GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 47,376: 34,523 41,295 6,801 258 4,801 0 0 0 56 45 715: 480 262 Old : 47,376: 34,523 41,295 6,801 258 4,801 0 0 0 56 45 715: 480 262 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 6: -346 -269 193 41 39 0 0 0 -70 45 90: 100 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 87.2 14.4 0.5 10.1 0.0 0.0 0.0 0.1 0.1 1.5: 1.0 0.6 Old : 100.0: 72.9 87.2 14.4 0.5 10.1 0.0 0.0 0.0 0.1 0.1 1.5: 1.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 26 33 11 . 11 0 0 0 . . .: Old : 51: 26 33 11 . 11 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 36.6 64.4 55.6 15.8 14.5 24.5 21.5 Old : 39.7 36.6 64.4 55.6 15.8 14.5 24.5 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 21,707: 17,704 17,893 770 716 3,070 0 0 0 0 0 0: 163 28 Old : 21,707: 17,704 17,893 770 716 3,070 0 0 0 0 0 0: 163 28 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 4,406: 3,180 3,478 265 -33 961 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 82.4 3.5 3.3 14.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.1 Old : 100.0: 81.6 82.4 3.5 3.3 14.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 15 25 4 4 4 0 0 0 0 0 0: Old : 34: 15 25 4 4 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 48.6 75.7 75.8 12.8 10.4 17.7 15.2 Old : 46.3 48.6 75.7 75.8 12.8 10.4 17.7 15.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 9,966: 5,281 5,486 964 430 2,513 0 0 110 0 497 102: 996 828 Old : 9,966: 5,281 5,486 964 430 2,513 0 0 110 0 497 102: 996 828 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 174: 78 116 10 89 74 0 0 0 0 -5 6: 6 -106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 55.0 9.7 4.3 25.2 0.0 0.0 1.1 0.0 5.0 1.0: 10.0 8.3 Old : 100.0: 53.0 55.0 9.7 4.3 25.2 0.0 0.0 1.1 0.0 5.0 1.0: 10.0 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 20 23 8 6 14 0 0 . 0 . .: Old : 41: 20 23 8 6 14 0 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 24.0 52.7 39.7 17.3 11.1 21.6 15.8 Old : 32.3 24.0 52.7 39.7 17.3 11.1 21.6 15.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 6,322: 3,214 4,482 942 349 545 25 0 0 591 45 146: 859 755 Old : 6,322: 3,214 4,482 942 349 545 25 0 0 591 45 146: 859 755 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 421: 244 383 55 98 82 0 0 0 114 45 -3: -71 -184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.8 70.9 14.9 5.5 8.6 0.4 0.0 0.0 9.3 0.7 2.3: 13.6 11.9 Old : 100.0: 50.8 70.9 14.9 5.5 8.6 0.4 0.0 0.0 9.3 0.7 2.3: 13.6 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 31 31 7 5 12 . 0 0 5 . .: Old : 53: 31 31 7 5 12 . 0 0 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.7 25.3 39.5 37.4 20.1 23.1 27.1 30.3 Old : 24.7 25.3 39.5 37.4 20.1 23.1 27.1 30.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,528: 1,151 876 145 312 485 80 0 0 0 364 0: 667 491 Old : 2,528: 1,151 876 145 312 485 80 0 0 0 364 0: 667 491 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : -5: 15 -5 -15 0 0 0 0 0 0 0 0: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.5 34.7 5.7 12.3 19.2 3.2 0.0 0.0 0.0 14.4 0.0: 26.4 19.4 Old : 100.0: 45.5 34.7 5.7 12.3 19.2 3.2 0.0 0.0 0.0 14.4 0.0: 26.4 19.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 11 4 . 5 . 0 0 0 . 0: Old : 23: 11 11 4 . 5 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.1 44.3 48.6 62.0 23.6 31.4 32.5 41.0 Old : 30.1 44.3 48.6 62.0 23.6 31.4 32.5 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,484: 2,194 2,459 290 25 0 0 0 0 0 0 0: 0 0 Old : 2,484: 2,194 2,459 290 25 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 235: 225 235 10 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 99.0 11.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 88.3 99.0 11.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 7 5 . 0 0 0 0 0 0 0: Old : 24: 13 7 5 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 94.4 76.7 100.0 58.9 92.1 74.6 95.8 Old : 61.0 94.4 76.7 100.0 58.9 92.1 74.6 95.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 10,505: 9,227 9,601 910 596 182 0 0 0 0 0 0: 186 126 Old : 10,505: 9,227 9,601 910 596 182 0 0 0 0 0 0: 186 126 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 1,142: 825 1,067 317 75 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.8 91.4 8.7 5.7 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 1.2 Old : 100.0: 87.8 91.4 8.7 5.7 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 14 . . . 0 0 0 0 0 0: Old : 25: 12 14 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 74.2 82.8 87.4 45.9 57.8 63.6 65.1 Old : 56.2 74.2 82.8 87.4 45.9 57.8 63.6 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 27,019: 21,350 20,896 2,193 2,267 3,169 0 0 0 0 380 307: 0 0 Old : 27,019: 21,350 20,896 2,193 2,267 3,169 0 0 0 0 380 307: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 2,609: 2,750 1,653 -191 786 170 0 0 0 0 -100 100: -220 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 77.3 8.1 8.4 11.7 0.0 0.0 0.0 0.0 1.4 1.1: 0.0 0.0 Old : 100.0: 79.0 77.3 8.1 8.4 11.7 0.0 0.0 0.0 0.0 1.4 1.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 18 16 6 7 9 0 0 0 0 . .: Old : 37: 18 16 6 7 9 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 46.4 69.5 69.6 19.8 19.7 28.9 28.5 Old : 48.1 46.4 69.5 69.6 19.8 19.7 28.9 28.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 314,325: 103,290 185,721 43,919 16,094 15,234 53,254 10,047 19,444 14,093 29,734 14,649: 50,442 23,402 Old : 314,325: 103,290 185,721 43,919 16,094 15,234 53,254 10,047 19,444 14,093 29,734 14,649: 50,442 23,402 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 6,872: -4,969 226 665 1,088 1,571 2,047 -1,781 284 890 696 2,132: 4,252 2,656 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 59.1 14.0 5.1 4.8 16.9 3.2 6.2 4.5 9.5 4.7: 16.0 7.4 Old : 100.0: 32.9 59.1 14.0 5.1 4.8 16.9 3.2 6.2 4.5 9.5 4.7: 16.0 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 176: 54 66 13 6 15 48 13 27 13 10 15: Old : 176: 54 66 13 6 15 48 13 27 13 10 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.5 26.1 22.7 39.1 7.9 16.6 14.1 23.2 Old : 14.5 26.1 22.7 39.1 7.9 16.6 14.1 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 14,936: 9,836 8,370 2,191 658 2,625 0 100 150 59 2,918 75: 0 40 Old : 14,936: 9,836 8,370 2,191 658 2,625 0 100 150 59 2,918 75: 0 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 2,049: 1,481 1,345 91 88 495 0 0 0 0 121 0: -18 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.9 56.0 14.7 4.4 17.6 0.0 0.7 1.0 0.4 19.5 0.5: 0.0 0.3 Old : 100.0: 65.9 56.0 14.7 4.4 17.6 0.0 0.7 1.0 0.4 19.5 0.5: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 28 32 7 4 10 0 . . . 5 .: Old : 62: 28 32 7 4 10 0 . . . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 33.1 59.4 50.3 29.0 26.9 43.0 39.1 Old : 33.5 33.1 59.4 50.3 29.0 26.9 43.0 39.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,533: 5,871 5,830 1,075 1,828 1,775 708 0 0 50 100 0: 54 0 Old : 9,533: 5,871 5,830 1,075 1,828 1,775 708 0 0 50 100 0: 54 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 195: 270 145 0 125 -75 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 61.2 11.3 19.2 18.6 7.4 0.0 0.0 0.5 1.0 0.0: 0.6 0.0 Old : 100.0: 61.6 61.2 11.3 19.2 18.6 7.4 0.0 0.0 0.5 1.0 0.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 14 15 4 7 9 . 0 0 . . 0: Old : 37: 14 15 4 7 9 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 34.1 62.9 55.2 34.6 30.7 48.8 45.9 Old : 42.8 34.1 62.9 55.2 34.6 30.7 48.8 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 1,914: 1,462 1,600 305 37 120 0 0 0 0 150 0: 27 7 Old : 1,914: 1,462 1,600 305 37 120 0 0 0 0 150 0: 27 7 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 50: 50 100 0 0 0 0 0 0 0 0 0: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 83.6 15.9 1.9 6.3 0.0 0.0 0.0 0.0 7.8 0.0: 1.4 0.4 Old : 100.0: 76.4 83.6 15.9 1.9 6.3 0.0 0.0 0.0 0.0 7.8 0.0: 1.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 6 4 . . 0 0 0 0 . 0: Old : 21: 11 6 4 . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 78.4 79.7 96.7 53.6 70.5 72.1 85.5 Old : 54.9 78.4 79.7 96.7 53.6 70.5 72.1 85.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 11,268: 7,342 8,096 0 478 172 765 0 355 568 206 1,299: 767 662 Old : 11,268: 7,342 8,096 0 478 172 765 0 355 568 206 1,299: 767 662 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 276: -12 -110 0 -62 63 -18 0 113 52 -31 179: -101 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 71.8 0.0 4.2 1.5 6.8 0.0 3.2 5.0 1.8 11.5: 6.8 5.9 Old : 100.0: 65.2 71.8 0.0 4.2 1.5 6.8 0.0 3.2 5.0 1.8 11.5: 6.8 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 21 22 0 . . 5 0 . 7 . 4: Old : 41: 21 22 0 . . 5 0 . 7 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 47.9 67.8 70.2 14.5 17.3 19.4 23.3 Old : 48.8 47.9 67.8 70.2 14.5 17.3 19.4 23.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 15,154: 13,738 13,399 429 269 133 44 0 80 300 826 177: 253 270 Old : 15,154: 13,738 13,399 429 269 133 44 0 80 300 826 177: 253 270 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 1,201: 1,253 1,076 86 50 -10 0 0 0 -15 251 -70: -43 -96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.7 88.4 2.8 1.8 0.9 0.3 0.0 0.5 2.0 5.5 1.2: 1.7 1.8 Old : 100.0: 90.7 88.4 2.8 1.8 0.9 0.3 0.0 0.5 2.0 5.5 1.2: 1.7 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 33 36 . . . . 0 . . 5 4: Old : 55: 33 36 . . . . 0 . . 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 31.7 53.1 53.6 28.6 25.6 42.3 37.5 Old : 35.9 31.7 53.1 53.6 28.6 25.6 42.3 37.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,789: 1,257 1,159 248 0 33 0 0 0 36 296 25: 190 276 Old : 1,789: 1,257 1,159 248 0 33 0 0 0 36 296 25: 190 276 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 170: 146 93 -14 0 0 0 0 0 -29 20 -7: 74 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 64.8 13.9 0.0 1.8 0.0 0.0 0.0 2.0 16.5 1.4: 10.6 15.4 Old : 100.0: 70.3 64.8 13.9 0.0 1.8 0.0 0.0 0.0 2.0 16.5 1.4: 10.6 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 20 20 . 0 . 0 0 0 . . .: Old : 29: 20 20 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 39.5 54.8 55.3 36.6 37.3 50.2 49.6 Old : 37.6 39.5 54.8 55.3 36.6 37.3 50.2 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 370,380: 111,819 102,355 46,318 75,870 63,619 36,901 12,353 17,762 10,738 15,272 65,537: 17,686 17,612 Old : 370,380: 111,819 102,355 46,318 75,870 63,619 36,901 12,353 17,762 10,738 15,272 65,537: 17,686 17,612 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : -17,313: -10,004 -11,647 947 -1,378 -970 -3,429 -2,084 -1,179 -1,393 569 -94: -1,191 -530 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 27.6 12.5 20.5 17.2 10.0 3.3 4.8 2.9 4.1 17.7: 4.8 4.8 Old : 100.0: 30.2 27.6 12.5 20.5 17.2 10.0 3.3 4.8 2.9 4.1 17.7: 4.8 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 120: 33 33 11 17 25 14 9 12 12 14 26: Old : 120: 33 33 11 17 25 14 9 12 12 14 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 25.6 32.8 37.6 12.9 13.5 21.3 21.0 Old : 20.2 25.6 32.8 37.6 12.9 13.5 21.3 21.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,441,526: 199,034 280,423 126,041 306,330 217,692 247,891 32,089 238,369 119,489 107,111 201,418: 91,592 58,094 Old : 1,441,526: 199,034 280,423 126,041 306,330 217,692 247,891 32,089 238,369 119,489 107,111 201,418: 91,592 58,094 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : -44,824: -34,073 -34,875 -16,426 14,241 -6,403 11,881 -1,699 -17,476 6,218 -3,630 6,883: 4,572 -1,865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 19.5 8.7 21.3 15.1 17.2 2.2 16.5 8.3 7.4 14.0: 6.4 4.0 Old : 100.0: 13.8 19.5 8.7 21.3 15.1 17.2 2.2 16.5 8.3 7.4 14.0: 6.4 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 340: 47 51 14 35 38 85 26 70 52 46 92: Old : 340: 47 51 14 35 38 85 26 70 52 46 92: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.7 14.4 27.9 23.4 11.8 10.8 16.7 16.5 Old : 18.7 14.4 27.9 23.4 11.8 10.8 16.7 16.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 198,303: 36,537 19,001 30,860 76,565 26,016 0 872 126 52,619 9,680 1,627: 50,518 64,416 Old : 198,303: 36,537 19,001 30,860 76,565 26,016 0 872 126 52,619 9,680 1,627: 50,518 64,416 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 5,383: 1,546 141 605 5,548 1,084 0 -108 108 770 232 21: 1,249 -1,643 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 9.6 15.6 38.6 13.1 0.0 0.4 0.1 26.5 4.9 0.8: 25.5 32.5 Old : 100.0: 18.4 9.6 15.6 38.6 13.1 0.0 0.4 0.1 26.5 4.9 0.8: 25.5 32.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 4 4 5 8 10 0 . . 4 . 5: Old : 26: 4 4 5 8 10 0 . . 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 31.8 61.0 46.8 43.8 27.6 54.4 39.8 Old : 44.1 31.8 61.0 46.8 43.8 27.6 54.4 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 18,300: 10,527 9,976 3,778 4,104 3,045 0 25 0 412 700 450: 88 0 Old : 18,300: 10,527 9,976 3,778 4,104 3,045 0 25 0 412 700 450: 88 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 998: 325 625 700 -100 73 0 0 0 -188 400 0: 88 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 54.5 20.6 22.4 16.6 0.0 0.1 0.0 2.3 3.8 2.5: 0.5 0.0 Old : 100.0: 57.5 54.5 20.6 22.4 16.6 0.0 0.1 0.0 2.3 3.8 2.5: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 15 14 6 7 9 0 . 0 . . .: Old : 39: 15 14 6 7 9 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 53.7 76.9 73.9 52.9 46.5 63.8 61.0 Old : 60.0 53.7 76.9 73.9 52.9 46.5 63.8 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 72,820: 5,763 2,751 27,211 18,495 22,964 3,570 5,857 259 1,215 7,747 8,504: 3,334 6,243 Old : 72,820: 5,763 2,751 27,211 18,495 22,964 3,570 5,857 259 1,215 7,747 8,504: 3,334 6,243 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : -937: -205 0 2,740 1,186 -2,571 8 930 -1,576 -135 669 1,005: -203 -580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 3.8 37.4 25.4 31.5 4.9 8.0 0.4 1.7 10.6 11.7: 4.6 8.6 Old : 100.0: 7.9 3.8 37.4 25.4 31.5 4.9 8.0 0.4 1.7 10.6 11.7: 4.6 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 5 . 9 9 16 . . . . 5 7: Old : 36: 5 . 9 9 16 . . . . 5 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 40.9 69.9 62.4 33.1 30.2 44.4 40.2 Old : 50.7 40.9 69.9 62.4 33.1 30.2 44.4 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 37,022: 1,350 3,300 12,091 13,919 11,881 4,905 897 800 575 325 3,006: 2,414 2,894 Old : 37,022: 1,350 3,300 12,091 13,919 11,881 4,905 897 800 575 325 3,006: 2,414 2,894 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 4,644: 600 644 118 2,189 536 345 0 225 575 -800 1,806: 439 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 8.9 32.7 37.6 32.1 13.2 2.4 2.2 1.6 0.9 8.1: 6.5 7.8 Old : 100.0: 3.6 8.9 32.7 37.6 32.1 13.2 2.4 2.2 1.6 0.9 8.1: 6.5 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: . . 6 6 12 4 . . . . 4: Old : 26: . . 6 6 12 4 . . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 51.0 60.5 67.9 34.2 34.8 44.2 44.6 Old : 45.4 51.0 60.5 67.9 34.2 34.8 44.2 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,810: 2,312 1,825 1,200 5,767 1,468 3,726 0 702 300 0 0: 102 48 Old : 9,810: 2,312 1,825 1,200 5,767 1,468 3,726 0 702 300 0 0: 102 48 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 450: 150 300 0 150 0 300 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 18.6 12.2 58.8 15.0 38.0 0.0 7.2 3.1 0.0 0.0: 1.0 0.5 Old : 100.0: 23.6 18.6 12.2 58.8 15.0 38.0 0.0 7.2 3.1 0.0 0.0: 1.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 7 6 . 7 4 4 0 . . 0 0: Old : 25: 7 6 . 7 4 4 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 51.6 78.8 79.9 52.0 47.0 68.9 62.6 Old : 52.0 51.6 78.8 79.9 52.0 47.0 68.9 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 23,258: 498 2,075 923 3,400 5,506 1,651 905 3,522 5,240 2,032 3,284: 2,634 2,534 Old : 23,258: 498 2,075 923 3,400 5,506 1,651 905 3,522 5,240 2,032 3,284: 2,634 2,534 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : -524: -58 755 247 974 -450 -586 300 -400 1,067 -466 60: -404 -1,297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 8.9 4.0 14.6 23.7 7.1 3.9 15.1 22.5 8.7 14.1: 11.3 10.9 Old : 100.0: 2.1 8.9 4.0 14.6 23.7 7.1 3.9 15.1 22.5 8.7 14.1: 11.3 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: . . 4 4 7 . . 4 4 . .: Old : 24: . . 4 4 7 . . 4 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 46.5 69.1 70.9 26.9 25.2 33.0 35.6 Old : 52.9 46.5 69.1 70.9 26.9 25.2 33.0 35.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 353,783: 128,202 253,347 35,048 15,212 15,133 94,937 3,297 23,504 14,938 16,280 13,577: 28,444 13,433 Old : 353,783: 128,202 253,347 35,048 15,212 15,133 94,937 3,297 23,504 14,938 16,280 13,577: 28,444 13,433 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 7,884: 1,467 3,439 -484 927 128 2,565 -500 392 1,191 1,654 811: 1,814 1,033 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 71.6 9.9 4.3 4.3 26.8 0.9 6.6 4.2 4.6 3.8: 8.0 3.8 Old : 100.0: 36.2 71.6 9.9 4.3 4.3 26.8 0.9 6.6 4.2 4.6 3.8: 8.0 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 230: 66 81 15 5 18 78 5 38 13 11 25: Old : 230: 66 81 15 5 18 78 5 38 13 11 25: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.5 22.8 24.8 36.5 7.9 12.4 13.4 20.8 Old : 16.5 22.8 24.8 36.5 7.9 12.4 13.4 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 23,206: 8,767 14,563 390 2,792 42 2,806 0 174 6,552 209 264: 4,211 5,162 Old : 23,206: 8,767 14,563 390 2,792 42 2,806 0 174 6,552 209 264: 4,211 5,162 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 1,279: 516 1,205 390 -624 29 47 0 -102 962 0 63: -626 708 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 62.8 1.7 12.0 0.2 12.1 0.0 0.7 28.2 0.9 1.1: 18.1 22.2 Old : 100.0: 37.8 62.8 1.7 12.0 0.2 12.1 0.0 0.7 28.2 0.9 1.1: 18.1 22.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 8 19 . . . . 0 . 5 . .: Old : 30: 8 19 . . . . 0 . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 36.9 67.5 59.8 46.9 36.9 63.3 59.2 Old : 48.3 36.9 67.5 59.8 46.9 36.9 63.3 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,594: 4,426 5,115 2,847 480 1,715 100 0 0 196 1,980 254: 56 50 Old : 9,594: 4,426 5,115 2,847 480 1,715 100 0 0 196 1,980 254: 56 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 983: 496 396 341 150 146 0 0 0 0 291 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.1 53.3 29.7 5.0 17.9 1.0 0.0 0.0 2.0 20.6 2.6: 0.6 0.5 Old : 100.0: 46.1 53.3 29.7 5.0 17.9 1.0 0.0 0.0 2.0 20.6 2.6: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 19 20 8 4 9 . 0 0 . . .: Old : 41: 19 20 8 4 9 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 35.2 64.6 58.8 34.9 34.2 49.0 53.2 Old : 41.9 35.2 64.6 58.8 34.9 34.2 49.0 53.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 54,701: 46,960 28,087 4,125 24,397 1,785 750 99 1 0 0 0: 1,080 332 Old : 54,701: 46,960 28,087 4,125 24,397 1,785 750 99 1 0 0 0: 1,080 332 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 1,024: 817 367 0 254 280 -101 99 1 0 0 0: 27 23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 51.3 7.5 44.6 3.3 1.4 0.2 0.0 0.0 0.0 0.0: 2.0 0.6 Old : 100.0: 85.8 51.3 7.5 44.6 3.3 1.4 0.2 0.0 0.0 0.0 0.0: 2.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 30 22 7 7 8 . . . 0 0 0: Old : 55: 30 22 7 7 8 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 50.9 63.0 68.8 48.4 47.6 58.7 61.4 Old : 49.7 50.9 63.0 68.8 48.4 47.6 58.7 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 18,598: 13,909 13,852 3,597 3,731 865 0 0 0 0 0 0: 227 150 Old : 18,598: 13,909 13,852 3,597 3,731 865 0 0 0 0 0 0: 227 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 109: 116 209 93 0 -100 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 74.5 19.3 20.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8 Old : 100.0: 74.8 74.5 19.3 20.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 11 7 . 4 0 0 0 0 0 0: Old : 27: 14 11 7 . 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 84.7 69.6 93.8 35.0 62.9 51.1 66.0 Old : 47.6 84.7 69.6 93.8 35.0 62.9 51.1 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,015: 4,703 3,275 1,672 425 1,015 575 0 0 50 3,300 0: 0 0 Old : 8,015: 4,703 3,275 1,672 425 1,015 575 0 0 50 3,300 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 0: 118 -50 -143 25 25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 40.9 20.9 5.3 12.7 7.2 0.0 0.0 0.6 41.2 0.0: 0.0 0.0 Old : 100.0: 58.7 40.9 20.9 5.3 12.7 7.2 0.0 0.0 0.6 41.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 16 9 7 . 6 . 0 0 . . 0: Old : 34: 16 9 7 . 6 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 73.9 67.9 88.3 44.1 67.1 63.0 76.4 Old : 44.1 73.9 67.9 88.3 44.1 67.1 63.0 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 4,615: 2,619 3,268 537 236 415 123 0 0 467 400 296: 158 0 Old : 4,615: 2,619 3,268 537 236 415 123 0 0 467 400 296: 158 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 350: 300 228 0 0 0 0 0 0 -25 47 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 70.8 11.6 5.1 9.0 2.7 0.0 0.0 10.1 8.7 6.4: 3.4 0.0 Old : 100.0: 56.7 70.8 11.6 5.1 9.0 2.7 0.0 0.0 10.1 8.7 6.4: 3.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 7 . . 4 . 0 0 . . .: Old : 22: 10 7 . . 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 73.6 78.7 92.1 49.0 71.0 66.8 78.3 Old : 56.9 73.6 78.7 92.1 49.0 71.0 66.8 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 24,010: 14,021 13,145 5,739 3,938 1,693 90 3,123 0 889 409 1,514: 64 188 Old : 24,010: 14,021 13,145 5,739 3,938 1,693 90 3,123 0 889 409 1,514: 64 188 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : -245: -168 271 87 -128 108 -165 -300 -21 92 -18 -242: 64 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 54.7 23.9 16.4 7.1 0.4 13.0 0.0 3.7 1.7 6.3: 0.3 0.8 Old : 100.0: 58.4 54.7 23.9 16.4 7.1 0.4 13.0 0.0 3.7 1.7 6.3: 0.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 23 27 11 7 10 . . 0 4 . .: Old : 61: 23 27 11 7 10 . . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 34.9 51.1 52.8 28.3 33.9 43.3 48.0 Old : 33.3 34.9 51.1 52.8 28.3 33.9 43.3 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 4,345: 3,157 1,113 864 614 224 0 1,399 0 100 864 0: 0 131 Old : 4,345: 3,157 1,113 864 614 224 0 1,399 0 100 864 0: 0 131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 25.6 19.9 14.1 5.2 0.0 32.2 0.0 2.3 19.9 0.0: 0.0 3.0 Old : 100.0: 72.7 25.6 19.9 14.1 5.2 0.0 32.2 0.0 2.3 19.9 0.0: 0.0 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 5 5 4 . . 0 . 0 . . 0: Old : 21: 5 5 4 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.5 58.4 95.7 82.4 75.3 58.4 84.8 76.3 Old : 82.5 58.4 95.7 82.4 75.3 58.4 84.8 76.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 11,802: 9,817 6,989 139 1,992 623 881 949 240 45 1,007 0: 57 2 Old : 11,802: 9,817 6,989 139 1,992 623 881 949 240 45 1,007 0: 57 2 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 93: 140 38 0 -189 0 0 292 -48 0 0 0: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 59.2 1.2 16.9 5.3 7.5 8.0 2.0 0.4 8.5 0.0: 0.5 0.0 Old : 100.0: 83.2 59.2 1.2 16.9 5.3 7.5 8.0 2.0 0.4 8.5 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 21 21 . 7 . . . . . 5 0: Old : 45: 21 21 . 7 . . . . . 5 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 40.8 62.0 64.3 40.8 35.4 56.4 53.1 Old : 42.9 40.8 62.0 64.3 40.8 35.4 56.4 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 29,485: 14,106 14,369 3,306 8,964 1,918 0 2,341 0 9,295 691 475: 385 727 Old : 29,485: 14,106 14,369 3,306 8,964 1,918 0 2,341 0 9,295 691 475: 385 727 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 1,576: 1,350 1,024 -111 804 -149 0 0 0 486 0 0: 0 -103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.8 48.7 11.2 30.4 6.5 0.0 7.9 0.0 31.5 2.3 1.6: 1.3 2.5 Old : 100.0: 47.8 48.7 11.2 30.4 6.5 0.0 7.9 0.0 31.5 2.3 1.6: 1.3 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 11 17 8 9 7 0 4 0 5 . 5: Old : 48: 11 17 8 9 7 0 4 0 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 48.8 76.6 64.5 63.7 48.6 72.6 63.1 Old : 65.5 48.8 76.6 64.5 63.7 48.6 72.6 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Futures Only, February 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 28,956: 21,002 14,783 538 6,266 643 1,927 0 24 150 0 1,800: 2,872 5,440 Old : 28,956: 21,002 14,783 538 6,266 643 1,927 0 24 150 0 1,800: 2,872 5,440 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2012 : : 2,378: 1,607 1,003 297 795 158 457 0 0 -200 0 200: -141 222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 51.1 1.9 21.6 2.2 6.7 0.0 0.1 0.5 0.0 6.2: 9.9 18.8 Old : 100.0: 72.5 51.1 1.9 21.6 2.2 6.7 0.0 0.1 0.5 0.0 6.2: 9.9 18.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 14 . 5 . . 0 . . 0 .: Old : 26: 13 14 . 5 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 44.5 65.6 63.7 37.9 40.1 57.8 52.5 Old : 40.5 44.5 65.6 63.7 37.9 40.1 57.8 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012