Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 40,318 : : Positions : : 28,396 34,825 6,447 1,174 3,219 0 600 0 1,706 125 0 : : : : Changes from: March 9, 2010 : : 1,656 2,226 725 75 460 0 0 0 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 86.4 16.0 2.9 8.0 0.0 1.5 0.0 4.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 29 8 4 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 24,650 : : Positions : : 15,661 23,518 7,872 121 876 0 0 0 0 0 0 : : : : Changes from: March 9, 2010 : : 1,008 1,320 282 -75 224 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 95.4 31.9 0.5 3.6 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 16, 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 7,456 : : Positions : : 3,422 5,350 2,230 60 508 0 0 0 138 216 144 : : : : Changes from: March 9, 2010 : : -21 -37 0 -24 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 71.8 29.9 0.8 6.8 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 16, 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 10,779 : : Positions : : 5,684 6,517 1,145 945 2,301 0 0 0 324 100 5 : : : : Changes from: March 9, 2010 : : 214 246 145 -25 99 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 60.5 10.6 8.8 21.3 0.0 0.0 0.0 3.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 30 10 7 16 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 8,814 : : Positions : : 4,761 7,077 2,275 0 656 0 0 0 59 132 147 : : : : Changes from: March 9, 2010 : : 368 706 185 0 16 -15 0 -30 15 14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 80.3 25.8 0.0 7.4 0.0 0.0 0.0 0.7 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 42 16 0 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 4,300 : : Positions : : 1,921 2,849 646 495 258 535 0 0 0 0 0 : : : : Changes from: March 9, 2010 : : 51 224 40 -23 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 66.3 15.0 11.5 6.0 12.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 14,253 : : Positions : : 12,622 10,946 271 1,977 1,310 0 0 0 0 0 0 : : : : Changes from: March 9, 2010 : : 220 700 96 -404 449 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 76.8 1.9 13.9 9.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 390,620 : : Positions : : 120,539 246,921 82,363 1,089 21,874 43,085 19,886 24,738 9,999 9,915 39,557 : : : : Changes from: March 9, 2010 : : 11,571 11,419 134 -963 -631 2,150 106 -2,483 -257 3,027 1,780 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 63.2 21.1 0.3 5.6 11.0 5.1 6.3 2.6 2.5 10.1 : : : : Number of Traders in Each Category Total Traders: 165 : : 56 70 15 . 11 39 8 19 13 8 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 72,639 : : Positions : : 32,105 31,988 4,123 691 13,661 0 1,854 0 1,609 3,848 17,274 : : : : Changes from: March 9, 2010 : : 827 935 -153 -128 407 0 29 0 239 -92 361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 44.0 5.7 1.0 18.8 0.0 2.6 0.0 2.2 5.3 23.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 6 5 . 8 0 . 0 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 19,200 : : Positions : : 10,665 13,752 4,538 363 1,861 239 0 0 802 2,080 555 : : : : Changes from: March 9, 2010 : : 215 575 555 50 625 1 0 0 0 95 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 71.6 23.6 1.9 9.7 1.2 0.0 0.0 4.2 10.8 2.9 : : : : Number of Traders in Each Category Total Traders: 72 : : 27 35 13 . 9 . 0 0 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 19,532 : : Positions : : 13,838 6,633 2,250 7,950 2,199 0 450 0 0 1,075 525 : : : : Changes from: March 9, 2010 : : -375 75 -60 -60 135 0 -450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 34.0 11.5 40.7 11.3 0.0 2.3 0.0 0.0 5.5 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 13 10 7 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 15,872 : : Positions : : 5,296 10,335 1,215 3,449 991 460 0 80 7,273 0 497 : : : : Changes from: March 9, 2010 : : -75 300 -50 -50 56 0 0 0 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 65.1 7.7 21.7 6.2 2.9 0.0 0.5 45.8 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 11 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 4,855 : : Positions : : 1,824 2,237 345 357 325 0 0 0 628 124 295 : : : : Changes from: March 9, 2010 : : -2 57 57 -24 -12 0 0 0 38 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 46.1 7.1 7.4 6.7 0.0 0.0 0.0 12.9 2.6 6.1 : : : : 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 16, 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 3,579 : : Positions : : 3,154 1,689 100 1,100 250 0 0 0 25 490 0 : : : : Changes from: March 9, 2010 : : 2,060 495 -50 900 100 0 0 0 25 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 47.2 2.8 30.7 7.0 0.0 0.0 0.0 0.7 13.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 10 . . . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 8,332 : : Positions : : 6,602 5,765 243 1,085 712 203 0 0 85 392 130 : : : : Changes from: March 9, 2010 : : 121 168 0 270 -47 203 0 0 -15 -88 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 69.2 2.9 13.0 8.5 2.4 0.0 0.0 1.0 4.7 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 3,599 : : Positions : : 3,237 2,623 146 107 3 0 0 0 160 749 0 : : : : Changes from: March 9, 2010 : : 497 461 0 -15 3 0 0 0 160 207 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 72.9 4.1 3.0 0.1 0.0 0.0 0.0 4.4 20.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 . . . 0 0 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 508,996 : : Positions : : 116,789 185,753 102,232 37,970 137,349 29,861 6,538 45,037 4,274 21,219 53,413 : : : : Changes from: March 9, 2010 : : 10,608 15,881 -406 -13,975 -536 -2,212 -1,785 1,061 -4,379 3,618 -6,703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 36.5 20.1 7.5 27.0 5.9 1.3 8.8 0.8 4.2 10.5 : : : : Number of Traders in Each Category Total Traders: 110 : : 33 37 17 11 24 16 7 15 9 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 2,675,782 : : Positions : : 390,182 600,396 208,390 216,034 848,852 222,496 48,955 302,420 72,875 37,891 536,927 : : : : Changes from: March 9, 2010 : : 13,067 11,755 -12,662 3,424 12,200 11,665 -1,400 9,195 1,278 -3,558 3,146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 22.4 7.8 8.1 31.7 8.3 1.8 11.3 2.7 1.4 20.1 : : : : Number of Traders in Each Category Total Traders: 379 : : 53 61 17 25 37 95 41 83 64 61 106 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 86,640 : : Positions : : 47,695 25,292 0 4,023 7,678 2,466 5,070 7,409 0 17,687 18,148 : : : : Changes from: March 9, 2010 : : -9,728 4,022 -1,739 2,213 -57 2,213 -8,344 1,957 -50 -6,383 3,221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 29.2 0.0 4.6 8.9 2.8 5.9 8.6 0.0 20.4 20.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 13 0 6 5 . . 5 0 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 222,038 : : Positions : : 56,808 37,317 64,913 64,154 38,856 14,911 741 548 19,131 33,914 535 : : : : Changes from: March 9, 2010 : : 1,596 1,176 2,220 1,112 -1,087 108 -84 0 416 1,129 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 16.8 29.2 28.9 17.5 6.7 0.3 0.2 8.6 15.3 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 16, 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 151,676 : : Positions : : 11,676 12,868 10,431 35,304 60,831 29,054 4,321 23,024 2,721 1,040 11,059 : : : : Changes from: March 9, 2010 : : -12 178 -56 -751 2,673 144 389 1,122 -39 39 1,784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 8.5 6.9 23.3 40.1 19.2 2.8 15.2 1.8 0.7 7.3 : : : : 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 16, 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 612,706 : : Positions : : 111,663 101,331 61,880 112,241 296,038 0 676 11,031 39,057 0 68,858 : : : : Changes from: March 9, 2010 : : 3,594 2,456 754 3,417 2,916 0 -1 1,949 941 0 2,002 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 16.5 10.1 18.3 48.3 0.0 0.1 1.8 6.4 0.0 11.2 : : : : 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 16, 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 59,476 : : Positions : : 29,655 39,197 12,514 2,445 15,572 0 1,084 25 915 350 460 : : : : Changes from: March 9, 2010 : : 955 1,100 295 -32 -133 0 292 -25 0 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 65.9 21.0 4.1 26.2 0.0 1.8 0.0 1.5 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 67 : : 31 31 11 6 16 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 132,595 : : Positions : : 16,687 10,439 34,261 27,307 46,213 19,493 25,109 7,829 0 7,271 2,548 : : : : Changes from: March 9, 2010 : : 9 0 -192 1,689 295 1,117 530 389 -1,156 -1,950 1,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 7.9 25.8 20.6 34.9 14.7 18.9 5.9 0.0 5.5 1.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 6 6 8 10 17 7 10 10 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 34,393 : : Positions : : 2,080 3,416 6,985 4,536 16,001 1,217 3,620 5,540 0 0 0 : : : : Changes from: March 9, 2010 : : 0 -430 857 -621 -1,200 317 837 -733 -1,267 0 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 9.9 20.3 13.2 46.5 3.5 10.5 16.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 8 5 11 . 4 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 91,773 : : Positions : : 9,327 11,073 23,779 29,432 22,085 0 0 0 626 600 1,794 : : : : Changes from: March 9, 2010 : : 65 87 -231 503 -180 0 0 0 0 100 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 12.1 25.9 32.1 24.1 0.0 0.0 0.0 0.7 0.7 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 16, 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 31,280 : : Positions : : 10,420 12,160 13,190 13,290 5,170 1,846 110 233 100 300 0 : : : : Changes from: March 9, 2010 : : 600 275 -450 -125 375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 38.9 42.2 42.5 16.5 5.9 0.4 0.7 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 16, 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 357,796 : : Positions : : 125,997 258,413 44,860 1,237 15,920 74,291 6,998 29,045 12,569 2,824 27,417 : : : : Changes from: March 9, 2010 : : 11,624 19,635 771 -93 1,045 5,942 -1,015 -757 62 -51 3,026 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 72.2 12.5 0.3 4.4 20.8 2.0 8.1 3.5 0.8 7.7 : : : : Number of Traders in Each Category Total Traders: 215 : : 57 78 21 . 16 58 10 21 12 18 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 25,692 : : Positions : : 15,488 16,438 855 1,893 102 233 982 217 2,385 0 0 : : : : Changes from: March 9, 2010 : : 873 1,698 108 -215 36 0 0 0 228 0 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 64.0 3.3 7.4 0.4 0.9 3.8 0.8 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 8,651 : : Positions : : 4,383 6,026 918 274 1,596 560 0 0 658 100 525 : : : : Changes from: March 9, 2010 : : 145 295 150 0 -20 0 0 0 0 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 69.7 10.6 3.2 18.4 6.5 0.0 0.0 7.6 1.2 6.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 17 21 7 5 10 . 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 61,027 : : Positions : : 45,671 46,937 5,907 7,515 3,583 2,870 1,121 1,601 360 0 75 : : : : Changes from: March 9, 2010 : : 4,373 5,155 815 203 184 200 0 0 -75 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 76.9 9.7 12.3 5.9 4.7 1.8 2.6 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 26 8 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 23,806 : : Positions : : 13,520 22,386 7,266 0 920 2,000 0 0 0 0 0 : : : : Changes from: March 9, 2010 : : 100 780 680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 94.0 30.5 0.0 3.9 8.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 10 10 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 14,764 : : Positions : : 7,732 8,795 3,935 3,150 1,869 228 0 300 600 550 100 : : : : Changes from: March 9, 2010 : : -100 400 200 -150 86 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 59.6 26.7 21.3 12.7 1.5 0.0 2.0 4.1 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 14 17 10 8 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 16,779 : : Positions : : 12,800 13,213 1,763 2,337 1,226 240 0 0 0 0 0 : : : : Changes from: March 9, 2010 : : 1,401 946 -90 32 150 120 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 78.7 10.5 13.9 7.3 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 4 4 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 19,472 : : Positions : : 12,056 9,235 3,742 6,647 2,792 0 555 136 480 32 75 : : : : Changes from: March 9, 2010 : : 658 590 -534 6 288 0 -555 -30 0 -6 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 47.4 19.2 34.1 14.3 0.0 2.9 0.7 2.5 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 18 5 15 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 11,765 : : Positions : : 8,190 9,236 1,658 278 1,181 225 452 421 45 134 0 : : : : Changes from: March 9, 2010 : : 394 791 261 -4 70 0 -150 135 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 78.5 14.1 2.4 10.0 1.9 3.8 3.6 0.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 5 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 44,198 : : Positions : : 10,312 25,677 16,374 3,378 10,297 1,873 465 15 1,384 1,982 1,227 : : : : Changes from: March 9, 2010 : : 283 51 -66 0 180 -300 -5 -118 476 111 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 58.1 37.0 7.6 23.3 4.2 1.1 0.0 3.1 4.5 2.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 14 19 15 4 19 . . . . 4 4 : ----------------------------------------------------------------------------------------------------------------
Updated March 19, 2010