GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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 : 42,244: 31,964 37,642 5,206 254 3,598 0 0 0 533 0 565: 378 185
Old : 42,244: 31,964 37,642 5,206 254 3,598 0 0 0 533 0 565: 378 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -11: -493 -125 128 17 54 0 0 0 245 0 55: 0 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 89.1 12.3 0.6 8.5 0.0 0.0 0.0 1.3 0.0 1.3: 0.9 0.4
Old : 100.0: 75.7 89.1 12.3 0.6 8.5 0.0 0.0 0.0 1.3 0.0 1.3: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 24 36 11 . 10 0 0 0 . 0 .:
Old : 55: 24 36 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 : 50.7 36.7 70.9 54.5 22.3 17.1 30.4 26.1
Old : 50.7 36.7 70.9 54.5 22.3 17.1 30.4 26.1
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 20, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 27,004: 22,502 22,294 701 1,054 3,634 0 0 0 0 0 0: 167 22
Old : 27,004: 22,502 22,294 701 1,054 3,634 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 13, 2012 :
: 1,686: 1,536 1,536 0 0 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 82.6 2.6 3.9 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.1
Old : 100.0: 83.3 82.6 2.6 3.9 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 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 : 35: 15 26 4 4 4 0 0 0 0 0 0:
Old : 35: 15 26 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 : 53.5 48.2 78.8 80.9 12.0 10.3 17.6 15.4
Old : 53.5 48.2 78.8 80.9 12.0 10.3 17.6 15.4
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 20, 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 : 10,751: 5,556 5,985 976 299 2,840 0 0 164 67 263 190: 958 1,010
Old : 10,751: 5,556 5,985 976 299 2,840 0 0 164 67 263 190: 958 1,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 430: 231 355 48 -10 171 0 0 -176 67 7 9: 80 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 55.7 9.1 2.8 26.4 0.0 0.0 1.5 0.6 2.4 1.8: 8.9 9.4
Old : 100.0: 51.7 55.7 9.1 2.8 26.4 0.0 0.0 1.5 0.6 2.4 1.8: 8.9 9.4
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 : 44: 22 26 9 6 15 0 0 . . . .:
Old : 44: 22 26 9 6 15 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 : 27.4 24.7 45.7 40.9 14.5 8.0 18.6 12.5
Old : 27.4 24.7 45.7 40.9 14.5 8.0 18.6 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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 : 7,112: 3,429 4,603 1,041 258 1,205 0 0 100 529 245 137: 671 564
Old : 7,112: 3,429 4,603 1,041 258 1,205 0 0 100 529 245 137: 671 564
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 207: 179 271 45 -37 80 0 0 0 20 65 -3: -114 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 64.7 14.6 3.6 16.9 0.0 0.0 1.4 7.4 3.4 1.9: 9.4 7.9
Old : 100.0: 48.2 64.7 14.6 3.6 16.9 0.0 0.0 1.4 7.4 3.4 1.9: 9.4 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 : 62: 34 35 11 4 14 0 0 . 4 4 .:
Old : 62: 34 35 11 4 14 0 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 : 25.4 20.7 39.3 33.2 17.3 15.3 23.7 22.3
Old : 25.4 20.7 39.3 33.2 17.3 15.3 23.7 22.3
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 20, 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 : 2,704: 981 1,541 172 253 367 92 0 0 38 15 174: 880 354
Old : 2,704: 981 1,541 172 253 367 92 0 0 38 15 174: 880 354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 220: 30 247 -10 35 -20 39 0 0 38 -202 130: 13 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 57.0 6.4 9.4 13.6 3.4 0.0 0.0 1.4 0.6 6.4: 32.5 13.1
Old : 100.0: 36.3 57.0 6.4 9.4 13.6 3.4 0.0 0.0 1.4 0.6 6.4: 32.5 13.1
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 : 25: 14 14 4 . . . 0 0 . . .:
Old : 25: 14 14 4 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 40.5 44.6 60.7 19.7 30.0 26.6 42.7
Old : 28.5 40.5 44.6 60.7 19.7 30.0 26.6 42.7
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 20, 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 : 2,561: 1,847 972 141 1,128 98 0 0 0 175 0 51: 249 312
Old : 2,561: 1,847 972 141 1,128 98 0 0 0 175 0 51: 249 312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 104: 122 33 6 143 -28 0 0 0 13 0 -1: -8 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 38.0 5.5 44.0 3.8 0.0 0.0 0.0 6.8 0.0 2.0: 9.7 12.2
Old : 100.0: 72.1 38.0 5.5 44.0 3.8 0.0 0.0 0.0 6.8 0.0 2.0: 9.7 12.2
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 : 23: 12 9 . 5 5 0 0 0 . 0 .:
Old : 23: 12 9 . 5 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 : 68.1 54.4 79.7 75.4 67.9 54.3 77.0 72.5
Old : 68.1 54.4 79.7 75.4 67.9 54.3 77.0 72.5
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 20, 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 : 9,973: 8,821 9,092 715 504 251 0 0 0 0 0 0: 186 126
Old : 9,973: 8,821 9,092 715 504 251 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 13, 2012 :
: 220: 220 220 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 91.2 7.2 5.1 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.3
Old : 100.0: 88.4 91.2 7.2 5.1 2.5 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: 12 13 . . . 0 0 0 0 0 0:
Old : 25: 12 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 : 60.4 74.3 85.5 89.9 57.7 67.7 76.5 79.8
Old : 60.4 74.3 85.5 89.9 57.7 67.7 76.5 79.8
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 20, 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 : 8,637: 4,049 771 2,083 5,162 2,115 0 0 0 0 176 0: 390 413
Old : 8,637: 4,049 771 2,083 5,162 2,115 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 13, 2012 :
: -124: -174 0 25 -149 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 8.9 24.1 59.8 24.5 0.0 0.0 0.0 0.0 2.0 0.0: 4.5 4.8
Old : 100.0: 46.9 8.9 24.1 59.8 24.5 0.0 0.0 0.0 0.0 2.0 0.0: 4.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.8 60.6 86.4 81.4 56.3 48.0 68.0 61.8
Old : 68.8 60.6 86.4 81.4 56.3 48.0 68.0 61.8
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 20, 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 : 25,504: 20,766 18,565 2,093 2,656 2,433 0 0 0 0 1,638 212: 0 0
Old : 25,504: 20,766 18,565 2,093 2,656 2,433 0 0 0 0 1,638 212: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 823: 804 -151 70 -55 -20 0 0 0 0 1,080 -31: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 72.8 8.2 10.4 9.5 0.0 0.0 0.0 0.0 6.4 0.8: 0.0 0.0
Old : 100.0: 81.4 72.8 8.2 10.4 9.5 0.0 0.0 0.0 0.0 6.4 0.8: 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: 18 15 8 4 10 0 0 0 0 . .:
Old : 34: 18 15 8 4 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 : 52.1 49.5 71.9 72.2 30.6 32.9 40.1 44.6
Old : 52.1 49.5 71.9 72.2 30.6 32.9 40.1 44.6
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 20, 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 : 332,635: 88,119 177,225 46,320 12,344 23,006 57,038 9,764 19,143 11,983 28,834 34,883: 52,143 27,435
Old : 332,635: 88,119 177,225 46,320 12,344 23,006 57,038 9,764 19,143 11,983 28,834 34,883: 52,143 27,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 13,910: 10,042 9,413 -84 -600 2,267 380 12 682 -670 -265 1,980: -686 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 53.3 13.9 3.7 6.9 17.1 2.9 5.8 3.6 8.7 10.5: 15.7 8.2
Old : 100.0: 26.5 53.3 13.9 3.7 6.9 17.1 2.9 5.8 3.6 8.7 10.5: 15.7 8.2
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 : 169: 54 64 14 6 16 40 14 26 14 10 18:
Old : 169: 54 64 14 6 16 40 14 26 14 10 18:
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 : 12.9 25.0 22.2 38.5 8.3 17.7 15.0 26.9
Old : 12.9 25.0 22.2 38.5 8.3 17.7 15.0 26.9
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 20, 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 : 62,843: 16,219 12,843 7,211 1,591 16,183 0 0 0 128 10,319 20,494: 2,609 1,414
Old : 62,843: 16,219 12,843 7,211 1,591 16,183 0 0 0 128 10,319 20,494: 2,609 1,414
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -986: -229 45 273 -18 -675 0 0 0 3 29 -355: -3 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.4 11.5 2.5 25.8 0.0 0.0 0.0 0.2 16.4 32.6: 4.2 2.2
Old : 100.0: 25.8 20.4 11.5 2.5 25.8 0.0 0.0 0.0 0.2 16.4 32.6: 4.2 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 : 44.9 50.0 67.6 73.7 16.0 16.4 18.2 19.7
Old : 44.9 50.0 67.6 73.7 16.0 16.4 18.2 19.7
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 20, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 15,128: 10,005 8,791 3,031 740 1,965 0 100 50 0 3,336 42: 35 104
Old : 15,128: 10,005 8,791 3,031 740 1,965 0 100 50 0 3,336 42: 35 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,114: 834 1,084 114 -100 224 0 0 -100 0 -78 42: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 58.1 20.0 4.9 13.0 0.0 0.7 0.3 0.0 22.1 0.3: 0.2 0.7
Old : 100.0: 66.1 58.1 20.0 4.9 13.0 0.0 0.7 0.3 0.0 22.1 0.3: 0.2 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 : 63: 30 35 8 . 8 0 . . 0 6 .:
Old : 63: 30 35 8 . 8 0 . . 0 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 36.9 48.9 50.9 26.1 30.1 41.4 41.1
Old : 28.4 36.9 48.9 50.9 26.1 30.1 41.4 41.1
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 20, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 10,583: 7,071 5,580 995 3,248 1,705 708 0 0 50 50 0: 54 0
Old : 10,583: 7,071 5,580 995 3,248 1,705 708 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 13, 2012 :
: 625: 600 300 0 300 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 52.7 9.4 30.7 16.1 6.7 0.0 0.0 0.5 0.5 0.0: 0.5 0.0
Old : 100.0: 66.8 52.7 9.4 30.7 16.1 6.7 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 19 . 8 7 . 0 0 . . 0:
Old : 42: 14 19 . 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 : 49.1 33.5 66.8 53.1 43.7 29.1 59.0 45.5
Old : 49.1 33.5 66.8 53.1 43.7 29.1 59.0 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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 : 14,133: 8,033 12,410 175 1,180 0 0 0 0 5,382 0 543: 0 0
Old : 14,133: 8,033 12,410 175 1,180 0 0 0 0 5,382 0 543: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 87.8 1.2 8.3 0.0 0.0 0.0 0.0 38.1 0.0 3.8: 0.0 0.0
Old : 100.0: 56.8 87.8 1.2 8.3 0.0 0.0 0.0 0.0 38.1 0.0 3.8: 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 : 20: 7 12 . . 0 0 0 0 . 0 .:
Old : 20: 7 12 . . 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 : 88.7 67.1 97.5 84.8 77.3 58.9 78.9 74.0
Old : 88.7 67.1 97.5 84.8 77.3 58.9 78.9 74.0
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 20, 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 : 1,392: 842 1,142 150 150 100 0 0 0 0 0 0: 300 0
Old : 1,392: 842 1,142 150 150 100 0 0 0 0 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 375: 275 375 50 -50 50 0 0 0 -50 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 82.0 10.8 10.8 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 21.6 0.0
Old : 100.0: 60.5 82.0 10.8 10.8 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 21.6 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 : 22: 10 12 . . . 0 0 0 0 0 0:
Old : 22: 10 12 . . . 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 : 43.1 46.7 62.9 79.0 26.9 43.1 41.3 57.5
Old : 43.1 46.7 62.9 79.0 26.9 43.1 41.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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 : 1,320: 1,220 995 50 250 25 0 0 0 0 0 0: 25 50
Old : 1,320: 1,220 995 50 250 25 0 0 0 0 0 0: 25 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 75.4 3.8 18.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 3.8
Old : 100.0: 92.4 75.4 3.8 18.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 3.8
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 : 21: 10 8 . 4 . 0 0 0 0 0 0:
Old : 21: 10 8 . 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 : 62.5 66.3 86.7 88.6 60.6 61.0 81.1 79.2
Old : 62.5 66.3 86.7 88.6 60.6 61.0 81.1 79.2
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 20, 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 : 11,103: 6,865 8,452 0 234 259 1,528 68 219 441 201 1,203: 588 467
Old : 11,103: 6,865 8,452 0 234 259 1,528 68 219 441 201 1,203: 588 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 8: -427 165 0 -14 22 376 0 -93 13 -181 20: 97 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 76.1 0.0 2.1 2.3 13.8 0.6 2.0 4.0 1.8 10.8: 5.3 4.2
Old : 100.0: 61.8 76.1 0.0 2.1 2.3 13.8 0.6 2.0 4.0 1.8 10.8: 5.3 4.2
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 : 41: 18 21 0 . . 7 . . 4 4 .:
Old : 41: 18 21 0 . . 7 . . 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 : 44.0 45.1 63.3 62.2 14.4 12.2 20.2 19.0
Old : 44.0 45.1 63.3 62.2 14.4 12.2 20.2 19.0
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 20, 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 : 18,309: 16,791 16,490 178 533 329 0 0 0 255 325 343: 413 289
Old : 18,309: 16,791 16,490 178 533 329 0 0 0 255 325 343: 413 289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,369: 1,219 1,492 1 107 -8 -47 0 -54 170 -245 -10: 98 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 90.1 1.0 2.9 1.8 0.0 0.0 0.0 1.4 1.8 1.9: 2.3 1.6
Old : 100.0: 91.7 90.1 1.0 2.9 1.8 0.0 0.0 0.0 1.4 1.8 1.9: 2.3 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 : 52: 33 34 . . . 0 0 0 . . 4:
Old : 52: 33 34 . . . 0 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 : 41.3 37.9 60.3 59.1 37.9 34.3 49.4 45.9
Old : 41.3 37.9 60.3 59.1 37.9 34.3 49.4 45.9
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 20, 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 : 2,376: 1,696 1,743 0 0 0 134 0 111 0 0 0: 435 522
Old : 2,376: 1,696 1,743 0 0 0 134 0 111 0 0 0: 435 522
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 165: 204 226 0 0 0 -15 0 -21 0 0 0: -3 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 73.4 0.0 0.0 0.0 5.6 0.0 4.7 0.0 0.0 0.0: 18.3 22.0
Old : 100.0: 71.4 73.4 0.0 0.0 0.0 5.6 0.0 4.7 0.0 0.0 0.0: 18.3 22.0
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: 18 19 0 0 0 . 0 . 0 0 0:
Old : 21: 18 19 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 : 35.6 27.4 54.3 48.7 22.3 19.3 31.2 26.8
Old : 35.6 27.4 54.3 48.7 22.3 19.3 31.2 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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 : 1,576: 925 645 161 0 131 0 0 0 8 279 144: 207 377
Old : 1,576: 925 645 161 0 131 0 0 0 8 279 144: 207 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 215: 48 -40 25 0 35 0 0 0 8 26 97: 2 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 40.9 10.2 0.0 8.3 0.0 0.0 0.0 0.5 17.7 9.1: 13.1 23.9
Old : 100.0: 58.7 40.9 10.2 0.0 8.3 0.0 0.0 0.0 0.5 17.7 9.1: 13.1 23.9
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 : 26: 15 13 4 0 . 0 0 0 . . .:
Old : 26: 15 13 4 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 : 45.0 39.5 62.9 58.1 38.6 34.4 48.9 46.1
Old : 45.0 39.5 62.9 58.1 38.6 34.4 48.9 46.1
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 20, 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 : 457,634: 148,063 137,297 48,593 75,890 77,419 39,696 16,302 19,934 6,821 16,366 93,988: 23,119 20,437
Old : 457,634: 148,063 137,297 48,593 75,890 77,419 39,696 16,302 19,934 6,821 16,366 93,988: 23,119 20,437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -13,606: -9,068 -7,965 1,210 -1,859 -6,610 1,784 1,480 -1,909 -340 1,933 1,821: -492 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 30.0 10.6 16.6 16.9 8.7 3.6 4.4 1.5 3.6 20.5: 5.1 4.5
Old : 100.0: 32.4 30.0 10.6 16.6 16.9 8.7 3.6 4.4 1.5 3.6 20.5: 5.1 4.5
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 : 127: 36 32 11 17 24 14 10 14 14 17 32:
Old : 127: 36 32 11 17 24 14 10 14 14 17 32:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 25.1 33.8 35.8 12.1 12.8 17.8 18.1
Old : 21.8 25.1 33.8 35.8 12.1 12.8 17.8 18.1
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 20, 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 : 2,519,969: 342,102 427,736 134,975 404,261 655,582 273,731 25,904 360,842 146,805 76,087 498,933: 106,999 70,624
Old : 2,519,969: 342,102 427,736 134,975 404,261 655,582 273,731 25,904 360,842 146,805 76,087 498,933: 106,999 70,624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -74,185: 2,355 -1,383 332 -6,585 -15,820 -12,764 -2,183 -7,804 -478 923 -37,573: -2,434 -3,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.0 5.4 16.0 26.0 10.9 1.0 14.3 5.8 3.0 19.8: 4.2 2.8
Old : 100.0: 13.6 17.0 5.4 16.0 26.0 10.9 1.0 14.3 5.8 3.0 19.8: 4.2 2.8
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 : 385: 49 54 14 31 40 96 39 99 76 53 115:
Old : 385: 49 54 14 31 40 96 39 99 76 53 115:
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 : 17.4 14.6 26.0 26.9 8.2 7.0 11.6 11.3
Old : 17.4 14.6 26.0 26.9 8.2 7.0 11.6 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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 : 193,875: 49,288 91,601 6,280 13,243 19,014 385 18,118 17,442 73,516 4,550 26,675: 1,274 3,232
Old : 193,875: 49,288 91,601 6,280 13,243 19,014 385 18,118 17,442 73,516 4,550 26,675: 1,274 3,232
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -22,832: -4,335 -6,753 -2,081 1,152 -1,583 189 -4,418 -2,854 -5,269 -1,503 -6,565: -334 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 47.2 3.2 6.8 9.8 0.2 9.3 9.0 37.9 2.3 13.8: 0.7 1.7
Old : 100.0: 25.4 47.2 3.2 6.8 9.8 0.2 9.3 9.0 37.9 2.3 13.8: 0.7 1.7
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 : 40: 14 17 . 5 6 . 4 4 5 . 7:
Old : 40: 14 17 . 5 6 . 4 4 5 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 48.1 82.2 70.2 49.8 40.9 56.5 50.3
Old : 65.4 48.1 82.2 70.2 49.8 40.9 56.5 50.3
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 20, 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 : 203,130: 36,357 18,736 35,130 82,390 24,200 133 0 854 57,798 12,672 1,885: 46,773 62,393
Old : 203,130: 36,357 18,736 35,130 82,390 24,200 133 0 854 57,798 12,672 1,885: 46,773 62,393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,863: 1,089 -63 -975 245 987 133 -287 322 5,918 6 172: -5,783 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 9.2 17.3 40.6 11.9 0.1 0.0 0.4 28.5 6.2 0.9: 23.0 30.7
Old : 100.0: 17.9 9.2 17.3 40.6 11.9 0.1 0.0 0.4 28.5 6.2 0.9: 23.0 30.7
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 : 29: 5 5 6 8 10 . 0 . 4 4 4:
Old : 29: 5 5 6 8 10 . 0 . 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 : 44.8 32.1 60.3 47.9 44.8 29.6 55.9 42.0
Old : 44.8 32.1 60.3 47.9 44.8 29.6 55.9 42.0
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 20, 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 : 96,422: 7,085 7,901 8,338 24,611 39,138 10,995 76 10,344 5,666 395 11,606: 3,250 2,350
Old : 96,422: 7,085 7,901 8,338 24,611 39,138 10,995 76 10,344 5,666 395 11,606: 3,250 2,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,586: -75 -107 -162 561 -1,191 -247 -29 -357 765 -65 -183: -136 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.2 8.6 25.5 40.6 11.4 0.1 10.7 5.9 0.4 12.0: 3.4 2.4
Old : 100.0: 7.3 8.2 8.6 25.5 40.6 11.4 0.1 10.7 5.9 0.4 12.0: 3.4 2.4
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 : 56: 5 5 10 10 17 13 . 10 10 . 14:
Old : 56: 5 5 10 10 17 13 . 10 10 . 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 : 37.2 46.9 54.3 70.1 13.9 21.2 19.7 25.0
Old : 37.2 46.9 54.3 70.1 13.9 21.2 19.7 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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 : 481,630: 59,890 50,968 52,280 91,240 242,870 0 2,537 19,221 36,767 204 57,226: 13,376 17,364
Old : 481,630: 59,890 50,968 52,280 91,240 242,870 0 2,537 19,221 36,767 204 57,226: 13,376 17,364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -4,490: -886 -32 522 -2,141 -1,559 0 912 -475 -938 80 -1,175: 21 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.6 10.9 18.9 50.4 0.0 0.5 4.0 7.6 0.0 11.9: 2.8 3.6
Old : 100.0: 12.4 10.6 10.9 18.9 50.4 0.0 0.5 4.0 7.6 0.0 11.9: 2.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 6 6 9 17 26 0 . . 10 . 11:
Old : 44: 6 6 9 17 26 0 . . 10 . 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 24.7 52.4 41.9 11.0 7.1 16.3 12.6
Old : 31.7 24.7 52.4 41.9 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 20, 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 : 18,277: 11,355 10,257 3,584 4,488 2,069 0 0 90 969 1,163 200: 10 10
Old : 18,277: 11,355 10,257 3,584 4,488 2,069 0 0 90 969 1,163 200: 10 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,138: 644 750 250 0 0 0 0 90 144 288 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 56.1 19.6 24.6 11.3 0.0 0.0 0.5 5.3 6.4 1.1: 0.1 0.1
Old : 100.0: 62.1 56.1 19.6 24.6 11.3 0.0 0.0 0.5 5.3 6.4 1.1: 0.1 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 : 40: 14 12 6 7 8 0 0 . . . .:
Old : 40: 14 12 6 7 8 0 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 61.4 76.2 78.4 61.8 59.2 72.6 74.4
Old : 64.2 61.4 76.2 78.4 61.8 59.2 72.6 74.4
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 20, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 78,862: 5,658 2,551 28,683 21,504 27,249 3,886 4,927 59 1,080 7,849 8,751: 3,496 5,972
Old : 78,862: 5,658 2,551 28,683 21,504 27,249 3,886 4,927 59 1,080 7,849 8,751: 3,496 5,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,271: -5 0 1,863 1,742 -3,820 8 0 0 -135 6 994: -176 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 3.2 36.4 27.3 34.6 4.9 6.2 0.1 1.4 10.0 11.1: 4.4 7.6
Old : 100.0: 7.2 3.2 36.4 27.3 34.6 4.9 6.2 0.1 1.4 10.0 11.1: 4.4 7.6
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 : 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 : 47.9 38.6 70.3 63.4 32.4 32.0 43.0 40.2
Old : 47.9 38.6 70.3 63.4 32.4 32.0 43.0 40.2
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 20, 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 : 37,292: 2,870 3,050 11,566 11,465 14,475 1,514 897 650 1,431 1,389 2,000: 2,786 3,366
Old : 37,292: 2,870 3,050 11,566 11,465 14,475 1,514 897 650 1,431 1,389 2,000: 2,786 3,366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -2,265: 0 -100 -797 -1,084 -788 -952 0 -150 356 -85 -356: 422 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.2 31.0 30.7 38.8 4.1 2.4 1.7 3.8 3.7 5.4: 7.5 9.0
Old : 100.0: 7.7 8.2 31.0 30.7 38.8 4.1 2.4 1.7 3.8 3.7 5.4: 7.5 9.0
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: . . 6 6 12 . . . . . .:
Old : 25: . . 6 6 12 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 47.0 63.7 63.6 34.4 26.6 41.1 36.8
Old : 47.0 47.0 63.7 63.6 34.4 26.6 41.1 36.8
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 20, 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 : 8,515: 1,757 2,075 900 4,647 1,748 3,416 0 0 600 0 0: 94 45
Old : 8,515: 1,757 2,075 900 4,647 1,748 3,416 0 0 600 0 0: 94 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -240: -300 0 0 -300 285 -300 0 -213 300 0 0: -12 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 24.4 10.6 54.6 20.5 40.1 0.0 0.0 7.0 0.0 0.0: 1.1 0.5
Old : 100.0: 20.6 24.4 10.6 54.6 20.5 40.1 0.0 0.0 7.0 0.0 0.0: 1.1 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 : 26: 7 7 . 7 6 4 0 0 . 0 0:
Old : 26: 7 7 . 7 6 4 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 : 53.4 47.3 75.5 76.7 51.7 43.7 66.5 59.6
Old : 53.4 47.3 75.5 76.7 51.7 43.7 66.5 59.6
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 20, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 27,222: 2,597 814 1,680 3,021 6,756 1,408 1,225 4,976 4,457 5,171 1,721: 3,627 3,537
Old : 27,222: 2,597 814 1,680 3,021 6,756 1,408 1,225 4,976 4,457 5,171 1,721: 3,627 3,537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,885: 370 -117 218 -102 -379 -93 -235 276 -455 853 -2,237: 415 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.0 6.2 11.1 24.8 5.2 4.5 18.3 16.4 19.0 6.3: 13.3 13.0
Old : 100.0: 9.5 3.0 6.2 11.1 24.8 5.2 4.5 18.3 16.4 19.0 6.3: 13.3 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 : 29: . . 4 5 10 . 5 6 6 . 4:
Old : 29: . . 4 5 10 . 5 6 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 : 39.8 47.6 56.1 66.6 21.9 29.2 31.6 33.6
Old : 39.8 47.6 56.1 66.6 21.9 29.2 31.6 33.6
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 20, 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 : 21,216: 140 0 1,126 5,599 11,177 3,684 679 2,010 1,836 810 221: 1,022 720
Old : 21,216: 140 0 1,126 5,599 11,177 3,684 679 2,010 1,836 810 221: 1,022 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -639: -10 0 702 740 -497 -727 -92 -775 781 -44 31: -144 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 5.3 26.4 52.7 17.4 3.2 9.5 8.7 3.8 1.0: 4.8 3.4
Old : 100.0: 0.7 0.0 5.3 26.4 52.7 17.4 3.2 9.5 8.7 3.8 1.0: 4.8 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 : 38: . 0 6 8 13 7 5 6 6 . .:
Old : 38: . 0 6 8 13 7 5 6 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 : 44.7 53.7 64.7 75.6 18.6 23.0 25.9 29.7
Old : 44.7 53.7 64.7 75.6 18.6 23.0 25.9 29.7
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 20, 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 : 117,227: 11,261 11,877 15,267 18,236 58,122 3,992 0 6,487 2,321 354 10,288: 9,489 11,863
Old : 117,227: 11,261 11,877 15,267 18,236 58,122 3,992 0 6,487 2,321 354 10,288: 9,489 11,863
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -2,253: -222 -356 -1,319 352 -1,122 1,309 0 -700 93 101 350: -641 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.1 13.0 15.6 49.6 3.4 0.0 5.5 2.0 0.3 8.8: 8.1 10.1
Old : 100.0: 9.6 10.1 13.0 15.6 49.6 3.4 0.0 5.5 2.0 0.3 8.8: 8.1 10.1
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 : 28: 5 5 5 10 15 . 0 . 6 . 7:
Old : 28: 5 5 5 10 15 . 0 . 6 . 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 : 38.5 34.7 55.8 55.8 16.4 12.5 19.5 16.4
Old : 38.5 34.7 55.8 55.8 16.4 12.5 19.5 16.4
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 20, 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 : 408,012: 154,613 273,597 32,632 15,794 22,570 89,682 2,987 29,377 16,293 13,891 33,826: 29,018 15,971
Old : 408,012: 154,613 273,597 32,632 15,794 22,570 89,682 2,987 29,377 16,293 13,891 33,826: 29,018 15,971
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 2,013: 1,482 -3,510 -616 268 1,193 -7,105 -1,200 440 103 -1,692 6,250: 267 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 67.1 8.0 3.9 5.5 22.0 0.7 7.2 4.0 3.4 8.3: 7.1 3.9
Old : 100.0: 37.9 67.1 8.0 3.9 5.5 22.0 0.7 7.2 4.0 3.4 8.3: 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 : 240: 64 79 17 6 21 83 8 44 17 12 21:
Old : 240: 64 79 17 6 21 83 8 44 17 12 21:
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 24.3 28.4 35.8 6.9 10.0 11.9 16.8
Old : 20.7 24.3 28.4 35.8 6.9 10.0 11.9 16.8
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 20, 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 : 23,203: 10,134 13,360 432 3,224 75 1,506 0 401 5,954 179 171: 4,530 5,793
Old : 23,203: 10,134 13,360 432 3,224 75 1,506 0 401 5,954 179 171: 4,530 5,793
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 160: 103 -3 0 0 0 0 0 0 46 0 10: 1 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 57.6 1.9 13.9 0.3 6.5 0.0 1.7 25.7 0.8 0.7: 19.5 25.0
Old : 100.0: 43.7 57.6 1.9 13.9 0.3 6.5 0.0 1.7 25.7 0.8 0.7: 19.5 25.0
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: 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 : 47.7 38.8 63.8 58.6 46.9 38.8 59.4 58.6
Old : 47.7 38.8 63.8 58.6 46.9 38.8 59.4 58.6
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 20, 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 : 28,913: 28,004 6,882 0 19,706 0 0 0 0 0 0 0: 909 2,325
Old : 28,913: 28,004 6,882 0 19,706 0 0 0 0 0 0 0: 909 2,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,625: 1,710 30 0 1,435 0 0 0 0 0 0 0: -85 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 23.8 0.0 68.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 8.0
Old : 100.0: 96.9 23.8 0.0 68.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 0 6 0 0 0 0 0 0 0:
Old : 24: 13 11 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 : 75.8 64.1 90.2 79.5 73.3 64.1 87.3 79.3
Old : 75.8 64.1 90.2 79.5 73.3 64.1 87.3 79.3
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 20, 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 : 9,239: 4,401 4,214 2,694 537 1,541 100 0 0 4 2,593 304: 195 50
Old : 9,239: 4,401 4,214 2,694 537 1,541 100 0 0 4 2,593 304: 195 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 103: 40 63 120 -23 -15 0 0 0 -42 78 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 45.6 29.2 5.8 16.7 1.1 0.0 0.0 0.0 28.1 3.3: 2.1 0.5
Old : 100.0: 47.6 45.6 29.2 5.8 16.7 1.1 0.0 0.0 0.0 28.1 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 : 37.7 41.2 58.9 63.8 34.2 40.7 49.7 57.4
Old : 37.7 41.2 58.9 63.8 34.2 40.7 49.7 57.4
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 20, 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 : 54,428: 45,291 25,056 5,139 27,238 1,657 1,255 0 25 300 50 100: 661 302
Old : 54,428: 45,291 25,056 5,139 27,238 1,657 1,255 0 25 300 50 100: 661 302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -476: -527 24 -75 -376 -149 125 0 25 100 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 46.0 9.4 50.0 3.0 2.3 0.0 0.0 0.6 0.1 0.2: 1.2 0.6
Old : 100.0: 83.2 46.0 9.4 50.0 3.0 2.3 0.0 0.0 0.6 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 26 7 8 8 . 0 . . . .:
Old : 56: 28 26 7 8 8 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 55.2 67.0 72.3 52.1 51.7 62.6 67.8
Old : 54.9 55.2 67.0 72.3 52.1 51.7 62.6 67.8
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 20, 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 : 22,423: 18,419 17,564 3,224 4,196 663 0 0 0 0 0 0: 117 0
Old : 22,423: 18,419 17,564 3,224 4,196 663 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 13, 2012 :
: 945: 800 485 -15 300 160 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 78.3 14.4 18.7 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 82.1 78.3 14.4 18.7 3.0 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 13 8 . . 0 0 0 0 0 0:
Old : 30: 16 13 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 : 54.8 79.0 71.9 95.0 24.1 50.7 39.1 53.8
Old : 54.8 79.0 71.9 95.0 24.1 50.7 39.1 53.8
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 20, 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 : 8,960: 4,993 3,650 3,002 500 965 0 670 0 0 3,175 0: 0 0
Old : 8,960: 4,993 3,650 3,002 500 965 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 13, 2012 :
: 200: 150 150 100 100 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 40.7 33.5 5.6 10.8 0.0 7.5 0.0 0.0 35.4 0.0: 0.0 0.0
Old : 100.0: 55.7 40.7 33.5 5.6 10.8 0.0 7.5 0.0 0.0 35.4 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 : 35: 16 11 9 . 7 0 . 0 0 . 0:
Old : 35: 16 11 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 : 44.0 69.1 68.2 82.0 39.9 63.3 59.7 73.6
Old : 44.0 69.1 68.2 82.0 39.9 63.3 59.7 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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 : 4,226: 1,604 3,323 423 6 487 165 0 0 1,320 385 25: 202 0
Old : 4,226: 1,604 3,323 423 6 487 165 0 0 1,320 385 25: 202 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -299: -950 -225 0 0 0 0 0 0 725 0 -74: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 78.6 10.0 0.1 11.5 3.9 0.0 0.0 31.2 9.1 0.6: 4.8 0.0
Old : 100.0: 38.0 78.6 10.0 0.1 11.5 3.9 0.0 0.0 31.2 9.1 0.6: 4.8 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: 8 5 . . . . 0 0 . . .:
Old : 20: 8 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 : 59.9 85.1 82.4 97.5 58.3 83.1 74.6 85.4
Old : 59.9 85.1 82.4 97.5 58.3 83.1 74.6 85.4
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 20, 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 : 25,380: 13,185 13,963 5,470 4,210 2,392 258 1,547 0 1,066 211 2,979: 30 78
Old : 25,380: 13,185 13,963 5,470 4,210 2,392 258 1,547 0 1,066 211 2,979: 30 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 270: -484 -57 427 474 121 108 -37 -50 60 -264 96: -8 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 55.0 21.6 16.6 9.4 1.0 6.1 0.0 4.2 0.8 11.7: 0.1 0.3
Old : 100.0: 52.0 55.0 21.6 16.6 9.4 1.0 6.1 0.0 4.2 0.8 11.7: 0.1 0.3
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 : 60: 23 27 11 7 12 . . 0 4 . .:
Old : 60: 23 27 11 7 12 . . 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 : 32.3 31.1 49.8 53.2 21.6 26.5 32.9 39.9
Old : 32.3 31.1 49.8 53.2 21.6 26.5 32.9 39.9
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 20, 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 : 3,185: 2,588 1,124 400 996 76 0 650 0 100 197 21: 0 121
Old : 3,185: 2,588 1,124 400 996 76 0 650 0 100 197 21: 0 121
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 95: 95 95 0 120 0 0 -99 0 0 0 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 35.3 12.6 31.3 2.4 0.0 20.4 0.0 3.1 6.2 0.7: 0.0 3.8
Old : 100.0: 81.3 35.3 12.6 31.3 2.4 0.0 20.4 0.0 3.1 6.2 0.7: 0.0 3.8
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 : 22: 5 6 . 5 . 0 . 0 . . .:
Old : 22: 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 : 80.7 45.2 95.4 75.8 75.4 42.5 84.6 67.6
Old : 80.7 45.2 95.4 75.8 75.4 42.5 84.6 67.6
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 20, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 10,179: 8,267 5,513 448 1,500 662 314 1,326 415 45 736 0: 28 27
Old : 10,179: 8,267 5,513 448 1,500 662 314 1,326 415 45 736 0: 28 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 674: 814 737 -140 0 0 50 5 -50 0 -45 0: 0 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 54.2 4.4 14.7 6.5 3.1 13.0 4.1 0.4 7.2 0.0: 0.3 0.3
Old : 100.0: 81.2 54.2 4.4 14.7 6.5 3.1 13.0 4.1 0.4 7.2 0.0: 0.3 0.3
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 : 46: 24 19 . 6 4 . . . . 5 0:
Old : 46: 24 19 . 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 : 39.6 41.1 55.4 61.8 36.7 35.7 48.3 47.0
Old : 39.6 41.1 55.4 61.8 36.7 35.7 48.3 47.0
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 20, 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 : 26,487: 9,638 13,845 3,339 8,679 1,461 101 1,190 0 11,206 264 323: 419 725
Old : 26,487: 9,638 13,845 3,339 8,679 1,461 101 1,190 0 11,206 264 323: 419 725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 668: 473 294 0 405 0 0 -111 0 91 0 50: 54 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 52.3 12.6 32.8 5.5 0.4 4.5 0.0 42.3 1.0 1.2: 1.6 2.7
Old : 100.0: 36.4 52.3 12.6 32.8 5.5 0.4 4.5 0.0 42.3 1.0 1.2: 1.6 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 : 51: 11 20 9 8 7 . . 0 6 . 4:
Old : 51: 11 20 9 8 7 . . 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 : 62.7 48.4 75.9 63.5 61.2 48.2 72.2 62.3
Old : 62.7 48.4 75.9 63.5 61.2 48.2 72.2 62.3
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 20, 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 : 29,990: 18,754 16,194 404 6,625 1,085 2,797 0 24 984 612 507: 5,435 4,943
Old : 29,990: 18,754 16,194 404 6,625 1,085 2,797 0 24 984 612 507: 5,435 4,943
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,820: 1,113 986 404 290 355 51 0 0 0 612 0: -103 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 54.0 1.3 22.1 3.6 9.3 0.0 0.1 3.3 2.0 1.7: 18.1 16.5
Old : 100.0: 62.5 54.0 1.3 22.1 3.6 9.3 0.0 0.1 3.3 2.0 1.7: 18.1 16.5
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 : 27: 16 13 . 4 . . 0 . . . .:
Old : 27: 16 13 . 4 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 44.0 61.2 63.0 38.4 40.4 58.2 58.4
Old : 39.2 44.0 61.2 63.0 38.4 40.4 58.2 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012