Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 37,622 : : Positions : : 26,740 32,599 5,722 1,099 2,759 0 600 0 1,706 60 0 : : : : Changes from: March 2, 2010 : : 1,361 2,148 657 -100 394 0 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 86.6 15.2 2.9 7.3 0.0 1.6 0.0 4.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 28 8 4 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 23,181 : : Positions : : 14,653 22,198 7,590 196 652 0 0 0 0 0 0 : : : : Changes from: March 2, 2010 : : 1,539 1,477 -27 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 95.8 32.7 0.8 2.8 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 9, 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 7,449 : : Positions : : 3,443 5,387 2,230 84 484 0 0 0 138 216 144 : : : : Changes from: March 2, 2010 : : 39 103 9 -60 60 0 0 0 -84 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 72.3 29.9 1.1 6.5 0.0 0.0 0.0 1.9 2.9 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 6 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 10,374 : : Positions : : 5,470 6,271 1,000 970 2,202 0 0 0 324 95 5 : : : : Changes from: March 2, 2010 : : 158 189 -114 160 200 0 0 0 84 -10 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 60.4 9.6 9.4 21.2 0.0 0.0 0.0 3.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 30 9 7 15 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 8,145 : : Positions : : 4,393 6,371 2,090 0 640 15 0 30 44 118 147 : : : : Changes from: March 2, 2010 : : 158 166 67 0 0 0 0 0 10 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 78.2 25.7 0.0 7.9 0.2 0.0 0.4 0.5 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 40 15 0 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 4,184 : : Positions : : 1,870 2,625 606 518 303 535 0 0 0 0 0 : : : : Changes from: March 2, 2010 : : 25 0 15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 62.7 14.5 12.4 7.2 12.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 13,488 : : Positions : : 12,402 10,246 175 2,381 861 0 0 0 0 0 0 : : : : Changes from: March 2, 2010 : : 1,400 1,495 30 -20 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 76.0 1.3 17.7 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 6 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 375,933 : : Positions : : 108,968 235,502 82,229 2,052 22,505 40,935 19,781 27,221 10,257 6,888 37,776 : : : : Changes from: March 2, 2010 : : 17,021 18,214 -1,604 415 -969 2,925 -1,855 3,450 -606 3,704 -2,137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 62.6 21.9 0.5 6.0 10.9 5.3 7.2 2.7 1.8 10.0 : : : : Number of Traders in Each Category Total Traders: 165 : : 57 70 15 . 13 34 9 22 11 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 71,117 : : Positions : : 31,278 31,053 4,276 819 13,254 0 1,825 0 1,370 3,940 16,913 : : : : Changes from: March 2, 2010 : : 455 289 394 383 45 0 112 0 -239 -163 677 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 43.7 6.0 1.2 18.6 0.0 2.6 0.0 1.9 5.5 23.8 : : : : 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 9, 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 17,575 : : Positions : : 10,450 13,177 3,983 313 1,236 238 0 0 802 1,985 475 : : : : Changes from: March 2, 2010 : : 1,479 1,194 0 0 100 -75 0 0 0 160 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 75.0 22.7 1.8 7.0 1.4 0.0 0.0 4.6 11.3 2.7 : : : : Number of Traders in Each Category Total Traders: 71 : : 26 36 13 . 8 . 0 0 5 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 19,882 : : Positions : : 14,213 6,558 2,310 8,010 2,064 0 900 0 0 1,075 525 : : : : Changes from: March 2, 2010 : : 1,275 375 0 1,200 -75 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 33.0 11.6 40.3 10.4 0.0 4.5 0.0 0.0 5.4 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 13 8 8 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 15,566 : : Positions : : 5,371 10,035 1,265 3,499 935 460 0 80 6,898 0 497 : : : : Changes from: March 2, 2010 : : -570 930 75 375 495 0 0 0 1,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 64.5 8.1 22.5 6.0 3.0 0.0 0.5 44.3 0.0 3.2 : : : : 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 9, 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 4,702 : : Positions : : 1,826 2,180 288 381 337 0 0 0 590 124 292 : : : : Changes from: March 2, 2010 : : 10 18 -26 6 -73 0 0 0 -22 6 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 46.4 6.1 8.1 7.2 0.0 0.0 0.0 12.5 2.6 6.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,984 : : Positions : : 1,094 1,194 150 200 150 0 0 0 0 390 0 : : : : Changes from: March 2, 2010 : : -156 -656 -562 100 100 0 0 0 0 390 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 60.2 7.6 10.1 7.6 0.0 0.0 0.0 0.0 19.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 8,018 : : Positions : : 6,481 5,597 243 815 759 0 0 0 100 480 115 : : : : Changes from: March 2, 2010 : : -572 -899 0 164 73 0 0 0 -84 140 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 69.8 3.0 10.2 9.5 0.0 0.0 0.0 1.2 6.0 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 2,918 : : Positions : : 2,740 2,162 146 122 0 0 0 0 0 542 0 : : : : Changes from: March 2, 2010 : : 587 622 -5 39 -7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 74.1 5.0 4.2 0.0 0.0 0.0 0.0 0.0 18.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 . . 0 0 0 0 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 511,207 : : Positions : : 106,182 169,873 102,638 51,945 137,885 32,073 8,323 43,976 8,653 17,601 60,116 : : : : Changes from: March 2, 2010 : : 8,113 8,405 3,119 -1,385 1,041 -1,620 341 2,887 -2,633 691 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 33.2 20.1 10.2 27.0 6.3 1.6 8.6 1.7 3.4 11.8 : : : : Number of Traders in Each Category Total Traders: 107 : : 34 37 19 10 26 15 7 16 13 . 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 2,649,787 : : Positions : : 377,115 588,641 221,052 212,610 836,652 210,831 50,354 293,225 71,597 41,449 533,781 : : : : Changes from: March 2, 2010 : : 27,319 30,636 -120 17,479 1,512 15,499 -1,500 -2,381 1,098 -737 12,296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 22.2 8.3 8.0 31.6 8.0 1.9 11.1 2.7 1.6 20.1 : : : : Number of Traders in Each Category Total Traders: 364 : : 52 63 18 24 38 86 40 79 60 62 102 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 90,290 : : Positions : : 57,422 21,270 1,739 1,810 7,734 252 13,414 5,452 50 24,070 14,927 : : : : Changes from: March 2, 2010 : : -58 -1,518 16 -436 307 -192 912 -283 -55 1,207 442 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 23.6 1.9 2.0 8.6 0.3 14.9 6.0 0.1 26.7 16.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 13 . 4 5 . 5 5 . 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 218,560 : : Positions : : 55,212 36,141 62,693 63,042 39,943 14,803 825 548 18,715 32,785 424 : : : : Changes from: March 2, 2010 : : 2,516 857 471 427 2,457 -2,059 84 165 415 1,972 -141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 16.5 28.7 28.8 18.3 6.8 0.4 0.3 8.6 15.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 10 9 8 15 . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 146,176 : : Positions : : 11,688 12,689 10,488 36,055 58,158 28,910 3,933 21,902 2,760 1,001 9,275 : : : : Changes from: March 2, 2010 : : 186 157 458 5,039 78 4,060 -445 -1,710 316 94 385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 8.7 7.2 24.7 39.8 19.8 2.7 15.0 1.9 0.7 6.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 11 11 7 10 16 17 6 15 7 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 599,729 : : Positions : : 108,069 98,875 61,126 108,824 293,123 0 677 9,082 38,115 0 66,855 : : : : Changes from: March 2, 2010 : : 2,653 2,292 689 4,495 12,404 0 36 -327 3,767 0 2,685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 16.5 10.2 18.1 48.9 0.0 0.1 1.5 6.4 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 9, 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 58,284 : : Positions : : 28,700 38,097 12,219 2,477 15,705 0 792 50 915 450 410 : : : : Changes from: March 2, 2010 : : 1,195 2,295 820 -280 262 0 0 50 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 65.4 21.0 4.2 26.9 0.0 1.4 0.1 1.6 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 68 : : 30 32 11 6 16 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 131,065 : : Positions : : 16,678 10,439 34,453 25,618 45,918 18,376 24,579 7,440 1,156 9,221 1,548 : : : : Changes from: March 2, 2010 : : 101 0 -236 -1,345 1,570 -229 1,117 -37 0 -522 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 8.0 26.3 19.5 35.0 14.0 18.8 5.7 0.9 7.0 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 6 6 8 10 17 6 9 10 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 36,697 : : Positions : : 2,080 3,846 6,128 5,157 17,201 900 2,783 6,273 1,267 0 200 : : : : Changes from: March 2, 2010 : : 0 0 240 -400 -23 0 108 194 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 10.5 16.7 14.1 46.9 2.5 7.6 17.1 3.5 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 9, 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 90,849 : : Positions : : 9,262 10,986 24,010 28,929 22,265 0 0 0 626 500 1,822 : : : : Changes from: March 2, 2010 : : 1,921 329 -30 -106 108 0 0 0 0 180 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 12.1 26.4 31.8 24.5 0.0 0.0 0.0 0.7 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 9 6 7 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 30,755 : : Positions : : 9,820 11,885 13,640 13,415 4,795 1,846 110 233 100 300 0 : : : : Changes from: March 2, 2010 : : 475 -495 -500 1,670 -525 924 0 -6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 38.6 44.4 43.6 15.6 6.0 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 9, 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 334,013 : : Positions : : 114,374 238,777 44,090 1,330 14,875 68,349 8,014 29,803 12,507 2,875 24,392 : : : : Changes from: March 2, 2010 : : 16,657 18,798 -565 132 813 3,060 1,315 2,637 -821 291 833 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 71.5 13.2 0.4 4.5 20.5 2.4 8.9 3.7 0.9 7.3 : : : : Number of Traders in Each Category Total Traders: 209 : : 55 78 18 5 17 53 11 24 15 16 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 24,085 : : Positions : : 14,615 14,740 747 2,108 66 233 982 217 2,157 0 87 : : : : Changes from: March 2, 2010 : : 1,782 1,814 225 190 -57 0 982 0 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 61.2 3.1 8.8 0.3 1.0 4.1 0.9 9.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 8,226 : : Positions : : 4,238 5,731 768 274 1,616 560 0 0 658 100 375 : : : : Changes from: March 2, 2010 : : 250 408 50 0 100 0 -75 0 33 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 69.7 9.3 3.3 19.6 6.8 0.0 0.0 8.0 1.2 4.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 15 21 7 5 9 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 55,410 : : Positions : : 41,298 41,782 5,092 7,312 3,399 2,670 1,121 1,601 435 0 0 : : : : Changes from: March 2, 2010 : : 4,236 4,366 90 605 25 600 0 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 75.4 9.2 13.2 6.1 4.8 2.0 2.9 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 8 4 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 23,026 : : Positions : : 13,420 21,606 6,586 0 920 2,000 0 0 0 0 0 : : : : Changes from: March 2, 2010 : : 125 309 175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 93.8 28.6 0.0 4.0 8.7 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 9, 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 14,428 : : Positions : : 7,832 8,395 3,735 3,300 1,783 228 0 300 450 550 100 : : : : Changes from: March 2, 2010 : : -100 900 -100 -500 415 100 -200 -100 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 58.2 25.9 22.9 12.4 1.6 0.0 2.1 3.1 3.8 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 14 16 10 8 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 15,798 : : Positions : : 11,399 12,267 1,853 2,305 1,076 120 150 0 0 0 0 : : : : Changes from: March 2, 2010 : : 1,115 980 -390 225 390 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 77.6 11.7 14.6 6.8 0.8 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . 4 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 19,237 : : Positions : : 11,398 8,645 4,276 6,641 2,504 0 1,110 166 480 38 69 : : : : Changes from: March 2, 2010 : : 289 68 -97 409 105 0 -435 -540 -144 6 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 44.9 22.2 34.5 13.0 0.0 5.8 0.9 2.5 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 16 5 15 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 10,860 : : Positions : : 7,796 8,445 1,397 282 1,111 225 602 286 45 134 0 : : : : Changes from: March 2, 2010 : : -95 271 -490 -214 216 0 -624 136 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 77.8 12.9 2.6 10.2 2.1 5.5 2.6 0.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 5 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 43,564 : : Positions : : 10,029 25,626 16,440 3,378 10,117 2,173 470 133 908 1,871 1,047 : : : : Changes from: March 2, 2010 : : -237 72 50 -100 199 375 0 -540 111 150 -216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 58.8 37.7 7.8 23.2 5.0 1.1 0.3 2.1 4.3 2.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 19 15 4 19 . . . . 4 4 : ----------------------------------------------------------------------------------------------------------------
Updated March 12, 2010