Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 46,937 : : Positions : : 34,309 36,233 8,541 5,347 3,128 0 0 0 532 1,728 330 : : : : Changes from: March 22, 2011 : : 1,877 1,713 161 325 519 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 77.2 18.2 11.4 6.7 0.0 0.0 0.0 1.1 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 33 8 8 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 18,558 : : Positions : : 11,574 15,715 4,811 666 2,017 0 0 0 0 0 0 : : : : Changes from: March 22, 2011 : : -868 -328 625 102 366 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 84.7 25.9 3.6 10.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 25 6 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 5,624 : : Positions : : 2,427 3,632 1,036 0 660 0 0 0 193 108 2 : : : : Changes from: March 22, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 64.6 18.4 0.0 11.7 0.0 0.0 0.0 3.4 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 5 0 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 11,223 : : Positions : : 6,422 7,034 539 271 1,831 0 0 0 238 277 399 : : : : Changes from: March 22, 2011 : : 272 278 55 -17 -18 0 0 0 10 70 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 62.7 4.8 2.4 16.3 0.0 0.0 0.0 2.1 2.5 3.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 27 7 4 11 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 8,986 : : Positions : : 4,375 6,818 2,131 42 745 0 0 0 974 345 331 : : : : Changes from: March 22, 2011 : : 270 427 250 -1 103 0 0 0 40 100 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 75.9 23.7 0.5 8.3 0.0 0.0 0.0 10.8 3.8 3.7 : : : : Number of Traders in Each Category Total Traders: 70 : : 39 43 14 . 15 0 0 0 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 3,506 : : Positions : : 1,170 1,409 286 667 372 50 0 0 620 201 299 : : : : Changes from: March 22, 2011 : : 140 100 10 -10 39 0 0 0 0 20 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 40.2 8.2 19.0 10.6 1.4 0.0 0.0 17.7 5.7 8.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 1,888 : : Positions : : 1,182 1,081 141 93 165 0 0 0 0 30 0 : : : : Changes from: March 22, 2011 : : 84 124 -29 16 -1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 57.3 7.5 4.9 8.7 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 2,223 : : Positions : : 1,002 1,509 384 167 195 0 0 0 45 25 45 : : : : Changes from: March 22, 2011 : : 58 110 6 -4 8 0 0 0 0 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 67.9 17.3 7.5 8.8 0.0 0.0 0.0 2.0 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 2,420 : : Positions : : 2,078 2,215 327 185 0 0 0 0 0 0 0 : : : : Changes from: March 22, 2011 : : 445 260 0 185 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 91.5 13.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 16,145 : : Positions : : 7,571 11,863 7,238 2,822 860 0 0 0 0 0 0 : : : : Changes from: March 22, 2011 : : -14 74 270 245 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 73.5 44.8 17.5 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 6,760 : : Positions : : 4,995 5,948 1,280 196 350 0 0 0 0 266 0 : : : : Changes from: March 22, 2011 : : 2,490 2,340 -150 0 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 88.0 18.9 2.9 5.2 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 306,903 : : Positions : : 95,813 197,994 60,006 6,404 17,998 52,401 13,777 15,981 13,233 21,406 7,471 : : : : Changes from: March 22, 2011 : : 11,020 9,158 -2,356 -615 -314 475 -1,330 -3,181 -1,040 -961 -1,226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 64.5 19.6 2.1 5.9 17.1 4.5 5.2 4.3 7.0 2.4 : : : : Number of Traders in Each Category Total Traders: 166 : : 49 62 20 . 17 43 11 18 13 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 18,504 : : Positions : : 11,292 12,924 3,495 1,344 2,498 0 0 100 400 904 300 : : : : Changes from: March 22, 2011 : : 1,321 1,236 289 274 110 0 0 0 50 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 69.8 18.9 7.3 13.5 0.0 0.0 0.5 2.2 4.9 1.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 31 38 7 8 11 0 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 8,286 : : Positions : : 4,795 5,256 2,016 1,950 350 630 100 0 250 385 245 : : : : Changes from: March 22, 2011 : : 200 50 0 0 75 0 100 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 63.4 24.3 23.5 4.2 7.6 1.2 0.0 3.0 4.6 3.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 11 8 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 8,628 : : Positions : : 3,835 3,005 100 3,900 400 250 80 0 3,072 250 943 : : : : Changes from: March 22, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 34.8 1.2 45.2 4.6 2.9 0.9 0.0 35.6 2.9 10.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 9 . 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 22, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 29, 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 22, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 29, 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 7,594 : : Positions : : 5,703 5,591 3 505 209 210 15 418 356 262 243 : : : : Changes from: March 22, 2011 : : 57 -202 3 111 99 -106 -13 61 -14 40 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 73.6 0.0 6.6 2.8 2.8 0.2 5.5 4.7 3.5 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 12,165 : : Positions : : 11,165 10,898 353 222 134 0 155 55 24 419 81 : : : : Changes from: March 22, 2011 : : -80 193 134 -85 -56 0 25 0 24 37 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 89.6 2.9 1.8 1.1 0.0 1.3 0.5 0.2 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 30 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 1,763 : : Positions : : 1,009 1,455 59 155 75 0 0 0 0 55 0 : : : : Changes from: March 22, 2011 : : 28 28 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 82.5 3.3 8.8 4.3 0.0 0.0 0.0 0.0 3.1 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 29, 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 2,405 : : Positions : : 1,587 1,446 0 0 0 0 90 0 0 0 0 : : : : Changes from: March 22, 2011 : : 104 282 0 -84 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 60.1 0.0 0.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 18 19 0 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 : : 969 1,054 87 55 48 0 0 0 41 0 12 : : : : Changes from: March 22, 2011 : : 110 9 -3 0 0 0 0 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 64.5 5.3 3.4 2.9 0.0 0.0 0.0 2.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 532,922 : : Positions : : 169,168 204,323 53,441 53,966 130,106 39,134 4,884 39,300 11,870 16,648 64,480 : : : : Changes from: March 22, 2011 : : 4,148 5,876 -4,472 -1,176 4,801 -1,124 -1,061 254 2,087 -829 5,778 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 38.3 10.0 10.1 24.4 7.3 0.9 7.4 2.2 3.1 12.1 : : : : Number of Traders in Each Category Total Traders: 132 : : 35 36 16 12 26 19 8 17 14 17 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 1,516,081 : : Positions : : 197,442 422,937 220,575 292,573 237,370 293,308 31,549 174,204 99,559 106,424 191,482 : : : : Changes from: March 22, 2011 : : 3,882 -6,120 709 4,224 -5,201 12,174 2,633 6,385 -2,047 6,328 1,231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 27.9 14.5 19.3 15.7 19.3 2.1 11.5 6.6 7.0 12.6 : : : : Number of Traders in Each Category Total Traders: 347 : : 46 57 21 25 36 89 29 66 48 58 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 227,290 : : Positions : : 57,730 37,848 46,594 63,593 29,737 420 0 769 45,822 18,440 6,853 : : : : Changes from: March 22, 2011 : : 485 4,655 1,340 -2 463 0 0 0 1,441 -396 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 16.7 20.5 28.0 13.1 0.2 0.0 0.3 20.2 8.1 3.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 7 8 8 6 13 . 0 . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 41,745 : : Positions : : 19,205 22,208 9,490 5,842 12,181 0 98 200 190 614 100 : : : : Changes from: March 22, 2011 : : 601 581 55 25 715 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 53.2 22.7 14.0 29.2 0.0 0.2 0.5 0.5 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 25 27 9 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 85,074 : : Positions : : 8,945 4,126 37,318 19,135 24,898 5,582 19,798 1,731 0 7,694 2,770 : : : : Changes from: March 22, 2011 : : 0 0 -1,812 365 -215 0 -1,100 0 0 -1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 4.8 43.9 22.5 29.3 6.6 23.3 2.0 0.0 9.0 3.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 6 5 11 9 16 5 4 6 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 32,487 : : Positions : : 1,603 3,705 9,459 11,077 10,358 3,438 3 2,657 168 0 2,113 : : : : Changes from: March 22, 2011 : : 0 0 802 -747 866 -1,256 0 175 -1,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.9 11.4 29.1 34.1 31.9 10.6 0.0 8.2 0.5 0.0 6.5 : : : : Number of Traders in Each Category Total Traders: 25 : : . 5 8 5 11 5 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 13,550 : : Positions : : 4,439 3,655 2,720 3,979 4,566 1,675 1,269 0 114 0 0 : : : : Changes from: March 22, 2011 : : 150 0 0 -150 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 27.0 20.1 29.4 33.7 12.4 9.4 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 7 9 7 8 10 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 281,632 : : Positions : : 106,859 213,961 38,951 8,781 15,247 66,482 5,229 11,578 14,323 10,782 4,180 : : : : Changes from: March 22, 2011 : : 4,839 7,427 1,098 436 -1,391 4,335 1,222 -897 -641 1,302 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 76.0 13.8 3.1 5.4 23.6 1.9 4.1 5.1 3.8 1.5 : : : : Number of Traders in Each Category Total Traders: 194 : : 54 73 16 7 17 59 8 22 14 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 35,991 : : Positions : : 17,677 28,345 3,398 1,867 552 3,303 0 186 6,466 128 369 : : : : Changes from: March 22, 2011 : : 1,307 4,704 86 -378 368 656 0 -180 1,401 -12 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 78.8 9.4 5.2 1.5 9.2 0.0 0.5 18.0 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 23 4 . 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 11,342 : : Positions : : 10,573 8,913 0 100 100 0 0 0 0 0 0 : : : : Changes from: March 22, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 78.6 0.0 0.9 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 19 15 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 5,347 : : Positions : : 3,152 4,302 923 75 662 0 0 0 460 50 150 : : : : Changes from: March 22, 2011 : : 168 40 -20 0 52 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 80.5 17.3 1.4 12.4 0.0 0.0 0.0 8.6 0.9 2.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 19 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 54,039 : : Positions : : 42,838 33,702 4,097 12,438 5,561 708 2,086 8 0 0 0 : : : : Changes from: March 22, 2011 : : 74 -551 -425 125 290 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 62.4 7.6 23.0 10.3 1.3 3.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 28 8 7 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 13,315 : : Positions : : 8,665 12,825 3,790 0 490 0 0 0 0 0 0 : : : : Changes from: March 22, 2011 : : 300 75 -225 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 96.3 28.5 0.0 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 5 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 21,080 : : Positions : : 18,179 17,695 2,241 2,850 535 0 0 0 0 0 0 : : : : Changes from: March 22, 2011 : : 40 180 140 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 83.9 10.6 13.5 2.5 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 29, 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 8,757 : : Positions : : 5,064 3,015 2,681 1,075 742 0 225 50 50 3,600 50 : : : : Changes from: March 22, 2011 : : 350 50 -75 0 105 0 0 0 -25 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 34.4 30.6 12.3 8.5 0.0 2.6 0.6 0.6 41.1 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 17 22 9 . 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 14,389 : : Positions : : 9,961 9,134 812 2,933 1,949 75 50 40 1,270 0 110 : : : : Changes from: March 22, 2011 : : 625 465 82 277 98 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 63.5 5.6 20.4 13.5 0.5 0.3 0.3 8.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 12 7 6 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 16,526 : : Positions : : 7,807 6,998 3,603 4,414 2,206 1,479 0 74 522 2,033 546 : : : : Changes from: March 22, 2011 : : 36 64 300 -28 -32 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 42.3 21.8 26.7 13.3 8.9 0.0 0.4 3.2 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 29, 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 12,011 : : Positions : : 8,982 7,450 378 2,988 720 1,041 114 17 0 353 150 : : : : Changes from: March 22, 2011 : : 583 276 0 310 -36 0 45 0 0 27 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 62.0 3.1 24.9 6.0 8.7 0.9 0.1 0.0 2.9 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 22 . 6 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 32,286 : : Positions : : 6,469 21,790 7,411 2,108 5,982 2,784 0 50 7,887 853 1,227 : : : : Changes from: March 22, 2011 : : 114 -36 225 0 139 -225 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 67.5 23.0 6.5 18.5 8.6 0.0 0.2 24.4 2.6 3.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 14 18 12 7 15 4 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 18,961 : : Positions : : 11,363 12,611 1,326 543 1,069 1,512 235 571 0 0 0 : : : : Changes from: March 22, 2011 : : 735 66 -274 -84 218 0 -202 255 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 66.5 7.0 2.9 5.6 8.0 1.2 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . 4 . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 1, 2011