GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 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 : 40,862: 29,027 31,144 8,689 5,202 2,235 0 0 0 532 1,828 282: 97 171
Old : 40,862: 29,027 31,144 8,689 5,202 2,235 0 0 0 532 1,828 282: 97 171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 168: 131 251 -36 -136 -17 0 0 0 0 15 60: 30 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 76.2 21.3 12.7 5.5 0.0 0.0 0.0 1.3 4.5 0.7: 0.2 0.4
Old : 100.0: 71.0 76.2 21.3 12.7 5.5 0.0 0.0 0.0 1.3 4.5 0.7: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 26 31 8 8 14 0 0 0 . . .:
Old : 57: 26 31 8 8 14 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 34.3 52.8 54.0 24.9 24.3 36.8 33.3
Old : 33.3 34.3 52.8 54.0 24.9 24.3 36.8 33.3
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 15, 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 : 17,841: 12,312 15,646 3,832 462 1,573 0 0 0 0 0 0: 124 160
Old : 17,841: 12,312 15,646 3,832 462 1,573 0 0 0 0 0 0: 124 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -453: -577 -477 100 0 24 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 87.7 21.5 2.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.9
Old : 100.0: 69.0 87.7 21.5 2.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 23 5 . 5 0 0 0 0 0 0:
Old : 36: 19 23 5 . 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 : 42.1 48.7 69.1 77.0 39.0 45.4 62.8 65.5
Old : 42.1 48.7 69.1 77.0 39.0 45.4 62.8 65.5
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 15, 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 : 10,130: 5,837 6,406 435 324 1,632 0 0 0 205 172 281: 1,740 1,315
Old : 10,130: 5,837 6,406 435 324 1,632 0 0 0 205 172 281: 1,740 1,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 545: 454 438 -161 16 -23 0 0 0 -3 20 27: 251 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 63.2 4.3 3.2 16.1 0.0 0.0 0.0 2.0 1.7 2.8: 17.2 13.0
Old : 100.0: 57.6 63.2 4.3 3.2 16.1 0.0 0.0 0.0 2.0 1.7 2.8: 17.2 13.0
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 : 44: 22 27 7 4 11 0 0 0 . . .:
Old : 44: 22 27 7 4 11 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 : 34.2 24.9 51.3 40.1 22.6 14.4 29.8 21.8
Old : 34.2 24.9 51.3 40.1 22.6 14.4 29.8 21.8
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 15, 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 : 7,725: 3,884 6,020 1,759 42 590 0 0 0 878 240 291: 323 542
Old : 7,725: 3,884 6,020 1,759 42 590 0 0 0 878 240 291: 323 542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 453: 21 279 277 0 26 0 0 0 100 110 1: 28 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 77.9 22.8 0.5 7.6 0.0 0.0 0.0 11.4 3.1 3.8: 4.2 7.0
Old : 100.0: 50.3 77.9 22.8 0.5 7.6 0.0 0.0 0.0 11.4 3.1 3.8: 4.2 7.0
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 : 72: 38 45 14 . 16 0 0 0 5 4 4:
Old : 72: 38 45 14 . 16 0 0 0 5 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 : 29.2 21.2 43.1 32.7 24.1 20.4 35.4 28.3
Old : 29.2 21.2 43.1 32.7 24.1 20.4 35.4 28.3
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 15, 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 : 3,271: 992 1,226 261 577 388 75 0 0 500 176 374: 681 530
Old : 3,271: 992 1,226 261 577 388 75 0 0 500 176 374: 681 530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 107: 125 55 0 5 -13 0 0 0 150 60 -80: -75 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 37.5 8.0 17.6 11.9 2.3 0.0 0.0 15.3 5.4 11.4: 20.8 16.2
Old : 100.0: 30.3 37.5 8.0 17.6 11.9 2.3 0.0 0.0 15.3 5.4 11.4: 20.8 16.2
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 : 26: 11 12 . 4 6 . 0 0 . . .:
Old : 26: 11 12 . 4 6 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 46.0 58.0 66.0 30.5 34.3 39.7 44.1
Old : 41.6 46.0 58.0 66.0 30.5 34.3 39.7 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 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 : 1,682: 802 695 143 25 183 0 0 0 0 30 0: 554 749
Old : 1,682: 802 695 143 25 183 0 0 0 0 30 0: 554 749
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -376: -451 -340 53 -191 58 0 0 0 0 30 0: -36 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 41.3 8.5 1.5 10.9 0.0 0.0 0.0 0.0 1.8 0.0: 32.9 44.5
Old : 100.0: 47.7 41.3 8.5 1.5 10.9 0.0 0.0 0.0 0.0 1.8 0.0: 32.9 44.5
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 : 20: 11 10 4 . 4 0 0 0 0 . 0:
Old : 20: 11 10 4 . 4 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 29.7 45.2 43.5 23.5 20.8 34.2 24.9
Old : 26.5 29.7 45.2 43.5 23.5 20.8 34.2 24.9
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 15, 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 : 2,056: 954 1,402 381 176 187 0 0 0 45 30 0: 489 261
Old : 2,056: 954 1,402 381 176 187 0 0 0 45 30 0: 489 261
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 92: 45 105 -10 -10 10 0 0 0 0 -5 0: 47 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 68.2 18.5 8.6 9.1 0.0 0.0 0.0 2.2 1.5 0.0: 23.8 12.7
Old : 100.0: 46.4 68.2 18.5 8.6 9.1 0.0 0.0 0.0 2.2 1.5 0.0: 23.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 15 . . . 0 0 0 . . 0:
Old : 26: 16 15 . . . 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 : 34.7 49.0 53.0 68.4 26.4 39.7 35.3 49.2
Old : 34.7 49.0 53.0 68.4 26.4 39.7 35.3 49.2
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 15, 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 : 15,301: 7,544 11,106 6,614 2,865 730 0 0 0 0 0 0: 413 600
Old : 15,301: 7,544 11,106 6,614 2,865 730 0 0 0 0 0 0: 413 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 10: -55 335 -210 -600 275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 72.6 43.2 18.7 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 3.9
Old : 100.0: 49.3 72.6 43.2 18.7 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 16 . 4 . 0 0 0 0 0 0:
Old : 28: 15 16 . 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 : 66.2 52.2 82.4 79.7 64.6 41.7 72.7 65.4
Old : 66.2 52.2 82.4 79.7 64.6 41.7 72.7 65.4
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 15, 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 : 390,214: 122,137 223,754 65,639 5,254 30,416 51,273 17,315 22,080 9,782 21,702 40,895: 47,992 28,798
Old : 390,214: 122,137 223,754 65,639 5,254 30,416 51,273 17,315 22,080 9,782 21,702 40,895: 47,992 28,798
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 3,362: -1,378 4,789 3,202 3,044 -146 4,981 -726 -2,239 -113 492 -1,573: 629 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 57.3 16.8 1.3 7.8 13.1 4.4 5.7 2.5 5.6 10.5: 12.3 7.4
Old : 100.0: 31.3 57.3 16.8 1.3 7.8 13.1 4.4 5.7 2.5 5.6 10.5: 12.3 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 : 168: 51 62 19 4 19 43 10 21 11 12 19:
Old : 168: 51 62 19 4 19 43 10 21 11 12 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 25.3 29.2 38.2 11.3 13.5 18.2 19.3
Old : 17.9 25.3 29.2 38.2 11.3 13.5 18.2 19.3
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 15, 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 : 135,052: 57,284 66,752 14,846 1,335 21,697 0 0 0 47 5,848 36,208: 4,971 3,212
Old : 135,052: 57,284 66,752 14,846 1,335 21,697 0 0 0 47 5,848 36,208: 4,971 3,212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -3,626: -1,380 -2,081 164 134 -865 0 0 0 -20 790 -1,411: -113 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 49.4 11.0 1.0 16.1 0.0 0.0 0.0 0.0 4.3 26.8: 3.7 2.4
Old : 100.0: 42.4 49.4 11.0 1.0 16.1 0.0 0.0 0.0 0.0 4.3 26.8: 3.7 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 : 23: 6 6 5 . 8 0 0 0 . 7 8:
Old : 23: 6 6 5 . 8 0 0 0 . 7 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 : 58.5 64.0 79.2 82.0 11.0 9.4 11.4 12.2
Old : 58.5 64.0 79.2 82.0 11.0 9.4 11.4 12.2
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 15, 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 : 15,747: 9,061 10,978 3,221 935 2,296 0 0 100 400 754 300: 369 384
Old : 15,747: 9,061 10,978 3,221 935 2,296 0 0 100 400 754 300: 369 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 595: 295 495 300 50 -100 0 0 0 -80 -30 230: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 69.7 20.5 5.9 14.6 0.0 0.0 0.6 2.5 4.8 1.9: 2.3 2.4
Old : 100.0: 57.5 69.7 20.5 5.9 14.6 0.0 0.0 0.6 2.5 4.8 1.9: 2.3 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 : 73: 31 37 10 4 11 0 0 . 5 . .:
Old : 73: 31 37 10 4 11 0 0 . 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 : 31.7 25.0 49.6 39.8 24.2 20.9 36.8 32.0
Old : 31.7 25.0 49.6 39.8 24.2 20.9 36.8 32.0
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 15, 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 : 7,856: 4,295 5,056 2,016 1,550 320 330 0 0 350 385 245: 300 300
Old : 7,856: 4,295 5,056 2,016 1,550 320 330 0 0 350 385 245: 300 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 45: 0 0 -75 75 -30 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 64.4 25.7 19.7 4.1 4.2 0.0 0.0 4.5 4.9 3.1: 3.8 3.8
Old : 100.0: 54.7 64.4 25.7 19.7 4.1 4.2 0.0 0.0 4.5 4.9 3.1: 3.8 3.8
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 : 34: 14 10 7 5 5 . 0 0 . . .:
Old : 34: 14 10 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 : 38.8 54.8 58.2 78.9 38.8 47.4 56.6 65.0
Old : 38.8 54.8 58.2 78.9 38.8 47.4 56.6 65.0
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 15, 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 : 8,044: 5,690 5,966 41 479 212 492 0 360 593 322 317: 339 388
Old : 8,044: 5,690 5,966 41 479 212 492 0 360 593 322 317: 339 388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 182: -48 182 -42 18 40 78 -297 15 -52 21 217: -26 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 74.2 0.5 6.0 2.6 6.1 0.0 4.5 7.4 4.0 3.9: 4.2 4.8
Old : 100.0: 70.7 74.2 0.5 6.0 2.6 6.1 0.0 4.5 7.4 4.0 3.9: 4.2 4.8
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: 17 20 . . . . 0 . 4 . 4:
Old : 35: 17 20 . . . . 0 . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 48.7 76.0 65.7 31.0 24.9 39.8 34.5
Old : 54.3 48.7 76.0 65.7 31.0 24.9 39.8 34.5
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 15, 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 : 11,739: 10,898 10,558 363 234 230 0 115 60 0 382 26: 162 134
Old : 11,739: 10,898 10,558 363 234 230 0 115 60 0 382 26: 162 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 123: 273 49 -56 13 -43 -30 115 20 0 -40 5: -46 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 89.9 3.1 2.0 2.0 0.0 1.0 0.5 0.0 3.3 0.2: 1.4 1.1
Old : 100.0: 92.8 89.9 3.1 2.0 2.0 0.0 1.0 0.5 0.0 3.3 0.2: 1.4 1.1
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 : 38: 24 27 . . . 0 . . 0 . .:
Old : 38: 24 27 . . . 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 : 37.6 67.6 60.8 78.9 30.4 60.1 48.8 66.5
Old : 37.6 67.6 60.8 78.9 30.4 60.1 48.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 1,698: 981 1,412 59 155 75 0 0 0 0 55 0: 583 1
Old : 1,698: 981 1,412 59 155 75 0 0 0 0 55 0: 583 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 83.2 3.5 9.1 4.4 0.0 0.0 0.0 0.0 3.2 0.0: 34.3 0.1
Old : 100.0: 57.8 83.2 3.5 9.1 4.4 0.0 0.0 0.0 0.0 3.2 0.0: 34.3 0.1
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 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 64.4 50.8 86.5 23.3 57.7 36.2 67.6
Old : 30.2 64.4 50.8 86.5 23.3 57.7 36.2 67.6
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 15, 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 : 2,267: 1,483 1,164 0 84 6 0 90 0 0 0 0: 778 923
Old : 2,267: 1,483 1,164 0 84 6 0 90 0 0 0 0: 778 923
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 150: 40 -25 0 2 3 -56 0 -6 0 0 0: 169 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 51.3 0.0 3.7 0.3 0.0 4.0 0.0 0.0 0.0 0.0: 34.3 40.7
Old : 100.0: 65.4 51.3 0.0 3.7 0.3 0.0 4.0 0.0 0.0 0.0 0.0: 34.3 40.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 16 0 . . 0 . 0 0 0 0:
Old : 20: 16 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 : 35.9 20.7 53.5 36.9 24.7 17.4 31.9 24.8
Old : 35.9 20.7 53.5 36.9 24.7 17.4 31.9 24.8
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 15, 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 : 1,542: 853 964 84 55 48 0 0 0 38 0 12: 507 463
Old : 1,542: 853 964 84 55 48 0 0 0 38 0 12: 507 463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 102: 54 192 0 5 -3 0 0 0 13 0 2: 36 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 62.5 5.4 3.6 3.1 0.0 0.0 0.0 2.5 0.0 0.8: 32.9 30.0
Old : 100.0: 55.3 62.5 5.4 3.6 3.1 0.0 0.0 0.0 2.5 0.0 0.8: 32.9 30.0
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 : 22: 16 16 . . . 0 0 0 . 0 .:
Old : 22: 16 16 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 35.1 44.4 53.4 22.5 32.2 34.6 41.4
Old : 24.8 35.1 44.4 53.4 22.5 32.2 34.6 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 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 : 597,335: 187,480 222,448 63,100 58,306 133,812 40,941 5,314 51,204 12,796 18,562 82,576: 25,425 25,114
Old : 597,335: 187,480 222,448 63,100 58,306 133,812 40,941 5,314 51,204 12,796 18,562 82,576: 25,425 25,114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -10,738: -9,475 -6,062 -3,707 2,510 1,263 3,665 -1,353 1,100 2,626 -2,711 -10,014: 3,804 4,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 37.2 10.6 9.8 22.4 6.9 0.9 8.6 2.1 3.1 13.8: 4.3 4.2
Old : 100.0: 31.4 37.2 10.6 9.8 22.4 6.9 0.9 8.6 2.1 3.1 13.8: 4.3 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 : 127: 36 38 14 12 25 20 8 18 15 13 29:
Old : 127: 36 38 14 12 25 20 8 18 15 13 29:
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 : 21.7 15.8 33.3 28.2 9.9 8.8 15.1 14.9
Old : 21.7 15.8 33.3 28.2 9.9 8.8 15.1 14.9
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 15, 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 : 2,998,986: 362,142 603,308 218,458 353,894 797,086 293,715 22,753 350,697 111,935 64,941 733,174: 131,780 73,135
Old : 2,998,986: 362,142 603,308 218,458 353,894 797,086 293,715 22,753 350,697 111,935 64,941 733,174: 131,780 73,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -101,351: -11,442 -25,554 -8,261 -8,661 -28,481 -37,944 2,725 13,431 3,251 -7,098 -40,676: 8,771 -7,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.1 7.3 11.8 26.6 9.8 0.8 11.7 3.7 2.2 24.4: 4.4 2.4
Old : 100.0: 12.1 20.1 7.3 11.8 26.6 9.8 0.8 11.7 3.7 2.2 24.4: 4.4 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 : 439: 52 57 19 29 44 115 41 99 114 51 133:
Old : 439: 52 57 19 29 44 115 41 99 114 51 133:
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 : 17.5 14.8 26.7 26.2 7.6 6.5 10.4 10.9
Old : 17.5 14.8 26.7 26.2 7.6 6.5 10.4 10.9
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 15, 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 : 266,961: 49,948 139,149 3,892 25,751 19,821 1,872 25,195 20,996 138,956 4,419 29,815: 1,661 1,814
Old : 266,961: 49,948 139,149 3,892 25,751 19,821 1,872 25,195 20,996 138,956 4,419 29,815: 1,661 1,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 7,009: 2,675 385 108 2,349 2,331 -134 3,025 444 1,956 -813 37: -408 -748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 52.1 1.5 9.6 7.4 0.7 9.4 7.9 52.1 1.7 11.2: 0.6 0.7
Old : 100.0: 18.7 52.1 1.5 9.6 7.4 0.7 9.4 7.9 52.1 1.7 11.2: 0.6 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 : 51: 16 18 . 9 11 . 9 6 5 4 7:
Old : 51: 16 18 . 9 11 . 9 6 5 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 47.9 80.7 66.2 57.5 42.5 62.2 51.6
Old : 70.6 47.9 80.7 66.2 57.5 42.5 62.2 51.6
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 15, 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 : 223,757: 56,675 33,760 44,770 64,087 29,661 420 0 769 44,258 21,557 8,686: 38,518 65,237
Old : 223,757: 56,675 33,760 44,770 64,087 29,661 420 0 769 44,258 21,557 8,686: 38,518 65,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -102: -972 -1,658 6,624 -2,440 -3,484 0 0 0 496 4,069 379: -3,145 3,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 15.1 20.0 28.6 13.3 0.2 0.0 0.3 19.8 9.6 3.9: 17.2 29.2
Old : 100.0: 25.3 15.1 20.0 28.6 13.3 0.2 0.0 0.3 19.8 9.6 3.9: 17.2 29.2
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 : 33: 6 6 8 6 13 . 0 . 5 5 6:
Old : 33: 6 6 8 6 13 . 0 . 5 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 25.7 61.4 44.5 43.8 23.6 55.8 39.6
Old : 45.5 25.7 61.4 44.5 43.8 23.6 55.8 39.6
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 15, 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 : 139,530: 11,837 11,125 11,006 42,499 53,877 26,070 224 15,285 4,026 865 11,261: 6,169 4,395
Old : 139,530: 11,837 11,125 11,006 42,499 53,877 26,070 224 15,285 4,026 865 11,261: 6,169 4,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -15,463: -1,182 -1,444 -671 -3,647 -7,049 -3,554 180 -1,864 115 -606 220: -1,478 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.0 7.9 30.5 38.6 18.7 0.2 11.0 2.9 0.6 8.1: 4.4 3.1
Old : 100.0: 8.5 8.0 7.9 30.5 38.6 18.7 0.2 11.0 2.9 0.6 8.1: 4.4 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 : 63: 7 7 7 11 15 14 . 12 12 7 17:
Old : 63: 7 7 7 11 15 14 . 12 12 7 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 : 32.0 48.0 51.8 68.7 18.2 25.8 25.6 31.4
Old : 32.0 48.0 51.8 68.7 18.2 25.8 25.6 31.4
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 15, 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 : 627,837: 114,924 94,075 45,834 106,969 294,921 0 1,418 11,804 43,688 2,297 99,273: 17,392 17,080
Old : 627,837: 114,924 94,075 45,834 106,969 294,921 0 1,418 11,804 43,688 2,297 99,273: 17,392 17,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -51,112: -11,688 -9,771 -4,352 -12,584 -16,380 0 -601 -1,863 -7,513 237 -8,743: -573 -1,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 15.0 7.3 17.0 47.0 0.0 0.2 1.9 7.0 0.4 15.8: 2.8 2.7
Old : 100.0: 18.3 15.0 7.3 17.0 47.0 0.0 0.2 1.9 7.0 0.4 15.8: 2.8 2.7
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 : 49: 9 9 8 19 27 0 . . 11 . 12:
Old : 49: 9 9 8 19 27 0 . . 11 . 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 26.8 50.6 43.1 9.1 6.5 13.5 11.9
Old : 33.3 26.8 50.6 43.1 9.1 6.5 13.5 11.9
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 15, 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 : 38,120: 15,892 18,905 8,875 5,382 12,479 0 98 200 340 614 100: 234 342
Old : 38,120: 15,892 18,905 8,875 5,382 12,479 0 98 200 340 614 100: 234 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,165: 1,635 2,160 725 200 1,625 0 0 0 0 0 0: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 49.6 23.3 14.1 32.7 0.0 0.3 0.5 0.9 1.6 0.3: 0.6 0.9
Old : 100.0: 41.7 49.6 23.3 14.1 32.7 0.0 0.3 0.5 0.9 1.6 0.3: 0.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 22 26 9 8 9 0 . . . . .:
Old : 54: 22 26 9 8 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 : 47.9 45.7 67.0 64.1 19.2 21.6 27.8 28.1
Old : 47.9 45.7 67.0 64.1 19.2 21.6 27.8 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 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 : 89,119: 9,082 3,989 39,516 18,514 26,254 5,582 21,498 1,731 0 8,694 2,770: 4,184 5,669
Old : 89,119: 9,082 3,989 39,516 18,514 26,254 5,582 21,498 1,731 0 8,694 2,770: 4,184 5,669
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -585: 35 31 2,656 1,337 -1,185 -1,307 -1,123 -802 0 777 0: 18 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 4.5 44.3 20.8 29.5 6.3 24.1 1.9 0.0 9.8 3.1: 4.7 6.4
Old : 100.0: 10.2 4.5 44.3 20.8 29.5 6.3 24.1 1.9 0.0 9.8 3.1: 4.7 6.4
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 : 42: 6 5 12 8 16 5 5 6 0 5 4:
Old : 42: 6 5 12 8 16 5 5 6 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 : 48.9 43.1 64.8 62.4 35.3 34.7 46.9 45.0
Old : 48.9 43.1 64.8 62.4 35.3 34.7 46.9 45.0
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 15, 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 : 33,896: 950 3,416 8,858 12,255 10,470 3,837 93 2,157 1,168 0 2,113: 4,343 3,392
Old : 33,896: 950 3,416 8,858 12,255 10,470 3,837 93 2,157 1,168 0 2,113: 4,343 3,392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 624: 0 0 1,382 1,234 930 -1,761 -1,668 -40 35 0 -17: 95 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 10.1 26.1 36.2 30.9 11.3 0.3 6.4 3.4 0.0 6.2: 12.8 10.0
Old : 100.0: 2.8 10.1 26.1 36.2 30.9 11.3 0.3 6.4 3.4 0.0 6.2: 12.8 10.0
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: . 4 7 6 11 4 . . . 0 .:
Old : 25: . 4 7 6 11 4 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 45.8 60.5 65.8 23.7 35.0 35.3 43.9
Old : 42.5 45.8 60.5 65.8 23.7 35.0 35.3 43.9
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 15, 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 : 12,545: 3,839 3,855 2,845 4,204 4,036 1,675 369 0 114 0 0: 36 81
Old : 12,545: 3,839 3,855 2,845 4,204 4,036 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: March 8, 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: 30.6 30.7 22.7 33.5 32.2 13.4 2.9 0.0 0.9 0.0 0.0: 0.3 0.6
Old : 100.0: 30.6 30.7 22.7 33.5 32.2 13.4 2.9 0.0 0.9 0.0 0.0: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.6 55.1 78.3 79.6 43.1 44.2 56.4 58.1
Old : 51.6 55.1 78.3 79.6 43.1 44.2 56.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 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 : 20,233: 1,388 2,957 242 3,166 5,183 4,624 1,007 3,069 1,208 1,079 1,338: 3,182 2,435
Old : 20,233: 1,388 2,957 242 3,166 5,183 4,624 1,007 3,069 1,208 1,079 1,338: 3,182 2,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 595: 15 195 -602 -367 737 388 157 1,147 -370 -322 -598: -122 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 14.6 1.2 15.6 25.6 22.9 5.0 15.2 6.0 5.3 6.6: 15.7 12.0
Old : 100.0: 6.9 14.6 1.2 15.6 25.6 22.9 5.0 15.2 6.0 5.3 6.6: 15.7 12.0
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 : 22: . . . 5 7 5 . 6 . . .:
Old : 22: . . . 5 7 5 . 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 38.8 60.0 61.5 25.2 22.2 30.0 31.7
Old : 42.7 38.8 60.0 61.5 25.2 22.2 30.0 31.7
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 15, 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 : 9,199: 1,077 905 2,223 1,130 4,577 272 30 89 0 909 356: 606 1,202
Old : 9,199: 1,077 905 2,223 1,130 4,577 272 30 89 0 909 356: 606 1,202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -3,068: -422 -219 -816 -437 -585 -469 -763 -472 -101 -236 -74: -130 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.8 24.2 12.3 49.8 3.0 0.3 1.0 0.0 9.9 3.9: 6.6 13.1
Old : 100.0: 11.7 9.8 24.2 12.3 49.8 3.0 0.3 1.0 0.0 9.9 3.9: 6.6 13.1
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 : 21: . . 5 5 9 . . . 0 5 .:
Old : 21: . . 5 5 9 . . . 0 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 : 51.0 40.5 76.7 62.7 28.1 19.6 33.4 25.6
Old : 51.0 40.5 76.7 62.7 28.1 19.6 33.4 25.6
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 15, 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 : 304,204: 109,353 213,270 39,902 7,954 20,860 61,927 5,399 15,237 13,233 8,763 17,563: 26,129 15,158
Old : 304,204: 109,353 213,270 39,902 7,954 20,860 61,927 5,399 15,237 13,233 8,763 17,563: 26,129 15,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -4,756: -1,365 -5,638 -103 790 937 -1,862 -2,919 2,537 459 2,204 -2,917: -2,444 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 70.1 13.1 2.6 6.9 20.4 1.8 5.0 4.4 2.9 5.8: 8.6 5.0
Old : 100.0: 35.9 70.1 13.1 2.6 6.9 20.4 1.8 5.0 4.4 2.9 5.8: 8.6 5.0
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 : 193: 56 74 17 7 17 58 7 29 14 11 13:
Old : 193: 56 74 17 7 17 58 7 29 14 11 13:
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 : 22.8 25.8 32.9 37.6 11.8 11.4 19.1 18.7
Old : 22.8 25.8 32.9 37.6 11.8 11.4 19.1 18.7
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 15, 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 : 29,071: 14,355 21,125 3,323 1,934 175 2,325 403 114 4,560 140 430: 3,789 4,750
Old : 29,071: 14,355 21,125 3,323 1,934 175 2,325 403 114 4,560 140 430: 3,789 4,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 3,948: 1,559 4,358 278 0 0 0 -58 0 2,765 -250 -62: -592 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 72.7 11.4 6.7 0.6 8.0 1.4 0.4 15.7 0.5 1.5: 13.0 16.3
Old : 100.0: 49.4 72.7 11.4 6.7 0.6 8.0 1.4 0.4 15.7 0.5 1.5: 13.0 16.3
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 : 36: 14 19 4 . . . . . . . .:
Old : 36: 14 19 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 : 41.8 42.7 57.6 63.1 39.7 40.3 55.5 59.2
Old : 41.8 42.7 57.6 63.1 39.7 40.3 55.5 59.2
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 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,018: 2,934 4,083 814 75 660 0 0 0 460 50 150: 0 0
Old : 5,018: 2,934 4,083 814 75 660 0 0 0 460 50 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 150: -82 -50 50 0 200 0 0 0 0 0 0: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 81.4 16.2 1.5 13.2 0.0 0.0 0.0 9.2 1.0 3.0: 0.0 0.0
Old : 100.0: 58.5 81.4 16.2 1.5 13.2 0.0 0.0 0.0 9.2 1.0 3.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 14 18 4 . 6 0 0 0 . . .:
Old : 34: 14 18 4 . 6 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 41.6 58.0 62.8 28.8 28.4 45.3 41.7
Old : 34.2 41.6 58.0 62.8 28.8 28.4 45.3 41.7
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 15, 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 : 53,555: 42,094 33,888 4,647 11,802 5,332 783 2,281 8 0 0 0: 691 244
Old : 53,555: 42,094 33,888 4,647 11,802 5,332 783 2,281 8 0 0 0: 691 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 2,238: 2,467 1,912 -980 -250 580 136 0 0 0 0 0: 35 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 63.3 8.7 22.0 10.0 1.5 4.3 0.0 0.0 0.0 0.0: 1.3 0.5
Old : 100.0: 78.6 63.3 8.7 22.0 10.0 1.5 4.3 0.0 0.0 0.0 0.0: 1.3 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 : 53: 25 29 9 7 7 . . . 0 0 0:
Old : 53: 25 29 9 7 7 . . . 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 : 50.5 55.1 69.2 72.9 44.1 39.4 50.5 53.2
Old : 50.5 55.1 69.2 72.9 44.1 39.4 50.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 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 : 11,880: 7,095 11,455 3,990 0 425 0 0 0 0 0 0: 370 0
Old : 11,880: 7,095 11,455 3,990 0 425 0 0 0 0 0 0: 370 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 96.4 33.6 0.0 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.0
Old : 100.0: 59.7 96.4 33.6 0.0 3.6 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 : 20: 13 6 4 0 . 0 0 0 0 0 0:
Old : 20: 13 6 4 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 96.8 85.8 100.0 55.8 93.1 79.5 93.1
Old : 60.4 96.8 85.8 100.0 55.8 93.1 79.5 93.1
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 15, 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 : 20,585: 17,874 17,210 2,061 2,850 525 0 0 0 0 0 0: 125 0
Old : 20,585: 17,874 17,210 2,061 2,850 525 0 0 0 0 0 0: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 340: 255 430 25 -25 -65 0 0 0 0 0 0: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 83.6 10.0 13.8 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 86.8 83.6 10.0 13.8 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 6 . . 0 0 0 0 0 0:
Old : 23: 11 12 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 : 82.8 81.9 92.5 97.7 75.8 69.5 81.3 81.9
Old : 82.8 81.9 92.5 97.7 75.8 69.5 81.3 81.9
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 15, 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 : 7,922: 4,214 2,915 2,546 725 682 0 225 50 75 3,300 25: 330 0
Old : 7,922: 4,214 2,915 2,546 725 682 0 225 50 75 3,300 25: 330 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 112: 212 -63 -100 200 0 0 0 0 25 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 36.8 32.1 9.2 8.6 0.0 2.8 0.6 0.9 41.7 0.3: 4.2 0.0
Old : 100.0: 53.2 36.8 32.1 9.2 8.6 0.0 2.8 0.6 0.9 41.7 0.3: 4.2 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 : 42: 15 20 7 . 7 0 . . . . .:
Old : 42: 15 20 7 . 7 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 63.7 69.6 76.3 41.7 58.1 56.6 67.2
Old : 46.9 63.7 69.6 76.3 41.7 58.1 56.6 67.2
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 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,561: 9,351 8,669 755 2,746 1,778 0 50 40 1,320 0 90: 227 188
Old : 13,561: 9,351 8,669 755 2,746 1,778 0 50 40 1,320 0 90: 227 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 54: -56 39 0 -150 150 0 0 0 -25 0 0: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 63.9 5.6 20.2 13.1 0.0 0.4 0.3 9.7 0.0 0.7: 1.7 1.4
Old : 100.0: 69.0 63.9 5.6 20.2 13.1 0.0 0.4 0.3 9.7 0.0 0.7: 1.7 1.4
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 : 32: 16 11 5 6 8 0 . . . 0 .:
Old : 32: 16 11 5 6 8 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 : 35.2 63.8 62.1 86.4 32.0 55.8 51.8 65.0
Old : 35.2 63.8 62.1 86.4 32.0 55.8 51.8 65.0
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 15, 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 : 16,575: 7,794 7,036 3,258 4,302 2,198 1,624 0 74 822 2,164 546: 259 255
Old : 16,575: 7,794 7,036 3,258 4,302 2,198 1,624 0 74 822 2,164 546: 259 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 573: 497 361 21 26 102 -29 0 0 0 116 -18: 0 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 42.4 19.7 26.0 13.3 9.8 0.0 0.4 5.0 13.1 3.3: 1.6 1.5
Old : 100.0: 47.0 42.4 19.7 26.0 13.3 9.8 0.0 0.4 5.0 13.1 3.3: 1.6 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 : 51: 19 18 5 11 12 . 0 . . . .:
Old : 51: 19 18 5 11 12 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 37.5 48.2 58.8 27.7 36.2 46.1 52.9
Old : 28.2 37.5 48.2 58.8 27.7 36.2 46.1 52.9
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 15, 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 : 11,489: 8,142 7,149 378 2,638 810 1,239 0 23 0 401 150: 747 318
Old : 11,489: 8,142 7,149 378 2,638 810 1,239 0 23 0 401 150: 747 318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,099: 747 731 -135 189 165 218 0 23 0 75 0: 81 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 62.2 3.3 23.0 7.1 10.8 0.0 0.2 0.0 3.5 1.3: 6.5 2.8
Old : 100.0: 70.9 62.2 3.3 23.0 7.1 10.8 0.0 0.2 0.0 3.5 1.3: 6.5 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 : 36: 20 21 . 6 6 . 0 . 0 . .:
Old : 36: 20 21 . 6 6 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 35.2 58.4 54.2 29.4 27.6 39.0 37.4
Old : 37.4 35.2 58.4 54.2 29.4 27.6 39.0 37.4
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 15, 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 : 31,783: 6,355 21,601 7,336 2,258 5,543 2,334 0 100 8,487 853 1,152: 476 276
Old : 31,783: 6,355 21,601 7,336 2,258 5,543 2,334 0 100 8,487 853 1,152: 476 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 24: -78 222 150 -150 102 -375 0 0 225 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 68.0 23.1 7.1 17.4 7.3 0.0 0.3 26.7 2.7 3.6: 1.5 0.9
Old : 100.0: 20.0 68.0 23.1 7.1 17.4 7.3 0.0 0.3 26.7 2.7 3.6: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 13 17 12 7 15 . 0 . 6 . 4:
Old : 56: 13 17 12 7 15 . 0 . 6 . 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 : 29.1 54.6 49.8 69.2 26.7 49.9 45.7 64.4
Old : 29.1 54.6 49.8 69.2 26.7 49.9 45.7 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 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 : 17,969: 10,855 12,957 1,642 669 775 1,512 203 316 0 0 0: 2,869 3,049
Old : 17,969: 10,855 12,957 1,642 669 775 1,512 203 316 0 0 0: 2,869 3,049
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 991: 511 1,247 -126 -138 172 -13 203 13 0 0 0: 434 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 72.1 9.1 3.7 4.3 8.4 1.1 1.8 0.0 0.0 0.0: 16.0 17.0
Old : 100.0: 60.4 72.1 9.1 3.7 4.3 8.4 1.1 1.8 0.0 0.0 0.0: 16.0 17.0
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 : 22: 12 14 . . 4 . . . 0 0 0:
Old : 22: 12 14 . . 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 57.5 61.8 72.3 42.7 49.9 58.5 63.0
Old : 42.9 57.5 61.8 72.3 42.7 49.9 58.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011