Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 49,145 : : Positions : : 35,490 43,454 7,555 330 4,407 0 0 0 526 0 740 : : : : Changes from: February 21, 2012 : : 967 2,159 754 72 -394 0 0 0 470 -45 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 88.4 15.4 0.7 9.0 0.0 0.0 0.0 1.1 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 34 10 . 12 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 24,697 : : Positions : : 20,319 20,493 755 716 3,460 0 0 0 0 0 0 : : : : Changes from: February 21, 2012 : : 2,615 2,600 -15 0 390 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 83.0 3.1 2.9 14.0 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 28, 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 10,270 : : Positions : : 5,323 5,586 962 423 2,683 0 0 176 0 459 117 : : : : Changes from: February 21, 2012 : : 42 100 -2 -7 170 0 0 66 0 -38 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 54.4 9.4 4.1 26.1 0.0 0.0 1.7 0.0 4.5 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 8 6 14 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 6,781 : : Positions : : 3,451 4,660 951 359 671 25 0 0 623 145 233 : : : : Changes from: February 21, 2012 : : 237 178 9 10 126 0 0 0 32 100 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 68.7 14.0 5.3 9.9 0.4 0.0 0.0 9.2 2.1 3.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 32 8 5 13 . 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 2,604 : : Positions : : 1,227 1,085 145 287 508 80 0 0 0 339 22 : : : : Changes from: February 21, 2012 : : 76 209 0 -25 23 0 0 0 0 -25 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 41.7 5.6 11.0 19.5 3.1 0.0 0.0 0.0 13.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 . 5 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,141 : : Positions : : 1,433 1,015 77 668 115 0 0 0 51 0 40 : : : : Changes from: February 21, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 47.4 3.6 31.2 5.4 0.0 0.0 0.0 2.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 21, 2012 : : 0 0 0 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 28, 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 11,055 : : Positions : : 9,952 10,151 735 596 182 0 0 0 0 0 0 : : : : Changes from: February 21, 2012 : : 725 550 -175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 91.8 6.6 5.4 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 9,679 : : Positions : : 4,611 699 2,636 6,210 2,018 0 0 0 0 265 0 : : : : Changes from: February 21, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 7.2 27.2 64.2 20.8 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 . 4 9 7 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 27,559 : : Positions : : 21,890 21,186 2,193 2,267 3,169 0 0 0 0 630 307 : : : : Changes from: February 21, 2012 : : 540 290 0 0 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 76.9 8.0 8.2 11.5 0.0 0.0 0.0 0.0 2.3 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 17 6 7 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 301,742 : : Positions : : 94,327 182,996 43,685 14,589 16,525 56,162 12,503 15,345 18,099 30,280 10,699 : : : : Changes from: February 21, 2012 : : -8,963 -2,725 -234 -1,505 1,291 2,908 2,456 -4,099 4,006 546 -3,950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 60.6 14.5 4.8 5.5 18.6 4.1 5.1 6.0 10.0 3.5 : : : : Number of Traders in Each Category Total Traders: 180 : : 58 72 12 6 12 49 13 25 12 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 15,297 : : Positions : : 9,864 8,764 2,609 685 2,518 0 100 150 59 2,943 50 : : : : Changes from: February 21, 2012 : : 28 394 418 27 -107 0 0 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 57.3 17.1 4.5 16.5 0.0 0.7 1.0 0.4 19.2 0.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 34 7 . 10 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 10,133 : : Positions : : 6,846 5,905 825 2,478 1,650 708 0 0 50 100 0 : : : : Changes from: February 21, 2012 : : 975 75 -250 650 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 58.3 8.1 24.5 16.3 7.0 0.0 0.0 0.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 17 . 8 8 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 21, 2012 : : 0 0 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 28, 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 11,383 : : Positions : : 7,349 8,288 0 408 187 857 0 342 627 206 1,306 : : : : Changes from: February 21, 2012 : : 7 192 0 -70 15 92 0 -13 59 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 72.8 0.0 3.6 1.6 7.5 0.0 3.0 5.5 1.8 11.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 23 0 . . 5 0 . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 16,068 : : Positions : : 14,681 14,442 378 269 137 34 0 80 300 747 142 : : : : Changes from: February 21, 2012 : : 943 1,043 -51 0 4 -10 0 0 0 -79 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 89.9 2.4 1.7 0.9 0.2 0.0 0.5 1.9 4.6 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 38 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 1,846 : : Positions : : 1,365 1,167 218 22 68 0 0 0 36 296 25 : : : : Changes from: February 21, 2012 : : 108 8 -30 22 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 63.2 11.8 1.2 3.7 0.0 0.0 0.0 2.0 16.0 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 379,734 : : Positions : : 126,865 115,344 43,891 77,465 64,882 32,369 8,439 19,819 9,978 13,460 61,507 : : : : Changes from: February 21, 2012 : : 15,046 12,989 -2,427 1,595 1,263 -4,532 -3,914 2,057 -760 -1,812 -4,030 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 30.4 11.6 20.4 17.1 8.5 2.2 5.2 2.6 3.5 16.2 : : : : Number of Traders in Each Category Total Traders: 120 : : 35 31 10 18 25 15 8 12 9 19 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 1,517,833 : : Positions : : 226,530 311,236 122,631 329,475 231,101 261,729 33,337 246,586 132,927 106,760 199,106 : : : : Changes from: February 21, 2012 : : 27,496 30,813 -3,410 23,145 13,409 13,838 1,248 8,217 13,438 -351 -2,312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 20.5 8.1 21.7 15.2 17.2 2.2 16.2 8.8 7.0 13.1 : : : : Number of Traders in Each Category Total Traders: 347 : : 49 53 14 34 39 88 28 73 56 45 91 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 202,130 : : Positions : : 37,373 18,851 30,927 78,595 25,778 0 872 126 49,891 9,929 1,200 : : : : Changes from: February 21, 2012 : : 836 -150 67 2,030 -238 0 0 0 -2,728 249 -427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 9.3 15.3 38.9 12.8 0.0 0.4 0.1 24.7 4.9 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 4 5 8 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 19,367 : : Positions : : 10,470 10,675 4,534 4,204 3,288 0 25 0 537 725 450 : : : : Changes from: February 21, 2012 : : -57 699 756 100 243 0 0 0 125 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 55.1 23.4 21.7 17.0 0.0 0.1 0.0 2.8 3.7 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 14 7 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 78,251 : : Positions : : 5,763 2,751 26,747 19,285 27,428 3,754 4,927 59 1,215 7,747 10,004 : : : : Changes from: February 21, 2012 : : 0 0 -464 790 4,464 184 -930 -200 0 0 1,500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 3.5 34.2 24.6 35.1 4.8 6.3 0.1 1.6 9.9 12.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 . 9 9 16 . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 39,526 : : Positions : : 2,870 3,300 11,860 12,543 14,376 2,605 897 850 1,075 1,374 3,506 : : : : Changes from: February 21, 2012 : : 1,520 0 -231 -1,376 2,495 -2,300 0 50 500 1,049 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 8.3 30.0 31.7 36.4 6.6 2.3 2.2 2.7 3.5 8.9 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 6 6 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 10,260 : : Positions : : 2,012 2,275 1,200 5,767 1,468 4,476 0 702 300 0 0 : : : : Changes from: February 21, 2012 : : -300 450 0 0 0 750 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 22.2 11.7 56.2 14.3 43.6 0.0 6.8 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 6 . 7 4 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 23,600 : : Positions : : 807 1,734 983 3,250 5,596 1,651 1,375 3,227 5,085 2,351 3,527 : : : : Changes from: February 21, 2012 : : 309 -341 60 -150 90 0 470 -295 -155 319 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.4 7.3 4.2 13.8 23.7 7.0 5.8 13.7 21.5 10.0 14.9 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 4 4 8 . . 4 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 356,553 : : Positions : : 133,542 260,909 33,902 14,992 16,709 96,096 2,901 21,188 17,475 16,904 11,361 : : : : Changes from: February 21, 2012 : : 5,340 7,562 -1,146 -220 1,576 1,159 -396 -2,316 2,537 624 -2,216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 73.2 9.5 4.2 4.7 27.0 0.8 5.9 4.9 4.7 3.2 : : : : Number of Traders in Each Category Total Traders: 231 : : 66 80 16 6 17 82 4 39 15 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 24,761 : : Positions : : 9,300 14,812 390 3,024 226 2,922 0 99 6,894 418 214 : : : : Changes from: February 21, 2012 : : 533 249 0 232 184 116 0 -75 342 209 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 59.8 1.6 12.2 0.9 11.8 0.0 0.4 27.8 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 9 20 . . . . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 10,098 : : Positions : : 4,776 5,565 2,897 430 1,819 100 0 0 196 1,980 254 : : : : Changes from: February 21, 2012 : : 350 450 50 -50 104 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 55.1 28.7 4.3 18.0 1.0 0.0 0.0 1.9 19.6 2.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 20 8 . 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 58,621 : : Positions : : 49,600 28,651 4,950 27,547 1,750 1,500 99 1 100 200 0 : : : : Changes from: February 21, 2012 : : 2,640 564 825 3,150 -35 750 0 0 100 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 48.9 8.4 47.0 3.0 2.6 0.2 0.0 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 30 22 8 7 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 19,076 : : Positions : : 14,337 14,255 3,797 3,956 715 0 0 0 0 0 0 : : : : Changes from: February 21, 2012 : : 428 403 200 225 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 74.7 19.9 20.7 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 8,365 : : Positions : : 4,778 3,500 2,047 450 915 575 200 0 50 3,300 0 : : : : Changes from: February 21, 2012 : : 75 225 375 25 -100 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 41.8 24.5 5.4 10.9 6.9 2.4 0.0 0.6 39.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 10 8 . 6 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 5,040 : : Positions : : 3,069 3,618 537 236 415 123 0 0 367 400 371 : : : : Changes from: February 21, 2012 : : 450 350 0 0 0 0 0 0 -100 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 71.8 10.7 4.7 8.2 2.4 0.0 0.0 7.3 7.9 7.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 24,758 : : Positions : : 14,663 14,429 5,709 3,938 1,601 60 2,202 0 921 713 1,774 : : : : Changes from: February 21, 2012 : : 642 1,284 -30 0 -92 -30 -921 0 32 304 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 58.3 23.1 15.9 6.5 0.2 8.9 0.0 3.7 2.9 7.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 24 27 11 7 11 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 4,327 : : Positions : : 3,157 1,145 832 714 238 0 1,399 0 100 700 0 : : : : Changes from: February 21, 2012 : : 0 32 -32 100 14 0 0 0 0 -164 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 26.5 19.2 16.5 5.5 0.0 32.3 0.0 2.3 16.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 6 4 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 12,528 : : Positions : : 10,174 7,169 382 2,140 730 881 1,222 240 45 1,007 0 : : : : Changes from: February 21, 2012 : : 357 180 243 148 107 0 273 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 57.2 3.0 17.1 5.8 7.0 9.8 1.9 0.4 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 21 . 6 4 . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 29,472 : : Positions : : 10,888 14,656 3,306 8,964 1,918 0 2,191 0 12,650 691 325 : : : : Changes from: February 21, 2012 : : -3,218 287 0 0 0 0 -150 0 3,355 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 49.7 11.2 30.4 6.5 0.0 7.4 0.0 42.9 2.3 1.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 11 17 8 9 7 0 4 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 29,975 : : Positions : : 20,474 15,318 538 6,419 896 2,116 0 24 150 0 1,800 : : : : Changes from: February 21, 2012 : : -528 535 0 153 253 189 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 51.1 1.8 21.4 3.0 7.1 0.0 0.1 0.5 0.0 6.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . 5 . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated March 2, 2012