GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, March 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 : 44,380: 32,432 34,520 8,380 5,022 2,609 0 0 0 532 1,723 330: 97 176
Old : 44,380: 32,432 34,520 8,380 5,022 2,609 0 0 0 532 1,723 330: 97 176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 3,518: 3,405 3,376 -309 -180 374 0 0 0 0 -105 48: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 77.8 18.9 11.3 5.9 0.0 0.0 0.0 1.2 3.9 0.7: 0.2 0.4
Old : 100.0: 73.1 77.8 18.9 11.3 5.9 0.0 0.0 0.0 1.2 3.9 0.7: 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 : 59: 28 33 8 8 14 0 0 0 . . .:
Old : 59: 28 33 8 8 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 : 31.9 32.8 51.7 52.5 22.6 22.4 33.5 31.8
Old : 31.9 32.8 51.7 52.5 22.6 22.4 33.5 31.8
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 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 : 18,418: 12,442 16,043 4,186 564 1,651 0 0 0 0 0 0: 139 160
Old : 18,418: 12,442 16,043 4,186 564 1,651 0 0 0 0 0 0: 139 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 577: 130 397 354 102 78 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 87.1 22.7 3.1 9.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.9
Old : 100.0: 67.6 87.1 22.7 3.1 9.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 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 : 37: 19 25 5 . 5 0 0 0 0 0 0:
Old : 37: 19 25 5 . 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 : 41.1 46.0 67.2 73.4 38.3 41.7 60.6 60.6
Old : 41.1 46.0 67.2 73.4 38.3 41.7 60.6 60.6
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 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 : 10,777: 6,150 6,756 484 288 1,849 0 0 0 228 207 359: 1,707 1,318
Old : 10,777: 6,150 6,756 484 288 1,849 0 0 0 228 207 359: 1,707 1,318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 647: 313 350 49 -36 217 0 0 0 23 35 78: -33 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 62.7 4.5 2.7 17.2 0.0 0.0 0.0 2.1 1.9 3.3: 15.8 12.2
Old : 100.0: 57.1 62.7 4.5 2.7 17.2 0.0 0.0 0.0 2.1 1.9 3.3: 15.8 12.2
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 : 45: 22 27 7 4 11 0 0 0 . 4 .:
Old : 45: 22 27 7 4 11 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 : 34.9 25.8 53.0 41.3 20.6 12.7 27.7 19.6
Old : 34.9 25.8 53.0 41.3 20.6 12.7 27.7 19.6
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 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 : 8,227: 4,105 6,391 1,881 43 642 0 0 0 934 245 316: 349 590
Old : 8,227: 4,105 6,391 1,881 43 642 0 0 0 934 245 316: 349 590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 502: 221 371 122 1 52 0 0 0 56 5 25: 26 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 77.7 22.9 0.5 7.8 0.0 0.0 0.0 11.4 3.0 3.8: 4.2 7.2
Old : 100.0: 49.9 77.7 22.9 0.5 7.8 0.0 0.0 0.0 11.4 3.0 3.8: 4.2 7.2
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 : 72: 39 45 13 . 16 0 0 0 5 4 5:
Old : 72: 39 45 13 . 16 0 0 0 5 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 : 28.3 22.4 42.2 33.3 24.1 21.3 35.9 29.4
Old : 28.3 22.4 42.2 33.3 24.1 21.3 35.9 29.4
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 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 : 3,329: 1,030 1,309 276 677 333 50 0 0 620 181 289: 731 540
Old : 3,329: 1,030 1,309 276 677 333 50 0 0 620 181 289: 731 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 58: 38 83 15 100 -55 -25 0 0 120 5 -85: 50 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 39.3 8.3 20.3 10.0 1.5 0.0 0.0 18.6 5.4 8.7: 22.0 16.2
Old : 100.0: 30.9 39.3 8.3 20.3 10.0 1.5 0.0 0.0 18.6 5.4 8.7: 22.0 16.2
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: 11 13 . 4 6 . 0 0 . . .:
Old : 25: 11 13 . 4 6 . 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 : 41.9 46.8 57.9 65.4 33.1 36.3 43.2 47.7
Old : 41.9 46.8 57.9 65.4 33.1 36.3 43.2 47.7
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 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 : 1,827: 1,098 957 170 77 166 0 0 0 0 30 0: 393 597
Old : 1,827: 1,098 957 170 77 166 0 0 0 0 30 0: 393 597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 145: 296 262 27 52 -17 0 0 0 0 0 0: -161 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 52.4 9.3 4.2 9.1 0.0 0.0 0.0 0.0 1.6 0.0: 21.5 32.7
Old : 100.0: 60.1 52.4 9.3 4.2 9.1 0.0 0.0 0.0 0.0 1.6 0.0: 21.5 32.7
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 : 23: 14 14 . . . 0 0 0 0 . 0:
Old : 23: 14 14 . . . 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 : 27.9 31.9 49.0 50.2 22.7 25.1 37.5 33.7
Old : 27.9 31.9 49.0 50.2 22.7 25.1 37.5 33.7
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 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 : 2,073: 944 1,399 378 171 187 0 0 0 45 25 5: 514 286
Old : 2,073: 944 1,399 378 171 187 0 0 0 45 25 5: 514 286
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 17: -10 -3 -3 -5 0 0 0 0 0 -5 5: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 67.5 18.2 8.2 9.0 0.0 0.0 0.0 2.2 1.2 0.2: 24.8 13.8
Old : 100.0: 45.5 67.5 18.2 8.2 9.0 0.0 0.0 0.0 2.2 1.2 0.2: 24.8 13.8
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 : 26: 16 16 . . . 0 0 0 . . .:
Old : 26: 16 16 . . . 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 : 34.0 48.6 52.0 67.9 25.8 39.4 34.6 48.6
Old : 34.0 48.6 52.0 67.9 25.8 39.4 34.6 48.6
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 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 : 1,975: 1,633 1,955 327 0 0 0 0 0 0 0 0: 15 20
Old : 1,975: 1,633 1,955 327 0 0 0 0 0 0 0 0: 15 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 99.0 16.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 1.0
Old : 100.0: 82.7 99.0 16.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 1.0
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 : 20: 13 10 . 0 0 0 0 0 0 0 0:
Old : 20: 13 10 . 0 0 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 : 55.4 73.4 85.1 94.8 47.7 68.2 65.3 73.9
Old : 55.4 73.4 85.1 94.8 47.7 68.2 65.3 73.9
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 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 : 15,826: 7,585 11,789 6,968 2,577 860 0 0 0 0 0 0: 413 600
Old : 15,826: 7,585 11,789 6,968 2,577 860 0 0 0 0 0 0: 413 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 525: 41 683 354 -288 130 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 74.5 44.0 16.3 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 3.8
Old : 100.0: 47.9 74.5 44.0 16.3 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 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 : 29: 17 16 . 5 4 0 0 0 0 0 0:
Old : 29: 17 16 . 5 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 : 66.4 52.2 82.1 79.5 64.9 42.1 72.5 65.7
Old : 66.4 52.2 82.1 79.5 64.9 42.1 72.5 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Futures Only, March 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 : 4,070: 2,505 3,608 1,430 196 0 0 0 0 0 266 0: 135 0
Old : 4,070: 2,505 3,608 1,430 196 0 0 0 0 0 266 0: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 88.6 35.1 4.8 0.0 0.0 0.0 0.0 0.0 6.5 0.0: 3.3 0.0
Old : 100.0: 61.5 88.6 35.1 4.8 0.0 0.0 0.0 0.0 0.0 6.5 0.0: 3.3 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 : 20: 11 10 4 . 0 0 0 0 0 . 0:
Old : 20: 11 10 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 : 60.8 65.3 81.8 91.3 55.4 54.6 66.1 67.8
Old : 60.8 65.3 81.8 91.3 55.4 54.6 66.1 67.8
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 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 : 306,674: 84,793 188,836 62,362 7,019 18,312 51,926 15,107 19,162 14,273 22,367 8,697: 47,149 27,174
Old : 306,674: 84,793 188,836 62,362 7,019 18,312 51,926 15,107 19,162 14,273 22,367 8,697: 47,149 27,174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -2,451: -8,931 -7,300 -39 791 1,745 -420 -2,243 736 155 1,085 1,107: 3,196 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 61.6 20.3 2.3 6.0 16.9 4.9 6.2 4.7 7.3 2.8: 15.4 8.9
Old : 100.0: 27.6 61.6 20.3 2.3 6.0 16.9 4.9 6.2 4.7 7.3 2.8: 15.4 8.9
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 : 166: 49 60 20 . 18 42 11 19 15 8 19:
Old : 166: 49 60 20 . 18 42 11 19 15 8 19:
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 : 14.3 26.7 25.1 41.5 13.3 19.4 21.9 27.0
Old : 14.3 26.7 25.1 41.5 13.3 19.4 21.9 27.0
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 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 : 16,684: 9,971 11,688 3,206 1,070 2,388 0 0 100 350 754 300: 369 384
Old : 16,684: 9,971 11,688 3,206 1,070 2,388 0 0 100 350 754 300: 369 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 937: 910 710 -15 135 92 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 70.1 19.2 6.4 14.3 0.0 0.0 0.6 2.1 4.5 1.8: 2.2 2.3
Old : 100.0: 59.8 70.1 19.2 6.4 14.3 0.0 0.0 0.6 2.1 4.5 1.8: 2.2 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 : 72: 30 39 8 6 11 0 0 . 4 . .:
Old : 72: 30 39 8 6 11 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 : 32.5 24.6 50.4 39.8 25.3 20.9 36.5 31.6
Old : 32.5 24.6 50.4 39.8 25.3 20.9 36.5 31.6
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 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 : 8,361: 4,595 5,206 2,016 1,950 275 630 0 0 300 385 245: 300 300
Old : 8,361: 4,595 5,206 2,016 1,950 275 630 0 0 300 385 245: 300 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 505: 300 150 0 400 -45 300 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 62.3 24.1 23.3 3.3 7.5 0.0 0.0 3.6 4.6 2.9: 3.6 3.6
Old : 100.0: 55.0 62.3 24.1 23.3 3.3 7.5 0.0 0.0 3.6 4.6 2.9: 3.6 3.6
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 : 34: 14 10 7 5 5 . 0 0 . . .:
Old : 34: 14 10 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 : 36.5 53.9 56.8 80.7 36.5 48.1 55.4 66.5
Old : 36.5 53.9 56.8 80.7 36.5 48.1 55.4 66.5
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, March 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 : 1,912: 1,240 993 450 500 50 0 0 0 144 350 0: 28 19
Old : 1,912: 1,240 993 450 500 50 0 0 0 144 350 0: 28 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 51.9 23.5 26.2 2.6 0.0 0.0 0.0 7.5 18.3 0.0: 1.5 1.0
Old : 100.0: 64.9 51.9 23.5 26.2 2.6 0.0 0.0 0.0 7.5 18.3 0.0: 1.5 1.0
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 : 20: 7 7 4 . . 0 0 0 . . 0:
Old : 20: 7 7 4 . . 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 : 51.8 60.1 85.5 90.2 44.5 57.5 70.1 81.1
Old : 51.8 60.1 85.5 90.2 44.5 57.5 70.1 81.1
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, March 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 : 2,645: 2,470 2,325 5 150 170 0 0 0 0 0 0: 0 0
Old : 2,645: 2,470 2,325 5 150 170 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: March 15, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 87.9 0.2 5.7 6.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.4 87.9 0.2 5.7 6.4 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 : 21: 11 14 . . . 0 0 0 0 0 0:
Old : 21: 11 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 : 65.0 56.7 87.7 79.4 47.1 43.5 60.3 56.7
Old : 65.0 56.7 87.7 79.4 47.1 43.5 60.3 56.7
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 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 : 7,847: 5,646 5,793 0 394 110 316 28 357 370 222 483: 565 460
Old : 7,847: 5,646 5,793 0 394 110 316 28 357 370 222 483: 565 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -197: -44 -173 -41 -85 -102 -176 28 -3 -223 -100 166: 226 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 73.8 0.0 5.0 1.4 4.0 0.4 4.5 4.7 2.8 6.2: 7.2 5.9
Old : 100.0: 72.0 73.8 0.0 5.0 1.4 4.0 0.4 4.5 4.7 2.8 6.2: 7.2 5.9
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 : 32: 17 19 0 . . . . . 4 . .:
Old : 32: 17 19 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 : 57.7 48.6 75.9 67.1 30.8 24.8 37.8 35.1
Old : 57.7 48.6 75.9 67.1 30.8 24.8 37.8 35.1
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 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 : 12,006: 11,245 10,705 219 307 190 0 130 55 0 382 26: 271 211
Old : 12,006: 11,245 10,705 219 307 190 0 130 55 0 382 26: 271 211
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 273: 347 147 -144 73 -40 0 15 -5 0 0 0: 115 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 89.2 1.8 2.6 1.6 0.0 1.1 0.5 0.0 3.2 0.2: 2.3 1.8
Old : 100.0: 93.7 89.2 1.8 2.6 1.6 0.0 1.1 0.5 0.0 3.2 0.2: 2.3 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 : 39: 24 27 . . . 0 . . 0 . .:
Old : 39: 24 27 . . . 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 : 37.0 65.9 59.7 77.2 30.3 58.4 48.7 64.8
Old : 37.0 65.9 59.7 77.2 30.3 58.4 48.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Disaggregated Commitments of Traders - Futures Only, March 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 : 1,735: 981 1,427 59 155 75 0 0 0 0 55 0: 620 23
Old : 1,735: 981 1,427 59 155 75 0 0 0 0 55 0: 620 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 37: 0 15 0 0 0 0 0 0 0 0 0: 37 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 82.2 3.4 8.9 4.3 0.0 0.0 0.0 0.0 3.2 0.0: 35.7 1.3
Old : 100.0: 56.5 82.2 3.4 8.9 4.3 0.0 0.0 0.0 0.0 3.2 0.0: 35.7 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 : 20: 12 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 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 : 29.5 63.9 49.7 85.5 22.8 57.3 35.4 67.0
Old : 29.5 63.9 49.7 85.5 22.8 57.3 35.4 67.0
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 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 : 1,634: 859 1,045 90 55 48 0 0 0 38 0 12: 587 474
Old : 1,634: 859 1,045 90 55 48 0 0 0 38 0 12: 587 474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 92: 6 81 6 0 0 0 0 0 0 0 0: 80 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 64.0 5.5 3.4 2.9 0.0 0.0 0.0 2.3 0.0 0.7: 35.9 29.0
Old : 100.0: 52.6 64.0 5.5 3.4 2.9 0.0 0.0 0.0 2.3 0.0 0.7: 35.9 29.0
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 : 21: 14 16 . . . 0 0 0 . 0 .:
Old : 21: 14 16 . . . 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 : 24.5 35.1 43.1 52.4 22.3 33.1 34.7 43.9
Old : 24.5 35.1 43.1 52.4 22.3 33.1 34.7 43.9
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 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 : 521,510: 165,020 198,447 57,913 55,142 125,305 40,258 5,945 39,046 9,783 17,477 58,702: 25,483 21,446
Old : 521,510: 165,020 198,447 57,913 55,142 125,305 40,258 5,945 39,046 9,783 17,477 58,702: 25,483 21,446
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -32,516: -12,873 -14,349 -3,968 -3,106 -659 -2,928 2,036 -3,862 -3,495 -3,613 -6,420: 1,689 -2,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 38.1 11.1 10.6 24.0 7.7 1.1 7.5 1.9 3.4 11.3: 4.9 4.1
Old : 100.0: 31.6 38.1 11.1 10.6 24.0 7.7 1.1 7.5 1.9 3.4 11.3: 4.9 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 : 129: 35 35 16 11 25 18 9 17 15 14 29:
Old : 129: 35 35 16 11 25 18 9 17 15 14 29:
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 : 24.4 16.8 36.1 29.8 12.1 9.9 17.3 16.8
Old : 24.4 16.8 36.1 29.8 12.1 9.9 17.3 16.8
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 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 : 1,503,614: 193,560 429,057 219,866 288,349 242,571 281,134 28,916 167,819 101,606 100,096 190,251: 106,807 56,555
Old : 1,503,614: 193,560 429,057 219,866 288,349 242,571 281,134 28,916 167,819 101,606 100,096 190,251: 106,807 56,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -77,018: -18,355 -19,284 10,566 5,272 -10,533 -2,513 -3,351 -24,303 -9,637 -7,959 -15,787: -6,456 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 28.5 14.6 19.2 16.1 18.7 1.9 11.2 6.8 6.7 12.7: 7.1 3.8
Old : 100.0: 12.9 28.5 14.6 19.2 16.1 18.7 1.9 11.2 6.8 6.7 12.7: 7.1 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 : 340: 42 53 21 24 33 91 22 64 54 57 90:
Old : 340: 42 53 21 24 33 91 22 64 54 57 90:
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 : 17.6 14.6 26.3 25.4 13.5 11.7 19.1 18.4
Old : 17.6 14.6 26.3 25.4 13.5 11.7 19.1 18.4
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 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 : 223,764: 57,245 33,193 45,254 63,595 29,274 420 0 769 44,381 18,836 6,867: 39,554 71,230
Old : 223,764: 57,245 33,193 45,254 63,595 29,274 420 0 769 44,381 18,836 6,867: 39,554 71,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 7: 570 -567 484 -492 -387 0 0 0 123 -2,721 -1,819: 1,036 5,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 14.8 20.2 28.4 13.1 0.2 0.0 0.3 19.8 8.4 3.1: 17.7 31.8
Old : 100.0: 25.6 14.8 20.2 28.4 13.1 0.2 0.0 0.3 19.8 8.4 3.1: 17.7 31.8
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 : 30: 6 5 8 6 13 . 0 . 5 . 5:
Old : 30: 6 5 8 6 13 . 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 : 45.8 25.4 61.6 44.2 44.0 23.3 56.2 39.3
Old : 45.8 25.4 61.6 44.2 44.0 23.3 56.2 39.3
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 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 : 40,124: 18,604 21,627 9,435 5,817 11,466 0 98 200 240 614 100: 79 202
Old : 40,124: 18,604 21,627 9,435 5,817 11,466 0 98 200 240 614 100: 79 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 2,004: 2,712 2,722 560 435 -1,013 0 0 0 -100 0 0: -155 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 53.9 23.5 14.5 28.6 0.0 0.2 0.5 0.6 1.5 0.2: 0.2 0.5
Old : 100.0: 46.4 53.9 23.5 14.5 28.6 0.0 0.2 0.5 0.6 1.5 0.2: 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 : 56: 24 27 9 9 11 0 . . . . .:
Old : 56: 24 27 9 9 11 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 : 46.2 43.5 65.5 62.8 19.1 21.0 27.5 27.0
Old : 46.2 43.5 65.5 62.8 19.1 21.0 27.5 27.0
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, March 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 : 87,136: 8,945 4,126 39,130 18,770 25,113 5,582 20,898 1,731 0 8,694 2,770: 3,865 5,034
Old : 87,136: 8,945 4,126 39,130 18,770 25,113 5,582 20,898 1,731 0 8,694 2,770: 3,865 5,034
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,983: -137 137 -386 256 -1,141 0 -600 0 0 0 0: -319 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.7 44.9 21.5 28.8 6.4 24.0 2.0 0.0 10.0 3.2: 4.4 5.8
Old : 100.0: 10.3 4.7 44.9 21.5 28.8 6.4 24.0 2.0 0.0 10.0 3.2: 4.4 5.8
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 : 42: 6 5 12 8 16 5 5 6 0 5 4:
Old : 42: 6 5 12 8 16 5 5 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 : 49.3 44.1 65.0 63.8 36.5 35.5 48.1 46.4
Old : 49.3 44.1 65.0 63.8 36.5 35.5 48.1 46.4
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 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 : 33,031: 1,603 3,705 8,657 11,824 9,492 4,694 3 2,482 1,168 0 2,113: 2,822 3,412
Old : 33,031: 1,603 3,705 8,657 11,824 9,492 4,694 3 2,482 1,168 0 2,113: 2,822 3,412
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -865: 653 289 -201 -431 -978 857 -90 325 0 0 0: -1,521 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 11.2 26.2 35.8 28.7 14.2 0.0 7.5 3.5 0.0 6.4: 8.5 10.3
Old : 100.0: 4.9 11.2 26.2 35.8 28.7 14.2 0.0 7.5 3.5 0.0 6.4: 8.5 10.3
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 : 26: . 5 7 5 10 6 . 4 . 0 .:
Old : 26: . 5 7 5 10 6 . 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 : 43.1 46.7 61.3 65.6 24.7 36.7 36.4 43.9
Old : 43.1 46.7 61.3 65.6 24.7 36.7 36.4 43.9
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 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 : 13,400: 4,289 3,655 2,720 4,129 4,566 1,675 969 0 114 0 0: 36 81
Old : 13,400: 4,289 3,655 2,720 4,129 4,566 1,675 969 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: March 15, 2011 :
: 855: 450 -200 -125 -75 530 0 600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 27.3 20.3 30.8 34.1 12.5 7.2 0.0 0.9 0.0 0.0: 0.3 0.6
Old : 100.0: 32.0 27.3 20.3 30.8 34.1 12.5 7.2 0.0 0.9 0.0 0.0: 0.3 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 : 32: 6 9 7 8 10 . . 0 . 0 0:
Old : 32: 6 9 7 8 10 . . 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 : 48.3 52.3 74.9 75.4 39.4 42.7 54.7 55.9
Old : 48.3 52.3 74.9 75.4 39.4 42.7 54.7 55.9
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 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 : 274,519: 102,020 206,534 37,853 8,345 16,638 62,147 4,007 12,475 14,964 9,480 4,002: 24,420 13,038
Old : 274,519: 102,020 206,534 37,853 8,345 16,638 62,147 4,007 12,475 14,964 9,480 4,002: 24,420 13,038
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 4,732: 4,324 5,765 -527 -447 1,547 39 -1,521 -1,775 -163 499 1,080: 207 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 75.2 13.8 3.0 6.1 22.6 1.5 4.5 5.5 3.5 1.5: 8.9 4.7
Old : 100.0: 37.2 75.2 13.8 3.0 6.1 22.6 1.5 4.5 5.5 3.5 1.5: 8.9 4.7
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 : 192: 59 74 16 8 18 55 7 23 17 8 13:
Old : 192: 59 74 16 8 18 55 7 23 17 8 13:
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 : 25.0 26.7 35.4 38.9 12.8 13.5 20.9 21.6
Old : 25.0 26.7 35.4 38.9 12.8 13.5 20.9 21.6
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 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 : 32,491: 16,370 23,641 3,312 2,245 184 2,647 0 366 5,065 140 430: 4,117 5,485
Old : 32,491: 16,370 23,641 3,312 2,245 184 2,647 0 366 5,065 140 430: 4,117 5,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 3,420: 2,015 2,516 -11 311 9 322 -403 252 505 0 0: 328 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 72.8 10.2 6.9 0.6 8.1 0.0 1.1 15.6 0.4 1.3: 12.7 16.9
Old : 100.0: 50.4 72.8 10.2 6.9 0.6 8.1 0.0 1.1 15.6 0.4 1.3: 12.7 16.9
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 : 39: 15 20 4 . . 4 0 . . . .:
Old : 39: 15 20 4 . . 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 : 43.7 41.2 58.2 61.4 42.0 38.4 56.5 58.2
Old : 43.7 41.2 58.2 61.4 42.0 38.4 56.5 58.2
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 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 : 5,147: 2,984 4,262 943 75 610 0 0 0 460 50 150: 0 0
Old : 5,147: 2,984 4,262 943 75 610 0 0 0 460 50 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 129: 50 179 129 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 82.8 18.3 1.5 11.9 0.0 0.0 0.0 8.9 1.0 2.9: 0.0 0.0
Old : 100.0: 58.0 82.8 18.3 1.5 11.9 0.0 0.0 0.0 8.9 1.0 2.9: 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 : 34: 14 18 5 . 6 0 0 0 . . .:
Old : 34: 14 18 5 . 6 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 : 34.3 40.5 57.6 61.2 27.5 27.7 43.4 41.7
Old : 34.3 40.5 57.6 61.2 27.5 27.7 43.4 41.7
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 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 : 54,100: 42,764 34,253 4,522 12,313 5,271 708 2,011 8 0 0 0: 827 244
Old : 54,100: 42,764 34,253 4,522 12,313 5,271 708 2,011 8 0 0 0: 827 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 545: 670 365 -125 511 -61 -75 -270 0 0 0 0: 136 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 63.3 8.4 22.8 9.7 1.3 3.7 0.0 0.0 0.0 0.0: 1.5 0.5
Old : 100.0: 79.0 63.3 8.4 22.8 9.7 1.3 3.7 0.0 0.0 0.0 0.0: 1.5 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 : 52: 25 29 9 7 7 . . . 0 0 0:
Old : 52: 25 29 9 7 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 : 49.5 57.6 67.9 74.0 43.7 42.4 50.4 55.1
Old : 49.5 57.6 67.9 74.0 43.7 42.4 50.4 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
Disaggregated Commitments of Traders - Futures Only, March 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 : 13,250: 8,365 12,750 4,015 0 500 0 0 0 0 0 0: 370 0
Old : 13,250: 8,365 12,750 4,015 0 500 0 0 0 0 0 0: 370 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,370: 1,270 1,295 25 0 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 96.2 30.3 0.0 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 0.0
Old : 100.0: 63.1 96.2 30.3 0.0 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 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 : 20: 15 6 4 0 . 0 0 0 0 0 0:
Old : 20: 15 6 4 0 . 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 : 60.2 97.2 84.6 100.0 55.1 92.3 78.0 92.3
Old : 60.2 97.2 84.6 100.0 55.1 92.3 78.0 92.3
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 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 : 20,900: 18,139 17,515 2,101 2,850 535 0 0 0 0 0 0: 125 0
Old : 20,900: 18,139 17,515 2,101 2,850 535 0 0 0 0 0 0: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 315: 265 305 40 0 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 83.8 10.1 13.6 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 86.8 83.8 10.1 13.6 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 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: 12 13 6 . . 0 0 0 0 0 0:
Old : 23: 12 13 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 : 82.4 82.8 92.6 97.6 75.7 70.4 81.2 81.6
Old : 82.4 82.8 92.6 97.6 75.7 70.4 81.2 81.6
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 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 : 8,552: 4,714 2,965 2,756 1,075 637 0 225 50 75 3,600 0: 320 0
Old : 8,552: 4,714 2,965 2,756 1,075 637 0 225 50 75 3,600 0: 320 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 630: 500 50 210 350 -45 0 0 0 0 300 -25: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 34.7 32.2 12.6 7.4 0.0 2.6 0.6 0.9 42.1 0.0: 3.7 0.0
Old : 100.0: 55.1 34.7 32.2 12.6 7.4 0.0 2.6 0.6 0.9 42.1 0.0: 3.7 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 : 44: 15 21 8 . 7 0 . . . . 0:
Old : 44: 15 21 8 . 7 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 : 45.9 63.8 68.9 75.4 39.2 59.1 54.6 68.1
Old : 45.9 63.8 68.9 75.4 39.2 59.1 54.6 68.1
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 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 : 13,564: 9,336 8,669 730 2,656 1,851 0 50 40 1,270 0 110: 227 188
Old : 13,564: 9,336 8,669 730 2,656 1,851 0 50 40 1,270 0 110: 227 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 3: -15 0 -25 -90 73 0 0 0 -50 0 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 63.9 5.4 19.6 13.6 0.0 0.4 0.3 9.4 0.0 0.8: 1.7 1.4
Old : 100.0: 68.8 63.9 5.4 19.6 13.6 0.0 0.4 0.3 9.4 0.0 0.8: 1.7 1.4
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 : 32: 16 11 5 6 8 0 . . . 0 .:
Old : 32: 16 11 5 6 8 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 : 34.7 63.9 61.8 86.3 29.8 53.7 49.9 62.2
Old : 34.7 63.9 61.8 86.3 29.8 53.7 49.9 62.2
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 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 : 16,522: 7,771 6,934 3,303 4,442 2,238 1,479 0 74 822 2,033 546: 289 255
Old : 16,522: 7,771 6,934 3,303 4,442 2,238 1,479 0 74 822 2,033 546: 289 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -53: -23 -102 45 140 40 -145 0 0 0 -131 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 42.0 20.0 26.9 13.5 9.0 0.0 0.4 5.0 12.3 3.3: 1.7 1.5
Old : 100.0: 47.0 42.0 20.0 26.9 13.5 9.0 0.0 0.4 5.0 12.3 3.3: 1.7 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 19 5 11 12 . 0 . . . .:
Old : 50: 19 19 5 11 12 . 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 : 28.6 36.8 48.7 57.9 28.1 35.3 46.8 51.5
Old : 28.6 36.8 48.7 57.9 28.1 35.3 46.8 51.5
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 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 : 11,434: 8,399 7,174 378 2,678 756 1,041 69 17 0 326 150: 693 264
Old : 11,434: 8,399 7,174 378 2,678 756 1,041 69 17 0 326 150: 693 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -55: 257 25 0 40 -54 -198 69 -6 0 -75 0: -54 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 62.7 3.3 23.4 6.6 9.1 0.6 0.1 0.0 2.9 1.3: 6.1 2.3
Old : 100.0: 73.5 62.7 3.3 23.4 6.6 9.1 0.6 0.1 0.0 2.9 1.3: 6.1 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 : 37: 20 22 . 6 6 . . . 0 . .:
Old : 37: 20 22 . 6 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 : 39.3 35.5 59.6 55.0 30.4 28.6 40.2 39.1
Old : 39.3 35.5 59.6 55.0 30.4 28.6 40.2 39.1
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 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 : 32,183: 6,355 21,826 7,186 2,108 5,843 3,009 0 50 8,037 853 1,227: 476 276
Old : 32,183: 6,355 21,826 7,186 2,108 5,843 3,009 0 50 8,037 853 1,227: 476 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 400: 0 225 -150 -150 300 675 0 -50 -450 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 67.8 22.3 6.6 18.2 9.3 0.0 0.2 25.0 2.7 3.8: 1.5 0.9
Old : 100.0: 19.7 67.8 22.3 6.6 18.2 9.3 0.0 0.2 25.0 2.7 3.8: 1.5 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 : 56: 13 18 12 7 15 4 0 . 5 . 4:
Old : 56: 13 18 12 7 15 4 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 : 28.7 53.7 48.7 68.6 26.2 49.1 44.4 63.6
Old : 28.7 53.7 48.7 68.6 26.2 49.1 44.4 63.6
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 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 : 18,157: 10,628 12,545 1,600 627 851 1,512 437 316 0 0 0: 3,250 3,381
Old : 18,157: 10,628 12,545 1,600 627 851 1,512 437 316 0 0 0: 3,250 3,381
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 188: -227 -412 -42 -42 76 0 234 0 0 0 0: 381 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 69.1 8.8 3.5 4.7 8.3 2.4 1.7 0.0 0.0 0.0: 17.9 18.6
Old : 100.0: 58.5 69.1 8.8 3.5 4.7 8.3 2.4 1.7 0.0 0.0 0.0: 17.9 18.6
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 : 21: 11 13 . . 4 . . . 0 0 0:
Old : 21: 11 13 . . 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 : 44.0 56.3 63.7 71.8 43.7 49.7 60.4 61.8
Old : 44.0 56.3 63.7 71.8 43.7 49.7 60.4 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011