Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 39,089 : : Positions : : 29,107 34,278 4,958 302 3,714 0 0 0 314 0 598 : : : : Changes from: February 28, 2012 : : -6,383 -9,176 -2,597 -28 -693 0 0 0 -212 0 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 87.7 12.7 0.8 9.5 0.0 0.0 0.0 0.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 32 10 . 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 24,153 : : Positions : : 20,026 19,818 701 1,054 3,259 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -293 -675 -54 338 -201 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 82.1 2.9 4.4 13.5 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 March 6, 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 9,757 : : Positions : : 4,938 5,135 892 310 2,759 0 0 176 0 284 139 : : : : Changes from: February 28, 2012 : : -385 -451 -70 -113 76 0 0 0 0 -175 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 52.6 9.1 3.2 28.3 0.0 0.0 1.8 0.0 2.9 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 9 6 15 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 6,370 : : Positions : : 3,065 4,056 937 290 871 0 0 100 429 145 210 : : : : Changes from: February 28, 2012 : : -386 -604 -14 -69 200 -25 0 100 -194 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 63.7 14.7 4.6 13.7 0.0 0.0 1.6 6.7 2.3 3.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 31 9 4 12 0 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 2,369 : : Positions : : 821 1,129 167 248 387 53 0 0 0 212 44 : : : : Changes from: February 28, 2012 : : -406 44 22 -39 -121 -27 0 0 0 -127 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 47.7 7.0 10.5 16.3 2.2 0.0 0.0 0.0 8.9 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . 4 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 1,936 : : Positions : : 1,274 804 125 700 108 0 0 0 121 0 52 : : : : Changes from: February 28, 2012 : : -159 -211 48 32 -7 0 0 0 70 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 41.5 6.5 36.2 5.6 0.0 0.0 0.0 6.3 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 9,529 : : Positions : : 8,411 8,662 687 496 245 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -1,541 -1,489 -48 -100 63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 90.9 7.2 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 8,464 : : Positions : : 4,223 603 1,890 5,311 1,961 0 0 0 0 176 0 : : : : Changes from: February 28, 2012 : : -388 -96 -746 -899 -57 0 0 0 0 -89 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 7.1 22.3 62.7 23.2 0.0 0.0 0.0 0.0 2.1 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 March 6, 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 23,474 : : Positions : : 18,829 18,284 1,948 2,386 2,378 0 0 0 0 107 319 : : : : Changes from: February 28, 2012 : : -3,061 -2,902 -245 119 -791 0 0 0 0 -523 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 77.9 8.3 10.2 10.1 0.0 0.0 0.0 0.0 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 15 7 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 286,118 : : Positions : : 72,836 159,094 46,803 14,463 14,400 57,187 12,047 19,499 15,869 31,398 12,758 : : : : Changes from: February 28, 2012 : : -21,491 -23,902 3,118 -126 -2,125 1,025 -456 4,154 -2,230 1,118 2,059 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 55.6 16.4 5.1 5.0 20.0 4.2 6.8 5.5 11.0 4.5 : : : : Number of Traders in Each Category Total Traders: 173 : : 53 67 14 6 16 41 15 23 12 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 11,688 : : Positions : : 7,807 5,974 2,068 1,037 1,628 0 100 150 0 2,737 0 : : : : Changes from: February 28, 2012 : : -2,057 -2,790 -541 352 -890 0 0 0 -59 -206 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 51.1 17.7 8.9 13.9 0.0 0.9 1.3 0.0 23.4 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 30 7 4 9 0 . . 0 7 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 9,348 : : Positions : : 5,786 5,620 1,225 2,153 1,525 708 0 0 50 50 0 : : : : Changes from: February 28, 2012 : : -1,060 -285 400 -325 -125 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 60.1 13.1 23.0 16.3 7.6 0.0 0.0 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 18 5 7 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 11,215 : : Positions : : 7,253 7,933 0 366 194 858 68 342 573 456 1,156 : : : : Changes from: February 28, 2012 : : -96 -355 0 -42 7 1 68 0 -54 250 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 70.7 0.0 3.3 1.7 7.7 0.6 3.0 5.1 4.1 10.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 23 0 . . 6 . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 15,295 : : Positions : : 14,097 13,598 199 306 249 47 0 54 85 618 285 : : : : Changes from: February 28, 2012 : : -584 -844 -179 37 112 13 0 -26 -215 -129 143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 88.9 1.3 2.0 1.6 0.3 0.0 0.4 0.6 4.0 1.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 33 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 1,262 : : Positions : : 800 636 148 29 77 0 0 0 57 201 0 : : : : Changes from: February 28, 2012 : : -565 -531 -70 7 9 0 0 0 21 -95 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 50.4 11.7 2.3 6.1 0.0 0.0 0.0 4.5 15.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 386,364 : : Positions : : 122,171 109,712 46,266 76,758 64,619 34,722 14,100 20,069 9,081 14,795 66,371 : : : : Changes from: February 28, 2012 : : -4,694 -5,632 2,375 -707 -263 2,353 5,661 250 -897 1,335 4,864 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 28.4 12.0 19.9 16.7 9.0 3.6 5.2 2.4 3.8 17.2 : : : : Number of Traders in Each Category Total Traders: 121 : : 33 32 9 19 25 13 10 12 10 20 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 1,584,849 : : Positions : : 256,041 330,889 125,030 323,802 234,572 255,274 45,739 263,664 141,475 114,058 211,605 : : : : Changes from: February 28, 2012 : : 29,511 19,653 2,399 -5,673 3,471 -6,455 12,402 17,078 8,548 7,298 12,499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 20.9 7.9 20.4 14.8 16.1 2.9 16.6 8.9 7.2 13.4 : : : : Number of Traders in Each Category Total Traders: 354 : : 51 52 17 29 39 85 32 81 60 47 93 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 195,830 : : Positions : : 35,212 18,434 31,553 79,754 22,764 0 605 320 49,120 12,939 1,462 : : : : Changes from: February 28, 2012 : : -2,161 -417 626 1,159 -3,014 0 -267 194 -771 3,010 262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 9.4 16.1 40.7 11.6 0.0 0.3 0.2 25.1 6.6 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 5 5 8 9 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 15,867 : : Positions : : 10,148 8,461 3,054 4,541 1,790 0 0 0 675 875 200 : : : : Changes from: February 28, 2012 : : -322 -2,214 -1,480 337 -1,498 0 -25 0 138 150 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 53.3 19.2 28.6 11.3 0.0 0.0 0.0 4.3 5.5 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 12 4 7 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 82,794 : : Positions : : 5,763 2,551 26,799 19,668 29,797 3,826 4,927 849 1,215 7,947 10,804 : : : : Changes from: February 28, 2012 : : 0 -200 52 383 2,369 72 0 790 0 200 800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 3.1 32.4 23.8 36.0 4.6 6.0 1.0 1.5 9.6 13.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 . 9 9 15 . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 41,120 : : Positions : : 2,870 3,150 12,450 12,522 15,285 2,281 897 850 1,075 1,474 3,906 : : : : Changes from: February 28, 2012 : : 0 -150 590 -21 909 -324 0 0 0 100 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 7.7 30.3 30.5 37.2 5.5 2.2 2.1 2.6 3.6 9.5 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 7 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 9,355 : : Positions : : 2,057 2,375 900 5,247 1,463 4,380 0 213 300 0 0 : : : : Changes from: February 28, 2012 : : 45 100 -300 -520 -5 -96 0 -489 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 25.4 9.6 56.1 15.6 46.8 0.0 2.3 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 . 7 6 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 24,409 : : Positions : : 807 1,534 1,377 2,880 5,548 1,191 1,413 3,649 5,297 2,834 4,104 : : : : Changes from: February 28, 2012 : : 0 -200 394 -370 -48 -460 38 422 212 483 577 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 6.3 5.6 11.8 22.7 4.9 5.8 14.9 21.7 11.6 16.8 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 5 . 8 . . 4 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 372,660 : : Positions : : 138,692 267,622 32,862 16,318 15,905 99,997 3,985 25,528 18,358 16,791 13,836 : : : : Changes from: February 28, 2012 : : 5,150 6,713 -1,040 1,326 -804 3,901 1,084 4,340 883 -113 2,475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 71.8 8.8 4.4 4.3 26.8 1.1 6.9 4.9 4.5 3.7 : : : : Number of Traders in Each Category Total Traders: 235 : : 64 80 16 7 17 80 8 38 14 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 21,401 : : Positions : : 9,116 12,242 432 3,009 75 1,798 0 109 5,413 179 204 : : : : Changes from: February 28, 2012 : : -184 -2,570 42 -15 -151 -1,124 0 10 -1,481 -239 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 57.2 2.0 14.1 0.4 8.4 0.0 0.5 25.3 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 26,407 : : Positions : : 24,938 6,381 0 17,126 0 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 24.2 0.0 64.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 0 5 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 8,637 : : Positions : : 4,330 4,120 2,248 732 1,584 100 0 0 46 1,897 254 : : : : Changes from: February 28, 2012 : : -446 -1,445 -649 302 -235 0 0 0 -150 -83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 47.7 26.0 8.5 18.3 1.2 0.0 0.0 0.5 22.0 2.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 18 7 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 53,596 : : Positions : : 44,854 24,529 5,038 26,902 1,663 1,205 49 1 100 50 100 : : : : Changes from: February 28, 2012 : : -4,746 -4,122 88 -645 -87 -295 -50 0 0 -150 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 45.8 9.4 50.2 3.1 2.2 0.1 0.0 0.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 23 8 7 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 16,977 : : Positions : : 13,129 12,679 3,239 3,656 492 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -1,208 -1,576 -558 -300 -223 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 74.7 19.1 21.5 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 8,185 : : Positions : : 4,468 3,500 2,977 400 740 0 670 0 0 2,875 0 : : : : Changes from: February 28, 2012 : : -310 0 930 -50 -175 -575 470 0 -50 -425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 42.8 36.4 4.9 9.0 0.0 8.2 0.0 0.0 35.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 10 9 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 4,682 : : Positions : : 2,904 3,358 423 96 397 165 0 0 145 385 446 : : : : Changes from: February 28, 2012 : : -165 -260 -114 -140 -18 42 0 0 -222 -15 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 71.7 9.0 2.1 8.5 3.5 0.0 0.0 3.1 8.2 9.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 6 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 22,468 : : Positions : : 12,937 13,120 5,106 3,697 1,713 50 1,547 0 854 543 1,770 : : : : Changes from: February 28, 2012 : : -1,726 -1,309 -603 -241 112 -10 -655 0 -67 -170 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 58.4 22.7 16.5 7.6 0.2 6.9 0.0 3.8 2.4 7.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 23 25 11 7 12 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 3,069 : : Positions : : 2,493 1,029 400 876 76 0 749 0 100 218 0 : : : : Changes from: February 28, 2012 : : -664 -116 -432 162 -162 0 -650 0 0 -482 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 33.5 13.0 28.5 2.5 0.0 24.4 0.0 3.3 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 6 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 9,343 : : Positions : : 7,536 4,916 483 1,590 572 439 1,333 240 45 692 0 : : : : Changes from: February 28, 2012 : : -2,638 -2,253 101 -550 -158 -442 111 0 0 -315 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 52.6 5.2 17.0 6.1 4.7 14.3 2.6 0.5 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 19 . 7 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 25,976 : : Positions : : 9,516 12,992 3,139 8,744 1,416 101 1,841 0 11,190 39 249 : : : : Changes from: February 28, 2012 : : -1,372 -1,664 -167 -220 -502 101 -350 0 -1,460 -652 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 50.0 12.1 33.7 5.5 0.4 7.1 0.0 43.1 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 12 17 9 8 6 . 4 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 27,386 : : Positions : : 17,969 14,094 0 6,459 678 2,155 0 24 1,300 0 650 : : : : Changes from: February 28, 2012 : : -2,505 -1,224 -538 40 -218 39 0 0 1,150 0 -1,150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 51.5 0.0 23.6 2.5 7.9 0.0 0.1 4.7 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 5 . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated March 9, 2012