Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 42,735 : : Positions : : 30,116 36,898 6,925 1,274 3,608 0 600 0 1,706 125 0 : : : : Changes from: March 16, 2010 : : 1,720 2,073 478 100 389 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 86.3 16.2 3.0 8.4 0.0 1.4 0.0 4.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 31 8 4 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 25,722 : : Positions : : 17,326 24,368 7,057 121 1,098 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : 1,665 850 -815 0 222 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 94.7 27.4 0.5 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 21 8 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 7,611 : : Positions : : 3,489 5,520 2,323 60 511 0 0 0 138 216 144 : : : : Changes from: March 16, 2010 : : 67 170 93 0 3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 72.5 30.5 0.8 6.7 0.0 0.0 0.0 1.8 2.8 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 23, 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 10,932 : : Positions : : 5,916 6,665 1,144 964 2,307 0 0 0 324 115 0 : : : : Changes from: March 16, 2010 : : 232 148 -1 19 6 0 0 0 0 15 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 61.0 10.5 8.8 21.1 0.0 0.0 0.0 3.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 31 10 7 16 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 8,938 : : Positions : : 4,865 7,100 2,273 0 652 0 0 0 64 142 147 : : : : Changes from: March 16, 2010 : : 104 23 -2 0 -4 0 0 0 5 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 79.4 25.4 0.0 7.3 0.0 0.0 0.0 0.7 1.6 1.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 41 16 0 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 4,321 : : Positions : : 1,912 2,825 656 500 258 535 0 30 0 0 0 : : : : Changes from: March 16, 2010 : : -9 -24 10 5 0 0 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 65.4 15.2 11.6 6.0 12.4 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,797 : : Positions : : 870 1,061 367 60 60 0 0 0 0 60 50 : : : : Changes from: March 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 59.0 20.4 3.3 3.3 0.0 0.0 0.0 0.0 3.3 2.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 15,355 : : Positions : : 13,829 12,053 271 2,077 1,205 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : 1,207 1,107 0 100 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 78.5 1.8 13.5 7.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 391,188 : : Positions : : 122,725 246,147 82,820 1,287 22,877 39,024 17,185 29,362 10,141 11,107 37,669 : : : : Changes from: March 16, 2010 : : 2,187 -774 457 198 1,003 -4,061 -2,701 4,624 142 1,192 -1,887 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 62.9 21.2 0.3 5.8 10.0 4.4 7.5 2.6 2.8 9.6 : : : : Number of Traders in Each Category Total Traders: 165 : : 60 67 17 . 12 34 9 21 13 11 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 72,622 : : Positions : : 32,280 32,025 4,119 759 13,736 0 1,774 0 1,556 3,918 17,125 : : : : Changes from: March 16, 2010 : : 175 36 -5 68 75 0 -81 0 -53 70 -149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 44.1 5.7 1.0 18.9 0.0 2.4 0.0 2.1 5.4 23.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 6 4 4 8 0 . 0 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 20,505 : : Positions : : 10,880 14,367 4,838 363 2,611 254 0 0 802 2,030 680 : : : : Changes from: March 16, 2010 : : 215 615 300 0 750 15 0 0 0 -50 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 70.1 23.6 1.8 12.7 1.2 0.0 0.0 3.9 9.9 3.3 : : : : Number of Traders in Each Category Total Traders: 74 : : 29 37 14 . 9 . 0 0 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 19,537 : : Positions : : 13,788 6,683 2,200 8,250 2,304 0 0 0 0 1,075 525 : : : : Changes from: March 16, 2010 : : -50 50 -50 300 105 0 -450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 34.2 11.3 42.2 11.8 0.0 0.0 0.0 0.0 5.5 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 14 10 7 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 15,122 : : Positions : : 5,521 9,960 1,365 2,999 916 460 150 80 6,223 0 497 : : : : Changes from: March 16, 2010 : : 225 -375 150 -450 -75 0 150 0 -1,050 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 65.9 9.0 19.8 6.1 3.0 1.0 0.5 41.2 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 11 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 4,892 : : Positions : : 1,846 2,257 337 357 331 0 0 0 616 124 301 : : : : Changes from: March 16, 2010 : : 22 20 -8 0 6 0 0 0 -12 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 46.1 6.9 7.3 6.8 0.0 0.0 0.0 12.6 2.5 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 23, 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 3,679 : : Positions : : 3,254 1,689 100 1,200 250 0 0 0 25 490 0 : : : : Changes from: March 16, 2010 : : 100 0 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 45.9 2.7 32.6 6.8 0.0 0.0 0.0 0.7 13.3 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 23, 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 8,267 : : Positions : : 6,573 5,790 223 1,088 695 238 0 0 60 300 173 : : : : Changes from: March 16, 2010 : : -29 25 -20 3 -17 35 0 0 -25 -92 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 70.0 2.7 13.2 8.4 2.9 0.0 0.0 0.7 3.6 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 3,905 : : Positions : : 3,478 2,787 146 107 3 0 0 0 185 856 0 : : : : Changes from: March 16, 2010 : : 241 164 0 0 0 0 0 0 25 107 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 71.4 3.7 2.7 0.1 0.0 0.0 0.0 4.7 21.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . 0 0 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 495,086 : : Positions : : 101,967 177,630 108,412 41,559 134,194 27,684 5,458 46,531 7,140 20,661 51,378 : : : : Changes from: March 16, 2010 : : -14,822 -8,123 6,180 3,589 -3,155 -2,177 -1,080 1,494 2,866 -558 -2,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 35.9 21.9 8.4 27.1 5.6 1.1 9.4 1.4 4.2 10.4 : : : : Number of Traders in Each Category Total Traders: 104 : : 32 36 15 12 24 12 8 14 12 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 2,582,395 : : Positions : : 350,292 565,136 216,643 209,920 831,725 211,309 52,003 301,613 73,630 38,493 507,571 : : : : Changes from: March 16, 2010 : : -39,890 -35,260 8,254 -6,114 -17,126 -11,187 3,049 -808 756 602 -29,356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 21.9 8.4 8.1 32.2 8.2 2.0 11.7 2.9 1.5 19.7 : : : : Number of Traders in Each Category Total Traders: 347 : : 50 60 18 22 36 82 42 78 55 57 92 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 87,711 : : Positions : : 54,019 21,389 1,695 1,884 7,687 1,339 12,530 5,785 0 22,379 14,664 : : : : Changes from: March 16, 2010 : : 6,324 -3,903 1,695 -2,140 10 -1,127 7,460 -1,624 0 4,692 -3,484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 24.4 1.9 2.1 8.8 1.5 14.3 6.6 0.0 25.5 16.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 10 . . 5 . 4 4 0 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 224,651 : : Positions : : 57,277 37,659 65,805 64,706 38,790 15,013 0 548 19,803 34,973 350 : : : : Changes from: March 16, 2010 : : 469 342 892 552 -66 102 -741 0 672 1,059 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 16.8 29.3 28.8 17.3 6.7 0.0 0.2 8.8 15.6 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 12 10 9 8 15 . 0 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 141,212 : : Positions : : 12,211 12,617 10,431 35,655 60,620 28,549 4,329 16,460 2,567 961 7,599 : : : : Changes from: March 16, 2010 : : 535 -251 -1 351 -211 -505 8 -6,564 -154 -80 -3,461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 8.9 7.4 25.2 42.9 20.2 3.1 11.7 1.8 0.7 5.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 10 10 7 10 16 17 7 16 8 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 617,970 : : Positions : : 111,540 101,848 62,238 115,910 298,265 0 251 12,255 39,970 0 70,655 : : : : Changes from: March 16, 2010 : : -123 517 358 3,669 2,226 0 -425 1,224 913 0 1,797 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 16.5 10.1 18.8 48.3 0.0 0.0 2.0 6.5 0.0 11.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 11 11 8 20 27 0 . . 9 0 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 61,971 : : Positions : : 29,380 41,279 14,546 2,445 16,467 0 565 50 765 400 535 : : : : Changes from: March 16, 2010 : : -275 2,082 2,032 0 895 0 -519 25 -150 50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 66.6 23.5 3.9 26.6 0.0 0.9 0.1 1.2 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 30 33 11 7 16 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 129,086 : : Positions : : 16,752 10,608 34,928 26,990 44,033 18,916 24,709 7,001 0 8,634 1,467 : : : : Changes from: March 16, 2010 : : 65 169 667 -317 -2,180 -577 -400 -828 0 1,363 -1,081 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 8.2 27.1 20.9 34.1 14.7 19.1 5.4 0.0 6.7 1.1 : : : : 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 23, 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 36,112 : : Positions : : 2,280 3,616 7,516 4,536 16,855 1,217 3,474 5,925 0 400 0 : : : : Changes from: March 16, 2010 : : 200 200 531 0 854 0 -146 385 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 10.0 20.8 12.6 46.7 3.4 9.6 16.4 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 5 11 . 4 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 93,996 : : Positions : : 10,687 12,788 23,794 28,985 22,639 0 0 0 590 600 1,896 : : : : Changes from: March 16, 2010 : : 1,360 1,715 15 -447 554 0 0 0 -36 0 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 13.6 25.3 30.8 24.1 0.0 0.0 0.0 0.6 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 23, 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 31,485 : : Positions : : 10,370 12,310 13,340 13,090 5,275 1,846 110 233 100 450 0 : : : : Changes from: March 16, 2010 : : -50 150 150 -200 105 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 39.1 42.4 41.6 16.8 5.9 0.3 0.7 0.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 15 8 12 13 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 370,833 : : Positions : : 137,567 267,715 45,706 1,067 16,098 71,100 7,719 33,927 13,992 2,656 26,398 : : : : Changes from: March 16, 2010 : : 11,570 9,302 845 -170 178 -3,191 720 4,881 1,423 -169 -1,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 72.2 12.3 0.3 4.3 19.2 2.1 9.1 3.8 0.7 7.1 : : : : Number of Traders in Each Category Total Traders: 217 : : 62 77 20 4 17 57 12 26 18 16 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 26,290 : : Positions : : 16,054 17,651 855 1,893 102 233 982 217 2,472 0 0 : : : : Changes from: March 16, 2010 : : 566 1,213 0 0 0 0 0 0 87 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 67.1 3.3 7.2 0.4 0.9 3.7 0.8 9.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 9,111 : : Positions : : 4,793 6,486 918 274 1,596 560 0 0 708 100 525 : : : : Changes from: March 16, 2010 : : 410 460 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 71.2 10.1 3.0 17.5 6.1 0.0 0.0 7.8 1.1 5.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 18 24 7 5 10 . 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 62,367 : : Positions : : 47,104 47,963 5,637 7,530 3,582 2,945 1,421 1,601 385 0 75 : : : : Changes from: March 16, 2010 : : 1,433 1,026 -270 15 -1 75 300 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 76.9 9.0 12.1 5.7 4.7 2.3 2.6 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 26 8 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 23,511 : : Positions : : 13,660 22,091 6,831 0 920 2,000 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : 140 -295 -435 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 94.0 29.1 0.0 3.9 8.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 10 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 15,029 : : Positions : : 7,757 9,485 4,180 3,030 1,864 528 0 0 600 550 100 : : : : Changes from: March 16, 2010 : : 25 690 245 -120 -5 300 0 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 63.1 27.8 20.2 12.4 3.5 0.0 0.0 4.0 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 16 19 11 6 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 18,709 : : Positions : : 14,535 14,653 1,254 2,368 1,685 360 0 0 125 0 0 : : : : Changes from: March 16, 2010 : : 1,735 1,440 -509 31 459 120 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 78.3 6.7 12.7 9.0 1.9 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . 6 7 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 20,414 : : Positions : : 13,076 9,330 3,685 6,647 2,765 0 1,365 136 480 32 75 : : : : Changes from: March 16, 2010 : : 1,020 95 -57 0 -27 0 810 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 45.7 18.1 32.6 13.5 0.0 6.7 0.7 2.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 19 18 5 15 14 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 11,321 : : Positions : : 7,404 9,087 1,976 263 1,036 225 127 575 45 134 0 : : : : Changes from: March 16, 2010 : : -786 -149 318 -15 -145 0 -325 154 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 80.3 17.5 2.3 9.2 2.0 1.1 5.1 0.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 5 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 45,177 : : Positions : : 10,387 26,559 16,389 3,453 10,297 1,723 503 0 1,909 1,982 1,227 : : : : Changes from: March 16, 2010 : : 75 882 15 75 0 -150 38 -15 525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 58.8 36.3 7.6 22.8 3.8 1.1 0.0 4.2 4.4 2.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 21 15 4 19 . . 0 . 4 4 : ----------------------------------------------------------------------------------------------------------------
Updated March 26, 2010