GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, March 1, 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 : 50,375: 37,349 34,521 9,733 6,665 2,524 0 0 0 577 6,388 85: 107 192
Old : 50,375: 37,349 34,521 9,733 6,665 2,524 0 0 0 577 6,388 85: 107 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,678: 1,795 261 86 1,235 -78 0 0 0 0 391 -129: 4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 68.5 19.3 13.2 5.0 0.0 0.0 0.0 1.1 12.7 0.2: 0.2 0.4
Old : 100.0: 74.1 68.5 19.3 13.2 5.0 0.0 0.0 0.0 1.1 12.7 0.2: 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 : 62: 29 36 8 8 15 0 0 0 . . .:
Old : 62: 29 36 8 8 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 : 32.0 35.8 51.7 54.0 23.3 27.4 36.8 36.6
Old : 32.0 35.8 51.7 54.0 23.3 27.4 36.8 36.6
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, March 1, 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 : 22,595: 15,801 20,098 4,807 458 1,854 0 0 0 0 0 0: 133 185
Old : 22,595: 15,801 20,098 4,807 458 1,854 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 22, 2011 :
: 105: -363 255 618 0 -150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 88.9 21.3 2.0 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.8
Old : 100.0: 69.9 88.9 21.3 2.0 8.2 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 49.0 63.6 74.3 36.2 43.7 53.1 56.0
Old : 40.0 49.0 63.6 74.3 36.2 43.7 53.1 56.0
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, March 1, 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 : 11,496: 5,913 7,261 750 482 1,887 0 0 0 1,195 345 280: 1,471 1,241
Old : 11,496: 5,913 7,261 750 482 1,887 0 0 0 1,195 345 280: 1,471 1,241
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 619: 340 603 104 -32 -62 0 0 0 50 15 15: 172 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 63.2 6.5 4.2 16.4 0.0 0.0 0.0 10.4 3.0 2.4: 12.8 10.8
Old : 100.0: 51.4 63.2 6.5 4.2 16.4 0.0 0.0 0.0 10.4 3.0 2.4: 12.8 10.8
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 : 49: 23 30 7 6 13 0 0 0 . . .:
Old : 49: 23 30 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 : 35.4 22.0 52.0 39.7 30.2 19.1 40.2 31.4
Old : 35.4 22.0 52.0 39.7 30.2 19.1 40.2 31.4
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, March 1, 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 : 9,012: 5,050 7,029 1,650 91 595 0 0 0 684 160 473: 560 664
Old : 9,012: 5,050 7,029 1,650 91 595 0 0 0 684 160 473: 560 664
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 770: 456 609 85 10 31 0 0 0 -28 10 90: 136 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 78.0 18.3 1.0 6.6 0.0 0.0 0.0 7.6 1.8 5.2: 6.2 7.4
Old : 100.0: 56.0 78.0 18.3 1.0 6.6 0.0 0.0 0.0 7.6 1.8 5.2: 6.2 7.4
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 : 67: 38 45 10 . 11 0 0 0 6 . 5:
Old : 67: 38 45 10 . 11 0 0 0 6 . 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 : 28.2 22.0 41.7 33.5 23.9 20.0 33.8 27.2
Old : 28.2 22.0 41.7 33.5 23.9 20.0 33.8 27.2
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, March 1, 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 : 3,871: 1,160 1,683 250 762 425 305 0 10 385 12 543: 793 436
Old : 3,871: 1,160 1,683 250 762 425 305 0 10 385 12 543: 793 436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 149: -52 57 -30 130 20 0 0 0 190 -44 9: 12 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 43.5 6.5 19.7 11.0 7.9 0.0 0.3 9.9 0.3 14.0: 20.5 11.3
Old : 100.0: 30.0 43.5 6.5 19.7 11.0 7.9 0.0 0.3 9.9 0.3 14.0: 20.5 11.3
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 : 29: 13 13 . 6 8 . 0 . . . .:
Old : 29: 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 : 36.4 44.8 54.4 65.8 24.7 39.2 36.3 48.0
Old : 36.4 44.8 54.4 65.8 24.7 39.2 36.3 48.0
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, March 1, 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 : 2,058: 1,253 1,035 90 216 125 0 0 0 0 0 0: 590 682
Old : 2,058: 1,253 1,035 90 216 125 0 0 0 0 0 0: 590 682
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 30: 10 50 0 0 10 0 0 0 0 0 0: 10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 50.3 4.4 10.5 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 28.7 33.1
Old : 100.0: 60.9 50.3 4.4 10.5 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 28.7 33.1
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 : 34.5 32.1 55.7 50.6 30.1 29.4 41.4 39.9
Old : 34.5 32.1 55.7 50.6 30.1 29.4 41.4 39.9
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, March 1, 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 : 2,536: 1,255 1,762 457 109 251 0 0 0 25 15 80: 468 319
Old : 2,536: 1,255 1,762 457 109 251 0 0 0 25 15 80: 468 319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 129: 172 60 -14 109 -1 0 0 0 0 -10 0: -28 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 69.5 18.0 4.3 9.9 0.0 0.0 0.0 1.0 0.6 3.2: 18.5 12.6
Old : 100.0: 49.5 69.5 18.0 4.3 9.9 0.0 0.0 0.0 1.0 0.6 3.2: 18.5 12.6
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: 20 20 5 . 4 0 0 0 . . .:
Old : 30: 20 20 5 . 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 : 30.3 42.4 49.8 59.9 20.5 34.3 27.8 41.0
Old : 30.3 42.4 49.8 59.9 20.5 34.3 27.8 41.0
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, March 1, 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 : 3,914: 3,549 3,299 334 590 25 0 0 0 0 0 0: 6 0
Old : 3,914: 3,549 3,299 334 590 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 22, 2011 :
: 267: 102 267 165 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 84.3 8.5 15.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 90.7 84.3 8.5 15.1 0.6 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 : 25: 15 16 . . . 0 0 0 0 0 0:
Old : 25: 15 16 . . . 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 : 55.2 48.1 76.8 73.5 27.4 35.5 37.7 44.1
Old : 55.2 48.1 76.8 73.5 27.4 35.5 37.7 44.1
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, March 1, 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 : 19,274: 9,754 15,524 8,337 3,160 590 0 0 0 0 0 0: 593 0
Old : 19,274: 9,754 15,524 8,337 3,160 590 0 0 0 0 0 0: 593 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,188: 280 1,088 765 115 0 0 0 0 0 0 0: 143 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 80.5 43.3 16.4 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.0
Old : 100.0: 50.6 80.5 43.3 16.4 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 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 : 30: 18 15 4 4 4 0 0 0 0 0 0:
Old : 30: 18 15 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 : 68.6 62.6 81.6 84.0 68.6 55.5 75.6 74.5
Old : 68.6 62.6 81.6 84.0 68.6 55.5 75.6 74.5
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, March 1, 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 : 300,541: 88,429 183,614 59,509 3,020 15,424 48,413 21,357 17,448 13,386 19,380 13,850: 44,082 26,448
Old : 300,541: 88,429 183,614 59,509 3,020 15,424 48,413 21,357 17,448 13,386 19,380 13,850: 44,082 26,448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -21,259: -4,964 -16,935 881 1,142 -3,362 -9,019 2,588 1,623 1,294 70 -6,966: -746 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 61.1 19.8 1.0 5.1 16.1 7.1 5.8 4.5 6.4 4.6: 14.7 8.8
Old : 100.0: 29.4 61.1 19.8 1.0 5.1 16.1 7.1 5.8 4.5 6.4 4.6: 14.7 8.8
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 : 165: 48 61 17 . 14 41 11 19 11 13 21:
Old : 165: 48 61 17 . 14 41 11 19 11 13 21:
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 : 14.0 23.1 24.8 37.6 13.2 14.9 21.9 22.7
Old : 14.0 23.1 24.8 37.6 13.2 14.9 21.9 22.7
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, March 1, 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 : 19,423: 11,761 13,634 3,670 1,442 2,604 150 0 100 170 660 380: 588 603
Old : 19,423: 11,761 13,634 3,670 1,442 2,604 150 0 100 170 660 380: 588 603
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,847: 561 781 -137 -150 808 0 0 0 100 25 -55: 570 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 70.2 18.9 7.4 13.4 0.8 0.0 0.5 0.9 3.4 2.0: 3.0 3.1
Old : 100.0: 60.6 70.2 18.9 7.4 13.4 0.8 0.0 0.5 0.9 3.4 2.0: 3.0 3.1
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 : 74: 37 45 7 6 13 . 0 . . 5 4:
Old : 74: 37 45 7 6 13 . 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 : 33.1 28.3 49.8 40.6 28.6 21.3 36.4 31.7
Old : 33.1 28.3 49.8 40.6 28.6 21.3 36.4 31.7
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, March 1, 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 : 7,331: 3,995 4,456 2,091 1,475 350 0 300 0 350 205 245: 300 300
Old : 7,331: 3,995 4,456 2,091 1,475 350 0 300 0 350 205 245: 300 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -510: -250 -185 80 -185 -140 0 0 0 -150 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 60.8 28.5 20.1 4.8 0.0 4.1 0.0 4.8 2.8 3.3: 4.1 4.1
Old : 100.0: 54.5 60.8 28.5 20.1 4.8 0.0 4.1 0.0 4.8 2.8 3.3: 4.1 4.1
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 : 33: 14 9 7 5 5 0 . 0 . . .:
Old : 33: 14 9 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 : 41.2 58.1 61.2 77.3 37.5 47.7 54.1 60.4
Old : 41.2 58.1 61.2 77.3 37.5 47.7 54.1 60.4
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, March 1, 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 22, 2011 :
: 0: 0 0 0 0 0 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
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Futures Only, March 1, 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 : 8,182: 6,267 6,128 23 416 169 324 205 289 436 265 367: 307 343
Old : 8,182: 6,267 6,128 23 416 169 324 205 289 436 265 367: 307 343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 380: -4 1 -6 129 47 224 -48 70 -183 -37 151: 81 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 74.9 0.3 5.1 2.1 4.0 2.5 3.5 5.3 3.2 4.5: 3.8 4.2
Old : 100.0: 76.6 74.9 0.3 5.1 2.1 4.0 2.5 3.5 5.3 3.2 4.5: 3.8 4.2
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 : 38: 19 24 . . . . . . . 4 5:
Old : 38: 19 24 . . . . . . . 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 : 56.5 47.3 76.0 64.6 34.7 24.8 41.6 31.6
Old : 56.5 47.3 76.0 64.6 34.7 24.8 41.6 31.6
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, March 1, 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 : 10,938: 10,021 9,831 411 96 229 0 0 0 0 533 0: 277 249
Old : 10,938: 10,021 9,831 411 96 229 0 0 0 0 533 0: 277 249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,281: -1,198 -832 -98 -182 68 -50 0 -60 0 -307 -1: 58 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 89.9 3.8 0.9 2.1 0.0 0.0 0.0 0.0 4.9 0.0: 2.5 2.3
Old : 100.0: 91.6 89.9 3.8 0.9 2.1 0.0 0.0 0.0 0.0 4.9 0.0: 2.5 2.3
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 : 31: 20 22 . . . 0 0 0 0 . 0:
Old : 31: 20 22 . . . 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 : 38.6 69.7 62.4 80.0 31.9 61.9 49.0 68.5
Old : 38.6 69.7 62.4 80.0 31.9 61.9 49.0 68.5
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, March 1, 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 : 2,563: 1,900 1,594 0 0 0 50 90 24 0 0 0: 589 855
Old : 2,563: 1,900 1,594 0 0 0 50 90 24 0 0 0: 589 855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 28: 8 38 0 0 0 -12 0 0 0 0 0: 32 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 62.2 0.0 0.0 0.0 2.0 3.5 0.9 0.0 0.0 0.0: 23.0 33.4
Old : 100.0: 74.1 62.2 0.0 0.0 0.0 2.0 3.5 0.9 0.0 0.0 0.0: 23.0 33.4
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 : 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 : 36.4 23.4 59.0 40.8 25.0 16.0 35.9 25.0
Old : 36.4 23.4 59.0 40.8 25.0 16.0 35.9 25.0
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, March 1, 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 : 1,945: 1,052 1,090 124 49 51 0 0 0 92 33 21: 605 701
Old : 1,945: 1,052 1,090 124 49 51 0 0 0 92 33 21: 605 701
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 190: 124 -129 0 0 0 0 0 0 0 7 21: 45 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 56.0 6.4 2.5 2.6 0.0 0.0 0.0 4.7 1.7 1.1: 31.1 36.0
Old : 100.0: 54.1 56.0 6.4 2.5 2.6 0.0 0.0 0.0 4.7 1.7 1.1: 31.1 36.0
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 : 25: 18 17 . . . 0 0 0 . . .:
Old : 25: 18 17 . . . 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 : 25.3 22.0 42.4 39.9 23.8 19.0 36.1 28.3
Old : 25.3 22.0 42.4 39.9 23.8 19.0 36.1 28.3
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, March 1, 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 : 579,840: 193,836 238,411 71,230 58,649 117,874 40,344 9,296 36,696 15,505 18,700 77,024: 27,331 23,190
Old : 579,840: 193,836 238,411 71,230 58,649 117,874 40,344 9,296 36,696 15,505 18,700 77,024: 27,331 23,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 8,585: 12,473 -4,381 -13,621 -2,250 3,641 -339 3,496 -1,211 767 1,607 1,706: 5,169 5,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 41.1 12.3 10.1 20.3 7.0 1.6 6.3 2.7 3.2 13.3: 4.7 4.0
Old : 100.0: 33.4 41.1 12.3 10.1 20.3 7.0 1.6 6.3 2.7 3.2 13.3: 4.7 4.0
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 : 137: 40 41 14 13 26 16 9 16 17 18 35:
Old : 137: 40 41 14 13 26 16 9 16 17 18 35:
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 : 22.8 17.4 35.3 30.3 10.8 10.4 15.6 16.9
Old : 22.8 17.4 35.3 30.3 10.8 10.4 15.6 16.9
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, March 1, 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 : 1,569,519: 218,521 465,410 214,304 287,084 238,357 293,884 25,262 173,698 105,158 101,893 216,119: 109,478 61,696
Old : 1,569,519: 218,521 465,410 214,304 287,084 238,357 293,884 25,262 173,698 105,158 101,893 216,119: 109,478 61,696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 62,925: -20,822 8,535 -12,808 18,607 18,406 44,255 -18,344 12,431 4,207 13,941 6,939: 10,317 2,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 29.7 13.7 18.3 15.2 18.7 1.6 11.1 6.7 6.5 13.8: 7.0 3.9
Old : 100.0: 13.9 29.7 13.7 18.3 15.2 18.7 1.6 11.1 6.7 6.5 13.8: 7.0 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 : 364: 48 55 18 29 37 93 31 71 62 53 94:
Old : 364: 48 55 18 29 37 93 31 71 62 53 94:
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 : 15.4 14.2 24.0 25.1 12.6 11.7 18.0 17.9
Old : 15.4 14.2 24.0 25.1 12.6 11.7 18.0 17.9
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, March 1, 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 : 218,750: 54,793 36,048 38,173 64,956 32,736 762 0 519 42,451 14,532 8,313: 41,003 61,646
Old : 218,750: 54,793 36,048 38,173 64,956 32,736 762 0 519 42,451 14,532 8,313: 41,003 61,646
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -8,460: -3,924 -428 -11,728 -6,569 -347 11 0 -11 5,502 -2,178 -1,860: 3,897 2,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.5 17.5 29.7 15.0 0.3 0.0 0.2 19.4 6.6 3.8: 18.7 28.2
Old : 100.0: 25.0 16.5 17.5 29.7 15.0 0.3 0.0 0.2 19.4 6.6 3.8: 18.7 28.2
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 : 32: 7 7 7 7 14 . 0 . 5 . 5:
Old : 32: 7 7 7 7 14 . 0 . 5 . 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 : 44.7 26.8 60.8 45.7 42.4 25.0 54.0 41.1
Old : 44.7 26.8 60.8 45.7 42.4 25.0 54.0 41.1
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, March 1, 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 : 32,453: 14,030 15,765 7,350 4,500 10,454 0 98 200 265 1,174 100: 54 162
Old : 32,453: 14,030 15,765 7,350 4,500 10,454 0 98 200 265 1,174 100: 54 162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -2,643: -1,806 -3,160 1,320 3,273 -2,163 0 -98 200 -140 -610 0: -54 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 48.6 22.6 13.9 32.2 0.0 0.3 0.6 0.8 3.6 0.3: 0.2 0.5
Old : 100.0: 43.2 48.6 22.6 13.9 32.2 0.0 0.3 0.6 0.8 3.6 0.3: 0.2 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 : 49: 19 22 9 7 9 0 . . . . .:
Old : 49: 19 22 9 7 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 : 55.6 47.4 71.8 69.5 23.1 23.3 30.9 30.8
Old : 55.6 47.4 71.8 69.5 23.1 23.3 30.9 30.8
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, March 1, 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 : 87,660: 9,147 3,958 37,061 15,842 27,269 5,582 22,321 1,733 0 7,919 2,769: 4,099 5,849
Old : 87,660: 9,147 3,958 37,061 15,842 27,269 5,582 22,321 1,733 0 7,919 2,769: 4,099 5,849
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -817: -6 0 -2,301 352 351 1,131 -1,860 -282 0 977 -38: 328 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.5 42.3 18.1 31.1 6.4 25.5 2.0 0.0 9.0 3.2: 4.7 6.7
Old : 100.0: 10.4 4.5 42.3 18.1 31.1 6.4 25.5 2.0 0.0 9.0 3.2: 4.7 6.7
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 : 43: 6 5 13 7 16 5 6 7 0 5 4:
Old : 43: 6 5 13 7 16 5 6 7 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 : 47.2 41.7 63.6 60.1 34.0 34.4 45.9 44.1
Old : 47.2 41.7 63.6 60.1 34.0 34.4 45.9 44.1
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, March 1, 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 : 31,997: 950 3,416 6,736 11,923 9,549 5,606 53 1,965 1,088 0 2,154: 3,949 2,937
Old : 31,997: 950 3,416 6,736 11,923 9,549 5,606 53 1,965 1,088 0 2,154: 3,949 2,937
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,342: 0 0 -272 -740 1,345 -1,498 0 0 88 0 2,154: -475 -1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 10.7 21.1 37.3 29.8 17.5 0.2 6.1 3.4 0.0 6.7: 12.3 9.2
Old : 100.0: 3.0 10.7 21.1 37.3 29.8 17.5 0.2 6.1 3.4 0.0 6.7: 12.3 9.2
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 : 27: . 4 8 5 11 6 . . . 0 .:
Old : 27: . 4 8 5 11 6 . . . 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 : 39.1 47.3 57.5 67.2 19.9 37.9 31.4 45.6
Old : 39.1 47.3 57.5 67.2 19.9 37.9 31.4 45.6
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, March 1, 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 : 12,245: 3,839 3,780 2,470 3,904 4,111 1,675 369 0 114 0 0: 36 81
Old : 12,245: 3,839 3,780 2,470 3,904 4,111 1,675 369 0 114 0 0: 36 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -3,014: -1,019 -50 435 -2,284 -305 -1,975 -375 0 -186 0 0: 36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 30.9 20.2 31.9 33.6 13.7 3.0 0.0 0.9 0.0 0.0: 0.3 0.7
Old : 100.0: 31.4 30.9 20.2 31.9 33.6 13.7 3.0 0.0 0.9 0.0 0.0: 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 : 31: 6 9 7 8 9 . . 0 . 0 0:
Old : 31: 6 9 7 8 9 . . 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 : 52.8 53.5 77.8 79.1 39.4 41.6 54.4 56.5
Old : 52.8 53.5 77.8 79.1 39.4 41.6 54.4 56.5
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, March 1, 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 : 278,336: 104,655 210,274 39,179 7,854 14,176 60,346 10,785 13,063 14,567 4,036 6,858: 25,492 11,290
Old : 278,336: 104,655 210,274 39,179 7,854 14,176 60,346 10,785 13,063 14,567 4,036 6,858: 25,492 11,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -3,542: -1,568 -3,617 -15 177 -851 -1,998 874 337 1,288 393 -1,101: 366 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 75.5 14.1 2.8 5.1 21.7 3.9 4.7 5.2 1.5 2.5: 9.2 4.1
Old : 100.0: 37.6 75.5 14.1 2.8 5.1 21.7 3.9 4.7 5.2 1.5 2.5: 9.2 4.1
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 : 196: 47 74 16 6 17 59 11 26 16 6 12:
Old : 196: 47 74 16 6 17 59 11 26 16 6 12:
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 : 25.5 27.3 36.0 42.3 13.7 12.0 21.4 20.0
Old : 25.5 27.3 36.0 42.3 13.7 12.0 21.4 20.0
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, March 1, 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 : 23,024: 12,880 14,133 2,949 1,769 60 2,325 461 114 97 532 1,170: 3,429 4,785
Old : 23,024: 12,880 14,133 2,949 1,769 60 2,325 461 114 97 532 1,170: 3,429 4,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,237: -372 -829 298 166 -65 0 -762 39 25 -116 -120: -1,042 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 61.4 12.8 7.7 0.3 10.1 2.0 0.5 0.4 2.3 5.1: 14.9 20.8
Old : 100.0: 55.9 61.4 12.8 7.7 0.3 10.1 2.0 0.5 0.4 2.3 5.1: 14.9 20.8
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 : 29: 14 14 . . . . . . . . .:
Old : 29: 14 14 . . . . . . . . .:
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 : 37.7 48.7 57.1 64.6 35.8 47.1 52.3 60.4
Old : 37.7 48.7 57.1 64.6 35.8 47.1 52.3 60.4
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, March 1, 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 : 7,228: 4,331 6,040 1,363 204 574 0 0 0 550 0 410: 0 0
Old : 7,228: 4,331 6,040 1,363 204 574 0 0 0 550 0 410: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 150: 150 300 -50 0 0 0 0 0 200 0 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 83.6 18.9 2.8 7.9 0.0 0.0 0.0 7.6 0.0 5.7: 0.0 0.0
Old : 100.0: 59.9 83.6 18.9 2.8 7.9 0.0 0.0 0.0 7.6 0.0 5.7: 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 : 26.6 35.1 48.8 58.0 22.3 25.4 34.2 34.7
Old : 26.6 35.1 48.8 58.0 22.3 25.4 34.2 34.7
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, March 1, 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 : 58,226: 44,974 35,539 6,574 14,128 5,811 309 2,505 9 0 0 0: 549 234
Old : 58,226: 44,974 35,539 6,574 14,128 5,811 309 2,505 9 0 0 0: 549 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 3,755: 2,336 2,771 -590 -1,245 2,229 0 0 0 0 0 0: -220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 61.0 11.3 24.3 10.0 0.5 4.3 0.0 0.0 0.0 0.0: 0.9 0.4
Old : 100.0: 77.2 61.0 11.3 24.3 10.0 0.5 4.3 0.0 0.0 0.0 0.0: 0.9 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 : 56: 30 29 9 7 9 . . . 0 0 0:
Old : 56: 30 29 9 7 9 . . . 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 : 47.2 49.2 65.8 70.8 31.4 33.3 41.9 45.9
Old : 47.2 49.2 65.8 70.8 31.4 33.3 41.9 45.9
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, March 1, 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 : 22,533: 19,543 19,043 2,355 2,855 635 0 0 0 0 0 0: 0 0
Old : 22,533: 19,543 19,043 2,355 2,855 635 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 22, 2011 :
: 1,925: 1,605 1,480 100 80 365 0 0 0 0 0 0: -145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 84.5 10.5 12.7 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.7 84.5 10.5 12.7 2.8 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 : 24: 9 14 6 . . 0 0 0 0 0 0:
Old : 24: 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 : 87.1 73.7 94.8 92.5 80.7 63.8 85.0 82.0
Old : 87.1 73.7 94.8 92.5 80.7 63.8 85.0 82.0
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, March 1, 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 : 8,867: 4,602 3,385 2,833 515 842 0 225 100 100 3,750 50: 340 0
Old : 8,867: 4,602 3,385 2,833 515 842 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 22, 2011 :
: 800: 650 750 150 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 38.2 31.9 5.8 9.5 0.0 2.5 1.1 1.1 42.3 0.6: 3.8 0.0
Old : 100.0: 51.9 38.2 31.9 5.8 9.5 0.0 2.5 1.1 1.1 42.3 0.6: 3.8 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 : 43: 17 19 8 4 9 0 . . . . .:
Old : 43: 17 19 8 4 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 : 43.9 60.4 62.0 74.3 38.9 54.6 52.8 64.3
Old : 43.9 60.4 62.0 74.3 38.9 54.6 52.8 64.3
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, March 1, 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 : 22,913: 13,688 16,234 1,183 4,092 2,259 0 10 80 5,577 0 90: 36 148
Old : 22,913: 13,688 16,234 1,183 4,092 2,259 0 10 80 5,577 0 90: 36 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 495: -15 130 -112 163 362 -75 0 0 485 0 -160: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 70.9 5.2 17.9 9.9 0.0 0.0 0.3 24.3 0.0 0.4: 0.2 0.6
Old : 100.0: 59.7 70.9 5.2 17.9 9.9 0.0 0.0 0.3 24.3 0.0 0.4: 0.2 0.6
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 : 35: 17 14 5 7 9 0 . . . 0 .:
Old : 35: 17 14 5 7 9 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 : 54.0 53.9 68.8 73.2 51.1 49.2 59.0 61.0
Old : 54.0 53.9 68.8 73.2 51.1 49.2 59.0 61.0
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, March 1, 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 : 17,942: 6,663 6,259 1,911 5,334 2,966 1,353 0 374 3,852 2,176 564: 259 269
Old : 17,942: 6,663 6,259 1,911 5,334 2,966 1,353 0 374 3,852 2,176 564: 259 269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,362: -184 -1,316 12 521 -804 -50 0 0 -486 104 -6: 156 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 34.9 10.7 29.7 16.5 7.5 0.0 2.1 21.5 12.1 3.1: 1.4 1.5
Old : 100.0: 37.1 34.9 10.7 29.7 16.5 7.5 0.0 2.1 21.5 12.1 3.1: 1.4 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 : 50: 19 17 . 13 13 . 0 . . . .:
Old : 50: 19 17 . 13 13 . 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 : 39.2 38.1 57.1 58.1 33.5 31.9 49.6 46.3
Old : 39.2 38.1 57.1 58.1 33.5 31.9 49.6 46.3
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, March 1, 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 : 9,601: 7,146 5,881 423 2,529 546 625 0 0 0 147 231: 630 267
Old : 9,601: 7,146 5,881 423 2,529 546 625 0 0 0 147 231: 630 267
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,631: -2,335 -856 189 -672 3 475 -118 0 -63 -65 -45: 145 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 61.3 4.4 26.3 5.7 6.5 0.0 0.0 0.0 1.5 2.4: 6.6 2.8
Old : 100.0: 74.4 61.3 4.4 26.3 5.7 6.5 0.0 0.0 0.0 1.5 2.4: 6.6 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 : 35: 16 18 5 4 4 . 0 0 0 . .:
Old : 35: 16 18 5 4 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 : 40.2 41.1 60.5 61.8 31.6 35.4 42.3 46.0
Old : 40.2 41.1 60.5 61.8 31.6 35.4 42.3 46.0
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, March 1, 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 : 32,232: 6,688 21,361 7,186 2,759 5,391 2,334 186 50 8,715 853 1,152: 716 480
Old : 32,232: 6,688 21,361 7,186 2,759 5,391 2,334 186 50 8,715 853 1,152: 716 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,602: -318 -633 -310 392 -465 0 -225 0 133 -139 -502: -140 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 66.3 22.3 8.6 16.7 7.2 0.6 0.2 27.0 2.6 3.6: 2.2 1.5
Old : 100.0: 20.7 66.3 22.3 8.6 16.7 7.2 0.6 0.2 27.0 2.6 3.6: 2.2 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 : 57: 12 16 12 7 14 . . . 7 . 4:
Old : 57: 12 16 12 7 14 . . . 7 . 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 : 29.6 52.4 49.6 68.0 27.3 48.7 45.2 63.0
Old : 29.6 52.4 49.6 68.0 27.3 48.7 45.2 63.0
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, March 1, 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 : 16,460: 9,391 11,445 2,281 894 317 1,512 309 316 0 0 0: 2,643 3,179
Old : 16,460: 9,391 11,445 2,281 894 317 1,512 309 316 0 0 0: 2,643 3,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,382: -1,893 -859 457 -557 24 0 0 0 0 0 0: 30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 69.5 13.9 5.4 1.9 9.2 1.9 1.9 0.0 0.0 0.0: 16.1 19.3
Old : 100.0: 57.1 69.5 13.9 5.4 1.9 9.2 1.9 1.9 0.0 0.0 0.0: 16.1 19.3
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 : 21: 12 13 . . . . . . 0 0 0:
Old : 21: 12 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 : 38.7 58.3 59.9 73.8 38.7 51.4 56.8 63.0
Old : 38.7 58.3 59.9 73.8 38.7 51.4 56.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011