GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 46,937: 34,309 36,233 8,541 5,347 3,128 0 0 0 532 1,728 330: 97 171
Old : 46,937: 34,309 36,233 8,541 5,347 3,128 0 0 0 532 1,728 330: 97 171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 2,557: 1,877 1,713 161 325 519 0 0 0 0 5 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 77.2 18.2 11.4 6.7 0.0 0.0 0.0 1.1 3.7 0.7: 0.2 0.4
Old : 100.0: 73.1 77.2 18.2 11.4 6.7 0.0 0.0 0.0 1.1 3.7 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 : 61: 33 33 8 8 14 0 0 0 . . .:
Old : 61: 33 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 : 28.9 30.9 49.0 50.5 19.3 22.1 30.2 32.2
Old : 28.9 30.9 49.0 50.5 19.3 22.1 30.2 32.2
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 29, 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 : 18,558: 11,574 15,715 4,811 666 2,017 0 0 0 0 0 0: 156 160
Old : 18,558: 11,574 15,715 4,811 666 2,017 0 0 0 0 0 0: 156 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 140: -868 -328 625 102 366 0 0 0 0 0 0: 17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 84.7 25.9 3.6 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.9
Old : 100.0: 62.4 84.7 25.9 3.6 10.9 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 : 38: 19 25 6 . 6 0 0 0 0 0 0:
Old : 38: 19 25 6 . 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 : 40.3 43.3 67.4 70.9 35.8 39.7 59.1 59.4
Old : 40.3 43.3 67.4 70.9 35.8 39.7 59.1 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 5,624: 2,427 3,632 1,036 0 660 0 0 0 193 108 2: 1,306 1,222
Old : 5,624: 2,427 3,632 1,036 0 660 0 0 0 193 108 2: 1,306 1,222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 64.6 18.4 0.0 11.7 0.0 0.0 0.0 3.4 1.9 0.0: 23.2 21.7
Old : 100.0: 43.2 64.6 18.4 0.0 11.7 0.0 0.0 0.0 3.4 1.9 0.0: 23.2 21.7
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 : 20: 12 13 5 0 5 0 0 0 . . .:
Old : 20: 12 13 5 0 5 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 : 36.5 42.7 56.0 64.2 21.2 21.2 26.6 28.4
Old : 36.5 42.7 56.0 64.2 21.2 21.2 26.6 28.4
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 29, 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 : 11,223: 6,422 7,034 539 271 1,831 0 0 0 238 277 399: 1,794 1,411
Old : 11,223: 6,422 7,034 539 271 1,831 0 0 0 238 277 399: 1,794 1,411
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 446: 272 278 55 -17 -18 0 0 0 10 70 40: 87 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 62.7 4.8 2.4 16.3 0.0 0.0 0.0 2.1 2.5 3.6: 16.0 12.6
Old : 100.0: 57.2 62.7 4.8 2.4 16.3 0.0 0.0 0.0 2.1 2.5 3.6: 16.0 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 : 45: 23 27 7 4 11 0 0 0 . 4 .:
Old : 45: 23 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 : 32.8 25.6 50.2 40.5 18.0 11.7 24.8 18.2
Old : 32.8 25.6 50.2 40.5 18.0 11.7 24.8 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 8,986: 4,375 6,818 2,131 42 745 0 0 0 974 345 331: 430 705
Old : 8,986: 4,375 6,818 2,131 42 745 0 0 0 974 345 331: 430 705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 759: 270 427 250 -1 103 0 0 0 40 100 15: 81 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 75.9 23.7 0.5 8.3 0.0 0.0 0.0 10.8 3.8 3.7: 4.8 7.8
Old : 100.0: 48.7 75.9 23.7 0.5 8.3 0.0 0.0 0.0 10.8 3.8 3.7: 4.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 70: 39 43 14 . 15 0 0 0 6 4 5:
Old : 70: 39 43 14 . 15 0 0 0 6 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 : 30.2 23.2 43.7 33.8 24.8 21.8 35.9 30.6
Old : 30.2 23.2 43.7 33.8 24.8 21.8 35.9 30.6
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 29, 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 : 3,506: 1,170 1,409 286 667 372 50 0 0 620 201 299: 709 558
Old : 3,506: 1,170 1,409 286 667 372 50 0 0 620 201 299: 709 558
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 177: 140 100 10 -10 39 0 0 0 0 20 10: -22 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 40.2 8.2 19.0 10.6 1.4 0.0 0.0 17.7 5.7 8.5: 20.2 15.9
Old : 100.0: 33.4 40.2 8.2 19.0 10.6 1.4 0.0 0.0 17.7 5.7 8.5: 20.2 15.9
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 : 27: 12 14 . 4 6 . 0 0 . . .:
Old : 27: 12 14 . 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 : 41.0 45.8 57.7 64.6 31.5 34.7 42.1 47.1
Old : 41.0 45.8 57.7 64.6 31.5 34.7 42.1 47.1
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 29, 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 : 1,888: 1,182 1,081 141 93 165 0 0 0 0 30 0: 400 519
Old : 1,888: 1,182 1,081 141 93 165 0 0 0 0 30 0: 400 519
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 61: 84 124 -29 16 -1 0 0 0 0 0 0: 7 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 57.3 7.5 4.9 8.7 0.0 0.0 0.0 0.0 1.6 0.0: 21.2 27.5
Old : 100.0: 62.6 57.3 7.5 4.9 8.7 0.0 0.0 0.0 0.0 1.6 0.0: 21.2 27.5
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 : 25: 16 15 . . 4 0 0 0 0 . 0:
Old : 25: 16 15 . . 4 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 : 27.8 30.8 47.1 51.2 21.7 27.0 37.1 35.8
Old : 27.8 30.8 47.1 51.2 21.7 27.0 37.1 35.8
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 29, 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 : 2,223: 1,002 1,509 384 167 195 0 0 0 45 25 45: 552 282
Old : 2,223: 1,002 1,509 384 167 195 0 0 0 45 25 45: 552 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 150: 58 110 6 -4 8 0 0 0 0 0 40: 38 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 67.9 17.3 7.5 8.8 0.0 0.0 0.0 2.0 1.1 2.0: 24.8 12.7
Old : 100.0: 45.1 67.9 17.3 7.5 8.8 0.0 0.0 0.0 2.0 1.1 2.0: 24.8 12.7
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 : 25: 15 15 . . . 0 0 0 . . .:
Old : 25: 15 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 : 33.3 48.4 51.6 66.8 26.1 39.5 34.5 47.9
Old : 33.3 48.4 51.6 66.8 26.1 39.5 34.5 47.9
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 29, 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 : 2,420: 2,078 2,215 327 185 0 0 0 0 0 0 0: 15 20
Old : 2,420: 2,078 2,215 327 185 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 22, 2011 :
: 445: 445 260 0 185 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 91.5 13.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.8
Old : 100.0: 85.9 91.5 13.5 7.6 0.0 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 : 23: 13 12 . . 0 0 0 0 0 0 0:
Old : 23: 13 12 . . 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 : 55.5 60.8 83.8 89.5 48.3 59.1 67.9 70.0
Old : 55.5 60.8 83.8 89.5 48.3 59.1 67.9 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 16,145: 7,571 11,863 7,238 2,822 860 0 0 0 0 0 0: 476 600
Old : 16,145: 7,571 11,863 7,238 2,822 860 0 0 0 0 0 0: 476 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 319: -14 74 270 245 0 0 0 0 0 0 0: 63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 73.5 44.8 17.5 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 3.7
Old : 100.0: 46.9 73.5 44.8 17.5 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 3.7
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 : 30: 16 17 . 5 4 0 0 0 0 0 0:
Old : 30: 16 17 . 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 : 67.2 52.3 81.4 78.3 65.3 44.3 74.7 67.2
Old : 67.2 52.3 81.4 78.3 65.3 44.3 74.7 67.2
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 29, 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 : 6,760: 4,995 5,948 1,280 196 350 0 0 0 0 266 0: 135 0
Old : 6,760: 4,995 5,948 1,280 196 350 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 22, 2011 :
: 2,690: 2,490 2,340 -150 0 350 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 88.0 18.9 2.9 5.2 0.0 0.0 0.0 0.0 3.9 0.0: 2.0 0.0
Old : 100.0: 73.9 88.0 18.9 2.9 5.2 0.0 0.0 0.0 0.0 3.9 0.0: 2.0 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 : 26: 13 12 . . . 0 0 0 0 . 0:
Old : 26: 13 12 . . . 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 : 55.3 57.6 79.8 81.4 53.6 40.3 64.4 58.6
Old : 55.3 57.6 79.8 81.4 53.6 40.3 64.4 58.6
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 29, 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 : 306,903: 95,813 197,994 60,006 6,404 17,998 52,401 13,777 15,981 13,233 21,406 7,471: 44,000 25,872
Old : 306,903: 95,813 197,994 60,006 6,404 17,998 52,401 13,777 15,981 13,233 21,406 7,471: 44,000 25,872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 229: 11,020 9,158 -2,356 -615 -314 475 -1,330 -3,181 -1,040 -961 -1,226: -3,149 -1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 64.5 19.6 2.1 5.9 17.1 4.5 5.2 4.3 7.0 2.4: 14.3 8.4
Old : 100.0: 31.2 64.5 19.6 2.1 5.9 17.1 4.5 5.2 4.3 7.0 2.4: 14.3 8.4
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 : 166: 49 62 20 . 17 43 11 18 13 9 19:
Old : 166: 49 62 20 . 17 43 11 18 13 9 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 : 14.6 26.9 26.0 41.1 12.5 17.6 20.9 24.8
Old : 14.6 26.9 26.0 41.1 12.5 17.6 20.9 24.8
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 29, 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 : 18,504: 11,292 12,924 3,495 1,344 2,498 0 0 100 400 904 300: 419 434
Old : 18,504: 11,292 12,924 3,495 1,344 2,498 0 0 100 400 904 300: 419 434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 1,820: 1,321 1,236 289 274 110 0 0 0 50 150 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 69.8 18.9 7.3 13.5 0.0 0.0 0.5 2.2 4.9 1.6: 2.3 2.3
Old : 100.0: 61.0 69.8 18.9 7.3 13.5 0.0 0.0 0.5 2.2 4.9 1.6: 2.3 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: 31 38 7 8 11 0 0 . 4 . .:
Old : 72: 31 38 7 8 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 : 32.0 26.5 47.9 41.1 24.0 23.2 34.0 32.9
Old : 32.0 26.5 47.9 41.1 24.0 23.2 34.0 32.9
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 29, 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 : 8,286: 4,795 5,256 2,016 1,950 350 630 100 0 250 385 245: 0 0
Old : 8,286: 4,795 5,256 2,016 1,950 350 630 100 0 250 385 245: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -75: 200 50 0 0 75 0 100 0 -50 0 0: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 63.4 24.3 23.5 4.2 7.6 1.2 0.0 3.0 4.6 3.0: 0.0 0.0
Old : 100.0: 57.9 63.4 24.3 23.5 4.2 7.6 1.2 0.0 3.0 4.6 3.0: 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 : 37: 15 11 8 5 5 . . 0 . . .:
Old : 37: 15 11 8 5 5 . . 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 : 36.8 54.4 58.3 81.5 36.8 46.8 56.5 66.2
Old : 36.8 54.4 58.3 81.5 36.8 46.8 56.5 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 8,628: 3,835 3,005 100 3,900 400 250 80 0 3,072 250 943: 28 50
Old : 8,628: 3,835 3,005 100 3,900 400 250 80 0 3,072 250 943: 28 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 34.8 1.2 45.2 4.6 2.9 0.9 0.0 35.6 2.9 10.9: 0.3 0.6
Old : 100.0: 44.4 34.8 1.2 45.2 4.6 2.9 0.9 0.0 35.6 2.9 10.9: 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 : 20: 6 9 . 4 . . . 0 . . .:
Old : 20: 6 9 . 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 : 88.4 61.1 97.6 87.1 75.4 54.5 79.7 73.6
Old : 88.4 61.1 97.6 87.1 75.4 54.5 79.7 73.6
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 29, 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 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: 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 29, 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 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: 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 29, 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 : 7,594: 5,703 5,591 3 505 209 210 15 418 356 262 243: 452 351
Old : 7,594: 5,703 5,591 3 505 209 210 15 418 356 262 243: 452 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -253: 57 -202 3 111 99 -106 -13 61 -14 40 -240: -113 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 73.6 0.0 6.6 2.8 2.8 0.2 5.5 4.7 3.5 3.2: 6.0 4.6
Old : 100.0: 75.1 73.6 0.0 6.6 2.8 2.8 0.2 5.5 4.7 3.5 3.2: 6.0 4.6
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: 16 18 . . . . . . . . .:
Old : 30: 16 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 47.1 75.8 67.1 31.7 27.5 40.2 39.0
Old : 59.9 47.1 75.8 67.1 31.7 27.5 40.2 39.0
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 29, 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 : 12,165: 11,165 10,898 353 222 134 0 155 55 24 419 81: 353 201
Old : 12,165: 11,165 10,898 353 222 134 0 155 55 24 419 81: 353 201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 159: -80 193 134 -85 -56 0 25 0 24 37 55: 82 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 89.6 2.9 1.8 1.1 0.0 1.3 0.5 0.2 3.4 0.7: 2.9 1.7
Old : 100.0: 91.8 89.6 2.9 1.8 1.1 0.0 1.3 0.5 0.2 3.4 0.7: 2.9 1.7
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: 24 30 . . . 0 . . . . .:
Old : 43: 24 30 . . . 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 : 35.6 63.9 57.4 75.4 29.1 57.1 46.4 64.7
Old : 35.6 63.9 57.4 75.4 29.1 57.1 46.4 64.7
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 29, 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 : 1,763: 1,009 1,455 59 155 75 0 0 0 0 55 0: 620 23
Old : 1,763: 1,009 1,455 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 22, 2011 :
: 28: 28 28 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 82.5 3.3 8.8 4.3 0.0 0.0 0.0 0.0 3.1 0.0: 35.2 1.3
Old : 100.0: 57.2 82.5 3.3 8.8 4.3 0.0 0.0 0.0 0.0 3.1 0.0: 35.2 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 : 28.9 62.7 49.3 85.7 25.2 56.0 37.3 67.2
Old : 28.9 62.7 49.3 85.7 25.2 56.0 37.3 67.2
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 29, 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 : 2,405: 1,587 1,446 0 0 0 0 90 0 0 0 0: 818 869
Old : 2,405: 1,587 1,446 0 0 0 0 90 0 0 0 0: 818 869
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 138: 104 282 0 -84 -6 0 0 0 0 0 0: 40 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 60.1 0.0 0.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 34.0 36.1
Old : 100.0: 66.0 60.1 0.0 0.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 34.0 36.1
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: 18 19 0 0 0 0 . 0 0 0 0:
Old : 20: 18 19 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 : 31.3 22.8 51.6 38.8 19.1 15.6 27.0 23.5
Old : 31.3 22.8 51.6 38.8 19.1 15.6 27.0 23.5
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 29, 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: 969 1,054 87 55 48 0 0 0 41 0 12: 477 465
Old : 1,634: 969 1,054 87 55 48 0 0 0 41 0 12: 477 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 0: 110 9 -3 0 0 0 0 0 3 0 0: -110 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 64.5 5.3 3.4 2.9 0.0 0.0 0.0 2.5 0.0 0.7: 29.2 28.5
Old : 100.0: 59.3 64.5 5.3 3.4 2.9 0.0 0.0 0.0 2.5 0.0 0.7: 29.2 28.5
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 : 22: 15 16 . . . 0 0 0 . 0 .:
Old : 22: 15 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 : 28.2 36.2 46.8 53.9 24.1 34.6 36.4 45.4
Old : 28.2 36.2 46.8 53.9 24.1 34.6 36.4 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 532,922: 169,168 204,323 53,441 53,966 130,106 39,134 4,884 39,300 11,870 16,648 64,480: 25,423 19,215
Old : 532,922: 169,168 204,323 53,441 53,966 130,106 39,134 4,884 39,300 11,870 16,648 64,480: 25,423 19,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 11,412: 4,148 5,876 -4,472 -1,176 4,801 -1,124 -1,061 254 2,087 -829 5,778: -60 -2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 38.3 10.0 10.1 24.4 7.3 0.9 7.4 2.2 3.1 12.1: 4.8 3.6
Old : 100.0: 31.7 38.3 10.0 10.1 24.4 7.3 0.9 7.4 2.2 3.1 12.1: 4.8 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 : 132: 35 36 16 12 26 19 8 17 14 17 31:
Old : 132: 35 36 16 12 26 19 8 17 14 17 31:
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 : 23.8 16.3 35.0 28.7 12.2 10.9 17.3 17.0
Old : 23.8 16.3 35.0 28.7 12.2 10.9 17.3 17.0
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 29, 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 : 1,516,081: 197,442 422,937 220,575 292,573 237,370 293,308 31,549 174,204 99,559 106,424 191,482: 102,141 59,542
Old : 1,516,081: 197,442 422,937 220,575 292,573 237,370 293,308 31,549 174,204 99,559 106,424 191,482: 102,141 59,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 12,467: 3,882 -6,120 709 4,224 -5,201 12,174 2,633 6,385 -2,047 6,328 1,231: -4,666 2,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 27.9 14.5 19.3 15.7 19.3 2.1 11.5 6.6 7.0 12.6: 6.7 3.9
Old : 100.0: 13.0 27.9 14.5 19.3 15.7 19.3 2.1 11.5 6.6 7.0 12.6: 6.7 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 : 347: 46 57 21 25 36 89 29 66 48 58 89:
Old : 347: 46 57 21 25 36 89 29 66 48 58 89:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 14.2 25.9 24.7 13.3 11.7 18.8 18.2
Old : 16.9 14.2 25.9 24.7 13.3 11.7 18.8 18.2
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 29, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 227,290: 57,730 37,848 46,594 63,593 29,737 420 0 769 45,822 18,440 6,853: 39,365 70,050
Old : 227,290: 57,730 37,848 46,594 63,593 29,737 420 0 769 45,822 18,440 6,853: 39,365 70,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 3,526: 485 4,655 1,340 -2 463 0 0 0 1,441 -396 -14: -189 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.7 20.5 28.0 13.1 0.2 0.0 0.3 20.2 8.1 3.0: 17.3 30.8
Old : 100.0: 25.4 16.7 20.5 28.0 13.1 0.2 0.0 0.3 20.2 8.1 3.0: 17.3 30.8
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 : 32: 7 8 8 6 13 . 0 . 5 . 7:
Old : 32: 7 8 8 6 13 . 0 . 5 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 25.3 61.9 43.9 44.4 22.9 56.5 39.2
Old : 46.0 25.3 61.9 43.9 44.4 22.9 56.5 39.2
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 29, 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 : 41,745: 19,205 22,208 9,490 5,842 12,181 0 98 200 190 614 100: 379 502
Old : 41,745: 19,205 22,208 9,490 5,842 12,181 0 98 200 190 614 100: 379 502
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 1,621: 601 581 55 25 715 0 0 0 -50 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 53.2 22.7 14.0 29.2 0.0 0.2 0.5 0.5 1.5 0.2: 0.9 1.2
Old : 100.0: 46.0 53.2 22.7 14.0 29.2 0.0 0.2 0.5 0.5 1.5 0.2: 0.9 1.2
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 : 56: 25 27 9 9 11 0 . . . . .:
Old : 56: 25 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 : 45.8 43.0 64.6 61.9 18.9 19.3 26.6 25.1
Old : 45.8 43.0 64.6 61.9 18.9 19.3 26.6 25.1
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 29, 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 : 85,074: 8,945 4,126 37,318 19,135 24,898 5,582 19,798 1,731 0 7,694 2,770: 3,830 4,922
Old : 85,074: 8,945 4,126 37,318 19,135 24,898 5,582 19,798 1,731 0 7,694 2,770: 3,830 4,922
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -2,062: 0 0 -1,812 365 -215 0 -1,100 0 0 -1,000 0: -35 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.8 43.9 22.5 29.3 6.6 23.3 2.0 0.0 9.0 3.3: 4.5 5.8
Old : 100.0: 10.5 4.8 43.9 22.5 29.3 6.6 23.3 2.0 0.0 9.0 3.3: 4.5 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 : 40: 6 5 11 9 16 5 4 6 0 4 4:
Old : 40: 6 5 11 9 16 5 4 6 0 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 45.2 64.3 65.3 35.3 36.4 47.2 47.8
Old : 48.7 45.2 64.3 65.3 35.3 36.4 47.2 47.8
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 29, 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 : 32,487: 1,603 3,705 9,459 11,077 10,358 3,438 3 2,657 168 0 2,113: 2,691 2,574
Old : 32,487: 1,603 3,705 9,459 11,077 10,358 3,438 3 2,657 168 0 2,113: 2,691 2,574
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -544: 0 0 802 -747 866 -1,256 0 175 -1,000 0 0: -131 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 11.4 29.1 34.1 31.9 10.6 0.0 8.2 0.5 0.0 6.5: 8.3 7.9
Old : 100.0: 4.9 11.4 29.1 34.1 31.9 10.6 0.0 8.2 0.5 0.0 6.5: 8.3 7.9
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 : 25: . 5 8 5 11 5 . 4 . 0 .:
Old : 25: . 5 8 5 11 5 . 4 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 47.5 65.6 66.2 26.3 36.4 35.2 42.3
Old : 45.5 47.5 65.6 66.2 26.3 36.4 35.2 42.3
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 29, 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 : 13,550: 4,439 3,655 2,720 3,979 4,566 1,675 1,269 0 114 0 0: 36 81
Old : 13,550: 4,439 3,655 2,720 3,979 4,566 1,675 1,269 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 22, 2011 :
: 150: 150 0 0 -150 0 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 27.0 20.1 29.4 33.7 12.4 9.4 0.0 0.8 0.0 0.0: 0.3 0.6
Old : 100.0: 32.8 27.0 20.1 29.4 33.7 12.4 9.4 0.0 0.8 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: 7 9 7 8 10 . . 0 . 0 0:
Old : 32: 7 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 : 46.6 52.8 72.9 76.1 38.9 42.8 55.2 55.3
Old : 46.6 52.8 72.9 76.1 38.9 42.8 55.2 55.3
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 29, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 281,632: 106,859 213,961 38,951 8,781 15,247 66,482 5,229 11,578 14,323 10,782 4,180: 24,012 11,874
Old : 281,632: 106,859 213,961 38,951 8,781 15,247 66,482 5,229 11,578 14,323 10,782 4,180: 24,012 11,874
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 7,113: 4,839 7,427 1,098 436 -1,391 4,335 1,222 -897 -641 1,302 178: -408 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 76.0 13.8 3.1 5.4 23.6 1.9 4.1 5.1 3.8 1.5: 8.5 4.2
Old : 100.0: 37.9 76.0 13.8 3.1 5.4 23.6 1.9 4.1 5.1 3.8 1.5: 8.5 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 : 194: 54 73 16 7 17 59 8 22 14 12 16:
Old : 194: 54 73 16 7 17 59 8 22 14 12 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 28.8 35.8 41.3 12.7 14.8 20.6 22.6
Old : 25.6 28.8 35.8 41.3 12.7 14.8 20.6 22.6
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 29, 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 : 35,991: 17,677 28,345 3,398 1,867 552 3,303 0 186 6,466 128 369: 4,040 4,544
Old : 35,991: 17,677 28,345 3,398 1,867 552 3,303 0 186 6,466 128 369: 4,040 4,544
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 3,500: 1,307 4,704 86 -378 368 656 0 -180 1,401 -12 -61: -77 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 78.8 9.4 5.2 1.5 9.2 0.0 0.5 18.0 0.4 1.0: 11.2 12.6
Old : 100.0: 49.1 78.8 9.4 5.2 1.5 9.2 0.0 0.5 18.0 0.4 1.0: 11.2 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 : 42: 16 23 4 . 4 4 0 . . . .:
Old : 42: 16 23 4 . 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 : 44.6 40.1 59.3 59.7 43.5 37.8 56.1 56.6
Old : 44.6 40.1 59.3 59.7 43.5 37.8 56.1 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Disaggregated Commitments of Traders - Futures Only, March 29, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1000 U.S. Barrels) :
: : Positions :
All : 11,342: 10,573 8,913 0 100 100 0 0 0 0 0 0: 669 2,229
Old : 11,342: 10,573 8,913 0 100 100 0 0 0 0 0 0: 669 2,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 78.6 0.0 0.9 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 19.7
Old : 100.0: 93.2 78.6 0.0 0.9 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 19.7
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 : 21: 19 15 0 . . 0 0 0 0 0 0:
Old : 21: 19 15 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 : 62.4 53.5 77.5 66.9 51.6 37.2 61.1 46.0
Old : 62.4 53.5 77.5 66.9 51.6 37.2 61.1 46.0
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 29, 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 : 5,347: 3,152 4,302 923 75 662 0 0 0 460 50 150: 0 108
Old : 5,347: 3,152 4,302 923 75 662 0 0 0 460 50 150: 0 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 200: 168 40 -20 0 52 0 0 0 0 0 0: 0 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 80.5 17.3 1.4 12.4 0.0 0.0 0.0 8.6 0.9 2.8: 0.0 2.0
Old : 100.0: 58.9 80.5 17.3 1.4 12.4 0.0 0.0 0.0 8.6 0.9 2.8: 0.0 2.0
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 : 35: 15 19 5 . 6 0 0 0 . . .:
Old : 35: 15 19 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 : 33.3 39.0 56.8 58.9 26.1 26.6 41.4 40.1
Old : 33.3 39.0 56.8 58.9 26.1 26.6 41.4 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 54,039: 42,838 33,702 4,097 12,438 5,561 708 2,086 8 0 0 0: 827 244
Old : 54,039: 42,838 33,702 4,097 12,438 5,561 708 2,086 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 22, 2011 :
: -61: 74 -551 -425 125 290 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 62.4 7.6 23.0 10.3 1.3 3.9 0.0 0.0 0.0 0.0: 1.5 0.5
Old : 100.0: 79.3 62.4 7.6 23.0 10.3 1.3 3.9 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: 27 28 8 7 8 . . . 0 0 0:
Old : 52: 27 28 8 7 8 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 56.9 65.8 74.0 40.8 41.0 48.6 53.9
Old : 46.5 56.9 65.8 74.0 40.8 41.0 48.6 53.9
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 29, 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 : 13,315: 8,665 12,825 3,790 0 490 0 0 0 0 0 0: 370 0
Old : 13,315: 8,665 12,825 3,790 0 490 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 22, 2011 :
: 65: 300 75 -225 0 -10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 96.3 28.5 0.0 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 0.0
Old : 100.0: 65.1 96.3 28.5 0.0 3.7 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 : 23: 18 5 4 0 . 0 0 0 0 0 0:
Old : 23: 18 5 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 : 59.3 97.7 82.7 100.0 55.5 93.5 77.3 93.5
Old : 59.3 97.7 82.7 100.0 55.5 93.5 77.3 93.5
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 29, 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 : 21,080: 18,179 17,695 2,241 2,850 535 0 0 0 0 0 0: 125 0
Old : 21,080: 18,179 17,695 2,241 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 22, 2011 :
: 180: 40 180 140 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 83.9 10.6 13.5 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 86.2 83.9 10.6 13.5 2.5 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 : 83.1 82.6 93.3 97.6 76.8 70.5 82.2 82.0
Old : 83.1 82.6 93.3 97.6 76.8 70.5 82.2 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 29, 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 : 8,757: 5,064 3,015 2,681 1,075 742 0 225 50 50 3,600 50: 120 0
Old : 8,757: 5,064 3,015 2,681 1,075 742 0 225 50 50 3,600 50: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 205: 350 50 -75 0 105 0 0 0 -25 0 50: -200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 34.4 30.6 12.3 8.5 0.0 2.6 0.6 0.6 41.1 0.6: 1.4 0.0
Old : 100.0: 57.8 34.4 30.6 12.3 8.5 0.0 2.6 0.6 0.6 41.1 0.6: 1.4 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 : 47: 17 22 9 . 8 0 . . . . .:
Old : 47: 17 22 9 . 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 : 45.1 63.1 68.1 74.5 38.4 57.7 53.3 66.5
Old : 45.1 63.1 68.1 74.5 38.4 57.7 53.3 66.5
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 29, 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 : 14,389: 9,961 9,134 812 2,933 1,949 75 50 40 1,270 0 110: 172 173
Old : 14,389: 9,961 9,134 812 2,933 1,949 75 50 40 1,270 0 110: 172 173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 825: 625 465 82 277 98 75 0 0 0 0 0: -55 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 63.5 5.6 20.4 13.5 0.5 0.3 0.3 8.8 0.0 0.8: 1.2 1.2
Old : 100.0: 69.2 63.5 5.6 20.4 13.5 0.5 0.3 0.3 8.8 0.0 0.8: 1.2 1.2
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 : 36: 18 12 7 6 8 . . . . 0 .:
Old : 36: 18 12 7 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 : 34.8 62.7 61.7 85.2 29.1 53.0 48.1 62.2
Old : 34.8 62.7 61.7 85.2 29.1 53.0 48.1 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 29, 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 : 16,526: 7,807 6,998 3,603 4,414 2,206 1,479 0 74 522 2,033 546: 289 255
Old : 16,526: 7,807 6,998 3,603 4,414 2,206 1,479 0 74 522 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 22, 2011 :
: 4: 36 64 300 -28 -32 0 0 0 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 42.3 21.8 26.7 13.3 8.9 0.0 0.4 3.2 12.3 3.3: 1.7 1.5
Old : 100.0: 47.2 42.3 21.8 26.7 13.3 8.9 0.0 0.4 3.2 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 : 30.4 36.9 50.4 58.3 29.9 35.7 48.9 51.5
Old : 30.4 36.9 50.4 58.3 29.9 35.7 48.9 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 29, 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 : 12,011: 8,982 7,450 378 2,988 720 1,041 114 17 0 353 150: 723 219
Old : 12,011: 8,982 7,450 378 2,988 720 1,041 114 17 0 353 150: 723 219
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 577: 583 276 0 310 -36 0 45 0 0 27 0: 30 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 62.0 3.1 24.9 6.0 8.7 0.9 0.1 0.0 2.9 1.2: 6.0 1.8
Old : 100.0: 74.8 62.0 3.1 24.9 6.0 8.7 0.9 0.1 0.0 2.9 1.2: 6.0 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: 21 22 . 6 6 . . . 0 . .:
Old : 39: 21 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 : 39.6 37.3 58.8 56.4 31.1 30.1 40.4 40.6
Old : 39.6 37.3 58.8 56.4 31.1 30.1 40.4 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 32,286: 6,469 21,790 7,411 2,108 5,982 2,784 0 50 7,887 853 1,227: 476 276
Old : 32,286: 6,469 21,790 7,411 2,108 5,982 2,784 0 50 7,887 853 1,227: 476 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 103: 114 -36 225 0 139 -225 0 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 67.5 23.0 6.5 18.5 8.6 0.0 0.2 24.4 2.6 3.8: 1.5 0.9
Old : 100.0: 20.0 67.5 23.0 6.5 18.5 8.6 0.0 0.2 24.4 2.6 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: 14 18 12 7 15 4 0 . 5 . 4:
Old : 56: 14 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 : 28.6 53.5 48.6 68.4 26.1 48.9 44.0 63.4
Old : 28.6 53.5 48.6 68.4 26.1 48.9 44.0 63.4
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 29, 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 : 18,961: 11,363 12,611 1,326 543 1,069 1,512 235 571 0 0 0: 3,120 3,932
Old : 18,961: 11,363 12,611 1,326 543 1,069 1,512 235 571 0 0 0: 3,120 3,932
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 804: 735 66 -274 -84 218 0 -202 255 0 0 0: -130 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 66.5 7.0 2.9 5.6 8.0 1.2 3.0 0.0 0.0 0.0: 16.5 20.7
Old : 100.0: 59.9 66.5 7.0 2.9 5.6 8.0 1.2 3.0 0.0 0.0 0.0: 16.5 20.7
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 : 22: 12 14 . . 4 . . . 0 0 0:
Old : 22: 12 14 . . 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 : 42.9 54.1 61.5 68.8 42.7 47.3 58.4 58.8
Old : 42.9 54.1 61.5 68.8 42.7 47.3 58.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011