Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 40,694 : : Positions : : 28,896 30,893 8,725 5,338 2,252 0 0 0 532 1,813 222 : : : : Changes from: March 1, 2011 : : -8,453 -3,628 -1,008 -1,327 -272 0 0 0 -45 -4,575 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 75.9 21.4 13.1 5.5 0.0 0.0 0.0 1.3 4.5 0.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 26 32 8 8 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 18,294 : : Positions : : 12,889 16,123 3,732 462 1,549 0 0 0 0 0 0 : : : : Changes from: March 1, 2011 : : -2,912 -3,975 -1,075 4 -305 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 88.1 20.4 2.5 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 23 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 9,585 : : Positions : : 5,383 5,968 596 308 1,655 0 0 0 208 152 254 : : : : Changes from: March 1, 2011 : : -530 -1,293 -154 -174 -232 0 0 0 -987 -193 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 62.3 6.2 3.2 17.3 0.0 0.0 0.0 2.2 1.6 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 25 8 4 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 7,272 : : Positions : : 3,863 5,741 1,482 42 564 0 0 0 778 130 290 : : : : Changes from: March 1, 2011 : : -1,187 -1,288 -168 -49 -31 0 0 0 94 -30 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 78.9 20.4 0.6 7.8 0.0 0.0 0.0 10.7 1.8 4.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 45 13 . 13 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 3,164 : : Positions : : 867 1,171 261 572 401 75 0 0 350 116 454 : : : : Changes from: March 1, 2011 : : -293 -512 11 -190 -24 -230 0 -10 -35 104 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 37.0 8.2 18.1 12.7 2.4 0.0 0.0 11.1 3.7 14.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 1,964 : : Positions : : 909 1,297 391 186 177 0 0 0 45 35 0 : : : : Changes from: March 1, 2011 : : -346 -465 -66 77 -74 0 0 0 20 20 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 66.0 19.9 9.5 9.0 0.0 0.0 0.0 2.3 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 15,291 : : Positions : : 7,599 10,771 6,824 3,465 455 0 0 0 0 0 0 : : : : Changes from: March 1, 2011 : : -2,155 -4,753 -1,513 305 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 70.4 44.6 22.7 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 386,852 : : Positions : : 123,515 218,965 62,437 2,210 30,563 46,292 18,041 24,319 9,895 21,210 42,468 : : : : Changes from: March 1, 2011 : : 6,123 7,930 301 -201 887 -792 -3,123 3,271 335 1,096 -2,126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 56.6 16.1 0.6 7.9 12.0 4.7 6.3 2.6 5.5 11.0 : : : : Number of Traders in Each Category Total Traders: 163 : : 50 61 17 . 16 43 10 21 9 16 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 138,678 : : Positions : : 58,664 68,833 14,683 1,201 22,562 0 0 0 67 5,058 37,619 : : : : Changes from: March 1, 2011 : : 3,311 2,599 -445 209 1,340 0 0 0 -109 199 787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 49.6 10.6 0.9 16.3 0.0 0.0 0.0 0.0 3.6 27.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 6 5 . 8 0 0 0 . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 15,152 : : Positions : : 8,766 10,483 2,921 885 2,396 0 0 100 480 784 70 : : : : Changes from: March 1, 2011 : : -2,995 -3,151 -749 -557 -208 -150 0 0 310 124 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 69.2 19.3 5.8 15.8 0.0 0.0 0.7 3.2 5.2 0.5 : : : : Number of Traders in Each Category Total Traders: 72 : : 31 36 9 4 11 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 7,811 : : Positions : : 4,295 5,056 2,091 1,475 350 180 0 0 350 385 245 : : : : Changes from: March 1, 2011 : : 300 600 0 0 0 180 -300 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 64.7 26.8 18.9 4.5 2.3 0.0 0.0 4.5 4.9 3.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 10 7 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,862 : : Positions : : 5,738 5,784 83 461 172 414 297 345 645 301 100 : : : : Changes from: March 1, 2011 : : -529 -344 60 45 3 90 92 56 209 36 -267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 73.6 1.1 5.9 2.2 5.3 3.8 4.4 8.2 3.8 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 11,616 : : Positions : : 10,625 10,509 419 221 273 30 0 40 0 422 21 : : : : Changes from: March 1, 2011 : : 604 678 8 125 44 30 0 40 0 -111 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 90.5 3.6 1.9 2.4 0.3 0.0 0.3 0.0 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 27 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 2,117 : : Positions : : 1,443 1,189 0 82 3 56 90 6 0 0 0 : : : : Changes from: March 1, 2011 : : -457 -405 0 82 3 6 0 -18 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 56.2 0.0 3.9 0.1 2.6 4.3 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 16 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 1,440 : : Positions : : 799 772 84 50 51 0 0 0 25 0 10 : : : : Changes from: March 1, 2011 : : -253 -318 -40 1 0 0 0 0 -67 -33 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 53.6 5.8 3.5 3.5 0.0 0.0 0.0 1.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 608,073 : : Positions : : 196,955 228,509 66,808 55,796 132,548 37,276 6,667 50,104 10,170 21,273 92,590 : : : : Changes from: March 1, 2011 : : -5,578 -18,827 -6,131 -2,744 6,800 1,704 -2,790 3,399 -5,365 5,291 -697 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 37.6 11.0 9.2 21.8 6.1 1.1 8.2 1.7 3.5 15.2 : : : : Number of Traders in Each Category Total Traders: 134 : : 37 40 15 12 26 19 8 18 18 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 3,100,337 : : Positions : : 373,585 628,863 226,719 362,555 825,567 331,659 20,027 337,265 108,685 72,039 773,850 : : : : Changes from: March 1, 2011 : : 6,900 6,410 1,298 9,147 50,779 7,678 1,454 22,414 2,547 -3,832 70,774 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 20.3 7.3 11.7 26.6 10.7 0.6 10.9 3.5 2.3 25.0 : : : : Number of Traders in Each Category Total Traders: 439 : : 53 59 16 32 41 120 31 96 105 58 130 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 259,953 : : Positions : : 47,273 138,764 3,784 23,402 17,490 2,005 22,170 20,552 137,000 5,233 29,779 : : : : Changes from: March 1, 2011 : : -6,322 1,986 98 -280 -1,247 -1,294 -1,553 2,320 4,817 -1,773 -4,994 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 53.4 1.5 9.0 6.7 0.8 8.5 7.9 52.7 2.0 11.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 17 . 9 11 . 9 6 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 223,859 : : Positions : : 57,647 35,418 38,146 66,527 33,145 420 0 769 43,762 17,488 8,307 : : : : Changes from: March 1, 2011 : : 2,854 -630 -27 1,571 409 -342 0 250 1,311 2,956 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 15.8 17.0 29.7 14.8 0.2 0.0 0.3 19.5 7.8 3.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 7 7 7 7 13 . 0 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 154,993 : : Positions : : 13,020 12,570 11,676 46,146 60,926 29,624 43 17,149 3,911 1,471 11,040 : : : : Changes from: March 1, 2011 : : 436 537 639 3,948 7,693 1,518 2 1,408 166 350 3,354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 8.1 7.5 29.8 39.3 19.1 0.0 11.1 2.5 0.9 7.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 7 7 8 10 15 17 . 11 9 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 678,948 : : Positions : : 126,612 103,845 50,186 119,553 311,301 0 2,019 13,667 51,201 2,060 108,016 : : : : Changes from: March 1, 2011 : : 10,030 9,757 1,431 10,521 18,924 0 -442 1,823 7,184 -509 8,987 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 15.3 7.4 17.6 45.9 0.0 0.3 2.0 7.5 0.3 15.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 9 9 8 19 27 0 . . 11 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 33,955 : : Positions : : 14,257 16,745 8,150 5,182 10,854 0 98 200 340 614 100 : : : : Changes from: March 1, 2011 : : 227 980 800 682 400 0 0 0 75 -560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 49.3 24.0 15.3 32.0 0.0 0.3 0.6 1.0 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 24 9 8 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 89,704 : : Positions : : 9,047 3,958 36,860 17,177 27,439 6,889 22,621 2,533 0 7,917 2,770 : : : : Changes from: March 1, 2011 : : -100 0 -201 1,335 170 1,307 300 800 0 -2 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 4.4 41.1 19.1 30.6 7.7 25.2 2.8 0.0 8.8 3.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 6 5 13 7 16 6 6 8 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 33,272 : : Positions : : 950 3,416 7,476 11,021 9,540 5,598 1,761 2,197 1,133 0 2,130 : : : : Changes from: March 1, 2011 : : 0 0 740 -902 -9 -8 1,708 232 45 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 10.3 22.5 33.1 28.7 16.8 5.3 6.6 3.4 0.0 6.4 : : : : Number of Traders in Each Category Total Traders: 26 : : . 4 8 5 11 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 12,545 : : Positions : : 3,839 3,855 2,845 4,204 4,036 1,675 369 0 114 0 0 : : : : Changes from: March 1, 2011 : : 0 75 375 300 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 30.7 22.7 33.5 32.2 13.4 2.9 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 8, 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 CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 19,639 : : Positions : : 1,372 2,762 844 3,532 4,447 4,236 850 1,922 1,578 1,401 1,935 : : : : Changes from: March 1, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 14.1 4.3 18.0 22.6 21.6 4.3 9.8 8.0 7.1 9.9 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . 4 6 5 . 5 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 12,267 : : Positions : : 1,498 1,124 3,039 1,568 5,163 740 793 561 101 1,145 429 : : : : Changes from: March 1, 2011 : : 265 -70 776 275 331 -332 27 80 -93 701 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 9.2 24.8 12.8 42.1 6.0 6.5 4.6 0.8 9.3 3.5 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 4 9 . . 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 308,961 : : Positions : : 110,718 218,908 40,005 7,165 19,922 63,789 8,318 12,700 12,774 6,560 20,480 : : : : Changes from: March 1, 2011 : : -5,033 -3,647 -759 202 -63 3,566 -2,334 -1,264 -275 2,626 -780 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 70.9 12.9 2.3 6.4 20.6 2.7 4.1 4.1 2.1 6.6 : : : : Number of Traders in Each Category Total Traders: 194 : : 51 71 16 6 17 62 7 27 14 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 25,123 : : Positions : : 12,796 16,767 3,045 1,934 175 2,325 461 114 1,795 390 492 : : : : Changes from: March 1, 2011 : : -84 2,634 96 165 115 0 0 0 1,698 -142 -678 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 66.7 12.1 7.7 0.7 9.3 1.8 0.5 7.1 1.6 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 4,868 : : Positions : : 3,016 4,133 764 75 460 0 0 0 460 50 150 : : : : Changes from: March 1, 2011 : : -1,315 -1,907 -599 -129 -114 0 0 0 -90 50 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 84.9 15.7 1.5 9.4 0.0 0.0 0.0 9.4 1.0 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 51,317 : : Positions : : 39,627 31,976 5,627 12,052 4,752 647 2,281 8 0 0 0 : : : : Changes from: March 1, 2011 : : -5,347 -3,563 -947 -2,076 -1,059 338 -224 -1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 62.3 11.0 23.5 9.3 1.3 4.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 27 9 7 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 20,245 : : Positions : : 17,619 16,780 2,036 2,875 590 0 0 0 0 0 0 : : : : Changes from: March 1, 2011 : : -1,924 -2,263 -319 20 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 82.9 10.1 14.2 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 7,810 : : Positions : : 4,002 2,978 2,646 525 682 0 225 50 50 3,300 50 : : : : Changes from: March 1, 2011 : : -600 -407 -187 10 -160 0 0 -50 -50 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 38.1 33.9 6.7 8.7 0.0 2.9 0.6 0.6 42.3 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 18 7 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 13,507 : : Positions : : 9,407 8,630 755 2,896 1,628 0 50 40 1,345 0 90 : : : : Changes from: March 1, 2011 : : -4,281 -7,604 -428 -1,196 -631 0 40 -40 -4,232 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 63.9 5.6 21.4 12.1 0.0 0.4 0.3 10.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 5 6 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 16,002 : : Positions : : 7,297 6,675 3,237 4,276 2,096 1,653 0 74 822 2,048 564 : : : : Changes from: March 1, 2011 : : 634 416 1,326 -1,058 -870 300 0 -300 -3,030 -128 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 41.7 20.2 26.7 13.1 10.3 0.0 0.5 5.1 12.8 3.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 17 5 11 12 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 10,390 : : Positions : : 7,395 6,418 513 2,449 645 1,021 0 0 0 326 150 : : : : Changes from: March 1, 2011 : : 249 537 90 -80 99 396 0 0 0 179 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 61.8 4.9 23.6 6.2 9.8 0.0 0.0 0.0 3.1 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 4 5 5 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 31,759 : : Positions : : 6,433 21,379 7,186 2,408 5,441 2,709 0 100 8,262 1,003 1,152 : : : : Changes from: March 1, 2011 : : -255 18 0 -351 50 375 -186 50 -453 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 67.3 22.6 7.6 17.1 8.5 0.0 0.3 26.0 3.2 3.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 13 17 12 7 14 4 0 . 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 16,978 : : Positions : : 10,344 11,710 1,768 807 603 1,525 0 303 0 0 0 : : : : Changes from: March 1, 2011 : : 953 265 -513 -87 286 13 -309 -13 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 69.0 10.4 4.8 3.6 9.0 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . 4 . 0 . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 11, 2011