Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 38,351 : : Positions : : 29,797 30,437 4,093 3,411 3,443 0 0 0 719 389 216 : : : : Changes from: March 29, 2011 : : -4,512 -5,796 -4,448 -1,936 315 0 0 0 187 -1,339 -114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 79.4 10.7 8.9 9.0 0.0 0.0 0.0 1.9 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 33 10 5 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 14,778 : : Positions : : 9,815 12,043 3,759 1,543 1,057 0 0 0 0 0 0 : : : : Changes from: March 29, 2011 : : -1,759 -3,672 -1,052 877 -960 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 81.5 25.4 10.4 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 20 6 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 9,820 : : Positions : : 5,706 5,952 560 361 1,528 0 0 0 70 272 284 : : : : Changes from: March 29, 2011 : : -716 -1,082 21 90 -303 0 0 0 -168 -5 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 60.6 5.7 3.7 15.6 0.0 0.0 0.0 0.7 2.8 2.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 24 6 4 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 6,516 : : Positions : : 2,662 4,676 1,706 75 444 0 0 0 942 260 256 : : : : Changes from: March 29, 2011 : : -1,713 -2,142 -425 33 -301 0 0 0 -32 -85 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 71.8 26.2 1.2 6.8 0.0 0.0 0.0 14.5 4.0 3.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 26 38 12 . 14 0 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 2,674 : : Positions : : 778 614 221 554 331 0 105 0 564 380 96 : : : : Changes from: March 29, 2011 : : -392 -795 -65 -113 -41 -50 105 0 -56 179 -203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 23.0 8.3 20.7 12.4 0.0 3.9 0.0 21.1 14.2 3.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,555 : : Positions : : 859 987 196 10 55 0 0 0 0 60 0 : : : : Changes from: March 29, 2011 : : -323 -94 55 -83 -110 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 63.5 12.6 0.6 3.5 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 11,397 : : Positions : : 5,305 8,516 4,944 1,491 830 0 0 0 0 0 0 : : : : Changes from: March 29, 2011 : : -2,266 -3,347 -2,294 -1,331 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 74.7 43.4 13.1 7.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 7,487 : : Positions : : 5,030 6,370 1,792 221 480 0 0 0 0 366 0 : : : : Changes from: March 29, 2011 : : 35 422 512 25 130 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 85.1 23.9 3.0 6.4 0.0 0.0 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 382,725 : : Positions : : 124,653 225,605 61,748 6,865 29,797 53,222 14,626 20,659 9,855 22,041 35,425 : : : : Changes from: March 29, 2011 : : 1,163 474 -1,800 541 -921 1,830 859 1,448 -313 -167 852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 58.9 16.1 1.8 7.8 13.9 3.8 5.4 2.6 5.8 9.3 : : : : Number of Traders in Each Category Total Traders: 161 : : 42 58 16 . 17 43 12 25 13 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 139,893 : : Positions : : 57,757 68,455 15,330 958 23,415 0 0 0 0 5,524 37,696 : : : : Changes from: March 29, 2011 : : -2,897 -3,651 -774 -428 167 0 0 0 -54 183 -1,620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 48.9 11.0 0.7 16.7 0.0 0.0 0.0 0.0 3.9 26.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 6 6 . 8 0 0 0 0 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 13,217 : : Positions : : 8,575 9,609 2,304 881 1,588 0 0 50 400 774 200 : : : : Changes from: March 29, 2011 : : -2,717 -3,315 -1,191 -463 -910 0 0 -50 0 -130 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 72.7 17.4 6.7 12.0 0.0 0.0 0.4 3.0 5.9 1.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 27 31 9 8 9 0 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 7,576 : : Positions : : 4,445 4,751 1,896 1,915 180 630 100 0 200 435 195 : : : : Changes from: March 29, 2011 : : -350 -505 -120 -35 -170 0 0 0 -50 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 62.7 25.0 25.3 2.4 8.3 1.3 0.0 2.6 5.7 2.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 9 7 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 7,416 : : Positions : : 5,290 5,484 0 189 227 255 62 396 345 307 379 : : : : Changes from: March 29, 2011 : : -413 -107 -3 -316 18 45 47 -22 -11 45 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 73.9 0.0 2.5 3.1 3.4 0.8 5.3 4.7 4.1 5.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 0 . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 10,904 : : Positions : : 10,075 9,937 191 111 155 0 115 70 24 221 72 : : : : Changes from: March 29, 2011 : : -1,090 -961 -162 -110 16 0 -40 15 0 -198 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 91.1 1.8 1.0 1.4 0.0 1.1 0.6 0.2 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 605,646 : : Positions : : 181,004 216,990 54,631 55,271 146,812 44,272 7,241 45,537 11,725 14,389 92,788 : : : : Changes from: March 29, 2011 : : 2,662 2,892 999 1,872 7,707 5,073 338 1,043 398 -453 11,617 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 35.8 9.0 9.1 24.2 7.3 1.2 7.5 1.9 2.4 15.3 : : : : Number of Traders in Each Category Total Traders: 139 : : 40 41 15 13 26 22 6 17 16 14 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 2,996,603 : : Positions : : 360,471 588,953 225,932 367,356 804,344 325,762 20,465 337,789 104,277 76,943 715,177 : : : : Changes from: March 29, 2011 : : 14,048 6,007 -1,604 9,251 22,895 10,119 -3,112 23,948 2,867 6,554 37,638 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 19.7 7.5 12.3 26.8 10.9 0.7 11.3 3.5 2.6 23.9 : : : : Number of Traders in Each Category Total Traders: 418 : : 48 57 16 30 38 113 36 94 90 61 120 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 230,968 : : Positions : : 42,283 125,880 7,275 23,734 15,707 3,728 30,437 12,677 129,001 1,390 19,063 : : : : Changes from: March 29, 2011 : : 161 -2,693 2,877 1,009 -455 -680 8,423 242 3,487 -1,024 -1,298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 54.5 3.1 10.3 6.8 1.6 13.2 5.5 55.9 0.6 8.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 15 . 6 8 . 10 6 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 216,452 : : Positions : : 53,933 30,910 42,967 67,102 28,048 1,199 0 270 48,244 17,574 4,526 : : : : Changes from: March 29, 2011 : : -3,797 -6,938 -3,627 3,509 -1,689 779 0 -499 2,422 -866 -2,327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 14.3 19.9 31.0 13.0 0.6 0.0 0.1 22.3 8.1 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 7 8 6 13 . 0 . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 154,593 : : Positions : : 13,365 12,770 14,295 48,131 60,323 27,505 51 14,140 5,320 1,413 13,311 : : : : Changes from: March 29, 2011 : : 587 579 1,427 2,394 3,327 520 10 248 532 168 805 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 8.3 9.2 31.1 39.0 17.8 0.0 9.1 3.4 0.9 8.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 7 7 7 11 16 15 . 12 10 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 670,002 : : Positions : : 121,339 96,215 51,178 120,223 313,424 0 3,694 11,177 50,921 1,998 103,893 : : : : Changes from: March 29, 2011 : : -3,497 -3,475 2,429 -1,367 -38 0 2,583 -2,249 -645 100 -4,298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 14.4 7.6 17.9 46.8 0.0 0.6 1.7 7.6 0.3 15.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 8 8 9 18 27 0 . . 11 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 34,706 : : Positions : : 15,954 17,912 6,578 3,981 11,689 0 0 200 150 564 100 : : : : Changes from: March 29, 2011 : : -3,251 -4,296 -2,912 -1,861 -492 0 -98 0 -40 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 51.6 19.0 11.5 33.7 0.0 0.0 0.6 0.4 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 26 9 6 11 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 85,809 : : Positions : : 8,945 4,126 37,340 19,067 25,391 5,832 19,798 1,731 0 7,941 2,770 : : : : Changes from: March 29, 2011 : : 0 0 22 -68 493 250 0 0 0 247 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 4.8 43.5 22.2 29.6 6.8 23.1 2.0 0.0 9.3 3.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 6 5 11 9 16 5 4 6 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 34,107 : : Positions : : 2,003 4,105 9,651 11,701 10,913 4,180 3 2,397 168 0 2,113 : : : : Changes from: March 29, 2011 : : 400 400 192 624 555 742 0 -260 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 12.0 28.3 34.3 32.0 12.3 0.0 7.0 0.5 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 26 : : . 5 9 5 12 5 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 12,085 : : Positions : : 4,645 3,205 4,120 4,585 2,795 300 1,419 0 225 0 0 : : : : Changes from: March 29, 2011 : : 206 -450 1,400 606 -1,771 -1,375 150 0 111 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 26.5 34.1 37.9 23.1 2.5 11.7 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 7 6 7 6 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 19,533 : : Positions : : 924 2,769 1,108 3,841 4,664 4,520 523 2,592 840 0 1,382 : : : : Changes from: March 29, 2011 : : 15 188 93 145 369 573 -82 -83 -136 0 435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.7 14.2 5.7 19.7 23.9 23.1 2.7 13.3 4.3 0.0 7.1 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . 5 7 6 . 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 16,521 : : Positions : : 1,381 2,037 3,746 1,842 8,821 857 0 6 0 1,558 534 : : : : Changes from: March 29, 2011 : : 227 767 858 457 2,213 582 0 -8 0 252 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 12.3 22.7 11.2 53.4 5.2 0.0 0.0 0.0 9.4 3.2 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 7 6 13 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 322,275 : : Positions : : 116,746 228,232 39,696 6,573 21,600 69,392 4,921 16,604 12,142 10,151 18,392 : : : : Changes from: March 29, 2011 : : -776 1,320 -578 -1,268 306 2,913 -190 4,514 -1,909 -426 1,493 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 70.8 12.3 2.0 6.7 21.5 1.5 5.2 3.8 3.1 5.7 : : : : Number of Traders in Each Category Total Traders: 201 : : 53 72 16 6 15 61 6 27 14 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 33,459 : : Positions : : 14,752 24,965 2,943 1,658 598 3,557 0 186 6,898 108 369 : : : : Changes from: March 29, 2011 : : -2,925 -3,380 -455 -209 46 254 0 0 432 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 74.6 8.8 5.0 1.8 10.6 0.0 0.6 20.6 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 20 4 . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 9,658 : : Positions : : 8,748 7,705 0 400 0 0 0 0 0 0 0 : : : : Changes from: March 29, 2011 : : -1,825 -1,208 0 300 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 79.8 0.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 3,578 : : Positions : : 1,818 2,408 648 100 612 0 0 0 150 0 350 : : : : Changes from: March 29, 2011 : : -1,334 -1,894 -275 25 -50 0 0 0 -310 -50 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 67.3 18.1 2.8 17.1 0.0 0.0 0.0 4.2 0.0 9.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 16 5 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 46,836 : : Positions : : 36,886 27,569 3,765 12,191 4,848 708 2,087 6 0 0 0 : : : : Changes from: March 29, 2011 : : -5,952 -6,133 -332 -247 -713 0 1 -2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 58.9 8.0 26.0 10.4 1.5 4.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 23 7 9 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A18 Open Interest is 13,415 : : Positions : : 8,915 13,100 3,840 0 315 0 0 0 0 0 0 : : : : Changes from: March 29, 2011 : : 250 275 50 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 97.7 28.6 0.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 5 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 8,070 : : Positions : : 4,597 2,410 2,828 1,165 425 0 270 0 50 3,750 50 : : : : Changes from: March 29, 2011 : : -467 -605 147 90 -317 0 45 -50 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 29.9 35.0 14.4 5.3 0.0 3.3 0.0 0.6 46.5 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 13 8 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 11,045 : : Positions : : 7,730 7,134 1,208 2,288 1,248 120 0 0 160 0 110 : : : : Changes from: March 29, 2011 : : -2,231 -2,000 396 -645 -701 45 -50 -40 -1,110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 64.6 10.9 20.7 11.3 1.1 0.0 0.0 1.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 9 5 6 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 15,573 : : Positions : : 7,545 6,181 3,578 4,588 1,777 1,473 0 30 420 2,316 414 : : : : Changes from: March 29, 2011 : : -262 -817 -25 174 -429 -6 0 -44 -102 283 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 39.7 23.0 29.5 11.4 9.5 0.0 0.2 2.7 14.9 2.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 17 13 4 12 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 10,060 : : Positions : : 7,207 6,076 309 2,917 598 1,056 0 0 21 27 129 : : : : Changes from: March 29, 2011 : : -1,775 -1,374 -69 -71 -122 15 -114 -17 21 -326 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 60.4 3.1 29.0 5.9 10.5 0.0 0.0 0.2 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 . 6 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 31,028 : : Positions : : 6,009 21,049 7,289 2,158 5,584 2,559 0 50 8,184 1,074 837 : : : : Changes from: March 29, 2011 : : -460 -741 -122 50 -398 -225 0 0 297 221 -390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 67.8 23.5 7.0 18.0 8.2 0.0 0.2 26.4 3.5 2.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 12 15 13 5 11 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 17,299 : : Positions : : 10,710 11,423 899 1,386 784 2,091 506 255 0 0 0 : : : : Changes from: March 29, 2011 : : -653 -1,188 -427 843 -285 579 271 -316 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 66.0 5.2 8.0 4.5 12.1 2.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 8, 2011