GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 50,375: 37,349 34,521 9,733 6,665 2,524 0 0 0 577 6,388 85: 107 192 Old : 50,375: 37,349 34,521 9,733 6,665 2,524 0 0 0 577 6,388 85: 107 192 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 1,678: 1,795 261 86 1,235 -78 0 0 0 0 391 -129: 4 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 68.5 19.3 13.2 5.0 0.0 0.0 0.0 1.1 12.7 0.2: 0.2 0.4 Old : 100.0: 74.1 68.5 19.3 13.2 5.0 0.0 0.0 0.0 1.1 12.7 0.2: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 29 36 8 8 15 0 0 0 . . .: Old : 62: 29 36 8 8 15 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 35.8 51.7 54.0 23.3 27.4 36.8 36.6 Old : 32.0 35.8 51.7 54.0 23.3 27.4 36.8 36.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 22,595: 15,801 20,098 4,807 458 1,854 0 0 0 0 0 0: 133 185 Old : 22,595: 15,801 20,098 4,807 458 1,854 0 0 0 0 0 0: 133 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 105: -363 255 618 0 -150 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 88.9 21.3 2.0 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.8 Old : 100.0: 69.9 88.9 21.3 2.0 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 20 25 7 . 5 0 0 0 0 0 0: Old : 40: 20 25 7 . 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 49.0 63.6 74.3 36.2 43.7 53.1 56.0 Old : 40.0 49.0 63.6 74.3 36.2 43.7 53.1 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 11,496: 5,913 7,261 750 482 1,887 0 0 0 1,195 345 280: 1,471 1,241 Old : 11,496: 5,913 7,261 750 482 1,887 0 0 0 1,195 345 280: 1,471 1,241 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 619: 340 603 104 -32 -62 0 0 0 50 15 15: 172 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 63.2 6.5 4.2 16.4 0.0 0.0 0.0 10.4 3.0 2.4: 12.8 10.8 Old : 100.0: 51.4 63.2 6.5 4.2 16.4 0.0 0.0 0.0 10.4 3.0 2.4: 12.8 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 23 30 7 6 13 0 0 0 . . .: Old : 49: 23 30 7 6 13 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 22.0 52.0 39.7 30.2 19.1 40.2 31.4 Old : 35.4 22.0 52.0 39.7 30.2 19.1 40.2 31.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 9,012: 5,050 7,029 1,650 91 595 0 0 0 684 160 473: 560 664 Old : 9,012: 5,050 7,029 1,650 91 595 0 0 0 684 160 473: 560 664 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 770: 456 609 85 10 31 0 0 0 -28 10 90: 136 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 78.0 18.3 1.0 6.6 0.0 0.0 0.0 7.6 1.8 5.2: 6.2 7.4 Old : 100.0: 56.0 78.0 18.3 1.0 6.6 0.0 0.0 0.0 7.6 1.8 5.2: 6.2 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 67: 38 45 10 . 11 0 0 0 6 . 5: Old : 67: 38 45 10 . 11 0 0 0 6 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.2 22.0 41.7 33.5 23.9 20.0 33.8 27.2 Old : 28.2 22.0 41.7 33.5 23.9 20.0 33.8 27.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,871: 1,160 1,683 250 762 425 305 0 10 385 12 543: 793 436 Old : 3,871: 1,160 1,683 250 762 425 305 0 10 385 12 543: 793 436 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 149: -52 57 -30 130 20 0 0 0 190 -44 9: 12 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 43.5 6.5 19.7 11.0 7.9 0.0 0.3 9.9 0.3 14.0: 20.5 11.3 Old : 100.0: 30.0 43.5 6.5 19.7 11.0 7.9 0.0 0.3 9.9 0.3 14.0: 20.5 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 13 13 . 6 8 . 0 . . . .: Old : 29: 13 13 . 6 8 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 44.8 54.4 65.8 24.7 39.2 36.3 48.0 Old : 36.4 44.8 54.4 65.8 24.7 39.2 36.3 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,058: 1,253 1,035 90 216 125 0 0 0 0 0 0: 590 682 Old : 2,058: 1,253 1,035 90 216 125 0 0 0 0 0 0: 590 682 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 30: 10 50 0 0 10 0 0 0 0 0 0: 10 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 50.3 4.4 10.5 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 28.7 33.1 Old : 100.0: 60.9 50.3 4.4 10.5 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 28.7 33.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 13 . . . 0 0 0 0 0 0: Old : 20: 12 13 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 32.1 55.7 50.6 30.1 29.4 41.4 39.9 Old : 34.5 32.1 55.7 50.6 30.1 29.4 41.4 39.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,536: 1,255 1,762 457 109 251 0 0 0 25 15 80: 468 319 Old : 2,536: 1,255 1,762 457 109 251 0 0 0 25 15 80: 468 319 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 129: 172 60 -14 109 -1 0 0 0 0 -10 0: -28 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.5 69.5 18.0 4.3 9.9 0.0 0.0 0.0 1.0 0.6 3.2: 18.5 12.6 Old : 100.0: 49.5 69.5 18.0 4.3 9.9 0.0 0.0 0.0 1.0 0.6 3.2: 18.5 12.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 20 5 . 4 0 0 0 . . .: Old : 30: 20 20 5 . 4 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.3 42.4 49.8 59.9 20.5 34.3 27.8 41.0 Old : 30.3 42.4 49.8 59.9 20.5 34.3 27.8 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 3,914: 3,549 3,299 334 590 25 0 0 0 0 0 0: 6 0 Old : 3,914: 3,549 3,299 334 590 25 0 0 0 0 0 0: 6 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 267: 102 267 165 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.7 84.3 8.5 15.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0 Old : 100.0: 90.7 84.3 8.5 15.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 16 . . . 0 0 0 0 0 0: Old : 25: 15 16 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 48.1 76.8 73.5 27.4 35.5 37.7 44.1 Old : 55.2 48.1 76.8 73.5 27.4 35.5 37.7 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 19,274: 9,754 15,524 8,337 3,160 590 0 0 0 0 0 0: 593 0 Old : 19,274: 9,754 15,524 8,337 3,160 590 0 0 0 0 0 0: 593 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 1,188: 280 1,088 765 115 0 0 0 0 0 0 0: 143 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 80.5 43.3 16.4 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.0 Old : 100.0: 50.6 80.5 43.3 16.4 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 15 4 4 4 0 0 0 0 0 0: Old : 30: 18 15 4 4 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 62.6 81.6 84.0 68.6 55.5 75.6 74.5 Old : 68.6 62.6 81.6 84.0 68.6 55.5 75.6 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 379,495: 117,392 211,035 62,136 2,411 29,676 47,084 21,164 21,048 9,560 20,113 44,594: 48,005 29,454 Old : 379,495: 117,392 211,035 62,136 2,411 29,676 47,084 21,164 21,048 9,560 20,113 44,594: 48,005 29,454 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -37,621: -8,125 -21,626 -1,285 1,501 -5,771 -3,485 2,314 -4,293 -21 3,226 -13,379: -1,263 408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 55.6 16.4 0.6 7.8 12.4 5.6 5.5 2.5 5.3 11.8: 12.6 7.8 Old : 100.0: 30.9 55.6 16.4 0.6 7.8 12.4 5.6 5.5 2.5 5.3 11.8: 12.6 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 166: 49 62 17 . 16 44 10 21 9 15 22: Old : 166: 49 62 17 . 16 44 10 21 9 15 22: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.6 23.7 29.8 35.9 10.9 12.0 17.8 17.8 Old : 18.6 23.7 29.8 35.9 10.9 12.0 17.8 17.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 133,440: 55,353 66,234 15,127 992 21,221 0 0 0 177 4,859 36,832: 4,730 3,302 Old : 133,440: 55,353 66,234 15,127 992 21,221 0 0 0 177 4,859 36,832: 4,730 3,302 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 3,552: 785 1,049 -561 -466 1,027 0 0 0 -236 -949 1,917: 621 974 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.5 49.6 11.3 0.7 15.9 0.0 0.0 0.0 0.1 3.6 27.6: 3.5 2.5 Old : 100.0: 41.5 49.6 11.3 0.7 15.9 0.0 0.0 0.0 0.1 3.6 27.6: 3.5 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 5 6 5 . 8 0 0 0 . 5 8: Old : 22: 5 6 5 . 8 0 0 0 . 5 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 64.9 79.7 82.8 11.0 10.0 11.7 12.5 Old : 58.8 64.9 79.7 82.8 11.0 10.0 11.7 12.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 19,423: 11,761 13,634 3,670 1,442 2,604 150 0 100 170 660 380: 588 603 Old : 19,423: 11,761 13,634 3,670 1,442 2,604 150 0 100 170 660 380: 588 603 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 1,847: 561 781 -137 -150 808 0 0 0 100 25 -55: 570 438 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 70.2 18.9 7.4 13.4 0.8 0.0 0.5 0.9 3.4 2.0: 3.0 3.1 Old : 100.0: 60.6 70.2 18.9 7.4 13.4 0.8 0.0 0.5 0.9 3.4 2.0: 3.0 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 74: 37 45 7 6 13 . 0 . . 5 4: Old : 74: 37 45 7 6 13 . 0 . . 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.1 28.3 49.8 40.6 28.6 21.3 36.4 31.7 Old : 33.1 28.3 49.8 40.6 28.6 21.3 36.4 31.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,331: 3,995 4,456 2,091 1,475 350 0 300 0 350 205 245: 300 300 Old : 7,331: 3,995 4,456 2,091 1,475 350 0 300 0 350 205 245: 300 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -510: -250 -185 80 -185 -140 0 0 0 -150 50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.5 60.8 28.5 20.1 4.8 0.0 4.1 0.0 4.8 2.8 3.3: 4.1 4.1 Old : 100.0: 54.5 60.8 28.5 20.1 4.8 0.0 4.1 0.0 4.8 2.8 3.3: 4.1 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 14 9 7 5 5 0 . 0 . . .: Old : 33: 14 9 7 5 5 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 58.1 61.2 77.3 37.5 47.7 54.1 60.4 Old : 41.2 58.1 61.2 77.3 37.5 47.7 54.1 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 1,775: 1,525 1,100 200 375 50 0 150 0 0 50 0: 0 50 Old : 1,775: 1,525 1,100 200 375 50 0 150 0 0 50 0: 0 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 62.0 11.3 21.1 2.8 0.0 8.5 0.0 0.0 2.8 0.0: 0.0 2.8 Old : 100.0: 85.9 62.0 11.3 21.1 2.8 0.0 8.5 0.0 0.0 2.8 0.0: 0.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 8 . 5 . 0 . 0 0 . 0: Old : 24: 12 8 . 5 . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 54.9 83.1 77.5 57.7 52.1 80.3 69.0 Old : 60.6 54.9 83.1 77.5 57.7 52.1 80.3 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 8,182: 6,267 6,128 23 416 169 324 205 289 436 265 367: 307 343 Old : 8,182: 6,267 6,128 23 416 169 324 205 289 436 265 367: 307 343 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 380: -4 1 -6 129 47 224 -48 70 -183 -37 151: 81 67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 74.9 0.3 5.1 2.1 4.0 2.5 3.5 5.3 3.2 4.5: 3.8 4.2 Old : 100.0: 76.6 74.9 0.3 5.1 2.1 4.0 2.5 3.5 5.3 3.2 4.5: 3.8 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 24 . . . . . . . 4 5: Old : 38: 19 24 . . . . . . . 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 47.3 76.0 64.6 34.7 24.8 41.6 31.6 Old : 56.5 47.3 76.0 64.6 34.7 24.8 41.6 31.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 10,948: 10,021 9,831 411 96 229 0 0 0 0 533 0: 287 259 Old : 10,948: 10,021 9,831 411 96 229 0 0 0 0 533 0: 287 259 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -1,276: -1,198 -832 -98 -182 68 -50 0 -60 0 -307 -1: 63 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 89.8 3.8 0.9 2.1 0.0 0.0 0.0 0.0 4.9 0.0: 2.6 2.4 Old : 100.0: 91.5 89.8 3.8 0.9 2.1 0.0 0.0 0.0 0.0 4.9 0.0: 2.6 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 20 22 . . . 0 0 0 0 . 0: Old : 31: 20 22 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 69.7 62.3 79.9 31.9 61.9 49.0 68.5 Old : 38.5 69.7 62.3 79.9 31.9 61.9 49.0 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,563: 1,900 1,594 0 0 0 50 90 24 0 0 0: 589 855 Old : 2,563: 1,900 1,594 0 0 0 50 90 24 0 0 0: 589 855 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 28: 8 38 0 0 0 -12 0 0 0 0 0: 32 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 62.2 0.0 0.0 0.0 2.0 3.5 0.9 0.0 0.0 0.0: 23.0 33.4 Old : 100.0: 74.1 62.2 0.0 0.0 0.0 2.0 3.5 0.9 0.0 0.0 0.0: 23.0 33.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 17 18 0 0 0 . . . 0 0 0: Old : 20: 17 18 0 0 0 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 23.4 59.0 40.8 25.0 16.0 35.9 25.0 Old : 36.4 23.4 59.0 40.8 25.0 16.0 35.9 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,945: 1,052 1,090 124 49 51 0 0 0 92 33 21: 605 701 Old : 1,945: 1,052 1,090 124 49 51 0 0 0 92 33 21: 605 701 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 190: 124 -129 0 0 0 0 0 0 0 7 21: 45 291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 56.0 6.4 2.5 2.6 0.0 0.0 0.0 4.7 1.7 1.1: 31.1 36.0 Old : 100.0: 54.1 56.0 6.4 2.5 2.6 0.0 0.0 0.0 4.7 1.7 1.1: 31.1 36.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 17 . . . 0 0 0 . . .: Old : 25: 18 17 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.3 22.0 42.4 39.9 23.8 19.0 36.1 28.3 Old : 25.3 22.0 42.4 39.9 23.8 19.0 36.1 28.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 621,079: 202,533 247,336 72,939 58,540 125,749 35,573 9,457 46,705 15,535 15,982 93,288: 28,757 24,022 Old : 621,079: 202,533 247,336 72,939 58,540 125,749 35,573 9,457 46,705 15,535 15,982 93,288: 28,757 24,022 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 13,179: 12,557 -4,432 -12,822 -2,726 4,669 -2,156 3,657 927 830 1,272 3,735: 5,439 6,076 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 39.8 11.7 9.4 20.2 5.7 1.5 7.5 2.5 2.6 15.0: 4.6 3.9 Old : 100.0: 32.6 39.8 11.7 9.4 20.2 5.7 1.5 7.5 2.5 2.6 15.0: 4.6 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 138: 40 41 14 13 26 15 10 16 22 14 36: Old : 138: 40 41 14 13 26 15 10 16 22 14 36: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.5 16.9 34.1 29.0 10.1 9.8 14.6 15.8 Old : 22.5 16.9 34.1 29.0 10.1 9.8 14.6 15.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,940,658: 366,685 622,452 225,422 353,408 774,788 323,981 18,573 314,851 106,138 75,871 703,076: 125,719 77,639 Old : 2,940,658: 366,685 622,452 225,422 353,408 774,788 323,981 18,573 314,851 106,138 75,871 703,076: 125,719 77,639 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 183,668: -13,823 15,718 -8,435 25,506 47,558 46,854 -17,982 27,246 2,348 11,591 70,723: 11,197 3,309 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 21.2 7.7 12.0 26.3 11.0 0.6 10.7 3.6 2.6 23.9: 4.3 2.6 Old : 100.0: 12.5 21.2 7.7 12.0 26.3 11.0 0.6 10.7 3.6 2.6 23.9: 4.3 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 426: 50 58 14 33 41 118 33 94 94 61 124: Old : 426: 50 58 14 33 41 118 33 94 94 61 124: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.6 15.0 26.9 26.2 7.7 6.8 10.8 11.0 Old : 17.6 15.0 26.9 26.2 7.7 6.8 10.8 11.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 266,487: 53,595 136,778 3,686 23,682 18,737 3,299 23,723 18,232 132,183 7,006 34,773: 1,983 3,556 Old : 266,487: 53,595 136,778 3,686 23,682 18,737 3,299 23,723 18,232 132,183 7,006 34,773: 1,983 3,556 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 10,881: -1,141 4,547 67 505 1,909 2,280 2,586 1,494 5,662 -609 519: 90 -71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 51.3 1.4 8.9 7.0 1.2 8.9 6.8 49.6 2.6 13.0: 0.7 1.3 Old : 100.0: 20.1 51.3 1.4 8.9 7.0 1.2 8.9 6.8 49.6 2.6 13.0: 0.7 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 14 16 . 10 11 . 7 5 5 6 9: Old : 50: 14 16 . 10 11 . 7 5 5 6 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.5 50.6 81.6 68.0 56.6 43.0 61.5 51.9 Old : 70.5 50.6 81.6 68.0 56.6 43.0 61.5 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 218,750: 54,793 36,048 38,173 64,956 32,736 762 0 519 42,451 14,532 8,313: 41,003 61,646 Old : 218,750: 54,793 36,048 38,173 64,956 32,736 762 0 519 42,451 14,532 8,313: 41,003 61,646 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -8,460: -3,924 -428 -11,728 -6,569 -347 11 0 -11 5,502 -2,178 -1,860: 3,897 2,933 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 16.5 17.5 29.7 15.0 0.3 0.0 0.2 19.4 6.6 3.8: 18.7 28.2 Old : 100.0: 25.0 16.5 17.5 29.7 15.0 0.3 0.0 0.2 19.4 6.6 3.8: 18.7 28.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 7 7 7 7 14 . 0 . 5 . 5: Old : 32: 7 7 7 7 14 . 0 . 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 26.8 60.8 45.7 42.4 25.0 54.0 41.1 Old : 44.7 26.8 60.8 45.7 42.4 25.0 54.0 41.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 137,744: 12,584 12,033 11,038 42,198 53,233 28,105 41 15,741 3,745 1,121 7,687: 5,612 5,691 Old : 137,744: 12,584 12,033 11,038 42,198 53,233 28,105 41 15,741 3,745 1,121 7,687: 5,612 5,691 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 11,411: 623 582 1,105 1,935 5,203 903 -138 818 1,460 177 391: 908 2,443 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 8.7 8.0 30.6 38.6 20.4 0.0 11.4 2.7 0.8 5.6: 4.1 4.1 Old : 100.0: 9.1 8.7 8.0 30.6 38.6 20.4 0.0 11.4 2.7 0.8 5.6: 4.1 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 8 8 6 12 15 15 . 11 10 6 15: Old : 61: 8 8 6 12 15 15 . 11 10 6 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.7 48.2 51.7 69.3 17.2 24.8 25.0 31.2 Old : 30.7 48.2 51.7 69.3 17.2 24.8 25.0 31.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 631,149: 116,582 94,088 48,755 109,031 292,377 0 2,462 11,844 44,017 2,569 99,030: 18,544 19,748 Old : 631,149: 116,582 94,088 48,755 109,031 292,377 0 2,462 11,844 44,017 2,569 99,030: 18,544 19,748 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 17,317: 5,805 2,658 -1,609 7,399 5,498 0 96 325 4,683 -1,738 2,322: 292 757 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 14.9 7.7 17.3 46.3 0.0 0.4 1.9 7.0 0.4 15.7: 2.9 3.1 Old : 100.0: 18.5 14.9 7.7 17.3 46.3 0.0 0.4 1.9 7.0 0.4 15.7: 2.9 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 8 8 7 19 26 0 . . 10 . 11: Old : 46: 8 8 7 19 26 0 . . 10 . 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 26.3 51.3 42.9 9.9 7.0 14.4 12.4 Old : 34.0 26.3 51.3 42.9 9.9 7.0 14.4 12.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 32,453: 14,030 15,765 7,350 4,500 10,454 0 98 200 265 1,174 100: 54 162 Old : 32,453: 14,030 15,765 7,350 4,500 10,454 0 98 200 265 1,174 100: 54 162 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -2,643: -1,806 -3,160 1,320 3,273 -2,163 0 -98 200 -140 -610 0: -54 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 48.6 22.6 13.9 32.2 0.0 0.3 0.6 0.8 3.6 0.3: 0.2 0.5 Old : 100.0: 43.2 48.6 22.6 13.9 32.2 0.0 0.3 0.6 0.8 3.6 0.3: 0.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 19 22 9 7 9 0 . . . . .: Old : 49: 19 22 9 7 9 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 47.4 71.8 69.5 23.1 23.3 30.9 30.8 Old : 55.6 47.4 71.8 69.5 23.1 23.3 30.9 30.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 87,660: 9,147 3,958 37,061 15,842 27,269 5,582 22,321 1,733 0 7,919 2,769: 4,099 5,849 Old : 87,660: 9,147 3,958 37,061 15,842 27,269 5,582 22,321 1,733 0 7,919 2,769: 4,099 5,849 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -817: -6 0 -2,301 352 351 1,131 -1,860 -282 0 977 -38: 328 -317 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 4.5 42.3 18.1 31.1 6.4 25.5 2.0 0.0 9.0 3.2: 4.7 6.7 Old : 100.0: 10.4 4.5 42.3 18.1 31.1 6.4 25.5 2.0 0.0 9.0 3.2: 4.7 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 6 5 13 7 16 5 6 7 0 5 4: Old : 43: 6 5 13 7 16 5 6 7 0 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 41.7 63.6 60.1 34.0 34.4 45.9 44.1 Old : 47.2 41.7 63.6 60.1 34.0 34.4 45.9 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 31,997: 950 3,416 6,736 11,923 9,549 5,606 53 1,965 1,088 0 2,154: 3,949 2,937 Old : 31,997: 950 3,416 6,736 11,923 9,549 5,606 53 1,965 1,088 0 2,154: 3,949 2,937 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 1,342: 0 0 -272 -740 1,345 -1,498 0 0 88 0 2,154: -475 -1,417 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 10.7 21.1 37.3 29.8 17.5 0.2 6.1 3.4 0.0 6.7: 12.3 9.2 Old : 100.0: 3.0 10.7 21.1 37.3 29.8 17.5 0.2 6.1 3.4 0.0 6.7: 12.3 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: . 4 8 5 11 6 . . . 0 .: Old : 27: . 4 8 5 11 6 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 47.3 57.5 67.2 19.9 37.9 31.4 45.6 Old : 39.1 47.3 57.5 67.2 19.9 37.9 31.4 45.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 12,245: 3,839 3,780 2,470 3,904 4,111 1,675 369 0 114 0 0: 36 81 Old : 12,245: 3,839 3,780 2,470 3,904 4,111 1,675 369 0 114 0 0: 36 81 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -3,014: -1,019 -50 435 -2,284 -305 -1,975 -375 0 -186 0 0: 36 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 30.9 20.2 31.9 33.6 13.7 3.0 0.0 0.9 0.0 0.0: 0.3 0.7 Old : 100.0: 31.4 30.9 20.2 31.9 33.6 13.7 3.0 0.0 0.9 0.0 0.0: 0.3 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 6 9 7 8 9 . . 0 . 0 0: Old : 31: 6 9 7 8 9 . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 53.5 77.8 79.1 39.4 41.6 54.4 56.5 Old : 52.8 53.5 77.8 79.1 39.4 41.6 54.4 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 11,348: 1,234 1,194 2,262 1,293 4,832 1,073 766 481 194 444 421: 851 1,917 Old : 11,348: 1,234 1,194 2,262 1,293 4,832 1,073 766 481 194 444 421: 851 1,917 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 10.5 19.9 11.4 42.6 9.5 6.7 4.2 1.7 3.9 3.7: 7.5 16.9 Old : 100.0: 10.9 10.5 19.9 11.4 42.6 9.5 6.7 4.2 1.7 3.9 3.7: 7.5 16.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: . . 4 5 8 4 . 4 . . .: Old : 21: . . 4 5 8 4 . 4 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 36.6 72.5 58.5 25.8 21.5 34.8 27.7 Old : 47.1 36.6 72.5 58.5 25.8 21.5 34.8 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 312,839: 115,751 222,555 40,764 6,963 19,985 60,222 10,652 13,963 13,049 3,933 21,260: 27,844 13,528 Old : 312,839: 115,751 222,555 40,764 6,963 19,985 60,222 10,652 13,963 13,049 3,933 21,260: 27,844 13,528 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -4,770: -2,028 -4,901 -37 99 -901 -2,048 846 -208 5 93 -629: 1,075 830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.0 71.1 13.0 2.2 6.4 19.3 3.4 4.5 4.2 1.3 6.8: 8.9 4.3 Old : 100.0: 37.0 71.1 13.0 2.2 6.4 19.3 3.4 4.5 4.2 1.3 6.8: 8.9 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 198: 47 74 16 6 17 60 10 28 14 10 17: Old : 198: 47 74 16 6 17 60 10 28 14 10 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.1 25.4 33.5 40.6 12.2 10.2 19.2 17.0 Old : 23.1 25.4 33.5 40.6 12.2 10.2 19.2 17.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 23,024: 12,880 14,133 2,949 1,769 60 2,325 461 114 97 532 1,170: 3,429 4,785 Old : 23,024: 12,880 14,133 2,949 1,769 60 2,325 461 114 97 532 1,170: 3,429 4,785 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -1,237: -372 -829 298 166 -65 0 -762 39 25 -116 -120: -1,042 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 61.4 12.8 7.7 0.3 10.1 2.0 0.5 0.4 2.3 5.1: 14.9 20.8 Old : 100.0: 55.9 61.4 12.8 7.7 0.3 10.1 2.0 0.5 0.4 2.3 5.1: 14.9 20.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 14 . . . . . . . . .: Old : 29: 14 14 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 48.7 57.1 64.6 35.8 47.1 52.3 60.4 Old : 37.7 48.7 57.1 64.6 35.8 47.1 52.3 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,228: 4,331 6,040 1,363 204 574 0 0 0 550 0 410: 0 0 Old : 7,228: 4,331 6,040 1,363 204 574 0 0 0 550 0 410: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 150: 150 300 -50 0 0 0 0 0 200 0 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 83.6 18.9 2.8 7.9 0.0 0.0 0.0 7.6 0.0 5.7: 0.0 0.0 Old : 100.0: 59.9 83.6 18.9 2.8 7.9 0.0 0.0 0.0 7.6 0.0 5.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 22 5 4 5 0 0 0 . 0 4: Old : 38: 19 22 5 4 5 0 0 0 . 0 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.6 35.1 48.8 58.0 22.3 25.4 34.2 34.7 Old : 26.6 35.1 48.8 58.0 22.3 25.4 34.2 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 58,226: 44,974 35,539 6,574 14,128 5,811 309 2,505 9 0 0 0: 549 234 Old : 58,226: 44,974 35,539 6,574 14,128 5,811 309 2,505 9 0 0 0: 549 234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 3,755: 2,336 2,771 -590 -1,245 2,229 0 0 0 0 0 0: -220 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 61.0 11.3 24.3 10.0 0.5 4.3 0.0 0.0 0.0 0.0: 0.9 0.4 Old : 100.0: 77.2 61.0 11.3 24.3 10.0 0.5 4.3 0.0 0.0 0.0 0.0: 0.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 30 29 9 7 9 . . . 0 0 0: Old : 56: 30 29 9 7 9 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 49.2 65.8 70.8 31.4 33.3 41.9 45.9 Old : 47.2 49.2 65.8 70.8 31.4 33.3 41.9 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 22,533: 19,543 19,043 2,355 2,855 635 0 0 0 0 0 0: 0 0 Old : 22,533: 19,543 19,043 2,355 2,855 635 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 1,925: 1,605 1,480 100 80 365 0 0 0 0 0 0: -145 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.7 84.5 10.5 12.7 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 86.7 84.5 10.5 12.7 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 9 14 6 . . 0 0 0 0 0 0: Old : 24: 9 14 6 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 87.1 73.7 94.8 92.5 80.7 63.8 85.0 82.0 Old : 87.1 73.7 94.8 92.5 80.7 63.8 85.0 82.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,867: 4,602 3,385 2,833 515 842 0 225 100 100 3,750 50: 340 0 Old : 8,867: 4,602 3,385 2,833 515 842 0 225 100 100 3,750 50: 340 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 800: 650 750 150 50 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 38.2 31.9 5.8 9.5 0.0 2.5 1.1 1.1 42.3 0.6: 3.8 0.0 Old : 100.0: 51.9 38.2 31.9 5.8 9.5 0.0 2.5 1.1 1.1 42.3 0.6: 3.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 17 19 8 4 9 0 . . . . .: Old : 43: 17 19 8 4 9 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 60.4 62.0 74.3 38.9 54.6 52.8 64.3 Old : 43.9 60.4 62.0 74.3 38.9 54.6 52.8 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 22,913: 13,688 16,234 1,183 4,092 2,259 0 10 80 5,577 0 90: 36 148 Old : 22,913: 13,688 16,234 1,183 4,092 2,259 0 10 80 5,577 0 90: 36 148 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 495: -15 130 -112 163 362 -75 0 0 485 0 -160: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.7 70.9 5.2 17.9 9.9 0.0 0.0 0.3 24.3 0.0 0.4: 0.2 0.6 Old : 100.0: 59.7 70.9 5.2 17.9 9.9 0.0 0.0 0.3 24.3 0.0 0.4: 0.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 17 14 5 7 9 0 . . . 0 .: Old : 35: 17 14 5 7 9 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 53.9 68.8 73.2 51.1 49.2 59.0 61.0 Old : 54.0 53.9 68.8 73.2 51.1 49.2 59.0 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 17,942: 6,663 6,259 1,911 5,334 2,966 1,353 0 374 3,852 2,176 564: 259 269 Old : 17,942: 6,663 6,259 1,911 5,334 2,966 1,353 0 374 3,852 2,176 564: 259 269 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -1,362: -184 -1,316 12 521 -804 -50 0 0 -486 104 -6: 156 139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 34.9 10.7 29.7 16.5 7.5 0.0 2.1 21.5 12.1 3.1: 1.4 1.5 Old : 100.0: 37.1 34.9 10.7 29.7 16.5 7.5 0.0 2.1 21.5 12.1 3.1: 1.4 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 19 17 . 13 13 . 0 . . . .: Old : 50: 19 17 . 13 13 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 38.1 57.1 58.1 33.5 31.9 49.6 46.3 Old : 39.2 38.1 57.1 58.1 33.5 31.9 49.6 46.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,601: 7,146 5,881 423 2,529 546 625 0 0 0 147 231: 630 267 Old : 9,601: 7,146 5,881 423 2,529 546 625 0 0 0 147 231: 630 267 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -1,631: -2,335 -856 189 -672 3 475 -118 0 -63 -65 -45: 145 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 61.3 4.4 26.3 5.7 6.5 0.0 0.0 0.0 1.5 2.4: 6.6 2.8 Old : 100.0: 74.4 61.3 4.4 26.3 5.7 6.5 0.0 0.0 0.0 1.5 2.4: 6.6 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 16 18 5 4 4 . 0 0 0 . .: Old : 35: 16 18 5 4 4 . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 41.1 60.5 61.8 31.6 35.4 42.3 46.0 Old : 40.2 41.1 60.5 61.8 31.6 35.4 42.3 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 32,232: 6,688 21,361 7,186 2,759 5,391 2,334 186 50 8,715 853 1,152: 716 480 Old : 32,232: 6,688 21,361 7,186 2,759 5,391 2,334 186 50 8,715 853 1,152: 716 480 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -1,602: -318 -633 -310 392 -465 0 -225 0 133 -139 -502: -140 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 66.3 22.3 8.6 16.7 7.2 0.6 0.2 27.0 2.6 3.6: 2.2 1.5 Old : 100.0: 20.7 66.3 22.3 8.6 16.7 7.2 0.6 0.2 27.0 2.6 3.6: 2.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 12 16 12 7 14 . . . 7 . 4: Old : 57: 12 16 12 7 14 . . . 7 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.6 52.4 49.6 68.0 27.3 48.7 45.2 63.0 Old : 29.6 52.4 49.6 68.0 27.3 48.7 45.2 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 16,460: 9,391 11,445 2,281 894 317 1,512 309 316 0 0 0: 2,643 3,179 Old : 16,460: 9,391 11,445 2,281 894 317 1,512 309 316 0 0 0: 2,643 3,179 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -1,382: -1,893 -859 457 -557 24 0 0 0 0 0 0: 30 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 69.5 13.9 5.4 1.9 9.2 1.9 1.9 0.0 0.0 0.0: 16.1 19.3 Old : 100.0: 57.1 69.5 13.9 5.4 1.9 9.2 1.9 1.9 0.0 0.0 0.0: 16.1 19.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 13 . . . . . . 0 0 0: Old : 21: 12 13 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 58.3 59.9 73.8 38.7 51.4 56.8 63.0 Old : 38.7 58.3 59.9 73.8 38.7 51.4 56.8 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011