Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 48,697 : : Positions : : 35,554 34,260 9,647 5,430 2,602 0 0 0 577 5,997 214 : : : : Changes from: February 15, 2011 : : 1,596 1,787 720 70 -33 0 0 0 0 459 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 70.4 19.8 11.2 5.3 0.0 0.0 0.0 1.2 12.3 0.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 37 7 9 15 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 22,490 : : Positions : : 16,164 19,843 4,189 458 2,004 0 0 0 0 0 0 : : : : Changes from: February 15, 2011 : : 196 366 170 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 88.2 18.6 2.0 8.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 25 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,877 : : Positions : : 5,573 6,658 646 514 1,949 0 0 0 1,145 330 265 : : : : Changes from: February 15, 2011 : : 325 178 26 195 183 0 0 0 54 30 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 61.2 5.9 4.7 17.9 0.0 0.0 0.0 10.5 3.0 2.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 28 7 6 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,242 : : Positions : : 4,594 6,420 1,565 81 564 0 0 0 712 150 383 : : : : Changes from: February 15, 2011 : : 209 411 96 -31 32 0 0 0 103 15 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 77.9 19.0 1.0 6.8 0.0 0.0 0.0 8.6 1.8 4.6 : : : : Number of Traders in Each Category Total Traders: 68 : : 37 44 10 . 11 0 0 0 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,722 : : Positions : : 1,212 1,626 280 632 405 305 0 10 195 56 534 : : : : Changes from: February 15, 2011 : : 230 165 5 70 0 0 0 0 -100 -25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 43.7 7.5 17.0 10.9 8.2 0.0 0.3 5.2 1.5 14.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . 6 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,028 : : Positions : : 1,243 985 90 216 115 0 0 0 0 0 0 : : : : Changes from: February 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 48.6 4.4 10.7 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,407 : : Positions : : 1,083 1,702 471 0 252 0 0 0 25 25 80 : : : : Changes from: February 15, 2011 : : 14 24 22 -10 -7 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 70.7 19.6 0.0 10.5 0.0 0.0 0.0 1.0 1.0 3.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 5 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 3,647 : : Positions : : 3,447 3,032 169 590 25 0 0 0 0 0 0 : : : : Changes from: February 15, 2011 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 83.1 4.6 16.2 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 18,086 : : Positions : : 9,474 14,436 7,572 3,045 590 0 0 0 0 0 0 : : : : Changes from: February 15, 2011 : : -234 596 1,405 725 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 79.8 41.9 16.8 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 321,800 : : Positions : : 93,393 200,549 58,628 1,878 18,786 57,432 18,769 15,825 12,092 19,310 20,816 : : : : Changes from: February 15, 2011 : : 5,390 3,041 -795 -632 3,313 -4,732 -1,647 -2,629 -1,299 104 1,381 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 62.3 18.2 0.6 5.8 17.8 5.8 4.9 3.8 6.0 6.5 : : : : Number of Traders in Each Category Total Traders: 171 : : 56 67 19 . 16 36 10 18 11 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 17,576 : : Positions : : 11,200 12,853 3,807 1,592 1,796 150 0 100 70 635 435 : : : : Changes from: February 15, 2011 : : -329 -534 100 200 342 0 0 0 -30 -75 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 73.1 21.7 9.1 10.2 0.9 0.0 0.6 0.4 3.6 2.5 : : : : Number of Traders in Each Category Total Traders: 73 : : 35 40 7 5 11 . 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,841 : : Positions : : 4,245 4,641 2,011 1,660 490 0 300 0 500 155 295 : : : : Changes from: February 15, 2011 : : -330 -80 0 -300 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 59.2 25.6 21.2 6.2 0.0 3.8 0.0 6.4 2.0 3.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 8 7 5 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,775 : : Positions : : 1,525 1,100 200 375 50 0 150 0 0 50 0 : : : : Changes from: February 15, 2011 : : 100 200 200 100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 62.0 11.3 21.1 2.8 0.0 8.5 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A62 Open Interest is 3,040 : : Positions : : 2,865 2,715 25 175 150 0 0 0 0 0 0 : : : : Changes from: February 15, 2011 : : 0 75 25 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 89.3 0.8 5.8 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,802 : : Positions : : 6,271 6,127 29 287 122 100 253 219 619 302 216 : : : : Changes from: February 15, 2011 : : 254 199 -32 75 -28 100 20 16 26 128 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 78.5 0.4 3.7 1.6 1.3 3.2 2.8 7.9 3.9 2.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 24 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 12,219 : : Positions : : 11,219 10,663 509 278 161 50 0 60 0 840 1 : : : : Changes from: February 15, 2011 : : 663 729 -14 61 -36 -10 0 0 -3 -135 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 87.3 4.2 2.3 1.3 0.4 0.0 0.5 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 25 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,535 : : Positions : : 1,892 1,556 0 0 0 62 90 24 0 0 0 : : : : Changes from: February 15, 2011 : : 108 62 0 0 0 -61 -80 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 61.4 0.0 0.0 0.0 2.4 3.6 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 18 0 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,755 : : Positions : : 928 1,219 124 49 51 0 0 0 92 26 0 : : : : Changes from: February 15, 2011 : : 88 128 0 5 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 69.5 7.1 2.8 2.9 0.0 0.0 0.0 5.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 571,255 : : Positions : : 181,363 242,792 84,851 60,899 114,233 40,683 5,800 37,907 14,738 17,093 75,318 : : : : Changes from: February 15, 2011 : : -3,950 -13,542 -4,664 -4,990 960 13,082 -650 2,214 -11,435 9,642 -2,893 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 42.5 14.9 10.7 20.0 7.1 1.0 6.6 2.6 3.0 13.2 : : : : Number of Traders in Each Category Total Traders: 129 : : 40 42 11 14 22 16 9 14 14 17 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,506,594 : : Positions : : 239,343 456,875 227,112 268,477 219,951 249,629 43,606 161,267 100,951 87,952 209,180 : : : : Changes from: February 15, 2011 : : -23,710 -2,445 -9,905 11,171 -10,661 30,822 -11,531 -11,883 -1,409 -12,564 -14,141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 30.3 15.1 17.8 14.6 16.6 2.9 10.7 6.7 5.8 13.9 : : : : Number of Traders in Each Category Total Traders: 348 : : 51 60 20 27 38 78 40 75 60 40 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 227,210 : : Positions : : 58,717 36,476 49,901 71,525 33,083 751 0 530 36,949 16,710 10,173 : : : : Changes from: February 15, 2011 : : 4,900 858 -6,680 -3,397 -256 0 0 0 -380 238 1,236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 16.1 22.0 31.5 14.6 0.3 0.0 0.2 16.3 7.4 4.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 8 7 9 14 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 35,096 : : Positions : : 15,836 18,925 6,030 1,227 12,617 0 196 0 405 1,784 100 : : : : Changes from: February 15, 2011 : : 1,495 1,245 -141 34 816 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 53.9 17.2 3.5 35.9 0.0 0.6 0.0 1.2 5.1 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 22 10 5 12 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 88,477 : : Positions : : 9,153 3,958 39,362 15,490 26,918 4,451 24,181 2,015 0 6,942 2,807 : : : : Changes from: February 15, 2011 : : -155 -981 -476 -1,831 -463 0 129 703 -3,061 -932 1,885 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 4.5 44.5 17.5 30.4 5.0 27.3 2.3 0.0 7.8 3.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 6 5 13 7 16 . 6 6 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 30,655 : : Positions : : 950 3,416 7,008 12,663 8,204 7,104 53 1,965 1,000 0 0 : : : : Changes from: February 15, 2011 : : 0 400 36 -450 255 -2,095 0 240 1,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.1 11.1 22.9 41.3 26.8 23.2 0.2 6.4 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . 4 7 5 10 6 . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 15,259 : : Positions : : 4,858 3,830 2,035 6,188 4,416 3,650 744 0 300 0 0 : : : : Changes from: February 15, 2011 : : 0 0 0 390 0 300 -225 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 25.1 13.3 40.6 28.9 23.9 4.9 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 7 8 5 9 8 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 281,878 : : Positions : : 106,223 213,891 39,194 7,677 15,027 62,344 9,911 12,726 13,279 3,643 7,959 : : : : Changes from: February 15, 2011 : : 2,391 5,859 862 -590 688 -152 1,685 -566 -589 -759 495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 75.9 13.9 2.7 5.3 22.1 3.5 4.5 4.7 1.3 2.8 : : : : Number of Traders in Each Category Total Traders: 205 : : 57 78 17 8 19 59 14 28 16 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 24,261 : : Positions : : 13,252 14,962 2,651 1,603 125 2,325 1,223 75 72 648 1,290 : : : : Changes from: February 15, 2011 : : -174 1,103 -75 249 0 0 -151 -5 72 -243 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 61.7 10.9 6.6 0.5 9.6 5.0 0.3 0.3 2.7 5.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 7,078 : : Positions : : 4,181 5,740 1,413 204 574 0 0 0 350 0 560 : : : : Changes from: February 15, 2011 : : 400 425 25 0 350 0 0 0 0 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 81.1 20.0 2.9 8.1 0.0 0.0 0.0 4.9 0.0 7.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 5 4 5 0 0 0 . 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 54,471 : : Positions : : 42,638 32,768 7,164 15,373 3,582 309 2,505 9 0 0 0 : : : : Changes from: February 15, 2011 : : -668 -348 35 -173 585 209 -240 0 -430 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 60.2 13.2 28.2 6.6 0.6 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 27 9 6 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 20,608 : : Positions : : 17,938 17,563 2,255 2,775 270 0 0 0 0 0 0 : : : : Changes from: February 15, 2011 : : 700 1,150 450 0 -210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 85.2 10.9 13.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 14 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 8,067 : : Positions : : 3,952 2,635 2,683 465 842 0 225 100 100 3,750 50 : : : : Changes from: February 15, 2011 : : 200 300 75 -50 0 0 75 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 32.7 33.3 5.8 10.4 0.0 2.8 1.2 1.2 46.5 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 17 8 4 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 22,418 : : Positions : : 13,703 16,104 1,295 3,929 1,897 75 10 80 5,092 0 250 : : : : Changes from: February 15, 2011 : : 479 779 -50 50 25 0 0 0 400 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 71.8 5.8 17.5 8.5 0.3 0.0 0.4 22.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 6 6 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 19,304 : : Positions : : 6,847 7,575 1,899 4,813 3,770 1,403 0 374 4,338 2,072 570 : : : : Changes from: February 15, 2011 : : 532 484 -96 -151 20 252 0 0 -300 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 39.2 9.8 24.9 19.5 7.3 0.0 1.9 22.5 10.7 3.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 19 20 . 14 14 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,232 : : Positions : : 9,481 6,737 234 3,201 543 150 118 0 63 212 276 : : : : Changes from: February 15, 2011 : : 518 365 45 0 0 0 99 -177 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 60.0 2.1 28.5 4.8 1.3 1.1 0.0 0.6 1.9 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 17 4 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 33,834 : : Positions : : 7,006 21,994 7,496 2,367 5,856 2,334 411 50 8,582 992 1,654 : : : : Changes from: February 15, 2011 : : 111 111 -149 174 98 0 225 0 456 -272 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 65.0 22.2 7.0 17.3 6.9 1.2 0.1 25.4 2.9 4.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 12 17 12 7 14 . . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 17,842 : : Positions : : 11,284 12,304 1,824 1,451 293 1,512 309 316 0 0 0 : : : : Changes from: February 15, 2011 : : 1,764 1,032 100 75 -100 0 26 50 -468 0 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 69.0 10.2 8.1 1.6 8.5 1.7 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 25, 2011