GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 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 : 42,255: 32,457 37,767 5,078 237 3,544 0 0 0 288 0 510: 378 197
Old : 42,255: 32,457 37,767 5,078 237 3,544 0 0 0 288 0 510: 378 197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 3,166: 3,350 3,489 120 -65 -170 0 0 0 -26 0 -88: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 89.4 12.0 0.6 8.4 0.0 0.0 0.0 0.7 0.0 1.2: 0.9 0.5
Old : 100.0: 76.8 89.4 12.0 0.6 8.4 0.0 0.0 0.0 0.7 0.0 1.2: 0.9 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 : 52: 23 32 11 . 10 0 0 0 . 0 .:
Old : 52: 23 32 11 . 10 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 : 50.5 38.7 71.0 55.4 20.1 16.6 28.0 25.0
Old : 50.5 38.7 71.0 55.4 20.1 16.6 28.0 25.0
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, March 13, 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 : 25,318: 20,966 20,758 701 1,054 3,484 0 0 0 0 0 0: 167 22
Old : 25,318: 20,966 20,758 701 1,054 3,484 0 0 0 0 0 0: 167 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 1,165: 940 940 0 0 225 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 82.0 2.8 4.2 13.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 82.8 82.0 2.8 4.2 13.8 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 : 52.0 50.1 78.6 81.6 12.8 10.9 17.8 15.8
Old : 52.0 50.1 78.6 81.6 12.8 10.9 17.8 15.8
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, March 13, 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 : 10,321: 5,325 5,630 928 309 2,669 0 0 340 0 256 181: 878 936
Old : 10,321: 5,325 5,630 928 309 2,669 0 0 340 0 256 181: 878 936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 564: 387 495 36 -1 -90 0 0 164 0 -28 42: 25 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 54.5 9.0 3.0 25.9 0.0 0.0 3.3 0.0 2.5 1.8: 8.5 9.1
Old : 100.0: 51.6 54.5 9.0 3.0 25.9 0.0 0.0 3.3 0.0 2.5 1.8: 8.5 9.1
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 : 43: 21 25 10 5 15 0 0 . 0 . .:
Old : 43: 21 25 10 5 15 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 : 26.7 24.9 45.7 40.2 14.8 8.4 19.2 13.0
Old : 26.7 24.9 45.7 40.2 14.8 8.4 19.2 13.0
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, March 13, 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 : 6,905: 3,250 4,332 996 295 1,125 0 0 100 509 180 140: 785 733
Old : 6,905: 3,250 4,332 996 295 1,125 0 0 100 509 180 140: 785 733
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 535: 185 276 59 5 254 0 0 0 80 35 -70: 27 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 62.7 14.4 4.3 16.3 0.0 0.0 1.4 7.4 2.6 2.0: 11.4 10.6
Old : 100.0: 47.1 62.7 14.4 4.3 16.3 0.0 0.0 1.4 7.4 2.6 2.0: 11.4 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 : 56: 31 31 10 4 13 0 0 . 4 . .:
Old : 56: 31 31 10 4 13 0 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 : 26.5 20.5 40.2 32.9 18.4 14.7 24.2 21.7
Old : 26.5 20.5 40.2 32.9 18.4 14.7 24.2 21.7
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, March 13, 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 : 2,484: 951 1,294 182 218 387 53 0 0 0 217 44: 867 324
Old : 2,484: 951 1,294 182 218 387 53 0 0 0 217 44: 867 324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 115: 130 165 15 -30 0 0 0 0 0 5 0: -30 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 52.1 7.3 8.8 15.6 2.1 0.0 0.0 0.0 8.7 1.8: 34.9 13.0
Old : 100.0: 38.3 52.1 7.3 8.8 15.6 2.1 0.0 0.0 0.0 8.7 1.8: 34.9 13.0
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: 14 14 4 . 4 . 0 0 0 . .:
Old : 25: 14 14 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 : 28.8 45.2 44.9 65.9 22.2 32.9 30.0 50.9
Old : 28.8 45.2 44.9 65.9 22.2 32.9 30.0 50.9
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, March 13, 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 : 2,457: 1,725 939 135 985 126 0 0 0 162 0 52: 257 355
Old : 2,457: 1,725 939 135 985 126 0 0 0 162 0 52: 257 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 521: 451 135 10 285 18 0 0 0 41 0 0: 1 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 38.2 5.5 40.1 5.1 0.0 0.0 0.0 6.6 0.0 2.1: 10.5 14.4
Old : 100.0: 70.2 38.2 5.5 40.1 5.1 0.0 0.0 0.0 6.6 0.0 2.1: 10.5 14.4
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: 9 8 . 4 5 0 0 0 . 0 .:
Old : 21: 9 8 . 4 5 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 : 68.3 54.9 81.1 76.1 68.0 54.9 77.5 71.2
Old : 68.3 54.9 81.1 76.1 68.0 54.9 77.5 71.2
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, March 13, 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 : 9,753: 8,601 8,872 715 504 251 0 0 0 0 0 0: 186 126
Old : 9,753: 8,601 8,872 715 504 251 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: March 6, 2012 :
: 224: 190 210 28 8 6 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 91.0 7.3 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.3
Old : 100.0: 88.2 91.0 7.3 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.3
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 : 25: 11 13 . . . 0 0 0 0 0 0:
Old : 25: 11 13 . . . 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 : 60.6 72.3 86.0 89.6 55.1 66.3 74.0 76.5
Old : 60.6 72.3 86.0 89.6 55.1 66.3 74.0 76.5
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, March 13, 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 : 8,761: 4,223 771 2,058 5,311 2,090 0 0 0 0 176 0: 390 413
Old : 8,761: 4,223 771 2,058 5,311 2,090 0 0 0 0 176 0: 390 413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 297: 0 168 168 0 129 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 8.8 23.5 60.6 23.9 0.0 0.0 0.0 0.0 2.0 0.0: 4.5 4.7
Old : 100.0: 48.2 8.8 23.5 60.6 23.9 0.0 0.0 0.0 0.0 2.0 0.0: 4.5 4.7
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 : 20: 6 . 4 9 8 0 0 0 0 . 0:
Old : 20: 6 . 4 9 8 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 : 69.9 61.5 86.6 81.9 57.8 49.3 68.7 62.6
Old : 69.9 61.5 86.6 81.9 57.8 49.3 68.7 62.6
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, March 13, 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 : 24,681: 19,962 18,716 2,023 2,711 2,453 0 0 0 0 558 243: 0 0
Old : 24,681: 19,962 18,716 2,023 2,711 2,453 0 0 0 0 558 243: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 1,207: 1,133 432 75 325 75 0 0 0 0 451 -76: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 75.8 8.2 11.0 9.9 0.0 0.0 0.0 0.0 2.3 1.0: 0.0 0.0
Old : 100.0: 80.9 75.8 8.2 11.0 9.9 0.0 0.0 0.0 0.0 2.3 1.0: 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 : 34: 17 16 7 5 10 0 0 0 0 . .:
Old : 34: 17 16 7 5 10 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 : 51.4 48.7 71.1 70.4 27.8 29.8 37.3 39.5
Old : 51.4 48.7 71.1 70.4 27.8 29.8 37.3 39.5
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, March 13, 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 : 318,725: 78,077 167,812 46,404 12,944 20,739 56,658 9,752 18,461 12,653 29,099 32,904: 52,829 27,014
Old : 318,725: 78,077 167,812 46,404 12,944 20,739 56,658 9,752 18,461 12,653 29,099 32,904: 52,829 27,014
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 4,602: -1,080 1,406 -414 70 -101 -509 -2,295 -1,058 -35 -447 3,744: 4,055 3,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 52.7 14.6 4.1 6.5 17.8 3.1 5.8 4.0 9.1 10.3: 16.6 8.5
Old : 100.0: 24.5 52.7 14.6 4.1 6.5 17.8 3.1 5.8 4.0 9.1 10.3: 16.6 8.5
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 : 173: 53 66 13 6 15 46 13 24 14 10 19:
Old : 173: 53 66 13 6 15 46 13 24 14 10 19:
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 : 12.3 24.2 21.1 38.2 8.0 19.2 14.9 28.1
Old : 12.3 24.2 21.1 38.2 8.0 19.2 14.9 28.1
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, March 13, 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 : 63,829: 16,448 12,798 6,939 1,609 16,858 0 0 0 125 10,290 20,848: 2,612 1,427
Old : 63,829: 16,448 12,798 6,939 1,609 16,858 0 0 0 125 10,290 20,848: 2,612 1,427
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 10,928: 2,663 2,879 631 522 3,310 0 0 0 125 140 3,873: 326 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.1 10.9 2.5 26.4 0.0 0.0 0.0 0.2 16.1 32.7: 4.1 2.2
Old : 100.0: 25.8 20.1 10.9 2.5 26.4 0.0 0.0 0.0 0.2 16.1 32.7: 4.1 2.2
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 : 20: 6 6 4 5 9 0 0 0 . 4 5:
Old : 20: 6 6 4 5 9 0 0 0 . 4 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 : 45.0 49.5 67.9 73.2 15.9 16.1 18.0 19.4
Old : 45.0 49.5 67.9 73.2 15.9 16.1 18.0 19.4
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, March 13, 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 : 14,014: 9,171 7,707 2,917 840 1,741 0 100 150 0 3,414 0: 35 62
Old : 14,014: 9,171 7,707 2,917 840 1,741 0 100 150 0 3,414 0: 35 62
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 2,326: 1,364 1,733 849 -197 113 0 0 0 0 677 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 55.0 20.8 6.0 12.4 0.0 0.7 1.1 0.0 24.4 0.0: 0.2 0.4
Old : 100.0: 65.4 55.0 20.8 6.0 12.4 0.0 0.7 1.1 0.0 24.4 0.0: 0.2 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 : 62: 29 32 8 . 8 0 . . 0 7 0:
Old : 62: 29 32 8 . 8 0 . . 0 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 : 29.3 39.5 50.5 53.9 26.8 32.1 41.9 41.9
Old : 29.3 39.5 50.5 53.9 26.8 32.1 41.9 41.9
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, March 13, 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 : 9,958: 6,471 5,280 995 2,948 1,680 708 0 0 50 50 0: 54 0
Old : 9,958: 6,471 5,280 995 2,948 1,680 708 0 0 50 50 0: 54 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 610: 685 -340 -230 795 155 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 53.0 10.0 29.6 16.9 7.1 0.0 0.0 0.5 0.5 0.0: 0.5 0.0
Old : 100.0: 65.0 53.0 10.0 29.6 16.9 7.1 0.0 0.0 0.5 0.5 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 : 42: 14 18 . 8 7 . 0 0 . . 0:
Old : 42: 14 18 . 8 7 . 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 : 47.7 34.6 66.5 54.2 40.9 29.6 56.1 46.4
Old : 47.7 34.6 66.5 54.2 40.9 29.6 56.1 46.4
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, March 13, 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 : 1,017: 567 767 100 200 50 0 0 0 50 0 0: 250 0
Old : 1,017: 567 767 100 200 50 0 0 0 50 0 0: 250 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -897: -895 -833 -205 163 -70 0 0 0 50 -150 0: 223 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 75.4 9.8 19.7 4.9 0.0 0.0 0.0 4.9 0.0 0.0: 24.6 0.0
Old : 100.0: 55.8 75.4 9.8 19.7 4.9 0.0 0.0 0.0 4.9 0.0 0.0: 24.6 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 : 20: 7 11 . . . 0 0 0 . 0 0:
Old : 20: 7 11 . . . 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 : 44.2 44.2 63.9 76.2 36.9 41.8 55.8 61.5
Old : 44.2 44.2 63.9 76.2 36.9 41.8 55.8 61.5
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, March 13, 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 : 11,095: 7,292 8,287 0 248 237 1,152 68 312 428 382 1,183: 491 378
Old : 11,095: 7,292 8,287 0 248 237 1,152 68 312 428 382 1,183: 491 378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -120: 39 354 0 -118 43 294 0 -30 -145 -74 27: -348 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 74.7 0.0 2.2 2.1 10.4 0.6 2.8 3.9 3.4 10.7: 4.4 3.4
Old : 100.0: 65.7 74.7 0.0 2.2 2.1 10.4 0.6 2.8 3.9 3.4 10.7: 4.4 3.4
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 : 45: 18 23 0 . . 7 . . 4 4 4:
Old : 45: 18 23 0 . . 7 . . 4 4 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 : 44.6 44.6 62.3 63.0 12.8 10.4 18.8 17.1
Old : 44.6 44.6 62.3 63.0 12.8 10.4 18.8 17.1
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, March 13, 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 : 16,940: 15,572 14,998 177 426 337 47 0 54 85 570 353: 315 202
Old : 16,940: 15,572 14,998 177 426 337 47 0 54 85 570 353: 315 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 1,508: 1,365 1,330 10 112 29 0 0 0 0 -48 68: 36 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 88.5 1.0 2.5 2.0 0.3 0.0 0.3 0.5 3.4 2.1: 1.9 1.2
Old : 100.0: 91.9 88.5 1.0 2.5 2.0 0.3 0.0 0.3 0.5 3.4 2.1: 1.9 1.2
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 : 54: 31 36 . . . . 0 . . . 4:
Old : 54: 31 36 . . . . 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 : 44.7 35.8 63.1 57.9 39.6 33.1 53.4 46.7
Old : 44.7 35.8 63.1 57.9 39.6 33.1 53.4 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 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 : 2,211: 1,492 1,517 0 0 0 149 0 132 0 0 0: 438 562
Old : 2,211: 1,492 1,517 0 0 0 149 0 132 0 0 0: 438 562
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 68.6 0.0 0.0 0.0 6.7 0.0 6.0 0.0 0.0 0.0: 19.8 25.4
Old : 100.0: 67.5 68.6 0.0 0.0 0.0 6.7 0.0 6.0 0.0 0.0 0.0: 19.8 25.4
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 : 20: 17 17 0 0 0 . 0 . 0 0 0:
Old : 20: 17 17 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 : 37.9 28.5 55.3 49.7 22.3 19.1 31.0 25.7
Old : 37.9 28.5 55.3 49.7 22.3 19.1 31.0 25.7
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, March 13, 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 : 1,361: 877 685 136 0 96 0 0 0 0 253 47: 205 280
Old : 1,361: 877 685 136 0 96 0 0 0 0 253 47: 205 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 99: 77 49 -12 -29 19 0 0 0 -57 52 47: 25 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 50.3 10.0 0.0 7.1 0.0 0.0 0.0 0.0 18.6 3.5: 15.1 20.6
Old : 100.0: 64.4 50.3 10.0 0.0 7.1 0.0 0.0 0.0 0.0 18.6 3.5: 15.1 20.6
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 : 26: 15 14 4 0 . 0 0 0 0 . .:
Old : 26: 15 14 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 : 44.7 40.3 61.8 56.6 44.5 40.3 55.2 53.6
Old : 44.7 40.3 61.8 56.6 44.5 40.3 55.2 53.6
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, March 13, 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 : 471,240: 157,131 145,262 47,384 77,749 84,029 37,913 14,822 21,843 7,161 14,433 92,168: 23,611 20,934
Old : 471,240: 157,131 145,262 47,384 77,749 84,029 37,913 14,822 21,843 7,161 14,433 92,168: 23,611 20,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 18,823: 12,371 8,381 2,989 1,298 3,164 3,008 902 455 -2,118 5,541 1,088: -2,134 -2,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 30.8 10.1 16.5 17.8 8.0 3.1 4.6 1.5 3.1 19.6: 5.0 4.4
Old : 100.0: 33.3 30.8 10.1 16.5 17.8 8.0 3.1 4.6 1.5 3.1 19.6: 5.0 4.4
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 : 130: 38 34 9 19 25 14 9 13 15 17 35:
Old : 130: 38 34 9 19 25 14 9 13 15 17 35:
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 : 20.7 22.8 32.4 34.1 11.3 11.8 16.9 17.1
Old : 20.7 22.8 32.4 34.1 11.3 11.8 16.9 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, March 13, 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 : 2,594,154: 339,747 429,119 134,644 410,846 671,402 286,494 28,088 368,646 147,282 75,165 536,506: 109,433 74,383
Old : 2,594,154: 339,747 429,119 134,644 410,846 671,402 286,494 28,088 368,646 147,282 75,165 536,506: 109,433 74,383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 9,332: -9,759 -7,288 8,462 13,743 3,931 9,895 3,705 -5,384 5,683 1,644 -3,842: 346 2,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.5 5.2 15.8 25.9 11.0 1.1 14.2 5.7 2.9 20.7: 4.2 2.9
Old : 100.0: 13.1 16.5 5.2 15.8 25.9 11.0 1.1 14.2 5.7 2.9 20.7: 4.2 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 : 398: 54 54 14 31 41 107 35 104 83 53 122:
Old : 398: 54 54 14 31 41 107 35 104 83 53 122:
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 : 17.0 14.6 25.4 26.8 7.8 6.8 11.0 11.2
Old : 17.0 14.6 25.4 26.8 7.8 6.8 11.0 11.2
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, March 13, 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 : 216,707: 53,623 98,354 8,362 12,091 20,597 196 22,536 20,296 78,785 6,053 33,240: 1,608 3,539
Old : 216,707: 53,623 98,354 8,362 12,091 20,597 196 22,536 20,296 78,785 6,053 33,240: 1,608 3,539
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -2,863: 1,181 -404 -525 -926 265 -62 -6,678 408 -7,960 798 3,764: 68 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 45.4 3.9 5.6 9.5 0.1 10.4 9.4 36.4 2.8 15.3: 0.7 1.6
Old : 100.0: 24.7 45.4 3.9 5.6 9.5 0.1 10.4 9.4 36.4 2.8 15.3: 0.7 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 : 43: 15 17 . 5 6 . 5 4 7 5 12:
Old : 43: 15 17 . 5 6 . 5 4 7 5 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 : 64.9 51.9 82.2 71.4 48.2 39.4 55.0 50.0
Old : 64.9 51.9 82.2 71.4 48.2 39.4 55.0 50.0
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, March 13, 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 : 201,267: 35,268 18,799 36,105 82,145 23,213 0 287 532 51,880 12,666 1,713: 52,556 61,912
Old : 201,267: 35,268 18,799 36,105 82,145 23,213 0 287 532 51,880 12,666 1,713: 52,556 61,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 5,437: 56 365 4,552 2,391 449 0 -318 212 2,760 -273 251: -2,843 2,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 9.3 17.9 40.8 11.5 0.0 0.1 0.3 25.8 6.3 0.9: 26.1 30.8
Old : 100.0: 17.5 9.3 17.9 40.8 11.5 0.0 0.1 0.3 25.8 6.3 0.9: 26.1 30.8
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 : 28: 5 5 6 8 10 0 . . . 4 4:
Old : 28: 5 5 6 8 10 0 . . . 4 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 : 44.8 32.3 60.6 48.0 44.7 29.7 55.4 42.2
Old : 44.8 32.3 60.6 48.0 44.7 29.7 55.4 42.2
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, March 13, 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 : 98,008: 7,160 8,008 8,500 24,050 40,330 11,242 104 10,701 4,901 460 11,789: 3,386 2,566
Old : 98,008: 7,160 8,008 8,500 24,050 40,330 11,242 104 10,701 4,901 460 11,789: 3,386 2,566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 7,025: 229 309 392 1,082 646 713 -150 3,028 181 -13 2,322: -486 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.2 8.7 24.5 41.1 11.5 0.1 10.9 5.0 0.5 12.0: 3.5 2.6
Old : 100.0: 7.3 8.2 8.7 24.5 41.1 11.5 0.1 10.9 5.0 0.5 12.0: 3.5 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 : 54: 5 5 8 12 18 13 . 10 7 4 14:
Old : 54: 5 5 8 12 18 13 . 10 7 4 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 : 37.5 46.2 55.3 69.3 14.0 20.1 19.9 24.0
Old : 37.5 46.2 55.3 69.3 14.0 20.1 19.9 24.0
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, March 13, 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 : 486,120: 60,776 51,000 51,758 93,381 244,429 0 1,625 19,696 37,705 125 58,402: 13,355 17,464
Old : 486,120: 60,776 51,000 51,758 93,381 244,429 0 1,625 19,696 37,705 125 58,402: 13,355 17,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 13,403: 1,281 646 1,771 5,482 4,339 0 365 1,409 3,305 -230 1,127: 171 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 10.5 10.6 19.2 50.3 0.0 0.3 4.1 7.8 0.0 12.0: 2.7 3.6
Old : 100.0: 12.5 10.5 10.6 19.2 50.3 0.0 0.3 4.1 7.8 0.0 12.0: 2.7 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 8 18 26 0 . . 10 . 11:
Old : 44: 6 6 8 18 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 : 31.4 24.7 52.2 41.8 11.0 7.1 16.3 12.6
Old : 31.4 24.7 52.2 41.8 11.0 7.1 16.3 12.6
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, March 13, 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 : 17,139: 10,711 9,507 3,334 4,488 2,069 0 0 0 825 875 200: 0 0
Old : 17,139: 10,711 9,507 3,334 4,488 2,069 0 0 0 825 875 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 1,272: 563 1,046 280 -53 279 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 55.5 19.5 26.2 12.1 0.0 0.0 0.0 4.8 5.1 1.2: 0.0 0.0
Old : 100.0: 62.5 55.5 19.5 26.2 12.1 0.0 0.0 0.0 4.8 5.1 1.2: 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 : 39: 14 12 5 7 8 0 0 0 . . .:
Old : 39: 14 12 5 7 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 : 66.1 61.7 79.0 78.1 63.6 59.3 75.1 73.8
Old : 66.1 61.7 79.0 78.1 63.6 59.3 75.1 73.8
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, March 13, 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 : 80,133: 5,663 2,551 26,820 19,762 31,069 3,878 4,927 59 1,215 7,843 7,757: 3,672 6,165
Old : 80,133: 5,663 2,551 26,820 19,762 31,069 3,878 4,927 59 1,215 7,843 7,757: 3,672 6,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -2,661: -100 0 21 94 1,272 52 0 -790 0 -104 -3,047: -69 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.2 33.5 24.7 38.8 4.8 6.1 0.1 1.5 9.8 9.7: 4.6 7.7
Old : 100.0: 7.1 3.2 33.5 24.7 38.8 4.8 6.1 0.1 1.5 9.8 9.7: 4.6 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 : 34: 5 . 9 9 15 . . . . 4 7:
Old : 34: 5 . 9 9 15 . . . . 4 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 : 47.4 40.0 67.7 63.3 29.5 28.6 40.1 37.6
Old : 47.4 40.0 67.7 63.3 29.5 28.6 40.1 37.6
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, March 13, 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 : 39,557: 2,870 3,150 12,363 12,549 15,263 2,466 897 800 1,075 1,474 2,356: 2,364 3,068
Old : 39,557: 2,870 3,150 12,363 12,549 15,263 2,466 897 800 1,075 1,474 2,356: 2,364 3,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -1,563: 0 0 -87 27 -22 185 0 -50 0 0 -1,550: -39 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.0 31.3 31.7 38.6 6.2 2.3 2.0 2.7 3.7 6.0: 6.0 7.8
Old : 100.0: 7.3 8.0 31.3 31.7 38.6 6.2 2.3 2.0 2.7 3.7 6.0: 6.0 7.8
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: . . 7 5 12 . . . . . .:
Old : 26: . . 7 5 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 : 46.4 49.7 62.2 65.2 32.6 28.9 40.4 38.8
Old : 46.4 49.7 62.2 65.2 32.6 28.9 40.4 38.8
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, March 13, 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 : 8,755: 2,057 2,075 900 4,947 1,463 3,716 0 213 300 0 0: 106 57
Old : 8,755: 2,057 2,075 900 4,947 1,463 3,716 0 213 300 0 0: 106 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -600: 0 -300 0 -300 0 -664 0 0 0 0 0: 64 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 23.7 10.3 56.5 16.7 42.4 0.0 2.4 3.4 0.0 0.0: 1.2 0.7
Old : 100.0: 23.5 23.7 10.3 56.5 16.7 42.4 0.0 2.4 3.4 0.0 0.0: 1.2 0.7
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 : 27: 7 7 . 7 6 4 0 . . 0 0:
Old : 27: 7 7 . 7 6 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 : 55.4 48.8 76.9 74.8 54.8 45.9 68.1 61.4
Old : 55.4 48.8 76.9 74.8 54.8 45.9 68.1 61.4
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, March 13, 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 : 29,107: 2,227 931 1,462 3,123 7,135 1,500 1,460 4,699 4,913 4,318 3,959: 3,212 3,481
Old : 29,107: 2,227 931 1,462 3,123 7,135 1,500 1,460 4,699 4,913 4,318 3,959: 3,212 3,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 277: 1,210 -1,352 -120 -12 354 68 1 362 -694 1,473 -1,020: 117 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 3.2 5.0 10.7 24.5 5.2 5.0 16.1 16.9 14.8 13.6: 11.0 12.0
Old : 100.0: 7.7 3.2 5.0 10.7 24.5 5.2 5.0 16.1 16.9 14.8 13.6: 11.0 12.0
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 : 30: . . 4 5 10 4 4 5 7 . 6:
Old : 30: . . 4 5 10 4 4 5 7 . 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 : 40.4 44.1 56.8 65.1 20.4 24.7 28.7 29.9
Old : 40.4 44.1 56.8 65.1 20.4 24.7 28.7 29.9
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, March 13, 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 : 21,855: 150 0 423 4,859 11,674 4,411 771 2,785 1,055 854 190: 1,165 722
Old : 21,855: 150 0 423 4,859 11,674 4,411 771 2,785 1,055 854 190: 1,165 722
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -2,184: -8 -275 192 -309 -1,263 597 -49 199 -1,158 367 -535: -208 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 1.9 22.2 53.4 20.2 3.5 12.7 4.8 3.9 0.9: 5.3 3.3
Old : 100.0: 0.7 0.0 1.9 22.2 53.4 20.2 3.5 12.7 4.8 3.9 0.9: 5.3 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 : 38: . 0 6 7 13 8 5 7 5 4 5:
Old : 38: . 0 6 7 13 8 5 7 5 4 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 : 42.8 51.1 64.7 72.1 17.2 21.6 22.7 26.7
Old : 42.8 51.1 64.7 72.1 17.2 21.6 22.7 26.7
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, March 13, 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 : 119,481: 11,483 12,233 16,586 17,884 59,244 2,683 0 7,187 2,229 253 9,938: 10,130 12,740
Old : 119,481: 11,483 12,233 16,586 17,884 59,244 2,683 0 7,187 2,229 253 9,938: 10,130 12,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 10,087: 285 787 1,399 535 4,617 -427 0 1,955 292 249 1,699: 267 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.2 13.9 15.0 49.6 2.2 0.0 6.0 1.9 0.2 8.3: 8.5 10.7
Old : 100.0: 9.6 10.2 13.9 15.0 49.6 2.2 0.0 6.0 1.9 0.2 8.3: 8.5 10.7
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 : 27: 5 5 5 10 15 . 0 . 5 . 6:
Old : 27: 5 5 5 10 15 . 0 . 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 : 38.5 34.3 55.9 55.4 16.1 12.0 19.0 15.9
Old : 38.5 34.3 55.9 55.4 16.1 12.0 19.0 15.9
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, March 13, 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 : 405,999: 153,131 277,107 33,248 15,525 21,378 96,787 4,187 28,937 16,190 15,582 27,576: 28,752 15,707
Old : 405,999: 153,131 277,107 33,248 15,525 21,378 96,787 4,187 28,937 16,190 15,582 27,576: 28,752 15,707
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 15,046: 9,883 5,298 74 174 2,743 -3,084 197 3,283 -240 -941 3,002: -614 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 68.3 8.2 3.8 5.3 23.8 1.0 7.1 4.0 3.8 6.8: 7.1 3.9
Old : 100.0: 37.7 68.3 8.2 3.8 5.3 23.8 1.0 7.1 4.0 3.8 6.8: 7.1 3.9
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 : 234: 59 78 16 7 19 82 9 41 15 14 20:
Old : 234: 59 78 16 7 19 82 9 41 15 14 20:
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 : 19.5 23.9 27.1 36.4 6.9 10.5 12.1 17.2
Old : 19.5 23.9 27.1 36.4 6.9 10.5 12.1 17.2
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, March 13, 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 : 23,043: 10,031 13,363 432 3,224 75 1,506 0 401 5,908 179 161: 4,529 5,640
Old : 23,043: 10,031 13,363 432 3,224 75 1,506 0 401 5,908 179 161: 4,529 5,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 1,642: 915 1,121 0 215 0 -292 0 292 495 0 -43: 275 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 58.0 1.9 14.0 0.3 6.5 0.0 1.7 25.6 0.8 0.7: 19.7 24.5
Old : 100.0: 43.5 58.0 1.9 14.0 0.3 6.5 0.0 1.7 25.6 0.8 0.7: 19.7 24.5
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 : 30: 11 17 . . . . 0 . 4 . .:
Old : 30: 11 17 . . . . 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 : 47.8 39.4 64.1 58.8 47.0 39.4 59.3 58.8
Old : 47.8 39.4 64.1 58.8 47.0 39.4 59.3 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 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 : 27,288: 26,294 6,852 0 18,271 0 0 0 0 0 0 0: 994 2,165
Old : 27,288: 26,294 6,852 0 18,271 0 0 0 0 0 0 0: 994 2,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 881: 1,356 471 0 1,145 0 0 0 0 0 0 0: -475 -735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 25.1 0.0 67.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.6 7.9
Old : 100.0: 96.4 25.1 0.0 67.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.6 7.9
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 : 24: 14 12 0 6 0 0 0 0 0 0 0:
Old : 24: 14 12 0 6 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 : 75.0 63.5 89.7 79.5 72.3 63.5 85.5 78.8
Old : 75.0 63.5 89.7 79.5 72.3 63.5 85.5 78.8
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, March 13, 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 : 9,136: 4,361 4,151 2,574 560 1,556 100 0 0 46 2,515 304: 195 50
Old : 9,136: 4,361 4,151 2,574 560 1,556 100 0 0 46 2,515 304: 195 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 499: 31 31 326 -172 -28 0 0 0 0 618 50: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 45.4 28.2 6.1 17.0 1.1 0.0 0.0 0.5 27.5 3.3: 2.1 0.5
Old : 100.0: 47.7 45.4 28.2 6.1 17.0 1.1 0.0 0.0 0.5 27.5 3.3: 2.1 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 : 38: 17 19 8 4 8 . 0 0 . . .:
Old : 38: 17 19 8 4 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 : 38.2 41.0 58.6 63.7 33.8 40.3 49.0 57.2
Old : 38.2 41.0 58.6 63.7 33.8 40.3 49.0 57.2
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, March 13, 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 : 54,904: 45,818 25,032 5,214 27,614 1,806 1,130 0 0 200 50 100: 636 302
Old : 54,904: 45,818 25,032 5,214 27,614 1,806 1,130 0 0 200 50 100: 636 302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 1,308: 964 503 176 712 143 -75 -49 -1 100 0 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 45.6 9.5 50.3 3.3 2.1 0.0 0.0 0.4 0.1 0.2: 1.2 0.6
Old : 100.0: 83.5 45.6 9.5 50.3 3.3 2.1 0.0 0.0 0.4 0.1 0.2: 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 : 56: 28 23 7 8 8 . 0 0 . . .:
Old : 56: 28 23 7 8 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 : 51.8 55.1 65.3 71.3 49.0 50.8 59.7 65.6
Old : 51.8 55.1 65.3 71.3 49.0 50.8 59.7 65.6
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, March 13, 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 : 21,478: 17,619 17,079 3,239 3,896 503 0 0 0 0 0 0: 117 0
Old : 21,478: 17,619 17,079 3,239 3,896 503 0 0 0 0 0 0: 117 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 4,501: 4,490 4,400 0 240 11 0 0 0 0 0 0: 0 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 79.5 15.1 18.1 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 82.0 79.5 15.1 18.1 2.3 0.0 0.0 0.0 0.0 0.0 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 : 30: 16 12 8 . . 0 0 0 0 0 0:
Old : 30: 16 12 8 . . 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 : 55.8 84.4 73.4 95.2 28.3 51.1 40.6 53.0
Old : 55.8 84.4 73.4 95.2 28.3 51.1 40.6 53.0
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, March 13, 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 : 8,760: 4,843 3,500 2,902 400 1,015 0 670 0 0 3,175 0: 0 0
Old : 8,760: 4,843 3,500 2,902 400 1,015 0 670 0 0 3,175 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 575: 375 0 -75 0 275 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 40.0 33.1 4.6 11.6 0.0 7.6 0.0 0.0 36.2 0.0: 0.0 0.0
Old : 100.0: 55.3 40.0 33.1 4.6 11.6 0.0 7.6 0.0 0.0 36.2 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 : 34: 16 10 9 . 7 0 . 0 0 . 0:
Old : 34: 16 10 9 . 7 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 : 44.4 70.7 69.2 84.1 40.0 64.7 59.9 75.3
Old : 44.4 70.7 69.2 84.1 40.0 64.7 59.9 75.3
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, March 13, 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 : 4,525: 2,554 3,548 423 6 487 165 0 0 595 385 99: 202 0
Old : 4,525: 2,554 3,548 423 6 487 165 0 0 595 385 99: 202 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -157: -350 190 0 -90 90 0 0 0 450 0 -347: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 78.4 9.3 0.1 10.8 3.6 0.0 0.0 13.1 8.5 2.2: 4.5 0.0
Old : 100.0: 56.4 78.4 9.3 0.1 10.8 3.6 0.0 0.0 13.1 8.5 2.2: 4.5 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 : 21: 9 6 . . . . 0 0 . . .:
Old : 21: 9 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 : 48.6 83.9 79.1 96.0 45.9 82.0 71.8 84.2
Old : 48.6 83.9 79.1 96.0 45.9 82.0 71.8 84.2
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, March 13, 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 : 25,110: 13,669 14,020 5,043 3,736 2,271 150 1,584 50 1,006 475 2,883: 38 91
Old : 25,110: 13,669 14,020 5,043 3,736 2,271 150 1,584 50 1,006 475 2,883: 38 91
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 2,642: 732 900 -63 39 558 100 37 50 152 -68 1,113: 0 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 55.8 20.1 14.9 9.0 0.6 6.3 0.2 4.0 1.9 11.5: 0.2 0.4
Old : 100.0: 54.4 55.8 20.1 14.9 9.0 0.6 6.3 0.2 4.0 1.9 11.5: 0.2 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: 23 27 11 7 12 . . . 4 . .:
Old : 61: 23 27 11 7 12 . . . 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 : 32.2 32.4 50.8 53.4 21.4 26.4 34.6 40.5
Old : 32.2 32.4 50.8 53.4 21.4 26.4 34.6 40.5
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, March 13, 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 : 3,090: 2,493 1,029 400 876 76 0 749 0 100 197 21: 0 142
Old : 3,090: 2,493 1,029 400 876 76 0 749 0 100 197 21: 0 142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 21: 0 0 0 0 0 0 0 0 0 -21 21: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 33.3 12.9 28.3 2.5 0.0 24.2 0.0 3.2 6.4 0.7: 0.0 4.6
Old : 100.0: 80.7 33.3 12.9 28.3 2.5 0.0 24.2 0.0 3.2 6.4 0.7: 0.0 4.6
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 : 23: 5 6 . 5 . 0 . 0 . . .:
Old : 23: 5 6 . 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 : 83.2 43.8 95.7 72.3 77.2 43.8 84.3 65.8
Old : 83.2 43.8 95.7 72.3 77.2 43.8 84.3 65.8
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, March 13, 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 : 9,505: 7,453 4,776 588 1,500 662 264 1,321 465 45 781 0: 28 0
Old : 9,505: 7,453 4,776 588 1,500 662 264 1,321 465 45 781 0: 28 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 162: -83 -140 105 -90 90 -175 -12 225 0 89 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 50.2 6.2 15.8 7.0 2.8 13.9 4.9 0.5 8.2 0.0: 0.3 0.0
Old : 100.0: 78.4 50.2 6.2 15.8 7.0 2.8 13.9 4.9 0.5 8.2 0.0: 0.3 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 : 46: 24 18 . 6 4 . . . . 5 0:
Old : 46: 24 18 . 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 : 35.7 44.8 53.5 64.3 34.3 38.6 47.2 50.3
Old : 35.7 44.8 53.5 64.3 34.3 38.6 47.2 50.3
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, March 13, 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 : 25,819: 9,165 13,551 3,339 8,274 1,461 101 1,301 0 11,115 264 273: 365 695
Old : 25,819: 9,165 13,551 3,339 8,274 1,461 101 1,301 0 11,115 264 273: 365 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -157: -351 559 200 -470 45 0 -540 0 -75 225 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 52.5 12.9 32.0 5.7 0.4 5.0 0.0 43.0 1.0 1.1: 1.4 2.7
Old : 100.0: 35.5 52.5 12.9 32.0 5.7 0.4 5.0 0.0 43.0 1.0 1.1: 1.4 2.7
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 : 52: 12 19 9 8 7 . 4 0 6 . 4:
Old : 52: 12 19 9 8 7 . 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 : 62.3 49.0 74.6 64.5 60.7 48.8 70.7 63.3
Old : 62.3 49.0 74.6 64.5 60.7 48.8 70.7 63.3
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, March 13, 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 : 28,170: 17,641 15,208 0 6,335 730 2,746 0 24 984 0 507: 5,538 5,366
Old : 28,170: 17,641 15,208 0 6,335 730 2,746 0 24 984 0 507: 5,538 5,366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 784: -328 1,114 0 -124 52 591 0 0 -316 0 -143: 928 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 54.0 0.0 22.5 2.6 9.7 0.0 0.1 3.5 0.0 1.8: 19.7 19.0
Old : 100.0: 62.6 54.0 0.0 22.5 2.6 9.7 0.0 0.1 3.5 0.0 1.8: 19.7 19.0
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: 13 11 0 5 . . 0 . . 0 .:
Old : 23: 13 11 0 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 : 40.0 46.6 63.0 63.3 39.5 42.3 60.5 58.2
Old : 40.0 46.6 63.0 63.3 39.5 42.3 60.5 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012