Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 47,376 : : Positions : : 34,523 41,295 6,801 258 4,801 0 0 0 56 45 715 : : : : Changes from: February 14, 2012 : : -346 -269 193 41 39 0 0 0 -70 45 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 87.2 14.4 0.5 10.1 0.0 0.0 0.0 0.1 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 33 11 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 21,707 : : Positions : : 17,704 17,893 770 716 3,070 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 3,180 3,478 265 -33 961 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 82.4 3.5 3.3 14.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 25 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,966 : : Positions : : 5,281 5,486 964 430 2,513 0 0 110 0 497 102 : : : : Changes from: February 14, 2012 : : 78 116 10 89 74 0 0 0 0 -5 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 55.0 9.7 4.3 25.2 0.0 0.0 1.1 0.0 5.0 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 8 6 14 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,322 : : Positions : : 3,214 4,482 942 349 545 25 0 0 591 45 146 : : : : Changes from: February 14, 2012 : : 244 383 55 98 82 0 0 0 114 45 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 70.9 14.9 5.5 8.6 0.4 0.0 0.0 9.3 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 31 7 5 12 . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,528 : : Positions : : 1,151 876 145 312 485 80 0 0 0 364 0 : : : : Changes from: February 14, 2012 : : 15 -5 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 34.7 5.7 12.3 19.2 3.2 0.0 0.0 0.0 14.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 4 . 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 2,484 : : Positions : : 2,194 2,459 290 25 0 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 225 235 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 99.0 11.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,505 : : Positions : : 9,227 9,601 910 596 182 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 825 1,067 317 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 91.4 8.7 5.7 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 27,019 : : Positions : : 21,350 20,896 2,193 2,267 3,169 0 0 0 0 380 307 : : : : Changes from: February 14, 2012 : : 2,750 1,653 -191 786 170 0 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 77.3 8.1 8.4 11.7 0.0 0.0 0.0 0.0 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 16 6 7 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 314,325 : : Positions : : 103,290 185,721 43,919 16,094 15,234 53,254 10,047 19,444 14,093 29,734 14,649 : : : : Changes from: February 14, 2012 : : -4,969 226 665 1,088 1,571 2,047 -1,781 284 890 696 2,132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 59.1 14.0 5.1 4.8 16.9 3.2 6.2 4.5 9.5 4.7 : : : : Number of Traders in Each Category Total Traders: 176 : : 54 66 13 6 15 48 13 27 13 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 14,936 : : Positions : : 9,836 8,370 2,191 658 2,625 0 100 150 59 2,918 75 : : : : Changes from: February 14, 2012 : : 1,481 1,345 91 88 495 0 0 0 0 121 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 56.0 14.7 4.4 17.6 0.0 0.7 1.0 0.4 19.5 0.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 32 7 4 10 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 9,533 : : Positions : : 5,871 5,830 1,075 1,828 1,775 708 0 0 50 100 0 : : : : Changes from: February 14, 2012 : : 270 145 0 125 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 61.2 11.3 19.2 18.6 7.4 0.0 0.0 0.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 15 4 7 9 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,914 : : Positions : : 1,462 1,600 305 37 120 0 0 0 0 150 0 : : : : Changes from: February 14, 2012 : : 50 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 83.6 15.9 1.9 6.3 0.0 0.0 0.0 0.0 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 11,268 : : Positions : : 7,342 8,096 0 478 172 765 0 355 568 206 1,299 : : : : Changes from: February 14, 2012 : : -12 -110 0 -62 63 -18 0 113 52 -31 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 71.8 0.0 4.2 1.5 6.8 0.0 3.2 5.0 1.8 11.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 0 . . 5 0 . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 15,154 : : Positions : : 13,738 13,399 429 269 133 44 0 80 300 826 177 : : : : Changes from: February 14, 2012 : : 1,253 1,076 86 50 -10 0 0 0 -15 251 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 88.4 2.8 1.8 0.9 0.3 0.0 0.5 2.0 5.5 1.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 36 . . . . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,789 : : Positions : : 1,257 1,159 248 0 33 0 0 0 36 296 25 : : : : Changes from: February 14, 2012 : : 146 93 -14 0 0 0 0 0 -29 20 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 64.8 13.9 0.0 1.8 0.0 0.0 0.0 2.0 16.5 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 370,380 : : Positions : : 111,819 102,355 46,318 75,870 63,619 36,901 12,353 17,762 10,738 15,272 65,537 : : : : Changes from: February 14, 2012 : : -10,004 -11,647 947 -1,378 -970 -3,429 -2,084 -1,179 -1,393 569 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 27.6 12.5 20.5 17.2 10.0 3.3 4.8 2.9 4.1 17.7 : : : : Number of Traders in Each Category Total Traders: 120 : : 33 33 11 17 25 14 9 12 12 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,441,526 : : Positions : : 199,034 280,423 126,041 306,330 217,692 247,891 32,089 238,369 119,489 107,111 201,418 : : : : Changes from: February 14, 2012 : : -34,073 -34,875 -16,426 14,241 -6,403 11,881 -1,699 -17,476 6,218 -3,630 6,883 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 19.5 8.7 21.3 15.1 17.2 2.2 16.5 8.3 7.4 14.0 : : : : Number of Traders in Each Category Total Traders: 340 : : 47 51 14 35 38 85 26 70 52 46 92 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 198,303 : : Positions : : 36,537 19,001 30,860 76,565 26,016 0 872 126 52,619 9,680 1,627 : : : : Changes from: February 14, 2012 : : 1,546 141 605 5,548 1,084 0 -108 108 770 232 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 9.6 15.6 38.6 13.1 0.0 0.4 0.1 26.5 4.9 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 4 5 8 10 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 18,300 : : Positions : : 10,527 9,976 3,778 4,104 3,045 0 25 0 412 700 450 : : : : Changes from: February 14, 2012 : : 325 625 700 -100 73 0 0 0 -188 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 54.5 20.6 22.4 16.6 0.0 0.1 0.0 2.3 3.8 2.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 14 6 7 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 72,820 : : Positions : : 5,763 2,751 27,211 18,495 22,964 3,570 5,857 259 1,215 7,747 8,504 : : : : Changes from: February 14, 2012 : : -205 0 2,740 1,186 -2,571 8 930 -1,576 -135 669 1,005 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 3.8 37.4 25.4 31.5 4.9 8.0 0.4 1.7 10.6 11.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 . 9 9 16 . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 37,022 : : Positions : : 1,350 3,300 12,091 13,919 11,881 4,905 897 800 575 325 3,006 : : : : Changes from: February 14, 2012 : : 600 644 118 2,189 536 345 0 225 575 -800 1,806 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.6 8.9 32.7 37.6 32.1 13.2 2.4 2.2 1.6 0.9 8.1 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 6 6 12 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 9,810 : : Positions : : 2,312 1,825 1,200 5,767 1,468 3,726 0 702 300 0 0 : : : : Changes from: February 14, 2012 : : 150 300 0 150 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 18.6 12.2 58.8 15.0 38.0 0.0 7.2 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 6 . 7 4 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 23,258 : : Positions : : 498 2,075 923 3,400 5,506 1,651 905 3,522 5,240 2,032 3,284 : : : : Changes from: February 14, 2012 : : -58 755 247 974 -450 -586 300 -400 1,067 -466 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 8.9 4.0 14.6 23.7 7.1 3.9 15.1 22.5 8.7 14.1 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 4 4 7 . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 353,783 : : Positions : : 128,202 253,347 35,048 15,212 15,133 94,937 3,297 23,504 14,938 16,280 13,577 : : : : Changes from: February 14, 2012 : : 1,467 3,439 -484 927 128 2,565 -500 392 1,191 1,654 811 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 71.6 9.9 4.3 4.3 26.8 0.9 6.6 4.2 4.6 3.8 : : : : Number of Traders in Each Category Total Traders: 230 : : 66 81 15 5 18 78 5 38 13 11 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,206 : : Positions : : 8,767 14,563 390 2,792 42 2,806 0 174 6,552 209 264 : : : : Changes from: February 14, 2012 : : 516 1,205 390 -624 29 47 0 -102 962 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 62.8 1.7 12.0 0.2 12.1 0.0 0.7 28.2 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 19 . . . . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 9,594 : : Positions : : 4,426 5,115 2,847 480 1,715 100 0 0 196 1,980 254 : : : : Changes from: February 14, 2012 : : 496 396 341 150 146 0 0 0 0 291 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 53.3 29.7 5.0 17.9 1.0 0.0 0.0 2.0 20.6 2.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 20 8 4 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 54,701 : : Positions : : 46,960 28,087 4,125 24,397 1,785 750 99 1 0 0 0 : : : : Changes from: February 14, 2012 : : 817 367 0 254 280 -101 99 1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 51.3 7.5 44.6 3.3 1.4 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 22 7 7 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,598 : : Positions : : 13,909 13,852 3,597 3,731 865 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 116 209 93 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 74.5 19.3 20.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 8,015 : : Positions : : 4,703 3,275 1,672 425 1,015 575 0 0 50 3,300 0 : : : : Changes from: February 14, 2012 : : 118 -50 -143 25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 40.9 20.9 5.3 12.7 7.2 0.0 0.0 0.6 41.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 9 7 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 4,615 : : Positions : : 2,619 3,268 537 236 415 123 0 0 467 400 296 : : : : Changes from: February 14, 2012 : : 300 228 0 0 0 0 0 0 -25 47 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 70.8 11.6 5.1 9.0 2.7 0.0 0.0 10.1 8.7 6.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 24,010 : : Positions : : 14,021 13,145 5,739 3,938 1,693 90 3,123 0 889 409 1,514 : : : : Changes from: February 14, 2012 : : -168 271 87 -128 108 -165 -300 -21 92 -18 -242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 54.7 23.9 16.4 7.1 0.4 13.0 0.0 3.7 1.7 6.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 23 27 11 7 10 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 4,345 : : Positions : : 3,157 1,113 864 614 224 0 1,399 0 100 864 0 : : : : Changes from: February 14, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 25.6 19.9 14.1 5.2 0.0 32.2 0.0 2.3 19.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,802 : : Positions : : 9,817 6,989 139 1,992 623 881 949 240 45 1,007 0 : : : : Changes from: February 14, 2012 : : 140 38 0 -189 0 0 292 -48 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 59.2 1.2 16.9 5.3 7.5 8.0 2.0 0.4 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 21 . 7 . . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 29,485 : : Positions : : 14,106 14,369 3,306 8,964 1,918 0 2,341 0 9,295 691 475 : : : : Changes from: February 14, 2012 : : 1,350 1,024 -111 804 -149 0 0 0 486 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 48.7 11.2 30.4 6.5 0.0 7.9 0.0 31.5 2.3 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 11 17 8 9 7 0 4 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 28,956 : : Positions : : 21,002 14,783 538 6,266 643 1,927 0 24 150 0 1,800 : : : : Changes from: February 14, 2012 : : 1,607 1,003 297 795 158 457 0 0 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 51.1 1.9 21.6 2.2 6.7 0.0 0.1 0.5 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . 5 . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 24, 2012