : : : : Changes from: February 23, 2010 : : -547 -620 163 -392 -486 -328 200 -200 0 150 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 53.9 27.6 27.3 9.8 0.9 1.4 2.9 1.1 4.0 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 13 15 10 8 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 14,203 : : Positions : : 10,284 11,287 2,243 2,080 686 120 150 0 0 0 0 : : : : Changes from: February 23, 2010 : : 55 -512 -460 782 218 -60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 79.5 15.8 14.6 4.8 0.8 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 4 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 19,555 : : Positions : : 11,109 8,577 4,373 6,232 2,399 0 1,545 706 624 32 0 : : : : Changes from: February 23, 2010 : : -1,222 -139 -528 -550 143 0 -827 175 144 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 43.9 22.4 31.9 12.3 0.0 7.9 3.6 3.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 16 7 13 11 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,093 : : Positions : : 7,891 8,174 1,887 496 895 225 1,226 150 45 134 0 : : : : Changes from: February 23, 2010 : : -2,058 -3,172 -67 417 -273 0 116 0 -362 134 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 73.7 17.0 4.5 8.1 2.0 11.1 1.4 0.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : 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 43,859 : : Positions : : 10,266 25,554 16,390 3,478 9,918 1,798 470 673 797 1,721 1,263 : : : : Changes from: February 23, 2010 : : -2,319 -1,797 -616 -1,331 -920 -1,003 -32 642 93 -757 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 58.3 37.4 7.9 22.6 4.1 1.1 1.5 1.8 3.9 2.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 18 14 5 18 . . . . 4 4 : ----------------------------------------------------------------------------------------------------------------
Updated March 2, 2010