GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 49,145: 35,490 43,454 7,555 330 4,407 0 0 0 526 0 740: 427 214 Old : 49,145: 35,490 43,454 7,555 330 4,407 0 0 0 526 0 740: 427 214 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 1,769: 967 2,159 754 72 -394 0 0 0 470 -45 25: -53 -48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 88.4 15.4 0.7 9.0 0.0 0.0 0.0 1.1 0.0 1.5: 0.9 0.4 Old : 100.0: 72.2 88.4 15.4 0.7 9.0 0.0 0.0 0.0 1.1 0.0 1.5: 0.9 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 : 52: 26 34 10 . 12 0 0 0 . 0 .: Old : 52: 26 34 10 . 12 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 : 40.8 36.8 65.7 56.2 17.2 16.3 26.1 23.8 Old : 40.8 36.8 65.7 56.2 17.2 16.3 26.1 23.8 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 28, 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 : 24,697: 20,319 20,493 755 716 3,460 0 0 0 0 0 0: 163 28 Old : 24,697: 20,319 20,493 755 716 3,460 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 21, 2012 : : 2,990: 2,615 2,600 -15 0 390 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.3 83.0 3.1 2.9 14.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1 Old : 100.0: 82.3 83.0 3.1 2.9 14.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 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 : 47.1 47.5 78.8 78.7 11.5 9.4 15.7 13.6 Old : 47.1 47.5 78.8 78.7 11.5 9.4 15.7 13.6 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 28, 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 : 10,270: 5,323 5,586 962 423 2,683 0 0 176 0 459 117: 1,009 826 Old : 10,270: 5,323 5,586 962 423 2,683 0 0 176 0 459 117: 1,009 826 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 304: 42 100 -2 -7 170 0 0 66 0 -38 15: 13 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 54.4 9.4 4.1 26.1 0.0 0.0 1.7 0.0 4.5 1.1: 9.8 8.0 Old : 100.0: 51.8 54.4 9.4 4.1 26.1 0.0 0.0 1.7 0.0 4.5 1.1: 9.8 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 21 24 8 6 14 0 0 . 0 . .: Old : 42: 21 24 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 : 31.0 22.6 51.8 39.4 16.6 11.1 20.8 15.5 Old : 31.0 22.6 51.8 39.4 16.6 11.1 20.8 15.5 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 28, 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 : 6,781: 3,451 4,660 951 359 671 25 0 0 623 145 233: 827 713 Old : 6,781: 3,451 4,660 951 359 671 25 0 0 623 145 233: 827 713 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 459: 237 178 9 10 126 0 0 0 32 100 87: -32 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 68.7 14.0 5.3 9.9 0.4 0.0 0.0 9.2 2.1 3.4: 12.2 10.5 Old : 100.0: 50.9 68.7 14.0 5.3 9.9 0.4 0.0 0.0 9.2 2.1 3.4: 12.2 10.5 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 : 56: 32 32 8 5 13 . 0 0 5 . 4: Old : 56: 32 32 8 5 13 . 0 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 : 25.7 22.9 39.3 34.6 18.5 21.0 25.7 27.6 Old : 25.7 22.9 39.3 34.6 18.5 21.0 25.7 27.6 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 28, 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 : 2,604: 1,227 1,085 145 287 508 80 0 0 0 339 22: 622 363 Old : 2,604: 1,227 1,085 145 287 508 80 0 0 0 339 22: 622 363 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 76: 76 209 0 -25 23 0 0 0 0 -25 22: -45 -128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.1 41.7 5.6 11.0 19.5 3.1 0.0 0.0 0.0 13.0 0.8: 23.9 13.9 Old : 100.0: 47.1 41.7 5.6 11.0 19.5 3.1 0.0 0.0 0.0 13.0 0.8: 23.9 13.9 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 : 25: 12 13 4 . 5 . 0 0 0 . .: Old : 25: 12 13 4 . 5 . 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 : 30.4 45.7 48.6 63.7 23.5 29.3 32.3 40.4 Old : 30.4 45.7 48.6 63.7 23.5 29.3 32.3 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 2,141: 1,433 1,015 77 668 115 0 0 0 51 0 40: 425 303 Old : 2,141: 1,433 1,015 77 668 115 0 0 0 51 0 40: 425 303 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 47.4 3.6 31.2 5.4 0.0 0.0 0.0 2.4 0.0 1.9: 19.9 14.2 Old : 100.0: 66.9 47.4 3.6 31.2 5.4 0.0 0.0 0.0 2.4 0.0 1.9: 19.9 14.2 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 : 22: 12 11 . . . 0 0 0 . 0 .: Old : 22: 12 11 . . . 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 : 54.4 58.9 65.0 73.7 52.1 56.7 59.0 66.5 Old : 54.4 58.9 65.0 73.7 52.1 56.7 59.0 66.5 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 28, 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 21, 2012 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 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 28, 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 : 11,055: 9,952 10,151 735 596 182 0 0 0 0 0 0: 186 126 Old : 11,055: 9,952 10,151 735 596 182 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 21, 2012 : : 550: 725 550 -175 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.0 91.8 6.6 5.4 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.1 Old : 100.0: 90.0 91.8 6.6 5.4 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 14 . . . 0 0 0 0 0 0: Old : 27: 14 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 : 55.0 74.2 79.3 87.8 44.7 58.4 63.3 67.2 Old : 55.0 74.2 79.3 87.8 44.7 58.4 63.3 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 Disaggregated Commitments of Traders - Futures Only, February 28, 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 100 METRIC TONS) : : : Positions : All : 9,679: 4,611 699 2,636 6,210 2,018 0 0 0 0 265 0: 414 487 Old : 9,679: 4,611 699 2,636 6,210 2,018 0 0 0 0 265 0: 414 487 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.6 7.2 27.2 64.2 20.8 0.0 0.0 0.0 0.0 2.7 0.0: 4.3 5.0 Old : 100.0: 47.6 7.2 27.2 64.2 20.8 0.0 0.0 0.0 0.0 2.7 0.0: 4.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 . 4 9 7 0 0 0 0 . 0: Old : 20: 6 . 4 9 7 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 : 71.2 62.8 87.0 81.7 60.3 51.0 72.2 65.6 Old : 71.2 62.8 87.0 81.7 60.3 51.0 72.2 65.6 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 28, 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 : 27,559: 21,890 21,186 2,193 2,267 3,169 0 0 0 0 630 307: 0 0 Old : 27,559: 21,890 21,186 2,193 2,267 3,169 0 0 0 0 630 307: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 540: 540 290 0 0 0 0 0 0 0 250 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 76.9 8.0 8.2 11.5 0.0 0.0 0.0 0.0 2.3 1.1: 0.0 0.0 Old : 100.0: 79.4 76.9 8.0 8.2 11.5 0.0 0.0 0.0 0.0 2.3 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 : 38: 18 17 6 7 9 0 0 0 0 . .: Old : 38: 18 17 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 : 49.7 44.8 69.7 67.9 22.0 19.8 30.0 28.9 Old : 49.7 44.8 69.7 67.9 22.0 19.8 30.0 28.9 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 28, 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 : 301,742: 94,327 182,996 43,685 14,589 16,525 56,162 12,503 15,345 18,099 30,280 10,699: 46,900 18,805 Old : 301,742: 94,327 182,996 43,685 14,589 16,525 56,162 12,503 15,345 18,099 30,280 10,699: 46,900 18,805 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : -12,583: -8,963 -2,725 -234 -1,505 1,291 2,908 2,456 -4,099 4,006 546 -3,950: -3,542 -4,597 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 60.6 14.5 4.8 5.5 18.6 4.1 5.1 6.0 10.0 3.5: 15.5 6.2 Old : 100.0: 31.3 60.6 14.5 4.8 5.5 18.6 4.1 5.1 6.0 10.0 3.5: 15.5 6.2 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 : 180: 58 72 12 6 12 49 13 25 12 9 14: Old : 180: 58 72 12 6 12 49 13 25 12 9 14: 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 : 12.7 25.3 20.6 37.7 7.8 17.3 14.6 24.8 Old : 12.7 25.3 20.6 37.7 7.8 17.3 14.6 24.8 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 28, 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 : 15,297: 9,864 8,764 2,609 685 2,518 0 100 150 59 2,943 50: 47 87 Old : 15,297: 9,864 8,764 2,609 685 2,518 0 100 150 59 2,943 50: 47 87 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 361: 28 394 418 27 -107 0 0 0 0 25 -25: 47 47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 57.3 17.1 4.5 16.5 0.0 0.7 1.0 0.4 19.2 0.3: 0.3 0.6 Old : 100.0: 64.5 57.3 17.1 4.5 16.5 0.0 0.7 1.0 0.4 19.2 0.3: 0.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 32 34 7 . 10 0 . . . 6 .: Old : 63: 32 34 7 . 10 0 . . . 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 32.4 54.7 48.6 25.5 25.9 40.8 37.4 Old : 29.9 32.4 54.7 48.6 25.5 25.9 40.8 37.4 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 28, 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 : 10,133: 6,846 5,905 825 2,478 1,650 708 0 0 50 100 0: 54 0 Old : 10,133: 6,846 5,905 825 2,478 1,650 708 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 21, 2012 : : 600: 975 75 -250 650 -125 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.6 58.3 8.1 24.5 16.3 7.0 0.0 0.0 0.5 1.0 0.0: 0.5 0.0 Old : 100.0: 67.6 58.3 8.1 24.5 16.3 7.0 0.0 0.0 0.5 1.0 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 : 40: 15 17 . 8 8 . 0 0 . . 0: Old : 40: 15 17 . 8 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 : 45.2 35.3 65.8 55.3 36.5 32.8 54.0 48.6 Old : 45.2 35.3 65.8 55.3 36.5 32.8 54.0 48.6 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 28, 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 21, 2012 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 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 28, 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 : 11,383: 7,349 8,288 0 408 187 857 0 342 627 206 1,306: 715 646 Old : 11,383: 7,349 8,288 0 408 187 857 0 342 627 206 1,306: 715 646 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 115: 7 192 0 -70 15 92 0 -13 59 0 7: -52 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 72.8 0.0 3.6 1.6 7.5 0.0 3.0 5.5 1.8 11.5: 6.3 5.7 Old : 100.0: 64.6 72.8 0.0 3.6 1.6 7.5 0.0 3.0 5.5 1.8 11.5: 6.3 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 19 23 0 . . 5 0 . 7 . .: Old : 42: 19 23 0 . . 5 0 . 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 : 48.5 48.8 66.7 69.1 12.5 14.8 17.9 21.1 Old : 48.5 48.8 66.7 69.1 12.5 14.8 17.9 21.1 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 28, 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 : 16,068: 14,681 14,442 378 269 137 34 0 80 300 747 142: 316 251 Old : 16,068: 14,681 14,442 378 269 137 34 0 80 300 747 142: 316 251 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 914: 943 1,043 -51 0 4 -10 0 0 0 -79 -35: 63 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 89.9 2.4 1.7 0.9 0.2 0.0 0.5 1.9 4.6 0.9: 2.0 1.6 Old : 100.0: 91.4 89.9 2.4 1.7 0.9 0.2 0.0 0.5 1.9 4.6 0.9: 2.0 1.6 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 : 56: 33 38 . . . . 0 . . . 4: Old : 56: 33 38 . . . . 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 : 39.6 32.2 56.8 54.2 32.3 26.8 45.8 38.4 Old : 39.6 32.2 56.8 54.2 32.3 26.8 45.8 38.4 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 28, 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 : 1,846: 1,365 1,167 218 22 68 0 0 0 36 296 25: 134 268 Old : 1,846: 1,365 1,167 218 22 68 0 0 0 36 296 25: 134 268 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 57: 108 8 -30 22 35 0 0 0 0 0 0: -56 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 63.2 11.8 1.2 3.7 0.0 0.0 0.0 2.0 16.0 1.4: 7.3 14.5 Old : 100.0: 73.9 63.2 11.8 1.2 3.7 0.0 0.0 0.0 2.0 16.0 1.4: 7.3 14.5 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 : 29: 20 20 . . . 0 0 0 . . .: Old : 29: 20 20 . . . 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 : 39.3 39.3 57.1 55.6 38.1 35.2 52.9 47.3 Old : 39.3 39.3 57.1 55.6 38.1 35.2 52.9 47.3 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 28, 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 : 379,734: 126,865 115,344 43,891 77,465 64,882 32,369 8,439 19,819 9,978 13,460 61,507: 20,423 18,818 Old : 379,734: 126,865 115,344 43,891 77,465 64,882 32,369 8,439 19,819 9,978 13,460 61,507: 20,423 18,818 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 9,354: 15,046 12,989 -2,427 1,595 1,263 -4,532 -3,914 2,057 -760 -1,812 -4,030: 2,737 1,206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 30.4 11.6 20.4 17.1 8.5 2.2 5.2 2.6 3.5 16.2: 5.4 5.0 Old : 100.0: 33.4 30.4 11.6 20.4 17.1 8.5 2.2 5.2 2.6 3.5 16.2: 5.4 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 120: 35 31 10 18 25 15 8 12 9 19 25: Old : 120: 35 31 10 18 25 15 8 12 9 19 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 : 21.0 24.3 34.0 36.9 13.9 13.6 20.0 20.2 Old : 21.0 24.3 34.0 36.9 13.9 13.6 20.0 20.2 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 28, 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 : 1,517,833: 226,530 311,236 122,631 329,475 231,101 261,729 33,337 246,586 132,927 106,760 199,106: 97,223 60,232 Old : 1,517,833: 226,530 311,236 122,631 329,475 231,101 261,729 33,337 246,586 132,927 106,760 199,106: 97,223 60,232 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 76,307: 27,496 30,813 -3,410 23,145 13,409 13,838 1,248 8,217 13,438 -351 -2,312: 5,631 2,138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 20.5 8.1 21.7 15.2 17.2 2.2 16.2 8.8 7.0 13.1: 6.4 4.0 Old : 100.0: 14.9 20.5 8.1 21.7 15.2 17.2 2.2 16.2 8.8 7.0 13.1: 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 : 347: 49 53 14 34 39 88 28 73 56 45 91: Old : 347: 49 53 14 34 39 88 28 73 56 45 91: 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 : 18.6 14.4 27.8 23.3 12.0 10.3 17.1 15.9 Old : 18.6 14.4 27.8 23.3 12.0 10.3 17.1 15.9 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 28, 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 : 202,130: 37,373 18,851 30,927 78,595 25,778 0 872 126 49,891 9,929 1,200: 56,835 66,779 Old : 202,130: 37,373 18,851 30,927 78,595 25,778 0 872 126 49,891 9,929 1,200: 56,835 66,779 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 3,827: 836 -150 67 2,030 -238 0 0 0 -2,728 249 -427: 6,317 2,363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 9.3 15.3 38.9 12.8 0.0 0.4 0.1 24.7 4.9 0.6: 28.1 33.0 Old : 100.0: 18.5 9.3 15.3 38.9 12.8 0.0 0.4 0.1 24.7 4.9 0.6: 28.1 33.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 4 4 5 8 9 0 . . . . .: Old : 25: 4 4 5 8 9 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 31.5 61.1 47.0 44.6 27.4 54.3 40.2 Old : 44.7 31.5 61.1 47.0 44.6 27.4 54.3 40.2 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 28, 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 : 19,367: 10,470 10,675 4,534 4,204 3,288 0 25 0 537 725 450: 88 0 Old : 19,367: 10,470 10,675 4,534 4,204 3,288 0 25 0 537 725 450: 88 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 1,067: -57 699 756 100 243 0 0 0 125 25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 55.1 23.4 21.7 17.0 0.0 0.1 0.0 2.8 3.7 2.3: 0.5 0.0 Old : 100.0: 54.1 55.1 23.4 21.7 17.0 0.0 0.1 0.0 2.8 3.7 2.3: 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 : 41: 15 14 7 7 8 0 . 0 . . .: Old : 41: 15 14 7 7 8 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 54.4 76.8 73.4 51.0 48.9 63.4 62.5 Old : 60.0 54.4 76.8 73.4 51.0 48.9 63.4 62.5 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 28, 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 : 78,251: 5,763 2,751 26,747 19,285 27,428 3,754 4,927 59 1,215 7,747 10,004: 3,281 6,050 Old : 78,251: 5,763 2,751 26,747 19,285 27,428 3,754 4,927 59 1,215 7,747 10,004: 3,281 6,050 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 5,431: 0 0 -464 790 4,464 184 -930 -200 0 0 1,500: -53 -193 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 3.5 34.2 24.6 35.1 4.8 6.3 0.1 1.6 9.9 12.8: 4.2 7.7 Old : 100.0: 7.4 3.5 34.2 24.6 35.1 4.8 6.3 0.1 1.6 9.9 12.8: 4.2 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 5 . 9 9 16 . . . . 5 7: Old : 35: 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 : 49.0 41.9 69.8 64.3 30.2 29.2 40.9 38.3 Old : 49.0 41.9 69.8 64.3 30.2 29.2 40.9 38.3 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 28, 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 : 39,526: 2,870 3,300 11,860 12,543 14,376 2,605 897 850 1,075 1,374 3,506: 2,384 2,680 Old : 39,526: 2,870 3,300 11,860 12,543 14,376 2,605 897 850 1,075 1,374 3,506: 2,384 2,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 2,504: 1,520 0 -231 -1,376 2,495 -2,300 0 50 500 1,049 500: -30 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 8.3 30.0 31.7 36.4 6.6 2.3 2.2 2.7 3.5 8.9: 6.0 6.8 Old : 100.0: 7.3 8.3 30.0 31.7 36.4 6.6 2.3 2.2 2.7 3.5 8.9: 6.0 6.8 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 . . . . . .: Old : 26: . . 6 6 12 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 47.5 62.1 65.7 32.1 29.2 39.8 38.6 Old : 45.1 47.5 62.1 65.7 32.1 29.2 39.8 38.6 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 28, 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 : 10,260: 2,012 2,275 1,200 5,767 1,468 4,476 0 702 300 0 0: 102 48 Old : 10,260: 2,012 2,275 1,200 5,767 1,468 4,476 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 21, 2012 : : 450: -300 450 0 0 0 750 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 22.2 11.7 56.2 14.3 43.6 0.0 6.8 2.9 0.0 0.0: 1.0 0.5 Old : 100.0: 19.6 22.2 11.7 56.2 14.3 43.6 0.0 6.8 2.9 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: 6 6 . 7 4 4 0 . . 0 0: Old : 25: 6 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 : 57.0 49.3 82.7 80.3 57.0 44.9 73.2 66.2 Old : 57.0 49.3 82.7 80.3 57.0 44.9 73.2 66.2 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 28, 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 : 23,600: 807 1,734 983 3,250 5,596 1,651 1,375 3,227 5,085 2,351 3,527: 2,724 2,540 Old : 23,600: 807 1,734 983 3,250 5,596 1,651 1,375 3,227 5,085 2,351 3,527: 2,724 2,540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 342: 309 -341 60 -150 90 0 470 -295 -155 319 243: 90 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 7.3 4.2 13.8 23.7 7.0 5.8 13.7 21.5 10.0 14.9: 11.5 10.8 Old : 100.0: 3.4 7.3 4.2 13.8 23.7 7.0 5.8 13.7 21.5 10.0 14.9: 11.5 10.8 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 : 25: . . 4 4 8 . . 4 5 . 4: Old : 25: . . 4 4 8 . . 4 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 : 44.3 44.5 63.4 68.7 25.4 23.0 31.9 34.4 Old : 44.3 44.5 63.4 68.7 25.4 23.0 31.9 34.4 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 28, 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 : 356,553: 133,542 260,909 33,902 14,992 16,709 96,096 2,901 21,188 17,475 16,904 11,361: 26,280 11,589 Old : 356,553: 133,542 260,909 33,902 14,992 16,709 96,096 2,901 21,188 17,475 16,904 11,361: 26,280 11,589 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 2,770: 5,340 7,562 -1,146 -220 1,576 1,159 -396 -2,316 2,537 624 -2,216: -2,164 -1,844 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 73.2 9.5 4.2 4.7 27.0 0.8 5.9 4.9 4.7 3.2: 7.4 3.3 Old : 100.0: 37.5 73.2 9.5 4.2 4.7 27.0 0.8 5.9 4.9 4.7 3.2: 7.4 3.3 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 : 231: 66 80 16 6 17 82 4 39 15 10 19: Old : 231: 66 80 16 6 17 82 4 39 15 10 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.8 24.8 25.7 39.0 7.9 13.2 13.4 21.5 Old : 17.8 24.8 25.7 39.0 7.9 13.2 13.4 21.5 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 28, 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 : 24,761: 9,300 14,812 390 3,024 226 2,922 0 99 6,894 418 214: 4,716 5,968 Old : 24,761: 9,300 14,812 390 3,024 226 2,922 0 99 6,894 418 214: 4,716 5,968 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 1,555: 533 249 0 232 184 116 0 -75 342 209 -50: 505 806 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 59.8 1.6 12.2 0.9 11.8 0.0 0.4 27.8 1.7 0.9: 19.0 24.1 Old : 100.0: 37.6 59.8 1.6 12.2 0.9 11.8 0.0 0.4 27.8 1.7 0.9: 19.0 24.1 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 : 31: 9 20 . . . . 0 . 5 . .: Old : 31: 9 20 . . . . 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 : 49.9 35.1 68.4 57.0 48.8 35.1 64.4 56.5 Old : 49.9 35.1 68.4 57.0 48.8 35.1 64.4 56.5 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 28, 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 : 10,098: 4,776 5,565 2,897 430 1,819 100 0 0 196 1,980 254: 56 50 Old : 10,098: 4,776 5,565 2,897 430 1,819 100 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 21, 2012 : : 504: 350 450 50 -50 104 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 55.1 28.7 4.3 18.0 1.0 0.0 0.0 1.9 19.6 2.5: 0.6 0.5 Old : 100.0: 47.3 55.1 28.7 4.3 18.0 1.0 0.0 0.0 1.9 19.6 2.5: 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: 20 20 8 . 9 . 0 0 . . .: Old : 41: 20 20 8 . 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 : 40.6 35.1 62.7 57.6 33.9 34.1 47.3 52.8 Old : 40.6 35.1 62.7 57.6 33.9 34.1 47.3 52.8 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 28, 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 : 58,621: 49,600 28,651 4,950 27,547 1,750 1,500 99 1 100 200 0: 720 373 Old : 58,621: 49,600 28,651 4,950 27,547 1,750 1,500 99 1 100 200 0: 720 373 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 3,920: 2,640 564 825 3,150 -35 750 0 0 100 200 0: -360 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 48.9 8.4 47.0 3.0 2.6 0.2 0.0 0.2 0.3 0.0: 1.2 0.6 Old : 100.0: 84.6 48.9 8.4 47.0 3.0 2.6 0.2 0.0 0.2 0.3 0.0: 1.2 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 : 59: 30 22 8 7 7 . . . . . 0: Old : 59: 30 22 8 7 7 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 52.0 63.4 70.2 47.4 47.8 60.4 63.1 Old : 49.7 52.0 63.4 70.2 47.4 47.8 60.4 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 19,076: 14,337 14,255 3,797 3,956 715 0 0 0 0 0 0: 227 150 Old : 19,076: 14,337 14,255 3,797 3,956 715 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 21, 2012 : : 478: 428 403 200 225 -150 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 74.7 19.9 20.7 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8 Old : 100.0: 75.2 74.7 19.9 20.7 3.7 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 : 25: 14 9 7 . 4 0 0 0 0 0 0: Old : 25: 14 9 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 : 46.3 85.7 68.2 95.6 34.1 65.0 50.1 66.5 Old : 46.3 85.7 68.2 95.6 34.1 65.0 50.1 66.5 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 28, 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 : 8,365: 4,778 3,500 2,047 450 915 575 200 0 50 3,300 0: 0 0 Old : 8,365: 4,778 3,500 2,047 450 915 575 200 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 21, 2012 : : 350: 75 225 375 25 -100 0 200 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 41.8 24.5 5.4 10.9 6.9 2.4 0.0 0.6 39.5 0.0: 0.0 0.0 Old : 100.0: 57.1 41.8 24.5 5.4 10.9 6.9 2.4 0.0 0.6 39.5 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 : 38: 17 10 8 . 6 . . 0 . . 0: Old : 38: 17 10 8 . 6 . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 71.4 67.4 84.6 42.3 65.5 62.8 75.6 Old : 43.5 71.4 67.4 84.6 42.3 65.5 62.8 75.6 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 28, 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 : 5,040: 3,069 3,618 537 236 415 123 0 0 367 400 371: 158 0 Old : 5,040: 3,069 3,618 537 236 415 123 0 0 367 400 371: 158 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 425: 450 350 0 0 0 0 0 0 -100 0 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 71.8 10.7 4.7 8.2 2.4 0.0 0.0 7.3 7.9 7.4: 3.1 0.0 Old : 100.0: 60.9 71.8 10.7 4.7 8.2 2.4 0.0 0.0 7.3 7.9 7.4: 3.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 7 . . 4 . 0 0 . . .: Old : 24: 12 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 : 52.0 73.4 77.0 92.8 45.9 71.0 64.1 77.6 Old : 52.0 73.4 77.0 92.8 45.9 71.0 64.1 77.6 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 28, 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 : 24,758: 14,663 14,429 5,709 3,938 1,601 60 2,202 0 921 713 1,774: 30 101 Old : 24,758: 14,663 14,429 5,709 3,938 1,601 60 2,202 0 921 713 1,774: 30 101 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 748: 642 1,284 -30 0 -92 -30 -921 0 32 304 260: -34 -87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 58.3 23.1 15.9 6.5 0.2 8.9 0.0 3.7 2.9 7.2: 0.1 0.4 Old : 100.0: 59.2 58.3 23.1 15.9 6.5 0.2 8.9 0.0 3.7 2.9 7.2: 0.1 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 : 61: 24 27 11 7 11 . . 0 4 . .: Old : 61: 24 27 11 7 11 . . 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 : 30.6 32.2 48.1 52.6 26.9 30.4 40.2 44.3 Old : 30.6 32.2 48.1 52.6 26.9 30.4 40.2 44.3 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 28, 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 : 4,327: 3,157 1,145 832 714 238 0 1,399 0 100 700 0: 0 131 Old : 4,327: 3,157 1,145 832 714 238 0 1,399 0 100 700 0: 0 131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : -18: 0 32 -32 100 14 0 0 0 0 -164 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 26.5 19.2 16.5 5.5 0.0 32.3 0.0 2.3 16.2 0.0: 0.0 3.0 Old : 100.0: 73.0 26.5 19.2 16.5 5.5 0.0 32.3 0.0 2.3 16.2 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 : 23: 5 6 4 4 . 0 . 0 . . 0: Old : 23: 5 6 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 : 82.9 54.8 95.7 79.0 74.9 54.8 84.4 72.8 Old : 82.9 54.8 95.7 79.0 74.9 54.8 84.4 72.8 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 28, 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 : 12,528: 10,174 7,169 382 2,140 730 881 1,222 240 45 1,007 0: 76 20 Old : 12,528: 10,174 7,169 382 2,140 730 881 1,222 240 45 1,007 0: 76 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 726: 357 180 243 148 107 0 273 0 0 0 0: 19 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 57.2 3.0 17.1 5.8 7.0 9.8 1.9 0.4 8.0 0.0: 0.6 0.2 Old : 100.0: 81.2 57.2 3.0 17.1 5.8 7.0 9.8 1.9 0.4 8.0 0.0: 0.6 0.2 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 : 47: 23 21 . 6 4 . . . . 5 0: Old : 47: 23 21 . 6 4 . . . . 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 : 38.3 43.8 58.5 67.3 37.9 38.6 53.0 54.8 Old : 38.3 43.8 58.5 67.3 37.9 38.6 53.0 54.8 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 28, 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 : 29,472: 10,888 14,656 3,306 8,964 1,918 0 2,191 0 12,650 691 325: 385 727 Old : 29,472: 10,888 14,656 3,306 8,964 1,918 0 2,191 0 12,650 691 325: 385 727 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : -13: -3,218 287 0 0 0 0 -150 0 3,355 0 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 49.7 11.2 30.4 6.5 0.0 7.4 0.0 42.9 2.3 1.1: 1.3 2.5 Old : 100.0: 36.9 49.7 11.2 30.4 6.5 0.0 7.4 0.0 42.9 2.3 1.1: 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 : 49: 11 17 8 9 7 0 4 0 6 . 4: Old : 49: 11 17 8 9 7 0 4 0 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 49.3 76.6 65.1 64.1 49.2 73.1 63.4 Old : 65.5 49.3 76.6 65.1 64.1 49.2 73.1 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 29,975: 20,474 15,318 538 6,419 896 2,116 0 24 150 0 1,800: 3,977 5,518 Old : 29,975: 20,474 15,318 538 6,419 896 2,116 0 24 150 0 1,800: 3,977 5,518 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 1,019: -528 535 0 153 253 189 0 0 0 0 0: 1,105 78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.3 51.1 1.8 21.4 3.0 7.1 0.0 0.1 0.5 0.0 6.0: 13.3 18.4 Old : 100.0: 68.3 51.1 1.8 21.4 3.0 7.1 0.0 0.1 0.5 0.0 6.0: 13.3 18.4 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 : 26: 13 15 . 5 . . 0 . . 0 .: Old : 26: 13 15 . 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 : 37.7 44.6 62.7 63.6 36.7 39.8 55.7 53.0 Old : 37.7 44.6 62.7 63.6 36.7 39.8 55.7 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012