Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 42,244 : : Positions : : 31,964 37,642 5,206 254 3,598 0 0 0 533 0 565 : : : : Changes from: March 13, 2012 : : -493 -125 128 17 54 0 0 0 245 0 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 89.1 12.3 0.6 8.5 0.0 0.0 0.0 1.3 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 36 11 . 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 27,004 : : Positions : : 22,502 22,294 701 1,054 3,634 0 0 0 0 0 0 : : : : Changes from: March 13, 2012 : : 1,536 1,536 0 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 82.6 2.6 3.9 13.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 26 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 10,751 : : Positions : : 5,556 5,985 976 299 2,840 0 0 164 67 263 190 : : : : Changes from: March 13, 2012 : : 231 355 48 -10 171 0 0 -176 67 7 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 55.7 9.1 2.8 26.4 0.0 0.0 1.5 0.6 2.4 1.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 26 9 6 15 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 7,112 : : Positions : : 3,429 4,603 1,041 258 1,205 0 0 100 529 245 137 : : : : Changes from: March 13, 2012 : : 179 271 45 -37 80 0 0 0 20 65 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 64.7 14.6 3.6 16.9 0.0 0.0 1.4 7.4 3.4 1.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 35 11 4 14 0 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 2,704 : : Positions : : 981 1,541 172 253 367 92 0 0 38 15 174 : : : : Changes from: March 13, 2012 : : 30 247 -10 35 -20 39 0 0 38 -202 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 57.0 6.4 9.4 13.6 3.4 0.0 0.0 1.4 0.6 6.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 2,561 : : Positions : : 1,847 972 141 1,128 98 0 0 0 175 0 51 : : : : Changes from: March 13, 2012 : : 122 33 6 143 -28 0 0 0 13 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 38.0 5.5 44.0 3.8 0.0 0.0 0.0 6.8 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 5 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 9,973 : : Positions : : 8,821 9,092 715 504 251 0 0 0 0 0 0 : : : : Changes from: March 13, 2012 : : 220 220 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 91.2 7.2 5.1 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 8,637 : : Positions : : 4,049 771 2,083 5,162 2,115 0 0 0 0 176 0 : : : : Changes from: March 13, 2012 : : -174 0 25 -149 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 8.9 24.1 59.8 24.5 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 . 4 9 8 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 25,504 : : Positions : : 20,766 18,565 2,093 2,656 2,433 0 0 0 0 1,638 212 : : : : Changes from: March 13, 2012 : : 804 -151 70 -55 -20 0 0 0 0 1,080 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 72.8 8.2 10.4 9.5 0.0 0.0 0.0 0.0 6.4 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 8 4 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 291,410 : : Positions : : 75,913 165,509 45,980 13,620 15,389 57,064 9,305 19,117 15,978 30,496 11,648 : : : : Changes from: March 13, 2012 : : 6,428 7,098 -147 -508 754 381 -447 681 -104 -549 -2,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 56.8 15.8 4.7 5.3 19.6 3.2 6.6 5.5 10.5 4.0 : : : : Number of Traders in Each Category Total Traders: 168 : : 54 63 13 7 15 40 14 25 13 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 15,128 : : Positions : : 10,005 8,791 3,031 740 1,965 0 100 50 0 3,336 42 : : : : Changes from: March 13, 2012 : : 834 1,084 114 -100 224 0 0 -100 0 -78 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 58.1 20.0 4.9 13.0 0.0 0.7 0.3 0.0 22.1 0.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 35 8 . 8 0 . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 10,583 : : Positions : : 7,071 5,580 995 3,248 1,705 708 0 0 50 50 0 : : : : Changes from: March 13, 2012 : : 600 300 0 300 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 52.7 9.4 30.7 16.1 6.7 0.0 0.0 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 19 . 8 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 14,133 : : Positions : : 8,033 12,410 175 1,180 0 0 0 0 5,382 0 543 : : : : Changes from: March 13, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 87.8 1.2 8.3 0.0 0.0 0.0 0.0 38.1 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 1,392 : : Positions : : 842 1,142 150 150 100 0 0 0 0 0 0 : : : : Changes from: March 13, 2012 : : 275 375 50 -50 50 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 82.0 10.8 10.8 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A62 Open Interest is 1,320 : : Positions : : 1,220 995 50 250 25 0 0 0 0 0 0 : : : : Changes from: March 13, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 75.4 3.8 18.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 11,103 : : Positions : : 6,865 8,452 0 234 259 1,528 68 219 441 201 1,203 : : : : Changes from: March 13, 2012 : : -427 165 0 -14 22 376 0 -93 13 -181 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 76.1 0.0 2.1 2.3 13.8 0.6 2.0 4.0 1.8 10.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 21 0 . . 7 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 18,131 : : Positions : : 16,637 16,428 243 506 240 0 0 0 255 325 343 : : : : Changes from: March 13, 2012 : : 1,193 1,493 23 102 -28 -47 0 -54 170 -245 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 90.6 1.3 2.8 1.3 0.0 0.0 0.0 1.4 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 33 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,376 : : Positions : : 1,696 1,743 0 0 0 134 0 111 0 0 0 : : : : Changes from: March 13, 2012 : : 204 226 0 0 0 -15 0 -21 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 73.4 0.0 0.0 0.0 5.6 0.0 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 18 19 0 0 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 1,576 : : Positions : : 925 645 161 0 131 0 0 0 8 279 144 : : : : Changes from: March 13, 2012 : : 48 -40 25 0 35 0 0 0 8 26 97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 40.9 10.2 0.0 8.3 0.0 0.0 0.0 0.5 17.7 9.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 391,954 : : Positions : : 124,795 109,777 50,402 76,074 60,877 39,531 16,523 18,618 7,507 23,501 69,112 : : : : Changes from: March 13, 2012 : : -9,321 -7,827 1,431 -1,778 -6,848 1,772 1,501 -1,923 -423 2,123 3,099 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 28.0 12.9 19.4 15.5 10.1 4.2 4.8 1.9 6.0 17.6 : : : : Number of Traders in Each Category Total Traders: 126 : : 36 32 12 16 24 13 11 13 10 20 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 1,558,284 : : Positions : : 248,976 321,945 131,239 327,819 226,694 251,223 47,532 260,093 143,695 112,794 199,701 : : : : Changes from: March 13, 2012 : : 3,799 1,372 16 -6,625 -2,929 -12,035 -3,794 1,495 -1,999 -1,658 -7,258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 20.7 8.4 21.0 14.5 16.1 3.1 16.7 9.2 7.2 12.8 : : : : Number of Traders in Each Category Total Traders: 330 : : 45 51 17 27 37 81 31 73 48 50 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 203,130 : : Positions : : 36,357 18,736 35,130 82,390 24,200 133 0 854 57,798 12,672 1,885 : : : : Changes from: March 13, 2012 : : 1,089 -63 -975 245 987 133 -287 322 5,918 6 172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 9.2 17.3 40.6 11.9 0.1 0.0 0.4 28.5 6.2 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 6 8 10 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 18,277 : : Positions : : 11,355 10,257 3,584 4,488 2,069 0 0 90 969 1,163 200 : : : : Changes from: March 13, 2012 : : 644 750 250 0 0 0 0 90 144 288 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 56.1 19.6 24.6 11.3 0.0 0.0 0.5 5.3 6.4 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 12 6 7 8 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 78,862 : : Positions : : 5,658 2,551 28,683 21,504 27,249 3,886 4,927 59 1,080 7,849 8,751 : : : : Changes from: March 13, 2012 : : -5 0 1,863 1,742 -3,820 8 0 0 -135 6 994 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 3.2 36.4 27.3 34.6 4.9 6.2 0.1 1.4 10.0 11.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 . 9 9 15 . . . . 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 37,292 : : Positions : : 2,870 3,050 11,566 11,465 14,475 1,514 897 650 1,431 1,389 2,000 : : : : Changes from: March 13, 2012 : : 0 -100 -797 -1,084 -788 -952 0 -150 356 -85 -356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 8.2 31.0 30.7 38.8 4.1 2.4 1.7 3.8 3.7 5.4 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 6 6 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 8,515 : : Positions : : 1,757 2,075 900 4,647 1,748 3,416 0 0 600 0 0 : : : : Changes from: March 13, 2012 : : -300 0 0 -300 285 -300 0 -213 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 24.4 10.6 54.6 20.5 40.1 0.0 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 7 . 7 6 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 22,776 : : Positions : : 2,377 79 1,483 2,767 5,556 1,191 1,163 4,249 4,074 5,061 1,233 : : : : Changes from: March 13, 2012 : : 375 -100 136 -163 -367 -47 -247 247 -383 842 -2,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 0.3 6.5 12.1 24.4 5.2 5.1 18.7 17.9 22.2 5.4 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 5 . 8 . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 386,886 : : Positions : : 149,731 268,560 32,308 17,019 19,189 90,087 2,816 28,658 17,944 14,746 21,702 : : : : Changes from: March 13, 2012 : : 1,185 -3,955 -591 441 665 -6,863 -1,465 -14 -173 -1,503 5,764 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 69.4 8.4 4.4 5.0 23.3 0.7 7.4 4.6 3.8 5.6 : : : : Number of Traders in Each Category Total Traders: 238 : : 63 79 17 6 21 83 8 43 14 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 23,203 : : Positions : : 10,134 13,360 432 3,224 75 1,506 0 401 5,954 179 171 : : : : Changes from: March 13, 2012 : : 103 -3 0 0 0 0 0 0 46 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 57.6 1.9 13.9 0.3 6.5 0.0 1.7 25.7 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 17 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 28,913 : : Positions : : 28,004 6,882 0 19,706 0 0 0 0 0 0 0 : : : : Changes from: March 13, 2012 : : 1,710 30 0 1,435 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 23.8 0.0 68.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 6 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 9,239 : : Positions : : 4,401 4,214 2,694 537 1,541 100 0 0 4 2,593 304 : : : : Changes from: March 13, 2012 : : 40 63 120 -23 -15 0 0 0 -42 78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 45.6 29.2 5.8 16.7 1.1 0.0 0.0 0.0 28.1 3.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 19 8 4 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 54,428 : : Positions : : 45,291 25,056 5,139 27,238 1,657 1,255 0 25 300 50 100 : : : : Changes from: March 13, 2012 : : -527 24 -75 -376 -149 125 0 25 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 46.0 9.4 50.0 3.0 2.3 0.0 0.0 0.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 26 7 8 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 22,423 : : Positions : : 18,419 17,564 3,224 4,196 663 0 0 0 0 0 0 : : : : Changes from: March 13, 2012 : : 800 485 -15 300 160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 78.3 14.4 18.7 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 8,960 : : Positions : : 4,993 3,650 3,002 500 965 0 670 0 0 3,175 0 : : : : Changes from: March 13, 2012 : : 150 150 100 100 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 40.7 33.5 5.6 10.8 0.0 7.5 0.0 0.0 35.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 11 9 . 7 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 4,226 : : Positions : : 1,604 3,323 423 6 487 165 0 0 1,320 385 25 : : : : Changes from: March 13, 2012 : : -950 -225 0 0 0 0 0 0 725 0 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 78.6 10.0 0.1 11.5 3.9 0.0 0.0 31.2 9.1 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 5 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 25,380 : : Positions : : 13,185 13,963 5,470 4,210 2,392 258 1,547 0 1,066 211 2,979 : : : : Changes from: March 13, 2012 : : -484 -57 427 474 121 108 -37 -50 60 -264 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 55.0 21.6 16.6 9.4 1.0 6.1 0.0 4.2 0.8 11.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 23 27 11 7 12 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 3,185 : : Positions : : 2,588 1,124 400 996 76 0 650 0 100 197 21 : : : : Changes from: March 13, 2012 : : 95 95 0 120 0 0 -99 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 35.3 12.6 31.3 2.4 0.0 20.4 0.0 3.1 6.2 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 6 . 5 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 10,179 : : Positions : : 8,267 5,513 448 1,500 662 314 1,326 415 45 736 0 : : : : Changes from: March 13, 2012 : : 814 737 -140 0 0 50 5 -50 0 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 54.2 4.4 14.7 6.5 3.1 13.0 4.1 0.4 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 19 . 6 4 . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 26,487 : : Positions : : 9,638 13,845 3,339 8,679 1,461 101 1,190 0 11,206 264 323 : : : : Changes from: March 13, 2012 : : 473 294 0 405 0 0 -111 0 91 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 52.3 12.6 32.8 5.5 0.4 4.5 0.0 42.3 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 11 20 9 8 7 . . 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 29,990 : : Positions : : 18,754 16,194 404 6,625 1,085 2,797 0 24 984 612 507 : : : : Changes from: March 13, 2012 : : 1,113 986 404 290 355 51 0 0 0 612 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 54.0 1.3 22.1 3.6 9.3 0.0 0.1 3.3 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . 4 . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 23, 2012