Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 44,380 : : Positions : : 32,432 34,520 8,380 5,022 2,609 0 0 0 532 1,723 330 : : : : Changes from: March 15, 2011 : : 3,405 3,376 -309 -180 374 0 0 0 0 -105 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 77.8 18.9 11.3 5.9 0.0 0.0 0.0 1.2 3.9 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 33 8 8 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 18,418 : : Positions : : 12,442 16,043 4,186 564 1,651 0 0 0 0 0 0 : : : : Changes from: March 15, 2011 : : 130 397 354 102 78 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 87.1 22.7 3.1 9.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 25 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 10,777 : : Positions : : 6,150 6,756 484 288 1,849 0 0 0 228 207 359 : : : : Changes from: March 15, 2011 : : 313 350 49 -36 217 0 0 0 23 35 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 62.7 4.5 2.7 17.2 0.0 0.0 0.0 2.1 1.9 3.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 27 7 4 11 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 8,227 : : Positions : : 4,105 6,391 1,881 43 642 0 0 0 934 245 316 : : : : Changes from: March 15, 2011 : : 221 371 122 1 52 0 0 0 56 5 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 77.7 22.9 0.5 7.8 0.0 0.0 0.0 11.4 3.0 3.8 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 45 13 . 16 0 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 3,329 : : Positions : : 1,030 1,309 276 677 333 50 0 0 620 181 289 : : : : Changes from: March 15, 2011 : : 38 83 15 100 -55 -25 0 0 120 5 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 39.3 8.3 20.3 10.0 1.5 0.0 0.0 18.6 5.4 8.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,827 : : Positions : : 1,098 957 170 77 166 0 0 0 0 30 0 : : : : Changes from: March 15, 2011 : : 296 262 27 52 -17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 52.4 9.3 4.2 9.1 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 2,073 : : Positions : : 944 1,399 378 171 187 0 0 0 45 25 5 : : : : Changes from: March 15, 2011 : : -10 -3 -3 -5 0 0 0 0 0 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 67.5 18.2 8.2 9.0 0.0 0.0 0.0 2.2 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,975 : : Positions : : 1,633 1,955 327 0 0 0 0 0 0 0 0 : : : : Changes from: March 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 99.0 16.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 15,826 : : Positions : : 7,585 11,789 6,968 2,577 860 0 0 0 0 0 0 : : : : Changes from: March 15, 2011 : : 41 683 354 -288 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 74.5 44.0 16.3 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 4,070 : : Positions : : 2,505 3,608 1,430 196 0 0 0 0 0 266 0 : : : : Changes from: March 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 88.6 35.1 4.8 0.0 0.0 0.0 0.0 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 4 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 306,674 : : Positions : : 84,793 188,836 62,362 7,019 18,312 51,926 15,107 19,162 14,273 22,367 8,697 : : : : Changes from: March 15, 2011 : : -8,931 -7,300 -39 791 1,745 -420 -2,243 736 155 1,085 1,107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 61.6 20.3 2.3 6.0 16.9 4.9 6.2 4.7 7.3 2.8 : : : : Number of Traders in Each Category Total Traders: 166 : : 49 60 20 . 18 42 11 19 15 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 16,684 : : Positions : : 9,971 11,688 3,206 1,070 2,388 0 0 100 350 754 300 : : : : Changes from: March 15, 2011 : : 910 710 -15 135 92 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 70.1 19.2 6.4 14.3 0.0 0.0 0.6 2.1 4.5 1.8 : : : : Number of Traders in Each Category Total Traders: 72 : : 30 39 8 6 11 0 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 8,361 : : Positions : : 4,595 5,206 2,016 1,950 275 630 0 0 300 385 245 : : : : Changes from: March 15, 2011 : : 300 150 0 400 -45 300 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 62.3 24.1 23.3 3.3 7.5 0.0 0.0 3.6 4.6 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 10 7 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,912 : : Positions : : 1,240 993 450 500 50 0 0 0 144 350 0 : : : : Changes from: March 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 51.9 23.5 26.2 2.6 0.0 0.0 0.0 7.5 18.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 2,645 : : Positions : : 2,470 2,325 5 150 170 0 0 0 0 0 0 : : : : Changes from: March 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 87.9 0.2 5.7 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 7,847 : : Positions : : 5,646 5,793 0 394 110 316 28 357 370 222 483 : : : : Changes from: March 15, 2011 : : -44 -173 -41 -85 -102 -176 28 -3 -223 -100 166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 73.8 0.0 5.0 1.4 4.0 0.4 4.5 4.7 2.8 6.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 0 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 12,006 : : Positions : : 11,245 10,705 219 307 190 0 130 55 0 382 26 : : : : Changes from: March 15, 2011 : : 347 147 -144 73 -40 0 15 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 89.2 1.8 2.6 1.6 0.0 1.1 0.5 0.0 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 1,735 : : Positions : : 981 1,427 59 155 75 0 0 0 0 55 0 : : : : Changes from: March 15, 2011 : : 0 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 82.2 3.4 8.9 4.3 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,634 : : Positions : : 859 1,045 90 55 48 0 0 0 38 0 12 : : : : Changes from: March 15, 2011 : : 6 81 6 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 64.0 5.5 3.4 2.9 0.0 0.0 0.0 2.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 521,510 : : Positions : : 165,020 198,447 57,913 55,142 125,305 40,258 5,945 39,046 9,783 17,477 58,702 : : : : Changes from: March 15, 2011 : : -12,873 -14,349 -3,968 -3,106 -659 -2,928 2,036 -3,862 -3,495 -3,613 -6,420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 38.1 11.1 10.6 24.0 7.7 1.1 7.5 1.9 3.4 11.3 : : : : Number of Traders in Each Category Total Traders: 129 : : 35 35 16 11 25 18 9 17 15 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,503,614 : : Positions : : 193,560 429,057 219,866 288,349 242,571 281,134 28,916 167,819 101,606 100,096 190,251 : : : : Changes from: March 15, 2011 : : -18,355 -19,284 10,566 5,272 -10,533 -2,513 -3,351 -24,303 -9,637 -7,959 -15,787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 28.5 14.6 19.2 16.1 18.7 1.9 11.2 6.8 6.7 12.7 : : : : Number of Traders in Each Category Total Traders: 340 : : 42 53 21 24 33 91 22 64 54 57 90 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 223,764 : : Positions : : 57,245 33,193 45,254 63,595 29,274 420 0 769 44,381 18,836 6,867 : : : : Changes from: March 15, 2011 : : 570 -567 484 -492 -387 0 0 0 123 -2,721 -1,819 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 14.8 20.2 28.4 13.1 0.2 0.0 0.3 19.8 8.4 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 6 5 8 6 13 . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 40,124 : : Positions : : 18,604 21,627 9,435 5,817 11,466 0 98 200 240 614 100 : : : : Changes from: March 15, 2011 : : 2,712 2,722 560 435 -1,013 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 53.9 23.5 14.5 28.6 0.0 0.2 0.5 0.6 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 24 27 9 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 87,136 : : Positions : : 8,945 4,126 39,130 18,770 25,113 5,582 20,898 1,731 0 8,694 2,770 : : : : Changes from: March 15, 2011 : : -137 137 -386 256 -1,141 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 4.7 44.9 21.5 28.8 6.4 24.0 2.0 0.0 10.0 3.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 6 5 12 8 16 5 5 6 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 33,031 : : Positions : : 1,603 3,705 8,657 11,824 9,492 4,694 3 2,482 1,168 0 2,113 : : : : Changes from: March 15, 2011 : : 653 289 -201 -431 -978 857 -90 325 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.9 11.2 26.2 35.8 28.7 14.2 0.0 7.5 3.5 0.0 6.4 : : : : Number of Traders in Each Category Total Traders: 26 : : . 5 7 5 10 6 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 13,400 : : Positions : : 4,289 3,655 2,720 4,129 4,566 1,675 969 0 114 0 0 : : : : Changes from: March 15, 2011 : : 450 -200 -125 -75 530 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 27.3 20.3 30.8 34.1 12.5 7.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 6 9 7 8 10 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 274,519 : : Positions : : 102,020 206,534 37,853 8,345 16,638 62,147 4,007 12,475 14,964 9,480 4,002 : : : : Changes from: March 15, 2011 : : 4,324 5,765 -527 -447 1,547 39 -1,521 -1,775 -163 499 1,080 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 75.2 13.8 3.0 6.1 22.6 1.5 4.5 5.5 3.5 1.5 : : : : Number of Traders in Each Category Total Traders: 192 : : 59 74 16 8 18 55 7 23 17 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 32,491 : : Positions : : 16,370 23,641 3,312 2,245 184 2,647 0 366 5,065 140 430 : : : : Changes from: March 15, 2011 : : 2,015 2,516 -11 311 9 322 -403 252 505 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 72.8 10.2 6.9 0.6 8.1 0.0 1.1 15.6 0.4 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 20 4 . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 5,147 : : Positions : : 2,984 4,262 943 75 610 0 0 0 460 50 150 : : : : Changes from: March 15, 2011 : : 50 179 129 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 82.8 18.3 1.5 11.9 0.0 0.0 0.0 8.9 1.0 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 18 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 54,100 : : Positions : : 42,764 34,253 4,522 12,313 5,271 708 2,011 8 0 0 0 : : : : Changes from: March 15, 2011 : : 670 365 -125 511 -61 -75 -270 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 63.3 8.4 22.8 9.7 1.3 3.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 29 9 7 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A18 Open Interest is 13,250 : : Positions : : 8,365 12,750 4,015 0 500 0 0 0 0 0 0 : : : : Changes from: March 15, 2011 : : 1,270 1,295 25 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 96.2 30.3 0.0 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 6 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 20,900 : : Positions : : 18,139 17,515 2,101 2,850 535 0 0 0 0 0 0 : : : : Changes from: March 15, 2011 : : 265 305 40 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 83.8 10.1 13.6 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 8,552 : : Positions : : 4,714 2,965 2,756 1,075 637 0 225 50 75 3,600 0 : : : : Changes from: March 15, 2011 : : 500 50 210 350 -45 0 0 0 0 300 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 34.7 32.2 12.6 7.4 0.0 2.6 0.6 0.9 42.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 15 21 8 . 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 13,564 : : Positions : : 9,336 8,669 730 2,656 1,851 0 50 40 1,270 0 110 : : : : Changes from: March 15, 2011 : : -15 0 -25 -90 73 0 0 0 -50 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 63.9 5.4 19.6 13.6 0.0 0.4 0.3 9.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 5 6 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 16,522 : : Positions : : 7,771 6,934 3,303 4,442 2,238 1,479 0 74 822 2,033 546 : : : : Changes from: March 15, 2011 : : -23 -102 45 140 40 -145 0 0 0 -131 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 42.0 20.0 26.9 13.5 9.0 0.0 0.4 5.0 12.3 3.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 19 5 11 12 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 11,434 : : Positions : : 8,399 7,174 378 2,678 756 1,041 69 17 0 326 150 : : : : Changes from: March 15, 2011 : : 257 25 0 40 -54 -198 69 -6 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 62.7 3.3 23.4 6.6 9.1 0.6 0.1 0.0 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . 6 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 32,183 : : Positions : : 6,355 21,826 7,186 2,108 5,843 3,009 0 50 8,037 853 1,227 : : : : Changes from: March 15, 2011 : : 0 225 -150 -150 300 675 0 -50 -450 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 67.8 22.3 6.6 18.2 9.3 0.0 0.2 25.0 2.7 3.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 13 18 12 7 15 4 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 18,157 : : Positions : : 10,628 12,545 1,600 627 851 1,512 437 316 0 0 0 : : : : Changes from: March 15, 2011 : : -227 -412 -42 -42 76 0 234 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 69.1 8.8 3.5 4.7 8.3 2.4 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . 4 . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 25, 2011