GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 49,145: 35,490 43,454 7,555 330 4,407 0 0 0 526 0 740: 427 214
Old : 49,145: 35,490 43,454 7,555 330 4,407 0 0 0 526 0 740: 427 214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,769: 967 2,159 754 72 -394 0 0 0 470 -45 25: -53 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 88.4 15.4 0.7 9.0 0.0 0.0 0.0 1.1 0.0 1.5: 0.9 0.4
Old : 100.0: 72.2 88.4 15.4 0.7 9.0 0.0 0.0 0.0 1.1 0.0 1.5: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 26 34 10 . 12 0 0 0 . 0 .:
Old : 52: 26 34 10 . 12 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 36.8 65.7 56.2 17.2 16.3 26.1 23.8
Old : 40.8 36.8 65.7 56.2 17.2 16.3 26.1 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 24,697: 20,319 20,493 755 716 3,460 0 0 0 0 0 0: 163 28
Old : 24,697: 20,319 20,493 755 716 3,460 0 0 0 0 0 0: 163 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 2,990: 2,615 2,600 -15 0 390 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 83.0 3.1 2.9 14.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 82.3 83.0 3.1 2.9 14.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 15 25 4 4 4 0 0 0 0 0 0:
Old : 34: 15 25 4 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 47.5 78.8 78.7 11.5 9.4 15.7 13.6
Old : 47.1 47.5 78.8 78.7 11.5 9.4 15.7 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 10,270: 5,323 5,586 962 423 2,683 0 0 176 0 459 117: 1,009 826
Old : 10,270: 5,323 5,586 962 423 2,683 0 0 176 0 459 117: 1,009 826
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 304: 42 100 -2 -7 170 0 0 66 0 -38 15: 13 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 54.4 9.4 4.1 26.1 0.0 0.0 1.7 0.0 4.5 1.1: 9.8 8.0
Old : 100.0: 51.8 54.4 9.4 4.1 26.1 0.0 0.0 1.7 0.0 4.5 1.1: 9.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 24 8 6 14 0 0 . 0 . .:
Old : 42: 21 24 8 6 14 0 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 22.6 51.8 39.4 16.6 11.1 20.8 15.5
Old : 31.0 22.6 51.8 39.4 16.6 11.1 20.8 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 6,781: 3,451 4,660 951 359 671 25 0 0 623 145 233: 827 713
Old : 6,781: 3,451 4,660 951 359 671 25 0 0 623 145 233: 827 713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 459: 237 178 9 10 126 0 0 0 32 100 87: -32 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 68.7 14.0 5.3 9.9 0.4 0.0 0.0 9.2 2.1 3.4: 12.2 10.5
Old : 100.0: 50.9 68.7 14.0 5.3 9.9 0.4 0.0 0.0 9.2 2.1 3.4: 12.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 32 32 8 5 13 . 0 0 5 . 4:
Old : 56: 32 32 8 5 13 . 0 0 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 22.9 39.3 34.6 18.5 21.0 25.7 27.6
Old : 25.7 22.9 39.3 34.6 18.5 21.0 25.7 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,604: 1,227 1,085 145 287 508 80 0 0 0 339 22: 622 363
Old : 2,604: 1,227 1,085 145 287 508 80 0 0 0 339 22: 622 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 76: 76 209 0 -25 23 0 0 0 0 -25 22: -45 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 41.7 5.6 11.0 19.5 3.1 0.0 0.0 0.0 13.0 0.8: 23.9 13.9
Old : 100.0: 47.1 41.7 5.6 11.0 19.5 3.1 0.0 0.0 0.0 13.0 0.8: 23.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 13 4 . 5 . 0 0 0 . .:
Old : 25: 12 13 4 . 5 . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 45.7 48.6 63.7 23.5 29.3 32.3 40.4
Old : 30.4 45.7 48.6 63.7 23.5 29.3 32.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,141: 1,433 1,015 77 668 115 0 0 0 51 0 40: 425 303
Old : 2,141: 1,433 1,015 77 668 115 0 0 0 51 0 40: 425 303
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 47.4 3.6 31.2 5.4 0.0 0.0 0.0 2.4 0.0 1.9: 19.9 14.2
Old : 100.0: 66.9 47.4 3.6 31.2 5.4 0.0 0.0 0.0 2.4 0.0 1.9: 19.9 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . . . 0 0 0 . 0 .:
Old : 22: 12 11 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 58.9 65.0 73.7 52.1 56.7 59.0 66.5
Old : 54.4 58.9 65.0 73.7 52.1 56.7 59.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,484: 2,194 2,459 290 25 0 0 0 0 0 0 0: 0 0
Old : 2,484: 2,194 2,459 290 25 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 99.0 11.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.3 99.0 11.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 7 5 . 0 0 0 0 0 0 0:
Old : 24: 13 7 5 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 94.4 76.7 100.0 58.9 92.1 74.6 95.8
Old : 61.0 94.4 76.7 100.0 58.9 92.1 74.6 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 11,055: 9,952 10,151 735 596 182 0 0 0 0 0 0: 186 126
Old : 11,055: 9,952 10,151 735 596 182 0 0 0 0 0 0: 186 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 550: 725 550 -175 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 91.8 6.6 5.4 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.1
Old : 100.0: 90.0 91.8 6.6 5.4 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 14 . . . 0 0 0 0 0 0:
Old : 27: 14 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 74.2 79.3 87.8 44.7 58.4 63.3 67.2
Old : 55.0 74.2 79.3 87.8 44.7 58.4 63.3 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 100 METRIC TONS) :
: : Positions :
All : 9,679: 4,611 699 2,636 6,210 2,018 0 0 0 0 265 0: 414 487
Old : 9,679: 4,611 699 2,636 6,210 2,018 0 0 0 0 265 0: 414 487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 7.2 27.2 64.2 20.8 0.0 0.0 0.0 0.0 2.7 0.0: 4.3 5.0
Old : 100.0: 47.6 7.2 27.2 64.2 20.8 0.0 0.0 0.0 0.0 2.7 0.0: 4.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 . 4 9 7 0 0 0 0 . 0:
Old : 20: 6 . 4 9 7 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 62.8 87.0 81.7 60.3 51.0 72.2 65.6
Old : 71.2 62.8 87.0 81.7 60.3 51.0 72.2 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 27,559: 21,890 21,186 2,193 2,267 3,169 0 0 0 0 630 307: 0 0
Old : 27,559: 21,890 21,186 2,193 2,267 3,169 0 0 0 0 630 307: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 540: 540 290 0 0 0 0 0 0 0 250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 76.9 8.0 8.2 11.5 0.0 0.0 0.0 0.0 2.3 1.1: 0.0 0.0
Old : 100.0: 79.4 76.9 8.0 8.2 11.5 0.0 0.0 0.0 0.0 2.3 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 17 6 7 9 0 0 0 0 . .:
Old : 38: 18 17 6 7 9 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 44.8 69.7 67.9 22.0 19.8 30.0 28.9
Old : 49.7 44.8 69.7 67.9 22.0 19.8 30.0 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 328,287: 100,075 189,845 43,860 13,060 22,453 56,141 12,503 15,366 14,902 28,372 26,619: 48,871 20,068
Old : 328,287: 100,075 189,845 43,860 13,060 22,453 56,141 12,503 15,366 14,902 28,372 26,619: 48,871 20,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -18,616: -10,695 -4,780 -452 -1,320 357 2,908 2,423 -4,115 3,409 191 -6,469: -3,559 -4,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 57.8 13.4 4.0 6.8 17.1 3.8 4.7 4.5 8.6 8.1: 14.9 6.1
Old : 100.0: 30.5 57.8 13.4 4.0 6.8 17.1 3.8 4.7 4.5 8.6 8.1: 14.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 180: 59 73 12 6 14 49 13 26 13 8 14:
Old : 180: 59 73 12 6 14 49 13 26 13 8 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 24.0 20.8 35.4 7.1 15.2 13.2 22.2
Old : 12.7 24.0 20.8 35.4 7.1 15.2 13.2 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 59,659: 15,100 11,191 7,842 1,594 15,205 0 0 0 0 10,805 19,331: 2,182 1,533
Old : 59,659: 15,100 11,191 7,842 1,594 15,205 0 0 0 0 10,805 19,331: 2,182 1,533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 2,762: 1,048 11 -255 424 642 0 0 0 0 351 1,340: -14 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 18.8 13.1 2.7 25.5 0.0 0.0 0.0 0.0 18.1 32.4: 3.7 2.6
Old : 100.0: 25.3 18.8 13.1 2.7 25.5 0.0 0.0 0.0 0.0 18.1 32.4: 3.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 6 5 4 9 0 0 0 0 5 5:
Old : 20: 6 6 5 4 9 0 0 0 0 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 51.9 68.1 73.5 16.5 18.5 19.4 20.6
Old : 44.6 51.9 68.1 73.5 16.5 18.5 19.4 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 15,297: 9,864 8,764 2,609 685 2,518 0 100 150 59 2,943 50: 47 87
Old : 15,297: 9,864 8,764 2,609 685 2,518 0 100 150 59 2,943 50: 47 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 361: 28 394 418 27 -107 0 0 0 0 25 -25: 47 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 57.3 17.1 4.5 16.5 0.0 0.7 1.0 0.4 19.2 0.3: 0.3 0.6
Old : 100.0: 64.5 57.3 17.1 4.5 16.5 0.0 0.7 1.0 0.4 19.2 0.3: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 32 34 7 . 10 0 . . . 6 .:
Old : 63: 32 34 7 . 10 0 . . . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 32.4 54.7 48.6 25.5 25.9 40.8 37.4
Old : 29.9 32.4 54.7 48.6 25.5 25.9 40.8 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 10,133: 6,846 5,905 825 2,478 1,650 708 0 0 50 100 0: 54 0
Old : 10,133: 6,846 5,905 825 2,478 1,650 708 0 0 50 100 0: 54 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 600: 975 75 -250 650 -125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 58.3 8.1 24.5 16.3 7.0 0.0 0.0 0.5 1.0 0.0: 0.5 0.0
Old : 100.0: 67.6 58.3 8.1 24.5 16.3 7.0 0.0 0.0 0.5 1.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 15 17 . 8 8 . 0 0 . . 0:
Old : 40: 15 17 . 8 8 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 35.3 65.8 55.3 36.5 32.8 54.0 48.6
Old : 45.2 35.3 65.8 55.3 36.5 32.8 54.0 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 1,914: 1,462 1,600 305 37 120 0 0 0 0 150 0: 27 7
Old : 1,914: 1,462 1,600 305 37 120 0 0 0 0 150 0: 27 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 83.6 15.9 1.9 6.3 0.0 0.0 0.0 0.0 7.8 0.0: 1.4 0.4
Old : 100.0: 76.4 83.6 15.9 1.9 6.3 0.0 0.0 0.0 0.0 7.8 0.0: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 6 4 . . 0 0 0 0 . 0:
Old : 21: 11 6 4 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 78.4 79.7 96.7 53.6 70.5 72.1 85.5
Old : 54.9 78.4 79.7 96.7 53.6 70.5 72.1 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 11,383: 7,349 8,288 0 408 187 857 0 342 627 206 1,306: 715 646
Old : 11,383: 7,349 8,288 0 408 187 857 0 342 627 206 1,306: 715 646
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 115: 7 192 0 -70 15 92 0 -13 59 0 7: -52 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 72.8 0.0 3.6 1.6 7.5 0.0 3.0 5.5 1.8 11.5: 6.3 5.7
Old : 100.0: 64.6 72.8 0.0 3.6 1.6 7.5 0.0 3.0 5.5 1.8 11.5: 6.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 19 23 0 . . 5 0 . 7 . .:
Old : 42: 19 23 0 . . 5 0 . 7 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 48.8 66.7 69.1 12.5 14.8 17.9 21.1
Old : 48.5 48.8 66.7 69.1 12.5 14.8 17.9 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 16,168: 14,751 14,489 355 269 190 34 0 80 300 747 142: 316 251
Old : 16,168: 14,751 14,489 355 269 190 34 0 80 300 747 142: 316 251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 927: 962 1,046 -67 0 14 -10 0 0 0 -79 -35: 63 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 89.6 2.2 1.7 1.2 0.2 0.0 0.5 1.9 4.6 0.9: 2.0 1.6
Old : 100.0: 91.2 89.6 2.2 1.7 1.2 0.2 0.0 0.5 1.9 4.6 0.9: 2.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 34 39 . . . . 0 . . . 4:
Old : 57: 34 39 . . . . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 32.2 56.5 54.0 32.1 26.6 45.5 37.8
Old : 39.4 32.2 56.5 54.0 32.1 26.6 45.5 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,846: 1,365 1,167 218 22 68 0 0 0 36 296 25: 134 268
Old : 1,846: 1,365 1,167 218 22 68 0 0 0 36 296 25: 134 268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 57: 108 8 -30 22 35 0 0 0 0 0 0: -56 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 63.2 11.8 1.2 3.7 0.0 0.0 0.0 2.0 16.0 1.4: 7.3 14.5
Old : 100.0: 73.9 63.2 11.8 1.2 3.7 0.0 0.0 0.0 2.0 16.0 1.4: 7.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 20 . . . 0 0 0 . . .:
Old : 29: 20 20 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 39.3 57.1 55.6 38.1 35.2 52.9 47.3
Old : 39.3 39.3 57.1 55.6 38.1 35.2 52.9 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 444,587: 149,308 141,618 41,573 77,017 81,643 32,541 8,259 21,219 9,377 7,210 86,182: 22,743 21,439
Old : 444,587: 149,308 141,618 41,573 77,017 81,643 32,541 8,259 21,219 9,377 7,210 86,182: 22,743 21,439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 13,169: 16,534 14,090 -2,716 1,552 2,401 -4,515 -3,906 2,054 -2,860 -3,824 -599: 2,870 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 31.9 9.4 17.3 18.4 7.3 1.9 4.8 2.1 1.6 19.4: 5.1 4.8
Old : 100.0: 33.6 31.9 9.4 17.3 18.4 7.3 1.9 4.8 2.1 1.6 19.4: 5.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 120: 35 32 11 17 25 17 6 13 13 15 29:
Old : 120: 35 32 11 17 25 17 6 13 13 15 29:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 23.3 33.7 35.9 11.5 11.6 16.7 17.1
Old : 21.4 23.3 33.7 35.9 11.5 11.6 16.7 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,499,297: 318,631 415,785 127,135 401,094 658,148 284,800 12,768 352,211 133,867 72,484 514,690: 109,814 72,116
Old : 2,499,297: 318,631 415,785 127,135 401,094 658,148 284,800 12,768 352,211 133,867 72,484 514,690: 109,814 72,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 119,218: 31,434 34,100 -7,356 22,450 28,961 9,232 -3,638 19,491 12,271 -3,317 18,572: 6,612 2,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 16.6 5.1 16.0 26.3 11.4 0.5 14.1 5.4 2.9 20.6: 4.4 2.9
Old : 100.0: 12.7 16.6 5.1 16.0 26.3 11.4 0.5 14.1 5.4 2.9 20.6: 4.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 399: 52 57 12 36 43 114 28 99 86 44 120:
Old : 399: 52 57 12 36 43 114 28 99 86 44 120:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 14.6 25.7 27.0 7.6 7.1 10.7 11.3
Old : 17.6 14.6 25.7 27.0 7.6 7.1 10.7 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 212,429: 50,085 102,551 9,260 11,944 19,016 514 29,751 16,591 88,724 2,018 27,151: 1,088 3,408
Old : 212,429: 50,085 102,551 9,260 11,944 19,016 514 29,751 16,591 88,724 2,018 27,151: 1,088 3,408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -4,486: -1,343 -464 -1,325 646 -298 -461 -1,365 -1,218 2,099 64 -954: -986 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 48.3 4.4 5.6 9.0 0.2 14.0 7.8 41.8 0.9 12.8: 0.5 1.6
Old : 100.0: 23.6 48.3 4.4 5.6 9.0 0.2 14.0 7.8 41.8 0.9 12.8: 0.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 14 15 . 5 6 . 5 4 5 5 10:
Old : 40: 14 15 . 5 6 . 5 4 5 5 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 53.2 85.3 76.4 53.2 46.5 60.7 56.9
Old : 68.4 53.2 85.3 76.4 53.2 46.5 60.7 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 202,130: 37,373 18,851 30,927 78,595 25,778 0 872 126 49,891 9,929 1,200: 56,835 66,779
Old : 202,130: 37,373 18,851 30,927 78,595 25,778 0 872 126 49,891 9,929 1,200: 56,835 66,779
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 3,827: 836 -150 67 2,030 -238 0 0 0 -2,728 249 -427: 6,317 2,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.3 15.3 38.9 12.8 0.0 0.4 0.1 24.7 4.9 0.6: 28.1 33.0
Old : 100.0: 18.5 9.3 15.3 38.9 12.8 0.0 0.4 0.1 24.7 4.9 0.6: 28.1 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 4 4 5 8 9 0 . . . . .:
Old : 25: 4 4 5 8 9 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 31.5 61.1 47.0 44.6 27.4 54.3 40.2
Old : 44.7 31.5 61.1 47.0 44.6 27.4 54.3 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 91,027: 7,014 7,773 8,254 23,330 40,147 10,548 209 7,416 4,729 422 8,742: 4,179 2,989
Old : 91,027: 7,014 7,773 8,254 23,330 40,147 10,548 209 7,416 4,729 422 8,742: 4,179 2,989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 406: -19 -84 50 811 159 877 23 -1,276 -78 3 931: -238 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.5 9.1 25.6 44.1 11.6 0.2 8.1 5.2 0.5 9.6: 4.6 3.3
Old : 100.0: 7.7 8.5 9.1 25.6 44.1 11.6 0.2 8.1 5.2 0.5 9.6: 4.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 5 5 8 11 17 11 . 9 6 . 12:
Old : 50: 5 5 8 11 17 11 . 9 6 . 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 48.8 58.2 72.8 14.5 20.8 20.6 25.0
Old : 39.4 48.8 58.2 72.8 14.5 20.8 20.6 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 500,727: 63,744 53,783 50,237 89,892 255,901 0 1,083 19,382 34,933 213 62,493: 14,037 17,979
Old : 500,727: 63,744 53,783 50,237 89,892 255,901 0 1,083 19,382 34,933 213 62,493: 14,037 17,979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 6,505: 891 865 91 964 2,833 0 261 -276 1,630 -18 1,179: 157 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.7 10.0 18.0 51.1 0.0 0.2 3.9 7.0 0.0 12.5: 2.8 3.6
Old : 100.0: 12.7 10.7 10.0 18.0 51.1 0.0 0.2 3.9 7.0 0.0 12.5: 2.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 6 6 9 17 26 0 . . 10 . 11:
Old : 44: 6 6 9 17 26 0 . . 10 . 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 25.2 52.0 42.3 10.2 6.8 15.1 12.1
Old : 31.2 25.2 52.0 42.3 10.2 6.8 15.1 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 19,367: 10,470 10,675 4,534 4,204 3,288 0 25 0 537 725 450: 88 0
Old : 19,367: 10,470 10,675 4,534 4,204 3,288 0 25 0 537 725 450: 88 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,067: -57 699 756 100 243 0 0 0 125 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 55.1 23.4 21.7 17.0 0.0 0.1 0.0 2.8 3.7 2.3: 0.5 0.0
Old : 100.0: 54.1 55.1 23.4 21.7 17.0 0.0 0.1 0.0 2.8 3.7 2.3: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 15 14 7 7 8 0 . 0 . . .:
Old : 41: 15 14 7 7 8 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 54.4 76.8 73.4 51.0 48.9 63.4 62.5
Old : 60.0 54.4 76.8 73.4 51.0 48.9 63.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 78,251: 5,763 2,751 26,747 19,285 27,428 3,754 4,927 59 1,215 7,747 10,004: 3,281 6,050
Old : 78,251: 5,763 2,751 26,747 19,285 27,428 3,754 4,927 59 1,215 7,747 10,004: 3,281 6,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 5,431: 0 0 -464 790 4,464 184 -930 -200 0 0 1,500: -53 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 3.5 34.2 24.6 35.1 4.8 6.3 0.1 1.6 9.9 12.8: 4.2 7.7
Old : 100.0: 7.4 3.5 34.2 24.6 35.1 4.8 6.3 0.1 1.6 9.9 12.8: 4.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 5 . 9 9 16 . . . . 5 7:
Old : 35: 5 . 9 9 16 . . . . 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 41.9 69.8 64.3 30.2 29.2 40.9 38.3
Old : 49.0 41.9 69.8 64.3 30.2 29.2 40.9 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 39,526: 2,870 3,300 11,860 12,543 14,376 2,605 897 850 1,075 1,374 3,506: 2,384 2,680
Old : 39,526: 2,870 3,300 11,860 12,543 14,376 2,605 897 850 1,075 1,374 3,506: 2,384 2,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 2,504: 1,520 0 -231 -1,376 2,495 -2,300 0 50 500 1,049 500: -30 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.3 30.0 31.7 36.4 6.6 2.3 2.2 2.7 3.5 8.9: 6.0 6.8
Old : 100.0: 7.3 8.3 30.0 31.7 36.4 6.6 2.3 2.2 2.7 3.5 8.9: 6.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: . . 6 6 12 . . . . . .:
Old : 26: . . 6 6 12 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 47.5 62.1 65.7 32.1 29.2 39.8 38.6
Old : 45.1 47.5 62.1 65.7 32.1 29.2 39.8 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 10,260: 2,012 2,275 1,200 5,767 1,468 4,476 0 702 300 0 0: 102 48
Old : 10,260: 2,012 2,275 1,200 5,767 1,468 4,476 0 702 300 0 0: 102 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 450: -300 450 0 0 0 750 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.2 11.7 56.2 14.3 43.6 0.0 6.8 2.9 0.0 0.0: 1.0 0.5
Old : 100.0: 19.6 22.2 11.7 56.2 14.3 43.6 0.0 6.8 2.9 0.0 0.0: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 6 6 . 7 4 4 0 . . 0 0:
Old : 25: 6 6 . 7 4 4 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 49.3 82.7 80.3 57.0 44.9 73.2 66.2
Old : 57.0 49.3 82.7 80.3 57.0 44.9 73.2 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 27,593: 826 2,272 1,159 3,541 6,786 1,947 1,423 3,937 5,379 2,475 4,094: 3,466 3,066
Old : 27,593: 826 2,272 1,159 3,541 6,786 1,947 1,423 3,937 5,379 2,475 4,094: 3,466 3,066
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 373: 309 -349 49 -334 240 -30 472 -260 -264 376 265: 65 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 8.2 4.2 12.8 24.6 7.1 5.2 14.3 19.5 9.0 14.8: 12.6 11.1
Old : 100.0: 3.0 8.2 4.2 12.8 24.6 7.1 5.2 14.3 19.5 9.0 14.8: 12.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: . 4 . 6 10 4 4 5 7 . 5:
Old : 31: . 4 . 6 10 4 4 5 7 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 42.5 59.9 63.2 22.6 21.1 28.6 29.4
Old : 43.0 42.5 59.9 63.2 22.6 21.1 28.6 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 24,561: 166 0 261 5,090 13,271 3,585 731 2,982 1,651 484 788: 1,857 1,216
Old : 24,561: 166 0 261 5,090 13,271 3,585 731 2,982 1,651 484 788: 1,857 1,216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 4,904: 11 0 69 947 2,301 531 110 1,254 99 56 50: 589 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 1.1 20.7 54.0 14.6 3.0 12.1 6.7 2.0 3.2: 7.6 4.9
Old : 100.0: 0.7 0.0 1.1 20.7 54.0 14.6 3.0 12.1 6.7 2.0 3.2: 7.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: . 0 . 10 13 8 4 7 5 . 6:
Old : 36: . 0 . 10 13 8 4 7 5 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 50.6 59.8 69.9 14.1 16.6 18.9 22.5
Old : 39.7 50.6 59.8 69.9 14.1 16.6 18.9 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 116,313: 12,251 13,370 18,149 18,833 56,428 1,035 0 6,468 2,516 0 8,831: 10,635 12,383
Old : 116,313: 12,251 13,370 18,149 18,833 56,428 1,035 0 6,468 2,516 0 8,831: 10,635 12,383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 4,053: 280 839 -267 -18 2,984 94 0 -107 250 -184 372: 447 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.5 15.6 16.2 48.5 0.9 0.0 5.6 2.2 0.0 7.6: 9.1 10.6
Old : 100.0: 10.5 11.5 15.6 16.2 48.5 0.9 0.0 5.6 2.2 0.0 7.6: 9.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 6 7 5 11 16 . 0 . 5 0 5:
Old : 29: 6 7 5 11 16 . 0 . 5 0 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 35.2 54.5 55.4 16.4 13.5 19.8 16.8
Old : 37.2 35.2 54.5 55.4 16.4 13.5 19.8 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 373,330: 137,844 264,808 34,165 14,093 19,150 95,972 2,911 21,313 15,662 16,574 21,232: 27,992 13,249
Old : 373,330: 137,844 264,808 34,165 14,093 19,150 95,972 2,911 21,313 15,662 16,574 21,232: 27,992 13,249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -1,689: 5,288 7,775 -1,202 127 925 2,285 -386 -4,752 1,705 435 -3,591: -2,348 -2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 70.9 9.2 3.8 5.1 25.7 0.8 5.7 4.2 4.4 5.7: 7.5 3.5
Old : 100.0: 36.9 70.9 9.2 3.8 5.1 25.7 0.8 5.7 4.2 4.4 5.7: 7.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 233: 66 80 16 6 17 81 5 40 17 10 22:
Old : 233: 66 80 16 6 17 81 5 40 17 10 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 24.2 25.6 37.8 7.6 12.1 12.8 20.1
Old : 17.7 24.2 25.6 37.8 7.6 12.1 12.8 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 24,761: 9,300 14,812 390 3,024 226 2,922 0 99 6,894 418 214: 4,716 5,968
Old : 24,761: 9,300 14,812 390 3,024 226 2,922 0 99 6,894 418 214: 4,716 5,968
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,555: 533 249 0 232 184 116 0 -75 342 209 -50: 505 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 59.8 1.6 12.2 0.9 11.8 0.0 0.4 27.8 1.7 0.9: 19.0 24.1
Old : 100.0: 37.6 59.8 1.6 12.2 0.9 11.8 0.0 0.4 27.8 1.7 0.9: 19.0 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 9 20 . . . . 0 . 5 . .:
Old : 31: 9 20 . . . . 0 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 35.1 68.4 57.0 48.8 35.1 64.4 56.5
Old : 49.9 35.1 68.4 57.0 48.8 35.1 64.4 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 10,098: 4,776 5,565 2,897 430 1,819 100 0 0 196 1,980 254: 56 50
Old : 10,098: 4,776 5,565 2,897 430 1,819 100 0 0 196 1,980 254: 56 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 504: 350 450 50 -50 104 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 55.1 28.7 4.3 18.0 1.0 0.0 0.0 1.9 19.6 2.5: 0.6 0.5
Old : 100.0: 47.3 55.1 28.7 4.3 18.0 1.0 0.0 0.0 1.9 19.6 2.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 20 8 . 9 . 0 0 . . .:
Old : 41: 20 20 8 . 9 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 35.1 62.7 57.6 33.9 34.1 47.3 52.8
Old : 40.6 35.1 62.7 57.6 33.9 34.1 47.3 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 58,621: 49,600 28,651 4,950 27,547 1,750 1,500 99 1 100 200 0: 720 373
Old : 58,621: 49,600 28,651 4,950 27,547 1,750 1,500 99 1 100 200 0: 720 373
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 3,920: 2,640 564 825 3,150 -35 750 0 0 100 200 0: -360 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 48.9 8.4 47.0 3.0 2.6 0.2 0.0 0.2 0.3 0.0: 1.2 0.6
Old : 100.0: 84.6 48.9 8.4 47.0 3.0 2.6 0.2 0.0 0.2 0.3 0.0: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 30 22 8 7 7 . . . . . 0:
Old : 59: 30 22 8 7 7 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 52.0 63.4 70.2 47.4 47.8 60.4 63.1
Old : 49.7 52.0 63.4 70.2 47.4 47.8 60.4 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 19,076: 14,337 14,255 3,797 3,956 715 0 0 0 0 0 0: 227 150
Old : 19,076: 14,337 14,255 3,797 3,956 715 0 0 0 0 0 0: 227 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 478: 428 403 200 225 -150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 74.7 19.9 20.7 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8
Old : 100.0: 75.2 74.7 19.9 20.7 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 9 7 . 4 0 0 0 0 0 0:
Old : 25: 14 9 7 . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 85.7 68.2 95.6 34.1 65.0 50.1 66.5
Old : 46.3 85.7 68.2 95.6 34.1 65.0 50.1 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,365: 4,778 3,500 2,047 450 915 575 200 0 50 3,300 0: 0 0
Old : 8,365: 4,778 3,500 2,047 450 915 575 200 0 50 3,300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 350: 75 225 375 25 -100 0 200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 41.8 24.5 5.4 10.9 6.9 2.4 0.0 0.6 39.5 0.0: 0.0 0.0
Old : 100.0: 57.1 41.8 24.5 5.4 10.9 6.9 2.4 0.0 0.6 39.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 10 8 . 6 . . 0 . . 0:
Old : 38: 17 10 8 . 6 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 71.4 67.4 84.6 42.3 65.5 62.8 75.6
Old : 43.5 71.4 67.4 84.6 42.3 65.5 62.8 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,040: 3,069 3,618 537 236 415 123 0 0 367 400 371: 158 0
Old : 5,040: 3,069 3,618 537 236 415 123 0 0 367 400 371: 158 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 425: 450 350 0 0 0 0 0 0 -100 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 71.8 10.7 4.7 8.2 2.4 0.0 0.0 7.3 7.9 7.4: 3.1 0.0
Old : 100.0: 60.9 71.8 10.7 4.7 8.2 2.4 0.0 0.0 7.3 7.9 7.4: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 7 . . 4 . 0 0 . . .:
Old : 24: 12 7 . . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 73.4 77.0 92.8 45.9 71.0 64.1 77.6
Old : 52.0 73.4 77.0 92.8 45.9 71.0 64.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 24,758: 14,663 14,429 5,709 3,938 1,601 60 2,202 0 921 713 1,774: 30 101
Old : 24,758: 14,663 14,429 5,709 3,938 1,601 60 2,202 0 921 713 1,774: 30 101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 748: 642 1,284 -30 0 -92 -30 -921 0 32 304 260: -34 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 58.3 23.1 15.9 6.5 0.2 8.9 0.0 3.7 2.9 7.2: 0.1 0.4
Old : 100.0: 59.2 58.3 23.1 15.9 6.5 0.2 8.9 0.0 3.7 2.9 7.2: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 24 27 11 7 11 . . 0 4 . .:
Old : 61: 24 27 11 7 11 . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 32.2 48.1 52.6 26.9 30.4 40.2 44.3
Old : 30.6 32.2 48.1 52.6 26.9 30.4 40.2 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 4,327: 3,157 1,145 832 714 238 0 1,399 0 100 700 0: 0 131
Old : 4,327: 3,157 1,145 832 714 238 0 1,399 0 100 700 0: 0 131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -18: 0 32 -32 100 14 0 0 0 0 -164 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 26.5 19.2 16.5 5.5 0.0 32.3 0.0 2.3 16.2 0.0: 0.0 3.0
Old : 100.0: 73.0 26.5 19.2 16.5 5.5 0.0 32.3 0.0 2.3 16.2 0.0: 0.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 5 6 4 4 . 0 . 0 . . 0:
Old : 23: 5 6 4 4 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 54.8 95.7 79.0 74.9 54.8 84.4 72.8
Old : 82.9 54.8 95.7 79.0 74.9 54.8 84.4 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,528: 10,174 7,169 382 2,140 730 881 1,222 240 45 1,007 0: 76 20
Old : 12,528: 10,174 7,169 382 2,140 730 881 1,222 240 45 1,007 0: 76 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 726: 357 180 243 148 107 0 273 0 0 0 0: 19 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 57.2 3.0 17.1 5.8 7.0 9.8 1.9 0.4 8.0 0.0: 0.6 0.2
Old : 100.0: 81.2 57.2 3.0 17.1 5.8 7.0 9.8 1.9 0.4 8.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 23 21 . 6 4 . . . . 5 0:
Old : 47: 23 21 . 6 4 . . . . 5 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 43.8 58.5 67.3 37.9 38.6 53.0 54.8
Old : 38.3 43.8 58.5 67.3 37.9 38.6 53.0 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 29,472: 10,888 14,656 3,306 8,964 1,918 0 2,191 0 12,650 691 325: 385 727
Old : 29,472: 10,888 14,656 3,306 8,964 1,918 0 2,191 0 12,650 691 325: 385 727
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -13: -3,218 287 0 0 0 0 -150 0 3,355 0 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 49.7 11.2 30.4 6.5 0.0 7.4 0.0 42.9 2.3 1.1: 1.3 2.5
Old : 100.0: 36.9 49.7 11.2 30.4 6.5 0.0 7.4 0.0 42.9 2.3 1.1: 1.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 11 17 8 9 7 0 4 0 6 . 4:
Old : 49: 11 17 8 9 7 0 4 0 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 49.3 76.6 65.1 64.1 49.2 73.1 63.4
Old : 65.5 49.3 76.6 65.1 64.1 49.2 73.1 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 29,975: 20,474 15,318 538 6,419 896 2,116 0 24 150 0 1,800: 3,977 5,518
Old : 29,975: 20,474 15,318 538 6,419 896 2,116 0 24 150 0 1,800: 3,977 5,518
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,019: -528 535 0 153 253 189 0 0 0 0 0: 1,105 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 51.1 1.8 21.4 3.0 7.1 0.0 0.1 0.5 0.0 6.0: 13.3 18.4
Old : 100.0: 68.3 51.1 1.8 21.4 3.0 7.1 0.0 0.1 0.5 0.0 6.0: 13.3 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . 5 . . 0 . . 0 .:
Old : 26: 13 15 . 5 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 44.6 62.7 63.6 36.7 39.8 55.7 53.0
Old : 37.7 44.6 62.7 63.6 36.7 39.8 55.7 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012