Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 44,278 : : Positions : : 31,332 38,455 7,044 1,052 3,816 0 600 0 1,706 125 0 : : : : Changes from: March 23, 2010 : : 1,216 1,557 119 -222 208 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 86.8 15.9 2.4 8.6 0.0 1.4 0.0 3.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 31 9 . 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 27,635 : : Positions : : 19,378 26,387 7,044 121 992 0 0 0 0 0 0 : : : : Changes from: March 23, 2010 : : 2,052 2,019 -13 0 -106 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 95.5 25.5 0.4 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 23 8 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 7,710 : : Positions : : 3,626 5,547 2,337 60 511 0 0 0 138 216 144 : : : : Changes from: March 23, 2010 : : 137 27 14 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 71.9 30.3 0.8 6.6 0.0 0.0 0.0 1.8 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 6 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 11,109 : : Positions : : 5,972 6,730 1,140 971 2,310 0 0 0 324 135 0 : : : : Changes from: March 23, 2010 : : 56 65 -4 7 3 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 60.6 10.3 8.7 20.8 0.0 0.0 0.0 2.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 32 10 7 16 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 9,311 : : Positions : : 5,183 7,648 2,255 0 664 0 0 0 306 220 183 : : : : Changes from: March 23, 2010 : : 318 548 -18 0 12 0 0 0 242 78 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 82.1 24.2 0.0 7.1 0.0 0.0 0.0 3.3 2.4 2.0 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 46 16 0 13 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 4,425 : : Positions : : 1,947 2,905 676 485 252 535 0 30 0 0 0 : : : : Changes from: March 23, 2010 : : 35 80 20 -15 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 65.6 15.3 11.0 5.7 12.1 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 30, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,351 : : Positions : : 1,441 1,487 105 199 11 0 0 0 0 0 0 : : : : Changes from: March 23, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 63.2 4.5 8.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 2,175 : : Positions : : 1,240 1,486 372 79 84 0 0 0 0 60 50 : : : : Changes from: March 23, 2010 : : 370 425 5 19 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 68.3 17.1 3.6 3.9 0.0 0.0 0.0 0.0 2.8 2.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 15,725 : : Positions : : 14,199 12,348 271 2,077 1,205 0 0 0 0 0 0 : : : : Changes from: March 23, 2010 : : 370 295 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 78.5 1.7 13.2 7.7 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 30, 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 379,445 : : Positions : : 111,466 239,520 79,675 1,394 27,190 40,856 12,469 32,414 9,961 12,122 32,349 : : : : Changes from: March 23, 2010 : : -11,259 -6,627 -3,145 107 4,313 1,832 -4,716 3,052 -181 1,015 -5,320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 63.1 21.0 0.4 7.2 10.8 3.3 8.5 2.6 3.2 8.5 : : : : Number of Traders in Each Category Total Traders: 159 : : 56 67 14 . 11 34 9 21 12 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 88,647 : : Positions : : 41,506 42,468 5,829 85 14,384 0 1,839 0 1,235 5,195 20,824 : : : : Changes from: March 23, 2010 : : 9,226 10,443 1,711 -674 648 0 65 0 -321 1,277 3,699 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 47.9 6.6 0.1 16.2 0.0 2.1 0.0 1.4 5.9 23.5 : : : : 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 30, 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 23,268 : : Positions : : 12,125 15,726 5,363 288 2,786 254 0 0 802 2,548 930 : : : : Changes from: March 23, 2010 : : 1,245 1,359 525 -75 175 0 0 0 0 518 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 67.6 23.0 1.2 12.0 1.1 0.0 0.0 3.4 11.0 4.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 30 40 14 . 9 . 0 0 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 20,087 : : Positions : : 13,988 6,683 2,150 8,775 2,329 375 0 0 0 1,075 525 : : : : Changes from: March 23, 2010 : : 200 0 -50 525 25 375 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 33.3 10.7 43.7 11.6 1.9 0.0 0.0 0.0 5.4 2.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 14 10 7 10 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 15,047 : : Positions : : 5,521 10,110 1,365 2,774 916 460 150 80 6,148 0 497 : : : : Changes from: March 23, 2010 : : 0 150 0 -225 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 67.2 9.1 18.4 6.1 3.1 1.0 0.5 40.9 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 30, 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 4,936 : : Positions : : 1,845 2,251 334 366 328 0 0 0 644 124 291 : : : : Changes from: March 23, 2010 : : -1 -6 -3 9 -3 0 0 0 28 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 45.6 6.8 7.4 6.6 0.0 0.0 0.0 13.0 2.5 5.9 : : : : 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 30, 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 3,629 : : Positions : : 3,254 1,689 100 1,200 250 0 0 0 25 490 0 : : : : Changes from: March 23, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 46.5 2.8 33.1 6.9 0.0 0.0 0.0 0.7 13.5 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 30, 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 7,895 : : Positions : : 6,095 5,563 233 1,093 645 238 0 0 291 268 155 : : : : Changes from: March 23, 2010 : : -478 -227 10 5 -50 0 0 0 231 -32 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 70.5 3.0 13.8 8.2 3.0 0.0 0.0 3.7 3.4 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . . . . 0 0 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 4,242 : : Positions : : 3,823 3,034 146 95 5 0 0 0 185 936 0 : : : : Changes from: March 23, 2010 : : 345 247 0 -12 2 0 0 0 0 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 71.5 3.4 2.2 0.1 0.0 0.0 0.0 4.4 22.1 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 30, 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 516,178 : : Positions : : 105,069 188,097 115,138 40,333 138,342 27,946 9,746 45,562 4,535 14,240 59,147 : : : : Changes from: March 23, 2010 : : 3,102 10,467 6,726 -1,226 4,148 262 4,288 -969 -2,606 -6,421 7,769 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 36.4 22.3 7.8 26.8 5.4 1.9 8.8 0.9 2.8 11.5 : : : : Number of Traders in Each Category Total Traders: 105 : : 33 38 15 12 24 13 7 15 11 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 2,572,830 : : Positions : : 352,447 573,882 218,604 217,419 809,514 219,694 46,357 295,833 73,369 41,969 511,447 : : : : Changes from: March 23, 2010 : : 2,156 8,746 1,961 7,499 -22,211 8,386 -5,647 -5,779 -262 3,476 3,876 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 22.3 8.5 8.5 31.5 8.5 1.8 11.5 2.9 1.6 19.9 : : : : Number of Traders in Each Category Total Traders: 361 : : 50 61 18 22 36 89 38 83 53 65 99 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 89,757 : : Positions : : 53,812 20,212 1,212 2,426 9,195 1,773 11,693 7,108 0 23,308 14,108 : : : : Changes from: March 23, 2010 : : -207 -1,177 -483 542 1,507 434 -837 1,323 0 930 -556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 22.5 1.4 2.7 10.2 2.0 13.0 7.9 0.0 26.0 15.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 10 . . 5 . . 4 0 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 219,625 : : Positions : : 56,650 38,002 64,917 65,351 39,803 16,558 0 631 20,807 35,398 260 : : : : Changes from: March 23, 2010 : : -627 343 -888 645 1,013 1,545 0 83 1,004 425 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 17.3 29.6 29.8 18.1 7.5 0.0 0.3 9.5 16.1 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 12 10 9 9 16 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 142,734 : : Positions : : 12,217 12,517 9,398 35,809 60,886 29,419 4,053 17,132 2,436 1,015 8,461 : : : : Changes from: March 23, 2010 : : 6 -99 -1,032 154 266 870 -276 671 -131 54 862 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 8.8 6.6 25.1 42.7 20.6 2.8 12.0 1.7 0.7 5.9 : : : : Number of Traders in Each Category Total Traders: 65 : : 11 11 7 10 16 16 6 16 8 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 629,270 : : Positions : : 117,095 105,983 63,660 115,869 305,500 0 361 11,836 40,006 0 72,296 : : : : Changes from: March 23, 2010 : : 5,554 4,135 1,422 -41 7,235 0 110 -419 36 0 1,641 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 16.8 10.1 18.4 48.5 0.0 0.1 1.9 6.4 0.0 11.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 11 11 10 19 28 0 . . 9 0 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 64,144 : : Positions : : 31,890 43,329 14,271 2,475 16,455 25 540 25 510 382 715 : : : : Changes from: March 23, 2010 : : 2,510 2,050 -275 30 -12 25 -25 -25 -255 -18 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 67.5 22.2 3.9 25.7 0.0 0.8 0.0 0.8 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 31 32 11 7 16 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 127,137 : : Positions : : 16,847 10,808 36,628 22,332 44,710 14,847 26,743 6,332 0 8,934 1,467 : : : : Changes from: March 23, 2010 : : 95 200 1,700 -4,658 677 -4,069 2,034 -669 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 8.5 28.8 17.6 35.2 11.7 21.0 5.0 0.0 7.0 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 6 6 8 10 17 8 9 10 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 37,181 : : Positions : : 2,280 3,616 7,410 4,536 17,320 1,015 3,874 6,129 0 400 0 : : : : Changes from: March 23, 2010 : : 0 0 -106 0 465 -202 400 204 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 9.7 19.9 12.2 46.6 2.7 10.4 16.5 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 9 5 11 . 5 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 94,004 : : Positions : : 12,041 13,025 23,707 28,537 22,612 0 0 0 722 720 1,669 : : : : Changes from: March 23, 2010 : : 1,354 237 -87 -448 -27 0 0 0 132 120 -227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 13.9 25.2 30.4 24.1 0.0 0.0 0.0 0.8 0.8 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 6 7 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 31,605 : : Positions : : 10,245 12,285 13,465 13,115 5,395 1,846 110 233 100 450 0 : : : : Changes from: March 23, 2010 : : -125 -25 125 25 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 38.9 42.6 41.5 17.1 5.8 0.3 0.7 0.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 16 8 12 13 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 351,127 : : Positions : : 132,705 261,885 45,487 891 15,883 70,574 8,202 27,062 14,481 2,754 19,468 : : : : Changes from: March 23, 2010 : : -4,862 -5,830 -219 -176 -214 -526 483 -6,865 489 99 -6,930 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 74.6 13.0 0.3 4.5 20.1 2.3 7.7 4.1 0.8 5.5 : : : : Number of Traders in Each Category Total Traders: 211 : : 60 78 20 . 17 55 11 25 17 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 28,324 : : Positions : : 16,111 18,604 959 2,520 119 714 1,083 1,028 2,494 0 0 : : : : Changes from: March 23, 2010 : : 57 953 104 627 17 481 101 811 22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 65.7 3.4 8.9 0.4 2.5 3.8 3.6 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 9,561 : : Positions : : 5,143 6,836 968 224 1,596 560 0 0 608 100 625 : : : : Changes from: March 23, 2010 : : 350 350 50 -50 0 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 71.5 10.1 2.3 16.7 5.9 0.0 0.0 6.4 1.0 6.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 20 27 7 5 10 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 75,279 : : Positions : : 57,768 59,847 6,222 7,343 4,306 3,345 1,746 1,570 535 197 75 : : : : Changes from: March 23, 2010 : : 10,664 11,884 585 -187 724 400 325 -31 150 197 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 79.5 8.3 9.8 5.7 4.4 2.3 2.1 0.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 26 8 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 23,486 : : Positions : : 13,710 22,041 6,731 0 945 2,000 0 0 0 0 0 : : : : Changes from: March 23, 2010 : : 50 -50 -100 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 93.8 28.7 0.0 4.0 8.5 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 30, 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 15,429 : : Positions : : 8,057 9,635 4,180 3,180 1,864 528 0 0 600 550 100 : : : : Changes from: March 23, 2010 : : 300 150 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 62.4 27.1 20.6 12.1 3.4 0.0 0.0 3.9 3.6 0.6 : : : : 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 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 3,219 : : Positions : : 771 1,532 1,068 164 198 75 0 0 28 0 50 : : : : Changes from: March 23, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 47.6 33.2 5.1 6.2 2.3 0.0 0.0 0.9 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 9 8 . 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 19,480 : : Positions : : 15,392 14,985 1,254 2,343 1,649 360 250 0 75 250 0 : : : : Changes from: March 23, 2010 : : 857 332 0 -25 -36 0 250 0 -50 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 76.9 6.4 12.0 8.5 1.8 1.3 0.0 0.4 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 14 . 6 7 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 20,421 : : Positions : : 13,032 9,273 3,685 6,675 2,744 0 1,365 136 480 32 75 : : : : Changes from: March 23, 2010 : : -44 -57 0 28 -21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 45.4 18.0 32.7 13.4 0.0 6.7 0.7 2.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 17 5 15 15 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 11,631 : : Positions : : 7,822 9,470 1,841 128 1,125 225 147 485 45 204 0 : : : : Changes from: March 23, 2010 : : 418 383 -135 -135 89 0 20 -90 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 81.4 15.8 1.1 9.7 1.9 1.3 4.2 0.4 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 5 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 45,658 : : Positions : : 10,894 26,841 16,389 3,678 10,231 1,723 503 0 1,909 1,982 1,290 : : : : Changes from: March 23, 2010 : : 507 282 0 225 -66 0 0 0 0 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 58.8 35.9 8.1 22.4 3.8 1.1 0.0 4.2 4.3 2.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 21 15 4 19 . . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967652 Open Interest is 21,425 : : Positions : : 11,575 9,532 1,715 3,143 905 1,095 0 225 250 1,223 2,977 : : : : Changes from: March 23, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 44.5 8.0 14.7 4.2 5.1 0.0 1.1 1.2 5.7 13.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . . . . 0 . . 4 5 : ----------------------------------------------------------------------------------------------------------------
Updated April 2, 2010