GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 48,697: 35,554 34,260 9,647 5,430 2,602 0 0 0 577 5,997 214: 103 194 Old : 48,697: 35,554 34,260 9,647 5,430 2,602 0 0 0 577 5,997 214: 103 194 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 2,123: 1,596 1,787 720 70 -33 0 0 0 0 459 -102: -58 -58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 70.4 19.8 11.2 5.3 0.0 0.0 0.0 1.2 12.3 0.4: 0.2 0.4 Old : 100.0: 73.0 70.4 19.8 11.2 5.3 0.0 0.0 0.0 1.2 12.3 0.4: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 26 37 7 9 15 0 0 0 . . .: Old : 63: 26 37 7 9 15 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 35.0 53.1 53.2 23.2 24.8 35.2 33.5 Old : 35.2 35.0 53.1 53.2 23.2 24.8 35.2 33.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 22,490: 16,164 19,843 4,189 458 2,004 0 0 0 0 0 0: 133 185 Old : 22,490: 16,164 19,843 4,189 458 2,004 0 0 0 0 0 0: 133 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 291: 196 366 170 0 -75 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 88.2 18.6 2.0 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.8 Old : 100.0: 71.9 88.2 18.6 2.0 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 20 25 7 . 5 0 0 0 0 0 0: Old : 40: 20 25 7 . 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 49.7 63.8 74.4 36.4 42.0 53.3 53.7 Old : 40.0 49.7 63.8 74.4 36.4 42.0 53.3 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 10,877: 5,573 6,658 646 514 1,949 0 0 0 1,145 330 265: 1,299 1,161 Old : 10,877: 5,573 6,658 646 514 1,949 0 0 0 1,145 330 265: 1,299 1,161 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 467: 325 178 26 195 183 0 0 0 54 30 18: -139 -137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 61.2 5.9 4.7 17.9 0.0 0.0 0.0 10.5 3.0 2.4: 11.9 10.7 Old : 100.0: 51.2 61.2 5.9 4.7 17.9 0.0 0.0 0.0 10.5 3.0 2.4: 11.9 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 21 28 7 6 13 0 0 0 . . .: Old : 47: 21 28 7 6 13 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 22.8 53.8 42.1 30.3 20.3 40.5 33.2 Old : 36.2 22.8 53.8 42.1 30.3 20.3 40.5 33.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 8,242: 4,594 6,420 1,565 81 564 0 0 0 712 150 383: 424 644 Old : 8,242: 4,594 6,420 1,565 81 564 0 0 0 712 150 383: 424 644 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 539: 209 411 96 -31 32 0 0 0 103 15 81: 18 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 77.9 19.0 1.0 6.8 0.0 0.0 0.0 8.6 1.8 4.6: 5.1 7.8 Old : 100.0: 55.7 77.9 19.0 1.0 6.8 0.0 0.0 0.0 8.6 1.8 4.6: 5.1 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 68: 37 44 10 . 11 0 0 0 6 4 7: Old : 68: 37 44 10 . 11 0 0 0 6 4 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 21.0 44.5 32.0 25.4 19.5 35.2 27.3 Old : 30.2 21.0 44.5 32.0 25.4 19.5 35.2 27.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,722: 1,212 1,626 280 632 405 305 0 10 195 56 534: 781 459 Old : 3,722: 1,212 1,626 280 632 405 305 0 10 195 56 534: 781 459 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 260: 230 165 5 70 0 0 0 0 -100 -25 75: 50 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 43.7 7.5 17.0 10.9 8.2 0.0 0.3 5.2 1.5 14.3: 21.0 12.3 Old : 100.0: 32.6 43.7 7.5 17.0 10.9 8.2 0.0 0.3 5.2 1.5 14.3: 21.0 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 13 . 6 8 . 0 . . . .: Old : 28: 13 13 . 6 8 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 44.1 51.6 65.9 21.3 37.3 35.0 45.5 Old : 33.2 44.1 51.6 65.9 21.3 37.3 35.0 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,028: 1,243 985 90 216 115 0 0 0 0 0 0: 580 712 Old : 2,028: 1,243 985 90 216 115 0 0 0 0 0 0: 580 712 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 48.6 4.4 10.7 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 28.6 35.1 Old : 100.0: 61.3 48.6 4.4 10.7 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 28.6 35.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 13 . . . 0 0 0 0 0 0: Old : 20: 12 13 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 30.6 58.2 48.6 30.8 28.9 43.9 39.0 Old : 35.5 30.6 58.2 48.6 30.8 28.9 43.9 39.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,407: 1,083 1,702 471 0 252 0 0 0 25 25 80: 496 348 Old : 2,407: 1,083 1,702 471 0 252 0 0 0 25 25 80: 496 348 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 30: 14 24 22 -10 -7 0 0 0 0 -15 0: 1 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.0 70.7 19.6 0.0 10.5 0.0 0.0 0.0 1.0 1.0 3.3: 20.6 14.5 Old : 100.0: 45.0 70.7 19.6 0.0 10.5 0.0 0.0 0.0 1.0 1.0 3.3: 20.6 14.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 18 5 0 4 0 0 0 . . .: Old : 27: 16 18 5 0 4 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 43.0 51.6 63.2 22.4 36.4 29.7 43.5 Old : 32.4 43.0 51.6 63.2 22.4 36.4 29.7 43.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 3,647: 3,447 3,032 169 590 25 0 0 0 0 0 0: 6 0 Old : 3,647: 3,447 3,032 169 590 25 0 0 0 0 0 0: 6 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.5 83.1 4.6 16.2 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0 Old : 100.0: 94.5 83.1 4.6 16.2 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 15 . . . 0 0 0 0 0 0: Old : 24: 15 15 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 51.7 78.3 77.0 24.5 34.6 34.8 41.0 Old : 56.5 51.7 78.3 77.0 24.5 34.6 34.8 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 18,086: 9,474 14,436 7,572 3,045 590 0 0 0 0 0 0: 450 15 Old : 18,086: 9,474 14,436 7,572 3,045 590 0 0 0 0 0 0: 450 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 1,246: -234 596 1,405 725 -75 0 0 0 0 0 0: 150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.4 79.8 41.9 16.8 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 0.1 Old : 100.0: 52.4 79.8 41.9 16.8 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 12 4 4 4 0 0 0 0 0 0: Old : 29: 18 12 4 4 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.6 65.4 82.1 87.2 69.6 58.6 77.6 77.7 Old : 69.6 65.4 82.1 87.2 69.6 58.6 77.6 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 321,800: 93,393 200,549 58,628 1,878 18,786 57,432 18,769 15,825 12,092 19,310 20,816: 44,828 25,867 Old : 321,800: 93,393 200,549 58,628 1,878 18,786 57,432 18,769 15,825 12,092 19,310 20,816: 44,828 25,867 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 365: 5,390 3,041 -795 -632 3,313 -4,732 -1,647 -2,629 -1,299 104 1,381: -264 -2,566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 62.3 18.2 0.6 5.8 17.8 5.8 4.9 3.8 6.0 6.5: 13.9 8.0 Old : 100.0: 29.0 62.3 18.2 0.6 5.8 17.8 5.8 4.9 3.8 6.0 6.5: 13.9 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 171: 56 67 19 . 16 36 10 18 11 13 26: Old : 171: 56 67 19 . 16 36 10 18 11 13 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.7 22.1 23.8 36.7 11.6 13.7 19.6 21.2 Old : 12.7 22.1 23.8 36.7 11.6 13.7 19.6 21.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 17,576: 11,200 12,853 3,807 1,592 1,796 150 0 100 70 635 435: 18 165 Old : 17,576: 11,200 12,853 3,807 1,592 1,796 150 0 100 70 635 435: 18 165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 38: -329 -534 100 200 342 0 0 0 -30 -75 -45: 0 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 73.1 21.7 9.1 10.2 0.9 0.0 0.6 0.4 3.6 2.5: 0.1 0.9 Old : 100.0: 63.7 73.1 21.7 9.1 10.2 0.9 0.0 0.6 0.4 3.6 2.5: 0.1 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 73: 35 40 7 5 11 . 0 . . 6 4: Old : 73: 35 40 7 5 11 . 0 . . 6 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 28.9 54.6 44.4 28.2 27.9 40.4 39.2 Old : 36.6 28.9 54.6 44.4 28.2 27.9 40.4 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,841: 4,245 4,641 2,011 1,660 490 0 300 0 500 155 295: 300 300 Old : 7,841: 4,245 4,641 2,011 1,660 490 0 300 0 500 155 295: 300 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -380: -330 -80 0 -300 0 0 0 0 -50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 59.2 25.6 21.2 6.2 0.0 3.8 0.0 6.4 2.0 3.8: 3.8 3.8 Old : 100.0: 54.1 59.2 25.6 21.2 6.2 0.0 3.8 0.0 6.4 2.0 3.8: 3.8 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 15 8 7 5 5 0 . 0 . . .: Old : 33: 15 8 7 5 5 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.1 56.8 60.3 76.3 36.7 48.6 52.5 59.5 Old : 40.1 56.8 60.3 76.3 36.7 48.6 52.5 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 1,775: 1,525 1,100 200 375 50 0 150 0 0 50 0: 0 50 Old : 1,775: 1,525 1,100 200 375 50 0 150 0 0 50 0: 0 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 200: 100 200 200 100 -100 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 62.0 11.3 21.1 2.8 0.0 8.5 0.0 0.0 2.8 0.0: 0.0 2.8 Old : 100.0: 85.9 62.0 11.3 21.1 2.8 0.0 8.5 0.0 0.0 2.8 0.0: 0.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 8 . 5 . 0 . 0 0 . 0: Old : 24: 12 8 . 5 . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 54.9 83.1 77.5 57.7 52.1 80.3 69.0 Old : 60.6 54.9 83.1 77.5 57.7 52.1 80.3 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 3,040: 2,865 2,715 25 175 150 0 0 0 0 0 0: 0 0 Old : 3,040: 2,865 2,715 25 175 150 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 75: 0 75 25 -50 50 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.2 89.3 0.8 5.8 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 94.2 89.3 0.8 5.8 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 14 . . . 0 0 0 0 0 0: Old : 23: 9 14 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.0 55.9 96.7 79.4 71.2 55.9 82.2 76.5 Old : 77.0 55.9 96.7 79.4 71.2 55.9 82.2 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 7,802: 6,271 6,127 29 287 122 100 253 219 619 302 216: 226 276 Old : 7,802: 6,271 6,127 29 287 122 100 253 219 619 302 216: 226 276 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 355: 254 199 -32 75 -28 100 20 16 26 128 9: 10 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 78.5 0.4 3.7 1.6 1.3 3.2 2.8 7.9 3.9 2.8: 2.9 3.5 Old : 100.0: 80.4 78.5 0.4 3.7 1.6 1.3 3.2 2.8 7.9 3.9 2.8: 2.9 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 24 . . . . . . 4 4 5: Old : 38: 19 24 . . . . . . 4 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 46.5 78.2 65.6 36.5 24.6 42.9 32.5 Old : 59.7 46.5 78.2 65.6 36.5 24.6 42.9 32.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 12,219: 11,219 10,663 509 278 161 50 0 60 0 840 1: 219 216 Old : 12,219: 11,219 10,663 509 278 161 50 0 60 0 840 1: 219 216 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 715: 663 729 -14 61 -36 -10 0 0 -3 -135 -40: 155 136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.8 87.3 4.2 2.3 1.3 0.4 0.0 0.5 0.0 6.9 0.0: 1.8 1.8 Old : 100.0: 91.8 87.3 4.2 2.3 1.3 0.4 0.0 0.5 0.0 6.9 0.0: 1.8 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 23 25 . . 4 . 0 . 0 . .: Old : 36: 23 25 . . 4 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 63.7 62.3 75.8 32.8 54.6 48.5 63.8 Old : 38.3 63.7 62.3 75.8 32.8 54.6 48.5 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,535: 1,892 1,556 0 0 0 62 90 24 0 0 0: 557 865 Old : 2,535: 1,892 1,556 0 0 0 62 90 24 0 0 0: 557 865 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 125: 108 62 0 0 0 -61 -80 0 0 0 0: 78 143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 61.4 0.0 0.0 0.0 2.4 3.6 0.9 0.0 0.0 0.0: 22.0 34.1 Old : 100.0: 74.6 61.4 0.0 0.0 0.0 2.4 3.6 0.9 0.0 0.0 0.0: 22.0 34.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 17 18 0 0 0 . . . 0 0 0: Old : 20: 17 18 0 0 0 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 22.8 58.5 40.1 25.1 15.1 36.4 24.8 Old : 36.6 22.8 58.5 40.1 25.1 15.1 36.4 24.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,755: 928 1,219 124 49 51 0 0 0 92 26 0: 560 410 Old : 1,755: 928 1,219 124 49 51 0 0 0 92 26 0: 560 410 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 100: 88 128 0 5 0 0 0 0 5 0 0: 7 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.9 69.5 7.1 2.8 2.9 0.0 0.0 0.0 5.2 1.5 0.0: 31.9 23.4 Old : 100.0: 52.9 69.5 7.1 2.8 2.9 0.0 0.0 0.0 5.2 1.5 0.0: 31.9 23.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 18 17 . . . 0 0 0 . . 0: Old : 26: 18 17 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.5 26.4 45.9 46.3 25.7 25.5 40.1 37.4 Old : 27.5 26.4 45.9 46.3 25.7 25.5 40.1 37.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 571,255: 181,363 242,792 84,851 60,899 114,233 40,683 5,800 37,907 14,738 17,093 75,318: 22,162 17,213 Old : 571,255: 181,363 242,792 84,851 60,899 114,233 40,683 5,800 37,907 14,738 17,093 75,318: 22,162 17,213 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -10,697: -3,950 -13,542 -4,664 -4,990 960 13,082 -650 2,214 -11,435 9,642 -2,893: -4,011 -1,438 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 42.5 14.9 10.7 20.0 7.1 1.0 6.6 2.6 3.0 13.2: 3.9 3.0 Old : 100.0: 31.7 42.5 14.9 10.7 20.0 7.1 1.0 6.6 2.6 3.0 13.2: 3.9 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 129: 40 42 11 14 22 16 9 14 14 17 30: Old : 129: 40 42 11 14 22 16 9 14 14 17 30: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.6 18.0 36.7 30.8 12.2 11.3 17.6 17.3 Old : 24.6 18.0 36.7 30.8 12.2 11.3 17.6 17.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,506,594: 239,343 456,875 227,112 268,477 219,951 249,629 43,606 161,267 100,951 87,952 209,180: 99,161 59,286 Old : 1,506,594: 239,343 456,875 227,112 268,477 219,951 249,629 43,606 161,267 100,951 87,952 209,180: 99,161 59,286 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -53,075: -23,710 -2,445 -9,905 11,171 -10,661 30,822 -11,531 -11,883 -1,409 -12,564 -14,141: -12,188 -1,021 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 30.3 15.1 17.8 14.6 16.6 2.9 10.7 6.7 5.8 13.9: 6.6 3.9 Old : 100.0: 15.9 30.3 15.1 17.8 14.6 16.6 2.9 10.7 6.7 5.8 13.9: 6.6 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 348: 51 60 20 27 38 78 40 75 60 40 82: Old : 348: 51 60 20 27 38 78 40 75 60 40 82: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.3 14.4 24.9 25.3 13.4 11.7 19.1 17.6 Old : 16.3 14.4 24.9 25.3 13.4 11.7 19.1 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 227,210: 58,717 36,476 49,901 71,525 33,083 751 0 530 36,949 16,710 10,173: 37,106 58,713 Old : 227,210: 58,717 36,476 49,901 71,525 33,083 751 0 530 36,949 16,710 10,173: 37,106 58,713 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 320: 4,900 858 -6,680 -3,397 -256 0 0 0 -380 238 1,236: 1,500 1,641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 16.1 22.0 31.5 14.6 0.3 0.0 0.2 16.3 7.4 4.5: 16.3 25.8 Old : 100.0: 25.8 16.1 22.0 31.5 14.6 0.3 0.0 0.2 16.3 7.4 4.5: 16.3 25.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 9 8 7 9 14 . 0 . 4 . 4: Old : 34: 9 8 7 9 14 . 0 . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 26.7 59.6 45.0 40.1 25.7 53.9 40.4 Old : 42.3 26.7 59.6 45.0 40.1 25.7 53.9 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 35,096: 15,836 18,925 6,030 1,227 12,617 0 196 0 405 1,784 100: 108 247 Old : 35,096: 15,836 18,925 6,030 1,227 12,617 0 196 0 405 1,784 100: 108 247 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 2,195: 1,495 1,245 -141 34 816 0 0 0 25 0 0: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 53.9 17.2 3.5 35.9 0.0 0.6 0.0 1.2 5.1 0.3: 0.3 0.7 Old : 100.0: 45.1 53.9 17.2 3.5 35.9 0.0 0.6 0.0 1.2 5.1 0.3: 0.3 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 23 22 10 5 12 0 . 0 . . .: Old : 50: 23 22 10 5 12 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 39.7 66.3 58.8 14.4 13.6 19.6 19.0 Old : 47.5 39.7 66.3 58.8 14.4 13.6 19.6 19.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 88,477: 9,153 3,958 39,362 15,490 26,918 4,451 24,181 2,015 0 6,942 2,807: 3,771 6,166 Old : 88,477: 9,153 3,958 39,362 15,490 26,918 4,451 24,181 2,015 0 6,942 2,807: 3,771 6,166 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -741: -155 -981 -476 -1,831 -463 0 129 703 -3,061 -932 1,885: 826 749 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 4.5 44.5 17.5 30.4 5.0 27.3 2.3 0.0 7.8 3.2: 4.3 7.0 Old : 100.0: 10.3 4.5 44.5 17.5 30.4 5.0 27.3 2.3 0.0 7.8 3.2: 4.3 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 6 5 13 7 16 . 6 6 0 5 4: Old : 42: 6 5 13 7 16 . 6 6 0 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 41.3 65.4 58.3 34.2 34.1 46.1 44.3 Old : 47.9 41.3 65.4 58.3 34.2 34.1 46.1 44.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 30,655: 950 3,416 7,008 12,663 8,204 7,104 53 1,965 1,000 0 0: 4,424 4,354 Old : 30,655: 950 3,416 7,008 12,663 8,204 7,104 53 1,965 1,000 0 0: 4,424 4,354 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 621: 0 400 36 -450 255 -2,095 0 240 1,000 0 0: 1,185 176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 11.1 22.9 41.3 26.8 23.2 0.2 6.4 3.3 0.0 0.0: 14.4 14.2 Old : 100.0: 3.1 11.1 22.9 41.3 26.8 23.2 0.2 6.4 3.3 0.0 0.0: 14.4 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: . 4 7 5 10 6 . 4 . 0 0: Old : 25: . 4 7 5 10 6 . 4 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 51.2 61.5 67.5 27.8 42.0 41.5 50.0 Old : 41.7 51.2 61.5 67.5 27.8 42.0 41.5 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,259: 4,858 3,830 2,035 6,188 4,416 3,650 744 0 300 0 0: 0 81 Old : 15,259: 4,858 3,830 2,035 6,188 4,416 3,650 744 0 300 0 0: 0 81 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 150: 0 0 0 390 0 300 -225 0 -150 0 0: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 25.1 13.3 40.6 28.9 23.9 4.9 0.0 2.0 0.0 0.0: 0.0 0.5 Old : 100.0: 31.8 25.1 13.3 40.6 28.9 23.9 4.9 0.0 2.0 0.0 0.0: 0.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 7 8 5 9 8 . . 0 . 0 0: Old : 32: 7 8 5 9 8 . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 57.5 71.8 78.6 36.5 37.5 51.6 54.4 Old : 46.8 57.5 71.8 78.6 36.5 37.5 51.6 54.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 281,878: 106,223 213,891 39,194 7,677 15,027 62,344 9,911 12,726 13,279 3,643 7,959: 25,126 11,044 Old : 281,878: 106,223 213,891 39,194 7,677 15,027 62,344 9,911 12,726 13,279 3,643 7,959: 25,126 11,044 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 5,628: 2,391 5,859 862 -590 688 -152 1,685 -566 -589 -759 495: 2,499 -1,184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 75.9 13.9 2.7 5.3 22.1 3.5 4.5 4.7 1.3 2.8: 8.9 3.9 Old : 100.0: 37.7 75.9 13.9 2.7 5.3 22.1 3.5 4.5 4.7 1.3 2.8: 8.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 205: 57 78 17 8 19 59 14 28 16 9 15: Old : 205: 57 78 17 8 19 59 14 28 16 9 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 26.5 32.3 40.2 9.6 10.3 16.7 17.5 Old : 21.5 26.5 32.3 40.2 9.6 10.3 16.7 17.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 24,261: 13,252 14,962 2,651 1,603 125 2,325 1,223 75 72 648 1,290: 4,471 4,335 Old : 24,261: 13,252 14,962 2,651 1,603 125 2,325 1,223 75 72 648 1,290: 4,471 4,335 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 640: -174 1,103 -75 249 0 0 -151 -5 72 -243 93: 729 -406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 61.7 10.9 6.6 0.5 9.6 5.0 0.3 0.3 2.7 5.3: 18.4 17.9 Old : 100.0: 54.6 61.7 10.9 6.6 0.5 9.6 5.0 0.3 0.3 2.7 5.3: 18.4 17.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 13 16 . . . . . . . . .: Old : 30: 13 16 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 46.0 57.1 63.6 34.2 44.1 51.6 59.1 Old : 35.8 46.0 57.1 63.6 34.2 44.1 51.6 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,078: 4,181 5,740 1,413 204 574 0 0 0 350 0 560: 0 0 Old : 7,078: 4,181 5,740 1,413 204 574 0 0 0 350 0 560: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 625: 400 425 25 0 350 0 0 0 0 0 -100: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 81.1 20.0 2.9 8.1 0.0 0.0 0.0 4.9 0.0 7.9: 0.0 0.0 Old : 100.0: 59.1 81.1 20.0 2.9 8.1 0.0 0.0 0.0 4.9 0.0 7.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 22 5 4 5 0 0 0 . 0 4: Old : 38: 19 22 5 4 5 0 0 0 . 0 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.5 33.4 49.1 56.4 21.4 24.5 32.4 34.1 Old : 27.5 33.4 49.1 56.4 21.4 24.5 32.4 34.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 54,471: 42,638 32,768 7,164 15,373 3,582 309 2,505 9 0 0 0: 769 234 Old : 54,471: 42,638 32,768 7,164 15,373 3,582 309 2,505 9 0 0 0: 769 234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -212: -668 -348 35 -173 585 209 -240 0 -430 0 0: 57 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 60.2 13.2 28.2 6.6 0.6 4.6 0.0 0.0 0.0 0.0: 1.4 0.4 Old : 100.0: 78.3 60.2 13.2 28.2 6.6 0.6 4.6 0.0 0.0 0.0 0.0: 1.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 30 27 9 6 7 . . . 0 0 0: Old : 53: 30 27 9 6 7 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 48.7 65.4 71.6 33.0 37.4 41.3 48.8 Old : 50.1 48.7 65.4 71.6 33.0 37.4 41.3 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 20,608: 17,938 17,563 2,255 2,775 270 0 0 0 0 0 0: 145 0 Old : 20,608: 17,938 17,563 2,255 2,775 270 0 0 0 0 0 0: 145 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 940: 700 1,150 450 0 -210 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.0 85.2 10.9 13.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.0 Old : 100.0: 87.0 85.2 10.9 13.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 14 6 . . 0 0 0 0 0 0: Old : 23: 9 14 6 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.8 74.3 96.2 94.6 82.8 66.5 87.5 85.3 Old : 88.8 74.3 96.2 94.6 82.8 66.5 87.5 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,067: 3,952 2,635 2,683 465 842 0 225 100 100 3,750 50: 340 0 Old : 8,067: 3,952 2,635 2,683 465 842 0 225 100 100 3,750 50: 340 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 325: 200 300 75 -50 0 0 75 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 32.7 33.3 5.8 10.4 0.0 2.8 1.2 1.2 46.5 0.6: 4.2 0.0 Old : 100.0: 49.0 32.7 33.3 5.8 10.4 0.0 2.8 1.2 1.2 46.5 0.6: 4.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 16 17 8 4 8 0 . . . . .: Old : 40: 16 17 8 4 8 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 66.6 62.6 79.2 37.2 56.4 52.4 63.7 Old : 42.6 66.6 62.6 79.2 37.2 56.4 52.4 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 22,418: 13,703 16,104 1,295 3,929 1,897 75 10 80 5,092 0 250: 26 148 Old : 22,418: 13,703 16,104 1,295 3,929 1,897 75 10 80 5,092 0 250: 26 148 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 704: 479 779 -50 50 25 0 0 0 400 0 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 71.8 5.8 17.5 8.5 0.3 0.0 0.4 22.7 0.0 1.1: 0.1 0.7 Old : 100.0: 61.1 71.8 5.8 17.5 8.5 0.3 0.0 0.4 22.7 0.0 1.1: 0.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 17 14 6 6 9 . . . . 0 .: Old : 36: 17 14 6 6 9 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 55.4 69.1 74.4 49.6 51.2 57.5 63.3 Old : 53.3 55.4 69.1 74.4 49.6 51.2 57.5 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 19,304: 6,847 7,575 1,899 4,813 3,770 1,403 0 374 4,338 2,072 570: 103 130 Old : 19,304: 6,847 7,575 1,899 4,813 3,770 1,403 0 374 4,338 2,072 570: 103 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 393: 532 484 -96 -151 20 252 0 0 -300 25 0: -15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 39.2 9.8 24.9 19.5 7.3 0.0 1.9 22.5 10.7 3.0: 0.5 0.7 Old : 100.0: 35.5 39.2 9.8 24.9 19.5 7.3 0.0 1.9 22.5 10.7 3.0: 0.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 19 20 . 14 14 . 0 . 4 . .: Old : 53: 19 20 . 14 14 . 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 37.7 56.8 58.5 33.5 33.4 48.0 46.7 Old : 39.6 37.7 56.8 58.5 33.5 33.4 48.0 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 11,232: 9,481 6,737 234 3,201 543 150 118 0 63 212 276: 485 145 Old : 11,232: 9,481 6,737 234 3,201 543 150 118 0 63 212 276: 485 145 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 341: 518 365 45 0 0 0 99 -177 -45 0 0: 0 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 60.0 2.1 28.5 4.8 1.3 1.1 0.0 0.6 1.9 2.5: 4.3 1.3 Old : 100.0: 84.4 60.0 2.1 28.5 4.8 1.3 1.1 0.0 0.6 1.9 2.5: 4.3 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 17 4 5 4 . . 0 . . .: Old : 37: 21 17 4 5 4 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 42.2 65.4 64.3 25.9 33.0 36.3 39.6 Old : 39.7 42.2 65.4 64.3 25.9 33.0 36.3 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 33,834: 7,006 21,994 7,496 2,367 5,856 2,334 411 50 8,582 992 1,654: 856 510 Old : 33,834: 7,006 21,994 7,496 2,367 5,856 2,334 411 50 8,582 992 1,654: 856 510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 336: 111 111 -149 174 98 0 225 0 456 -272 0: -180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 65.0 22.2 7.0 17.3 6.9 1.2 0.1 25.4 2.9 4.9: 2.5 1.5 Old : 100.0: 20.7 65.0 22.2 7.0 17.3 6.9 1.2 0.1 25.4 2.9 4.9: 2.5 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 12 17 12 7 14 . . . 8 . 4: Old : 59: 12 17 12 7 14 . . . 8 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.1 50.9 48.6 66.7 26.0 47.3 43.5 60.5 Old : 29.1 50.9 48.6 66.7 26.0 47.3 43.5 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 17,842: 11,284 12,304 1,824 1,451 293 1,512 309 316 0 0 0: 2,613 3,169 Old : 17,842: 11,284 12,304 1,824 1,451 293 1,512 309 316 0 0 0: 2,613 3,169 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 1,045: 1,764 1,032 100 75 -100 0 26 50 -468 0 -84: -217 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 69.0 10.2 8.1 1.6 8.5 1.7 1.8 0.0 0.0 0.0: 14.6 17.8 Old : 100.0: 63.2 69.0 10.2 8.1 1.6 8.5 1.7 1.8 0.0 0.0 0.0: 14.6 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 14 . . . . . . 0 0 0: Old : 22: 14 14 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 55.6 57.5 71.7 34.8 48.4 53.4 59.4 Old : 35.8 55.6 57.5 71.7 34.8 48.4 53.4 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011