GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 42,255: 32,457 37,767 5,078 237 3,544 0 0 0 288 0 510: 378 197 Old : 42,255: 32,457 37,767 5,078 237 3,544 0 0 0 288 0 510: 378 197 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 3,166: 3,350 3,489 120 -65 -170 0 0 0 -26 0 -88: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 89.4 12.0 0.6 8.4 0.0 0.0 0.0 0.7 0.0 1.2: 0.9 0.5 Old : 100.0: 76.8 89.4 12.0 0.6 8.4 0.0 0.0 0.0 0.7 0.0 1.2: 0.9 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 : 52: 23 32 11 . 10 0 0 0 . 0 .: Old : 52: 23 32 11 . 10 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 : 50.5 38.7 71.0 55.4 20.1 16.6 28.0 25.0 Old : 50.5 38.7 71.0 55.4 20.1 16.6 28.0 25.0 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, March 13, 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 : 25,318: 20,966 20,758 701 1,054 3,484 0 0 0 0 0 0: 167 22 Old : 25,318: 20,966 20,758 701 1,054 3,484 0 0 0 0 0 0: 167 22 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 1,165: 940 940 0 0 225 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 82.0 2.8 4.2 13.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1 Old : 100.0: 82.8 82.0 2.8 4.2 13.8 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 : 52.0 50.1 78.6 81.6 12.8 10.9 17.8 15.8 Old : 52.0 50.1 78.6 81.6 12.8 10.9 17.8 15.8 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, March 13, 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 : 10,321: 5,325 5,630 928 309 2,669 0 0 340 0 256 181: 878 936 Old : 10,321: 5,325 5,630 928 309 2,669 0 0 340 0 256 181: 878 936 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 564: 387 495 36 -1 -90 0 0 164 0 -28 42: 25 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 54.5 9.0 3.0 25.9 0.0 0.0 3.3 0.0 2.5 1.8: 8.5 9.1 Old : 100.0: 51.6 54.5 9.0 3.0 25.9 0.0 0.0 3.3 0.0 2.5 1.8: 8.5 9.1 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 : 43: 21 25 10 5 15 0 0 . 0 . .: Old : 43: 21 25 10 5 15 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 : 26.7 24.9 45.7 40.2 14.8 8.4 19.2 13.0 Old : 26.7 24.9 45.7 40.2 14.8 8.4 19.2 13.0 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, March 13, 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 : 6,905: 3,250 4,332 996 295 1,125 0 0 100 509 180 140: 785 733 Old : 6,905: 3,250 4,332 996 295 1,125 0 0 100 509 180 140: 785 733 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 535: 185 276 59 5 254 0 0 0 80 35 -70: 27 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.1 62.7 14.4 4.3 16.3 0.0 0.0 1.4 7.4 2.6 2.0: 11.4 10.6 Old : 100.0: 47.1 62.7 14.4 4.3 16.3 0.0 0.0 1.4 7.4 2.6 2.0: 11.4 10.6 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: 31 31 10 4 13 0 0 . 4 . .: Old : 56: 31 31 10 4 13 0 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 : 26.5 20.5 40.2 32.9 18.4 14.7 24.2 21.7 Old : 26.5 20.5 40.2 32.9 18.4 14.7 24.2 21.7 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, March 13, 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 : 2,484: 951 1,294 182 218 387 53 0 0 0 217 44: 867 324 Old : 2,484: 951 1,294 182 218 387 53 0 0 0 217 44: 867 324 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 115: 130 165 15 -30 0 0 0 0 0 5 0: -30 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.3 52.1 7.3 8.8 15.6 2.1 0.0 0.0 0.0 8.7 1.8: 34.9 13.0 Old : 100.0: 38.3 52.1 7.3 8.8 15.6 2.1 0.0 0.0 0.0 8.7 1.8: 34.9 13.0 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: 14 14 4 . 4 . 0 0 0 . .: Old : 25: 14 14 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 : 28.8 45.2 44.9 65.9 22.2 32.9 30.0 50.9 Old : 28.8 45.2 44.9 65.9 22.2 32.9 30.0 50.9 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, March 13, 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 : 2,457: 1,725 939 135 985 126 0 0 0 162 0 52: 257 355 Old : 2,457: 1,725 939 135 985 126 0 0 0 162 0 52: 257 355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 521: 451 135 10 285 18 0 0 0 41 0 0: 1 83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 38.2 5.5 40.1 5.1 0.0 0.0 0.0 6.6 0.0 2.1: 10.5 14.4 Old : 100.0: 70.2 38.2 5.5 40.1 5.1 0.0 0.0 0.0 6.6 0.0 2.1: 10.5 14.4 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: 9 8 . 4 5 0 0 0 . 0 .: Old : 21: 9 8 . 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 : 68.3 54.9 81.1 76.1 68.0 54.9 77.5 71.2 Old : 68.3 54.9 81.1 76.1 68.0 54.9 77.5 71.2 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, March 13, 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 : 9,753: 8,601 8,872 715 504 251 0 0 0 0 0 0: 186 126 Old : 9,753: 8,601 8,872 715 504 251 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: March 6, 2012 : : 224: 190 210 28 8 6 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 91.0 7.3 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.3 Old : 100.0: 88.2 91.0 7.3 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.3 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 : 25: 11 13 . . . 0 0 0 0 0 0: Old : 25: 11 13 . . . 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 : 60.6 72.3 86.0 89.6 55.1 66.3 74.0 76.5 Old : 60.6 72.3 86.0 89.6 55.1 66.3 74.0 76.5 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, March 13, 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 : 8,761: 4,223 771 2,058 5,311 2,090 0 0 0 0 176 0: 390 413 Old : 8,761: 4,223 771 2,058 5,311 2,090 0 0 0 0 176 0: 390 413 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 297: 0 168 168 0 129 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.2 8.8 23.5 60.6 23.9 0.0 0.0 0.0 0.0 2.0 0.0: 4.5 4.7 Old : 100.0: 48.2 8.8 23.5 60.6 23.9 0.0 0.0 0.0 0.0 2.0 0.0: 4.5 4.7 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 : 20: 6 . 4 9 8 0 0 0 0 . 0: Old : 20: 6 . 4 9 8 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 : 69.9 61.5 86.6 81.9 57.8 49.3 68.7 62.6 Old : 69.9 61.5 86.6 81.9 57.8 49.3 68.7 62.6 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, March 13, 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 : 24,681: 19,962 18,716 2,023 2,711 2,453 0 0 0 0 558 243: 0 0 Old : 24,681: 19,962 18,716 2,023 2,711 2,453 0 0 0 0 558 243: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 1,207: 1,133 432 75 325 75 0 0 0 0 451 -76: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 75.8 8.2 11.0 9.9 0.0 0.0 0.0 0.0 2.3 1.0: 0.0 0.0 Old : 100.0: 80.9 75.8 8.2 11.0 9.9 0.0 0.0 0.0 0.0 2.3 1.0: 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: 17 16 7 5 10 0 0 0 0 . .: Old : 34: 17 16 7 5 10 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 : 51.4 48.7 71.1 70.4 27.8 29.8 37.3 39.5 Old : 51.4 48.7 71.1 70.4 27.8 29.8 37.3 39.5 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, March 13, 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 : 285,737: 69,485 158,411 46,127 14,128 14,635 56,683 9,752 18,436 16,082 31,045 13,668: 50,621 25,662 Old : 285,737: 69,485 158,411 46,127 14,128 14,635 56,683 9,752 18,436 16,082 31,045 13,668: 50,621 25,662 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : -381: -3,351 -683 -676 -335 235 -504 -2,295 -1,063 213 -353 910: 3,855 3,203 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 55.4 16.1 4.9 5.1 19.8 3.4 6.5 5.6 10.9 4.8: 17.7 9.0 Old : 100.0: 24.3 55.4 16.1 4.9 5.1 19.8 3.4 6.5 5.6 10.9 4.8: 17.7 9.0 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 : 172: 53 65 13 6 13 46 13 23 12 11 16: Old : 172: 53 65 13 6 13 46 13 23 12 11 16: 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 : 11.6 25.9 20.0 41.1 8.7 21.7 16.5 32.1 Old : 11.6 25.9 20.0 41.1 8.7 21.7 16.5 32.1 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, March 13, 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 : 14,014: 9,171 7,707 2,917 840 1,741 0 100 150 0 3,414 0: 35 62 Old : 14,014: 9,171 7,707 2,917 840 1,741 0 100 150 0 3,414 0: 35 62 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 2,326: 1,364 1,733 849 -197 113 0 0 0 0 677 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.4 55.0 20.8 6.0 12.4 0.0 0.7 1.1 0.0 24.4 0.0: 0.2 0.4 Old : 100.0: 65.4 55.0 20.8 6.0 12.4 0.0 0.7 1.1 0.0 24.4 0.0: 0.2 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 : 62: 29 32 8 . 8 0 . . 0 7 0: Old : 62: 29 32 8 . 8 0 . . 0 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 : 29.3 39.5 50.5 53.9 26.8 32.1 41.9 41.9 Old : 29.3 39.5 50.5 53.9 26.8 32.1 41.9 41.9 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, March 13, 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 : 9,958: 6,471 5,280 995 2,948 1,680 708 0 0 50 50 0: 54 0 Old : 9,958: 6,471 5,280 995 2,948 1,680 708 0 0 50 50 0: 54 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 610: 685 -340 -230 795 155 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 53.0 10.0 29.6 16.9 7.1 0.0 0.0 0.5 0.5 0.0: 0.5 0.0 Old : 100.0: 65.0 53.0 10.0 29.6 16.9 7.1 0.0 0.0 0.5 0.5 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 : 42: 14 18 . 8 7 . 0 0 . . 0: Old : 42: 14 18 . 8 7 . 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 : 47.7 34.6 66.5 54.2 40.9 29.6 56.1 46.4 Old : 47.7 34.6 66.5 54.2 40.9 29.6 56.1 46.4 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, March 13, 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 : 1,017: 567 767 100 200 50 0 0 0 50 0 0: 250 0 Old : 1,017: 567 767 100 200 50 0 0 0 50 0 0: 250 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : -897: -895 -833 -205 163 -70 0 0 0 50 -150 0: 223 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 75.4 9.8 19.7 4.9 0.0 0.0 0.0 4.9 0.0 0.0: 24.6 0.0 Old : 100.0: 55.8 75.4 9.8 19.7 4.9 0.0 0.0 0.0 4.9 0.0 0.0: 24.6 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 : 20: 7 11 . . . 0 0 0 . 0 0: Old : 20: 7 11 . . . 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 : 44.2 44.2 63.9 76.2 36.9 41.8 55.8 61.5 Old : 44.2 44.2 63.9 76.2 36.9 41.8 55.8 61.5 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, March 13, 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 : 11,095: 7,292 8,287 0 248 237 1,152 68 312 428 382 1,183: 491 378 Old : 11,095: 7,292 8,287 0 248 237 1,152 68 312 428 382 1,183: 491 378 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : -120: 39 354 0 -118 43 294 0 -30 -145 -74 27: -348 -322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 74.7 0.0 2.2 2.1 10.4 0.6 2.8 3.9 3.4 10.7: 4.4 3.4 Old : 100.0: 65.7 74.7 0.0 2.2 2.1 10.4 0.6 2.8 3.9 3.4 10.7: 4.4 3.4 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 : 45: 18 23 0 . . 7 . . 4 4 4: Old : 45: 18 23 0 . . 7 . . 4 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 : 44.6 44.6 62.3 63.0 12.8 10.4 18.8 17.1 Old : 44.6 44.6 62.3 63.0 12.8 10.4 18.8 17.1 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, March 13, 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 : 16,786: 15,444 14,935 220 404 268 47 0 54 85 570 353: 315 202 Old : 16,786: 15,444 14,935 220 404 268 47 0 54 85 570 353: 315 202 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 1,491: 1,347 1,337 21 98 19 0 0 0 0 -48 68: 36 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 89.0 1.3 2.4 1.6 0.3 0.0 0.3 0.5 3.4 2.1: 1.9 1.2 Old : 100.0: 92.0 89.0 1.3 2.4 1.6 0.3 0.0 0.3 0.5 3.4 2.1: 1.9 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 : 53: 30 35 . . . . 0 . . . 4: Old : 53: 30 35 . . . . 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 : 45.1 36.0 63.7 58.2 39.9 33.5 53.9 47.6 Old : 45.1 36.0 63.7 58.2 39.9 33.5 53.9 47.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 2,211: 1,492 1,517 0 0 0 149 0 132 0 0 0: 438 562 Old : 2,211: 1,492 1,517 0 0 0 149 0 132 0 0 0: 438 562 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 68.6 0.0 0.0 0.0 6.7 0.0 6.0 0.0 0.0 0.0: 19.8 25.4 Old : 100.0: 67.5 68.6 0.0 0.0 0.0 6.7 0.0 6.0 0.0 0.0 0.0: 19.8 25.4 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 : 20: 17 17 0 0 0 . 0 . 0 0 0: Old : 20: 17 17 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 : 37.9 28.5 55.3 49.7 22.3 19.1 31.0 25.7 Old : 37.9 28.5 55.3 49.7 22.3 19.1 31.0 25.7 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, March 13, 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 : 1,361: 877 685 136 0 96 0 0 0 0 253 47: 205 280 Old : 1,361: 877 685 136 0 96 0 0 0 0 253 47: 205 280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 99: 77 49 -12 -29 19 0 0 0 -57 52 47: 25 -39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 50.3 10.0 0.0 7.1 0.0 0.0 0.0 0.0 18.6 3.5: 15.1 20.6 Old : 100.0: 64.4 50.3 10.0 0.0 7.1 0.0 0.0 0.0 0.0 18.6 3.5: 15.1 20.6 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 : 26: 15 14 4 0 . 0 0 0 0 . .: Old : 26: 15 14 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 : 44.7 40.3 61.8 56.6 44.5 40.3 55.2 53.6 Old : 44.7 40.3 61.8 56.6 44.5 40.3 55.2 53.6 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, March 13, 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 : 404,083: 134,116 117,604 48,971 77,852 67,725 37,759 15,022 20,541 7,930 21,378 66,013: 21,028 17,948 Old : 404,083: 134,116 117,604 48,971 77,852 67,725 37,759 15,022 20,541 7,930 21,378 66,013: 21,028 17,948 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 17,719: 11,945 7,892 2,705 1,094 3,106 3,037 922 472 -1,151 6,583 -358: -2,037 -1,992 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 29.1 12.1 19.3 16.8 9.3 3.7 5.1 2.0 5.3 16.3: 5.2 4.4 Old : 100.0: 33.2 29.1 12.1 19.3 16.8 9.3 3.7 5.1 2.0 5.3 16.3: 5.2 4.4 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 : 130: 38 34 10 18 25 13 10 12 11 21 30: Old : 130: 38 34 10 18 25 13 10 12 11 21 30: 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 : 20.4 23.6 32.8 35.2 13.6 13.8 20.1 20.0 Old : 20.4 23.6 32.8 35.2 13.6 13.8 20.1 20.0 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, March 13, 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 : 1,579,060: 245,177 320,573 131,223 334,444 229,623 263,258 51,326 258,598 145,694 114,452 206,959: 98,528 63,085 Old : 1,579,060: 245,177 320,573 131,223 334,444 229,623 263,258 51,326 258,598 145,694 114,452 206,959: 98,528 63,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : -5,789: -10,864 -10,316 6,193 10,642 -4,949 7,984 5,587 -5,066 4,219 394 -4,646: 1,340 2,565 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 20.3 8.3 21.2 14.5 16.7 3.3 16.4 9.2 7.2 13.1: 6.2 4.0 Old : 100.0: 15.5 20.3 8.3 21.2 14.5 16.7 3.3 16.4 9.2 7.2 13.1: 6.2 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 : 341: 48 49 16 28 38 82 33 79 56 47 90: Old : 341: 48 49 16 28 38 82 33 79 56 47 90: 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 : 17.6 14.1 27.0 23.2 12.1 9.8 17.3 15.4 Old : 17.6 14.1 27.0 23.2 12.1 9.8 17.3 15.4 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, March 13, 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 : 201,267: 35,268 18,799 36,105 82,145 23,213 0 287 532 51,880 12,666 1,713: 52,556 61,912 Old : 201,267: 35,268 18,799 36,105 82,145 23,213 0 287 532 51,880 12,666 1,713: 52,556 61,912 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 5,437: 56 365 4,552 2,391 449 0 -318 212 2,760 -273 251: -2,843 2,360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 9.3 17.9 40.8 11.5 0.0 0.1 0.3 25.8 6.3 0.9: 26.1 30.8 Old : 100.0: 17.5 9.3 17.9 40.8 11.5 0.0 0.1 0.3 25.8 6.3 0.9: 26.1 30.8 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 : 28: 5 5 6 8 10 0 . . . 4 4: Old : 28: 5 5 6 8 10 0 . . . 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 : 44.8 32.3 60.6 48.0 44.7 29.7 55.4 42.2 Old : 44.8 32.3 60.6 48.0 44.7 29.7 55.4 42.2 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, March 13, 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 : 17,139: 10,711 9,507 3,334 4,488 2,069 0 0 0 825 875 200: 0 0 Old : 17,139: 10,711 9,507 3,334 4,488 2,069 0 0 0 825 875 200: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 1,272: 563 1,046 280 -53 279 0 0 0 150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 55.5 19.5 26.2 12.1 0.0 0.0 0.0 4.8 5.1 1.2: 0.0 0.0 Old : 100.0: 62.5 55.5 19.5 26.2 12.1 0.0 0.0 0.0 4.8 5.1 1.2: 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 : 39: 14 12 5 7 8 0 0 0 . . .: Old : 39: 14 12 5 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 : 66.1 61.7 79.0 78.1 63.6 59.3 75.1 73.8 Old : 66.1 61.7 79.0 78.1 63.6 59.3 75.1 73.8 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, March 13, 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 : 80,133: 5,663 2,551 26,820 19,762 31,069 3,878 4,927 59 1,215 7,843 7,757: 3,672 6,165 Old : 80,133: 5,663 2,551 26,820 19,762 31,069 3,878 4,927 59 1,215 7,843 7,757: 3,672 6,165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : -2,661: -100 0 21 94 1,272 52 0 -790 0 -104 -3,047: -69 -86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 3.2 33.5 24.7 38.8 4.8 6.1 0.1 1.5 9.8 9.7: 4.6 7.7 Old : 100.0: 7.1 3.2 33.5 24.7 38.8 4.8 6.1 0.1 1.5 9.8 9.7: 4.6 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 : 34: 5 . 9 9 15 . . . . 4 7: Old : 34: 5 . 9 9 15 . . . . 4 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 : 47.4 40.0 67.7 63.3 29.5 28.6 40.1 37.6 Old : 47.4 40.0 67.7 63.3 29.5 28.6 40.1 37.6 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, March 13, 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 : 39,557: 2,870 3,150 12,363 12,549 15,263 2,466 897 800 1,075 1,474 2,356: 2,364 3,068 Old : 39,557: 2,870 3,150 12,363 12,549 15,263 2,466 897 800 1,075 1,474 2,356: 2,364 3,068 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : -1,563: 0 0 -87 27 -22 185 0 -50 0 0 -1,550: -39 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 8.0 31.3 31.7 38.6 6.2 2.3 2.0 2.7 3.7 6.0: 6.0 7.8 Old : 100.0: 7.3 8.0 31.3 31.7 38.6 6.2 2.3 2.0 2.7 3.7 6.0: 6.0 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: . . 7 5 12 . . . . . .: Old : 26: . . 7 5 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 : 46.4 49.7 62.2 65.2 32.6 28.9 40.4 38.8 Old : 46.4 49.7 62.2 65.2 32.6 28.9 40.4 38.8 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, March 13, 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 : 8,755: 2,057 2,075 900 4,947 1,463 3,716 0 213 300 0 0: 106 57 Old : 8,755: 2,057 2,075 900 4,947 1,463 3,716 0 213 300 0 0: 106 57 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : -600: 0 -300 0 -300 0 -664 0 0 0 0 0: 64 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 23.7 10.3 56.5 16.7 42.4 0.0 2.4 3.4 0.0 0.0: 1.2 0.7 Old : 100.0: 23.5 23.7 10.3 56.5 16.7 42.4 0.0 2.4 3.4 0.0 0.0: 1.2 0.7 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 : 27: 7 7 . 7 6 4 0 . . 0 0: Old : 27: 7 7 . 7 6 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 : 55.4 48.8 76.9 74.8 54.8 45.9 68.1 61.4 Old : 55.4 48.8 76.9 74.8 54.8 45.9 68.1 61.4 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, March 13, 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 : 24,747: 2,002 179 1,347 2,930 5,923 1,238 1,410 4,002 4,457 4,219 3,463: 2,315 2,621 Old : 24,747: 2,002 179 1,347 2,930 5,923 1,238 1,410 4,002 4,457 4,219 3,463: 2,315 2,621 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 338: 1,195 -1,355 -30 50 375 47 -3 353 -840 1,385 -641: -121 174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 0.7 5.4 11.8 23.9 5.0 5.7 16.2 18.0 17.0 14.0: 9.4 10.6 Old : 100.0: 8.1 0.7 5.4 11.8 23.9 5.0 5.7 16.2 18.0 17.0 14.0: 9.4 10.6 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 : 24: . . 5 . 8 . . 4 5 . 5: Old : 24: . . 5 . 8 . . 4 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 : 43.3 48.0 61.6 72.1 23.9 28.1 32.4 34.6 Old : 43.3 48.0 61.6 72.1 23.9 28.1 32.4 34.6 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, March 13, 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 : 386,636: 148,546 272,515 32,899 16,578 18,524 96,950 4,281 28,672 18,117 16,249 15,938: 26,990 13,879 Old : 386,636: 148,546 272,515 32,899 16,578 18,524 96,950 4,281 28,672 18,117 16,249 15,938: 26,990 13,879 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 13,976: 9,854 4,893 37 260 2,619 -3,047 296 3,144 -241 -542 2,102: -492 1,204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 70.5 8.5 4.3 4.8 25.1 1.1 7.4 4.7 4.2 4.1: 7.0 3.6 Old : 100.0: 38.4 70.5 8.5 4.3 4.8 25.1 1.1 7.4 4.7 4.2 4.1: 7.0 3.6 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 : 232: 58 78 16 7 19 82 9 39 14 13 18: Old : 232: 58 78 16 7 19 82 9 39 14 13 18: 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 : 19.7 24.4 27.3 37.5 7.3 11.4 12.7 18.4 Old : 19.7 24.4 27.3 37.5 7.3 11.4 12.7 18.4 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, March 13, 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 : 23,043: 10,031 13,363 432 3,224 75 1,506 0 401 5,908 179 161: 4,529 5,640 Old : 23,043: 10,031 13,363 432 3,224 75 1,506 0 401 5,908 179 161: 4,529 5,640 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 1,642: 915 1,121 0 215 0 -292 0 292 495 0 -43: 275 57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.5 58.0 1.9 14.0 0.3 6.5 0.0 1.7 25.6 0.8 0.7: 19.7 24.5 Old : 100.0: 43.5 58.0 1.9 14.0 0.3 6.5 0.0 1.7 25.6 0.8 0.7: 19.7 24.5 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 : 30: 11 17 . . . . 0 . 4 . .: Old : 30: 11 17 . . . . 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 : 47.8 39.4 64.1 58.8 47.0 39.4 59.3 58.8 Old : 47.8 39.4 64.1 58.8 47.0 39.4 59.3 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 27,288: 26,294 6,852 0 18,271 0 0 0 0 0 0 0: 994 2,165 Old : 27,288: 26,294 6,852 0 18,271 0 0 0 0 0 0 0: 994 2,165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 881: 1,356 471 0 1,145 0 0 0 0 0 0 0: -475 -735 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.4 25.1 0.0 67.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.6 7.9 Old : 100.0: 96.4 25.1 0.0 67.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.6 7.9 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: 14 12 0 6 0 0 0 0 0 0 0: Old : 24: 14 12 0 6 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 : 75.0 63.5 89.7 79.5 72.3 63.5 85.5 78.8 Old : 75.0 63.5 89.7 79.5 72.3 63.5 85.5 78.8 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, March 13, 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 : 9,136: 4,361 4,151 2,574 560 1,556 100 0 0 46 2,515 304: 195 50 Old : 9,136: 4,361 4,151 2,574 560 1,556 100 0 0 46 2,515 304: 195 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 499: 31 31 326 -172 -28 0 0 0 0 618 50: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.7 45.4 28.2 6.1 17.0 1.1 0.0 0.0 0.5 27.5 3.3: 2.1 0.5 Old : 100.0: 47.7 45.4 28.2 6.1 17.0 1.1 0.0 0.0 0.5 27.5 3.3: 2.1 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 : 38: 17 19 8 4 8 . 0 0 . . .: Old : 38: 17 19 8 4 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 : 38.2 41.0 58.6 63.7 33.8 40.3 49.0 57.2 Old : 38.2 41.0 58.6 63.7 33.8 40.3 49.0 57.2 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, March 13, 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 : 54,904: 45,818 25,032 5,214 27,614 1,806 1,130 0 0 200 50 100: 636 302 Old : 54,904: 45,818 25,032 5,214 27,614 1,806 1,130 0 0 200 50 100: 636 302 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 1,308: 964 503 176 712 143 -75 -49 -1 100 0 0: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 45.6 9.5 50.3 3.3 2.1 0.0 0.0 0.4 0.1 0.2: 1.2 0.6 Old : 100.0: 83.5 45.6 9.5 50.3 3.3 2.1 0.0 0.0 0.4 0.1 0.2: 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 : 56: 28 23 7 8 8 . 0 0 . . .: Old : 56: 28 23 7 8 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 : 51.8 55.1 65.3 71.3 49.0 50.8 59.7 65.6 Old : 51.8 55.1 65.3 71.3 49.0 50.8 59.7 65.6 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, March 13, 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 : 21,478: 17,619 17,079 3,239 3,896 503 0 0 0 0 0 0: 117 0 Old : 21,478: 17,619 17,079 3,239 3,896 503 0 0 0 0 0 0: 117 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 4,501: 4,490 4,400 0 240 11 0 0 0 0 0 0: 0 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 79.5 15.1 18.1 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0 Old : 100.0: 82.0 79.5 15.1 18.1 2.3 0.0 0.0 0.0 0.0 0.0 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 : 30: 16 12 8 . . 0 0 0 0 0 0: Old : 30: 16 12 8 . . 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 : 55.8 84.4 73.4 95.2 28.3 51.1 40.6 53.0 Old : 55.8 84.4 73.4 95.2 28.3 51.1 40.6 53.0 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, March 13, 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 : 8,760: 4,843 3,500 2,902 400 1,015 0 670 0 0 3,175 0: 0 0 Old : 8,760: 4,843 3,500 2,902 400 1,015 0 670 0 0 3,175 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 575: 375 0 -75 0 275 0 0 0 0 300 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 40.0 33.1 4.6 11.6 0.0 7.6 0.0 0.0 36.2 0.0: 0.0 0.0 Old : 100.0: 55.3 40.0 33.1 4.6 11.6 0.0 7.6 0.0 0.0 36.2 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 10 9 . 7 0 . 0 0 . 0: Old : 34: 16 10 9 . 7 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 : 44.4 70.7 69.2 84.1 40.0 64.7 59.9 75.3 Old : 44.4 70.7 69.2 84.1 40.0 64.7 59.9 75.3 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, March 13, 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 : 4,525: 2,554 3,548 423 6 487 165 0 0 595 385 99: 202 0 Old : 4,525: 2,554 3,548 423 6 487 165 0 0 595 385 99: 202 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : -157: -350 190 0 -90 90 0 0 0 450 0 -347: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 78.4 9.3 0.1 10.8 3.6 0.0 0.0 13.1 8.5 2.2: 4.5 0.0 Old : 100.0: 56.4 78.4 9.3 0.1 10.8 3.6 0.0 0.0 13.1 8.5 2.2: 4.5 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 : 21: 9 6 . . . . 0 0 . . .: Old : 21: 9 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 : 48.6 83.9 79.1 96.0 45.9 82.0 71.8 84.2 Old : 48.6 83.9 79.1 96.0 45.9 82.0 71.8 84.2 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, March 13, 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 : 25,110: 13,669 14,020 5,043 3,736 2,271 150 1,584 50 1,006 475 2,883: 38 91 Old : 25,110: 13,669 14,020 5,043 3,736 2,271 150 1,584 50 1,006 475 2,883: 38 91 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 2,642: 732 900 -63 39 558 100 37 50 152 -68 1,113: 0 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 55.8 20.1 14.9 9.0 0.6 6.3 0.2 4.0 1.9 11.5: 0.2 0.4 Old : 100.0: 54.4 55.8 20.1 14.9 9.0 0.6 6.3 0.2 4.0 1.9 11.5: 0.2 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: 23 27 11 7 12 . . . 4 . .: Old : 61: 23 27 11 7 12 . . . 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 : 32.2 32.4 50.8 53.4 21.4 26.4 34.6 40.5 Old : 32.2 32.4 50.8 53.4 21.4 26.4 34.6 40.5 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, March 13, 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 : 3,090: 2,493 1,029 400 876 76 0 749 0 100 197 21: 0 142 Old : 3,090: 2,493 1,029 400 876 76 0 749 0 100 197 21: 0 142 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 21: 0 0 0 0 0 0 0 0 0 -21 21: 0 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 33.3 12.9 28.3 2.5 0.0 24.2 0.0 3.2 6.4 0.7: 0.0 4.6 Old : 100.0: 80.7 33.3 12.9 28.3 2.5 0.0 24.2 0.0 3.2 6.4 0.7: 0.0 4.6 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 : 23: 5 6 . 5 . 0 . 0 . . .: Old : 23: 5 6 . 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 : 83.2 43.8 95.7 72.3 77.2 43.8 84.3 65.8 Old : 83.2 43.8 95.7 72.3 77.2 43.8 84.3 65.8 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, March 13, 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 : 9,505: 7,453 4,776 588 1,500 662 264 1,321 465 45 781 0: 28 0 Old : 9,505: 7,453 4,776 588 1,500 662 264 1,321 465 45 781 0: 28 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 162: -83 -140 105 -90 90 -175 -12 225 0 89 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 50.2 6.2 15.8 7.0 2.8 13.9 4.9 0.5 8.2 0.0: 0.3 0.0 Old : 100.0: 78.4 50.2 6.2 15.8 7.0 2.8 13.9 4.9 0.5 8.2 0.0: 0.3 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 : 46: 24 18 . 6 4 . . . . 5 0: Old : 46: 24 18 . 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 : 35.7 44.8 53.5 64.3 34.3 38.6 47.2 50.3 Old : 35.7 44.8 53.5 64.3 34.3 38.6 47.2 50.3 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, March 13, 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 : 25,819: 9,165 13,551 3,339 8,274 1,461 101 1,301 0 11,115 264 273: 365 695 Old : 25,819: 9,165 13,551 3,339 8,274 1,461 101 1,301 0 11,115 264 273: 365 695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : -157: -351 559 200 -470 45 0 -540 0 -75 225 24: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 52.5 12.9 32.0 5.7 0.4 5.0 0.0 43.0 1.0 1.1: 1.4 2.7 Old : 100.0: 35.5 52.5 12.9 32.0 5.7 0.4 5.0 0.0 43.0 1.0 1.1: 1.4 2.7 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 : 52: 12 19 9 8 7 . 4 0 6 . 4: Old : 52: 12 19 9 8 7 . 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 : 62.3 49.0 74.6 64.5 60.7 48.8 70.7 63.3 Old : 62.3 49.0 74.6 64.5 60.7 48.8 70.7 63.3 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, March 13, 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 : 28,170: 17,641 15,208 0 6,335 730 2,746 0 24 984 0 507: 5,538 5,366 Old : 28,170: 17,641 15,208 0 6,335 730 2,746 0 24 984 0 507: 5,538 5,366 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 784: -328 1,114 0 -124 52 591 0 0 -316 0 -143: 928 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.6 54.0 0.0 22.5 2.6 9.7 0.0 0.1 3.5 0.0 1.8: 19.7 19.0 Old : 100.0: 62.6 54.0 0.0 22.5 2.6 9.7 0.0 0.1 3.5 0.0 1.8: 19.7 19.0 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: 13 11 0 5 . . 0 . . 0 .: Old : 23: 13 11 0 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 : 40.0 46.6 63.0 63.3 39.5 42.3 60.5 58.2 Old : 40.0 46.6 63.0 63.3 39.5 42.3 60.5 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012