Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 50,375 : : Positions : : 37,349 34,521 9,733 6,665 2,524 0 0 0 577 6,388 85 : : : : Changes from: February 22, 2011 : : 1,795 261 86 1,235 -78 0 0 0 0 391 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 68.5 19.3 13.2 5.0 0.0 0.0 0.0 1.1 12.7 0.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 36 8 8 15 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 22,595 : : Positions : : 15,801 20,098 4,807 458 1,854 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : -363 255 618 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 88.9 21.3 2.0 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 25 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 11,496 : : Positions : : 5,913 7,261 750 482 1,887 0 0 0 1,195 345 280 : : : : Changes from: February 22, 2011 : : 340 603 104 -32 -62 0 0 0 50 15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 63.2 6.5 4.2 16.4 0.0 0.0 0.0 10.4 3.0 2.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 30 7 6 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 9,012 : : Positions : : 5,050 7,029 1,650 91 595 0 0 0 684 160 473 : : : : Changes from: February 22, 2011 : : 456 609 85 10 31 0 0 0 -28 10 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 78.0 18.3 1.0 6.6 0.0 0.0 0.0 7.6 1.8 5.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 38 45 10 . 11 0 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,871 : : Positions : : 1,160 1,683 250 762 425 305 0 10 385 12 543 : : : : Changes from: February 22, 2011 : : -52 57 -30 130 20 0 0 0 190 -44 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 43.5 6.5 19.7 11.0 7.9 0.0 0.3 9.9 0.3 14.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . 6 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,058 : : Positions : : 1,253 1,035 90 216 125 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : 10 50 0 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 50.3 4.4 10.5 6.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,536 : : Positions : : 1,255 1,762 457 109 251 0 0 0 25 15 80 : : : : Changes from: February 22, 2011 : : 172 60 -14 109 -1 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 69.5 18.0 4.3 9.9 0.0 0.0 0.0 1.0 0.6 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 3,914 : : Positions : : 3,549 3,299 334 590 25 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : 102 267 165 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 84.3 8.5 15.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 19,274 : : Positions : : 9,754 15,524 8,337 3,160 590 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : 280 1,088 765 115 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 80.5 43.3 16.4 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 379,495 : : Positions : : 117,392 211,035 62,136 2,411 29,676 47,084 21,164 21,048 9,560 20,113 44,594 : : : : Changes from: February 22, 2011 : : -8,125 -21,626 -1,285 1,501 -5,771 -3,485 2,314 -4,293 -21 3,226 -13,379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 55.6 16.4 0.6 7.8 12.4 5.6 5.5 2.5 5.3 11.8 : : : : Number of Traders in Each Category Total Traders: 166 : : 49 62 17 . 16 44 10 21 9 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 133,440 : : Positions : : 55,353 66,234 15,127 992 21,221 0 0 0 177 4,859 36,832 : : : : Changes from: February 22, 2011 : : 785 1,049 -561 -466 1,027 0 0 0 -236 -949 1,917 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 49.6 11.3 0.7 15.9 0.0 0.0 0.0 0.1 3.6 27.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 6 5 . 8 0 0 0 . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 19,423 : : Positions : : 11,761 13,634 3,670 1,442 2,604 150 0 100 170 660 380 : : : : Changes from: February 22, 2011 : : 561 781 -137 -150 808 0 0 0 100 25 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 70.2 18.9 7.4 13.4 0.8 0.0 0.5 0.9 3.4 2.0 : : : : Number of Traders in Each Category Total Traders: 74 : : 37 45 7 6 13 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,331 : : Positions : : 3,995 4,456 2,091 1,475 350 0 300 0 350 205 245 : : : : Changes from: February 22, 2011 : : -250 -185 80 -185 -140 0 0 0 -150 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 60.8 28.5 20.1 4.8 0.0 4.1 0.0 4.8 2.8 3.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 9 7 5 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,775 : : Positions : : 1,525 1,100 200 375 50 0 150 0 0 50 0 : : : : Changes from: February 22, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 62.0 11.3 21.1 2.8 0.0 8.5 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 8,182 : : Positions : : 6,267 6,128 23 416 169 324 205 289 436 265 367 : : : : Changes from: February 22, 2011 : : -4 1 -6 129 47 224 -48 70 -183 -37 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 74.9 0.3 5.1 2.1 4.0 2.5 3.5 5.3 3.2 4.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 24 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 10,948 : : Positions : : 10,021 9,831 411 96 229 0 0 0 0 533 0 : : : : Changes from: February 22, 2011 : : -1,198 -832 -98 -182 68 -50 0 -60 0 -307 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 89.8 3.8 0.9 2.1 0.0 0.0 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,563 : : Positions : : 1,900 1,594 0 0 0 50 90 24 0 0 0 : : : : Changes from: February 22, 2011 : : 8 38 0 0 0 -12 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 62.2 0.0 0.0 0.0 2.0 3.5 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 18 0 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,945 : : Positions : : 1,052 1,090 124 49 51 0 0 0 92 33 21 : : : : Changes from: February 22, 2011 : : 124 -129 0 0 0 0 0 0 0 7 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 56.0 6.4 2.5 2.6 0.0 0.0 0.0 4.7 1.7 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 621,079 : : Positions : : 202,533 247,336 72,939 58,540 125,749 35,573 9,457 46,705 15,535 15,982 93,288 : : : : Changes from: February 22, 2011 : : 12,557 -4,432 -12,822 -2,726 4,669 -2,156 3,657 927 830 1,272 3,735 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 39.8 11.7 9.4 20.2 5.7 1.5 7.5 2.5 2.6 15.0 : : : : Number of Traders in Each Category Total Traders: 138 : : 40 41 14 13 26 15 10 16 22 14 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,940,658 : : Positions : : 366,685 622,452 225,422 353,408 774,788 323,981 18,573 314,851 106,138 75,871 703,076 : : : : Changes from: February 22, 2011 : : -13,823 15,718 -8,435 25,506 47,558 46,854 -17,982 27,246 2,348 11,591 70,723 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 21.2 7.7 12.0 26.3 11.0 0.6 10.7 3.6 2.6 23.9 : : : : Number of Traders in Each Category Total Traders: 426 : : 50 58 14 33 41 118 33 94 94 61 124 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 266,487 : : Positions : : 53,595 136,778 3,686 23,682 18,737 3,299 23,723 18,232 132,183 7,006 34,773 : : : : Changes from: February 22, 2011 : : -1,141 4,547 67 505 1,909 2,280 2,586 1,494 5,662 -609 519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 51.3 1.4 8.9 7.0 1.2 8.9 6.8 49.6 2.6 13.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 14 16 . 10 11 . 7 5 5 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 218,750 : : Positions : : 54,793 36,048 38,173 64,956 32,736 762 0 519 42,451 14,532 8,313 : : : : Changes from: February 22, 2011 : : -3,924 -428 -11,728 -6,569 -347 11 0 -11 5,502 -2,178 -1,860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 16.5 17.5 29.7 15.0 0.3 0.0 0.2 19.4 6.6 3.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 7 7 7 7 14 . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 137,744 : : Positions : : 12,584 12,033 11,038 42,198 53,233 28,105 41 15,741 3,745 1,121 7,687 : : : : Changes from: February 22, 2011 : : 623 582 1,105 1,935 5,203 903 -138 818 1,460 177 391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 8.7 8.0 30.6 38.6 20.4 0.0 11.4 2.7 0.8 5.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 8 8 6 12 15 15 . 11 10 6 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 631,149 : : Positions : : 116,582 94,088 48,755 109,031 292,377 0 2,462 11,844 44,017 2,569 99,030 : : : : Changes from: February 22, 2011 : : 5,805 2,658 -1,609 7,399 5,498 0 96 325 4,683 -1,738 2,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 14.9 7.7 17.3 46.3 0.0 0.4 1.9 7.0 0.4 15.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 8 8 7 19 26 0 . . 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 32,453 : : Positions : : 14,030 15,765 7,350 4,500 10,454 0 98 200 265 1,174 100 : : : : Changes from: February 22, 2011 : : -1,806 -3,160 1,320 3,273 -2,163 0 -98 200 -140 -610 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 48.6 22.6 13.9 32.2 0.0 0.3 0.6 0.8 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 19 22 9 7 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 87,660 : : Positions : : 9,147 3,958 37,061 15,842 27,269 5,582 22,321 1,733 0 7,919 2,769 : : : : Changes from: February 22, 2011 : : -6 0 -2,301 352 351 1,131 -1,860 -282 0 977 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 4.5 42.3 18.1 31.1 6.4 25.5 2.0 0.0 9.0 3.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 5 13 7 16 5 6 7 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 31,997 : : Positions : : 950 3,416 6,736 11,923 9,549 5,606 53 1,965 1,088 0 2,154 : : : : Changes from: February 22, 2011 : : 0 0 -272 -740 1,345 -1,498 0 0 88 0 2,154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 10.7 21.1 37.3 29.8 17.5 0.2 6.1 3.4 0.0 6.7 : : : : Number of Traders in Each Category Total Traders: 27 : : . 4 8 5 11 6 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 12,245 : : Positions : : 3,839 3,780 2,470 3,904 4,111 1,675 369 0 114 0 0 : : : : Changes from: February 22, 2011 : : -1,019 -50 435 -2,284 -305 -1,975 -375 0 -186 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 30.9 20.2 31.9 33.6 13.7 3.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 6 9 7 8 9 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 11,348 : : Positions : : 1,234 1,194 2,262 1,293 4,832 1,073 766 481 194 444 421 : : : : Changes from: February 22, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 10.5 19.9 11.4 42.6 9.5 6.7 4.2 1.7 3.9 3.7 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 4 5 8 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 312,839 : : Positions : : 115,751 222,555 40,764 6,963 19,985 60,222 10,652 13,963 13,049 3,933 21,260 : : : : Changes from: February 22, 2011 : : -2,028 -4,901 -37 99 -901 -2,048 846 -208 5 93 -629 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 71.1 13.0 2.2 6.4 19.3 3.4 4.5 4.2 1.3 6.8 : : : : Number of Traders in Each Category Total Traders: 198 : : 47 74 16 6 17 60 10 28 14 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,024 : : Positions : : 12,880 14,133 2,949 1,769 60 2,325 461 114 97 532 1,170 : : : : Changes from: February 22, 2011 : : -372 -829 298 166 -65 0 -762 39 25 -116 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 61.4 12.8 7.7 0.3 10.1 2.0 0.5 0.4 2.3 5.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 7,228 : : Positions : : 4,331 6,040 1,363 204 574 0 0 0 550 0 410 : : : : Changes from: February 22, 2011 : : 150 300 -50 0 0 0 0 0 200 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 83.6 18.9 2.8 7.9 0.0 0.0 0.0 7.6 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 5 4 5 0 0 0 . 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 58,226 : : Positions : : 44,974 35,539 6,574 14,128 5,811 309 2,505 9 0 0 0 : : : : Changes from: February 22, 2011 : : 2,336 2,771 -590 -1,245 2,229 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 61.0 11.3 24.3 10.0 0.5 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 29 9 7 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 22,533 : : Positions : : 19,543 19,043 2,355 2,855 635 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : 1,605 1,480 100 80 365 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 84.5 10.5 12.7 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 14 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 8,867 : : Positions : : 4,602 3,385 2,833 515 842 0 225 100 100 3,750 50 : : : : Changes from: February 22, 2011 : : 650 750 150 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 38.2 31.9 5.8 9.5 0.0 2.5 1.1 1.1 42.3 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 19 8 4 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 22,913 : : Positions : : 13,688 16,234 1,183 4,092 2,259 0 10 80 5,577 0 90 : : : : Changes from: February 22, 2011 : : -15 130 -112 163 362 -75 0 0 485 0 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 70.9 5.2 17.9 9.9 0.0 0.0 0.3 24.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 14 5 7 9 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 17,942 : : Positions : : 6,663 6,259 1,911 5,334 2,966 1,353 0 374 3,852 2,176 564 : : : : Changes from: February 22, 2011 : : -184 -1,316 12 521 -804 -50 0 0 -486 104 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 34.9 10.7 29.7 16.5 7.5 0.0 2.1 21.5 12.1 3.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 17 . 13 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 9,601 : : Positions : : 7,146 5,881 423 2,529 546 625 0 0 0 147 231 : : : : Changes from: February 22, 2011 : : -2,335 -856 189 -672 3 475 -118 0 -63 -65 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 61.3 4.4 26.3 5.7 6.5 0.0 0.0 0.0 1.5 2.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 5 4 4 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 32,232 : : Positions : : 6,688 21,361 7,186 2,759 5,391 2,334 186 50 8,715 853 1,152 : : : : Changes from: February 22, 2011 : : -318 -633 -310 392 -465 0 -225 0 133 -139 -502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 66.3 22.3 8.6 16.7 7.2 0.6 0.2 27.0 2.6 3.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 12 16 12 7 14 . . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 16,460 : : Positions : : 9,391 11,445 2,281 894 317 1,512 309 316 0 0 0 : : : : Changes from: February 22, 2011 : : -1,893 -859 457 -557 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 69.5 13.9 5.4 1.9 9.2 1.9 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 4, 2011