Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 47,376 : : Positions : : 34,523 41,295 6,801 258 4,801 0 0 0 56 45 715 : : : : Changes from: February 14, 2012 : : -346 -269 193 41 39 0 0 0 -70 45 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 87.2 14.4 0.5 10.1 0.0 0.0 0.0 0.1 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 33 11 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 21,707 : : Positions : : 17,704 17,893 770 716 3,070 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 3,180 3,478 265 -33 961 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 82.4 3.5 3.3 14.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 25 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,966 : : Positions : : 5,281 5,486 964 430 2,513 0 0 110 0 497 102 : : : : Changes from: February 14, 2012 : : 78 116 10 89 74 0 0 0 0 -5 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 55.0 9.7 4.3 25.2 0.0 0.0 1.1 0.0 5.0 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 8 6 14 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,322 : : Positions : : 3,214 4,482 942 349 545 25 0 0 591 45 146 : : : : Changes from: February 14, 2012 : : 244 383 55 98 82 0 0 0 114 45 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 70.9 14.9 5.5 8.6 0.4 0.0 0.0 9.3 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 31 7 5 12 . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,528 : : Positions : : 1,151 876 145 312 485 80 0 0 0 364 0 : : : : Changes from: February 14, 2012 : : 15 -5 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 34.7 5.7 12.3 19.2 3.2 0.0 0.0 0.0 14.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 4 . 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 2,484 : : Positions : : 2,194 2,459 290 25 0 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 225 235 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 99.0 11.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,505 : : Positions : : 9,227 9,601 910 596 182 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 825 1,067 317 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 91.4 8.7 5.7 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 27,019 : : Positions : : 21,350 20,896 2,193 2,267 3,169 0 0 0 0 380 307 : : : : Changes from: February 14, 2012 : : 2,750 1,653 -191 786 170 0 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 77.3 8.1 8.4 11.7 0.0 0.0 0.0 0.0 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 16 6 7 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 346,903 : : Positions : : 110,770 194,625 44,312 14,380 22,096 53,233 10,080 19,481 11,493 28,181 33,087 : : : : Changes from: February 14, 2012 : : -4,256 507 655 1,178 1,382 2,047 -1,768 276 886 1,028 1,833 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 56.1 12.8 4.1 6.4 15.3 2.9 5.6 3.3 8.1 9.5 : : : : Number of Traders in Each Category Total Traders: 177 : : 54 67 13 6 18 48 14 29 14 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 56,897 : : Positions : : 14,051 11,180 8,096 1,170 14,563 0 0 0 0 10,454 17,991 : : : : Changes from: February 14, 2012 : : 733 1,192 816 64 1,980 0 0 0 0 424 2,359 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 19.6 14.2 2.1 25.6 0.0 0.0 0.0 0.0 18.4 31.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 5 4 9 0 0 0 0 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 14,936 : : Positions : : 9,836 8,370 2,191 658 2,625 0 100 150 59 2,918 75 : : : : Changes from: February 14, 2012 : : 1,481 1,345 91 88 495 0 0 0 0 121 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 56.0 14.7 4.4 17.6 0.0 0.7 1.0 0.4 19.5 0.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 32 7 4 10 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 9,533 : : Positions : : 5,871 5,830 1,075 1,828 1,775 708 0 0 50 100 0 : : : : Changes from: February 14, 2012 : : 270 145 0 125 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 61.2 11.3 19.2 18.6 7.4 0.0 0.0 0.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 15 4 7 9 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,914 : : Positions : : 1,462 1,600 305 37 120 0 0 0 0 150 0 : : : : Changes from: February 14, 2012 : : 50 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 83.6 15.9 1.9 6.3 0.0 0.0 0.0 0.0 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 11,268 : : Positions : : 7,342 8,096 0 478 172 765 0 355 568 206 1,299 : : : : Changes from: February 14, 2012 : : -12 -110 0 -62 63 -18 0 113 52 -31 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 71.8 0.0 4.2 1.5 6.8 0.0 3.2 5.0 1.8 11.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 0 . . 5 0 . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 15,240 : : Positions : : 13,789 13,443 421 269 176 44 0 80 300 826 177 : : : : Changes from: February 14, 2012 : : 1,251 1,068 80 50 -4 0 0 0 -15 251 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 88.2 2.8 1.8 1.2 0.3 0.0 0.5 2.0 5.4 1.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 37 . . . . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,789 : : Positions : : 1,257 1,159 248 0 33 0 0 0 36 296 25 : : : : Changes from: February 14, 2012 : : 146 93 -14 0 0 0 0 0 -29 20 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 64.8 13.9 0.0 1.8 0.0 0.0 0.0 2.0 16.5 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 431,418 : : Positions : : 132,775 127,529 44,288 75,465 79,242 37,057 12,164 19,165 12,237 11,033 86,781 : : : : Changes from: February 14, 2012 : : -9,057 -11,119 1,082 -1,672 -1,377 -3,558 -2,179 -930 -576 1,899 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 29.6 10.3 17.5 18.4 8.6 2.8 4.4 2.8 2.6 20.1 : : : : Number of Traders in Each Category Total Traders: 120 : : 33 34 12 16 25 16 7 13 17 9 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,380,079 : : Positions : : 287,197 381,685 134,491 378,645 629,187 275,568 16,406 332,721 121,596 75,802 496,118 : : : : Changes from: February 14, 2012 : : -35,582 -37,388 -10,187 20,896 -25,730 20,604 -4,669 -19,421 6,921 8,009 -12,689 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 16.0 5.7 15.9 26.4 11.6 0.7 14.0 5.1 3.2 20.8 : : : : Number of Traders in Each Category Total Traders: 393 : : 50 56 15 35 41 107 29 94 73 53 118 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 216,915 : : Positions : : 51,428 103,015 10,586 11,298 19,314 975 31,116 17,809 86,625 1,953 28,105 : : : : Changes from: February 14, 2012 : : -16,135 -773 -5,469 -4,814 -1,264 754 -7,304 -1,072 5,028 -1,889 -12,553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 47.5 4.9 5.2 8.9 0.4 14.3 8.2 39.9 0.9 13.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 15 . 5 6 . 4 4 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 198,303 : : Positions : : 36,537 19,001 30,860 76,565 26,016 0 872 126 52,619 9,680 1,627 : : : : Changes from: February 14, 2012 : : 1,546 141 605 5,548 1,084 0 -108 108 770 232 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 9.6 15.6 38.6 13.1 0.0 0.4 0.1 26.5 4.9 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 4 5 8 10 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 90,621 : : Positions : : 7,032 7,857 8,204 22,519 39,988 9,670 186 8,692 4,807 420 7,811 : : : : Changes from: February 14, 2012 : : 312 300 542 1,791 129 320 -228 -8 301 -13 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 8.7 9.1 24.8 44.1 10.7 0.2 9.6 5.3 0.5 8.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 5 5 8 11 17 12 . 9 6 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 494,222 : : Positions : : 62,853 52,918 50,146 88,928 253,069 0 822 19,658 33,302 231 61,314 : : : : Changes from: February 14, 2012 : : 3,378 2,282 3,203 8,260 12,434 0 229 2,274 4,641 -525 3,031 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 10.7 10.1 18.0 51.2 0.0 0.2 4.0 6.7 0.0 12.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 6 9 17 26 0 . . 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 18,300 : : Positions : : 10,527 9,976 3,778 4,104 3,045 0 25 0 412 700 450 : : : : Changes from: February 14, 2012 : : 325 625 700 -100 73 0 0 0 -188 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 54.5 20.6 22.4 16.6 0.0 0.1 0.0 2.3 3.8 2.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 14 6 7 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 72,820 : : Positions : : 5,763 2,751 27,211 18,495 22,964 3,570 5,857 259 1,215 7,747 8,504 : : : : Changes from: February 14, 2012 : : -205 0 2,740 1,186 -2,571 8 930 -1,576 -135 669 1,005 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 3.8 37.4 25.4 31.5 4.9 8.0 0.4 1.7 10.6 11.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 . 9 9 16 . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 37,022 : : Positions : : 1,350 3,300 12,091 13,919 11,881 4,905 897 800 575 325 3,006 : : : : Changes from: February 14, 2012 : : 600 644 118 2,189 536 345 0 225 575 -800 1,806 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.6 8.9 32.7 37.6 32.1 13.2 2.4 2.2 1.6 0.9 8.1 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 6 6 12 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 9,810 : : Positions : : 2,312 1,825 1,200 5,767 1,468 3,726 0 702 300 0 0 : : : : Changes from: February 14, 2012 : : 150 300 0 150 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 18.6 12.2 58.8 15.0 38.0 0.0 7.2 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 6 . 7 4 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 27,220 : : Positions : : 518 2,622 1,110 3,875 6,545 1,977 951 4,197 5,644 2,099 3,830 : : : : Changes from: February 14, 2012 : : -58 826 170 1,014 -359 -237 541 -618 1,141 -526 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.9 9.6 4.1 14.2 24.0 7.3 3.5 15.4 20.7 7.7 14.1 : : : : Number of Traders in Each Category Total Traders: 30 : : . 4 . 6 10 4 4 5 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 19,657 : : Positions : : 155 0 192 4,143 10,970 3,054 620 1,729 1,552 428 738 : : : : Changes from: February 14, 2012 : : -1,118 -454 -305 1,251 1,109 1,088 -89 413 1,084 59 589 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 0.0 1.0 21.1 55.8 15.5 3.2 8.8 7.9 2.2 3.8 : : : : Number of Traders in Each Category Total Traders: 34 : : . 0 . 10 13 8 . 6 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 112,260 : : Positions : : 11,971 12,531 18,416 18,850 53,444 942 0 6,575 2,265 184 8,459 : : : : Changes from: February 14, 2012 : : 667 1,561 1,137 107 5,852 -372 0 569 510 -27 1,348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 11.2 16.4 16.8 47.6 0.8 0.0 5.9 2.0 0.2 7.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 7 5 11 16 . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 375,019 : : Positions : : 132,556 257,033 35,367 13,966 18,225 93,687 3,297 26,066 13,957 16,139 24,823 : : : : Changes from: February 14, 2012 : : 2,211 3,395 -421 683 877 1,983 -500 1,162 807 1,616 3,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 68.5 9.4 3.7 4.9 25.0 0.9 7.0 3.7 4.3 6.6 : : : : Number of Traders in Each Category Total Traders: 231 : : 66 81 15 5 18 79 5 39 14 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,206 : : Positions : : 8,767 14,563 390 2,792 42 2,806 0 174 6,552 209 264 : : : : Changes from: February 14, 2012 : : 516 1,205 390 -624 29 47 0 -102 962 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 62.8 1.7 12.0 0.2 12.1 0.0 0.7 28.2 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 19 . . . . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 9,594 : : Positions : : 4,426 5,115 2,847 480 1,715 100 0 0 196 1,980 254 : : : : Changes from: February 14, 2012 : : 496 396 341 150 146 0 0 0 0 291 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 53.3 29.7 5.0 17.9 1.0 0.0 0.0 2.0 20.6 2.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 20 8 4 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 54,701 : : Positions : : 46,960 28,087 4,125 24,397 1,785 750 99 1 0 0 0 : : : : Changes from: February 14, 2012 : : 817 367 0 254 280 -101 99 1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 51.3 7.5 44.6 3.3 1.4 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 22 7 7 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,598 : : Positions : : 13,909 13,852 3,597 3,731 865 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 116 209 93 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 74.5 19.3 20.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 8,015 : : Positions : : 4,703 3,275 1,672 425 1,015 575 0 0 50 3,300 0 : : : : Changes from: February 14, 2012 : : 118 -50 -143 25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 40.9 20.9 5.3 12.7 7.2 0.0 0.0 0.6 41.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 9 7 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 4,615 : : Positions : : 2,619 3,268 537 236 415 123 0 0 467 400 296 : : : : Changes from: February 14, 2012 : : 300 228 0 0 0 0 0 0 -25 47 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 70.8 11.6 5.1 9.0 2.7 0.0 0.0 10.1 8.7 6.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 24,010 : : Positions : : 14,021 13,145 5,739 3,938 1,693 90 3,123 0 889 409 1,514 : : : : Changes from: February 14, 2012 : : -168 271 87 -128 108 -165 -300 -21 92 -18 -242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 54.7 23.9 16.4 7.1 0.4 13.0 0.0 3.7 1.7 6.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 23 27 11 7 10 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 4,345 : : Positions : : 3,157 1,113 864 614 224 0 1,399 0 100 864 0 : : : : Changes from: February 14, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 25.6 19.9 14.1 5.2 0.0 32.2 0.0 2.3 19.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,802 : : Positions : : 9,817 6,989 139 1,992 623 881 949 240 45 1,007 0 : : : : Changes from: February 14, 2012 : : 140 38 0 -189 0 0 292 -48 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 59.2 1.2 16.9 5.3 7.5 8.0 2.0 0.4 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 21 . 7 . . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 29,485 : : Positions : : 14,106 14,369 3,306 8,964 1,918 0 2,341 0 9,295 691 475 : : : : Changes from: February 14, 2012 : : 1,350 1,024 -111 804 -149 0 0 0 486 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 48.7 11.2 30.4 6.5 0.0 7.9 0.0 31.5 2.3 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 11 17 8 9 7 0 4 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 28,956 : : Positions : : 21,002 14,783 538 6,266 643 1,927 0 24 150 0 1,800 : : : : Changes from: February 14, 2012 : : 1,607 1,003 297 795 158 457 0 0 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 51.1 1.9 21.6 2.2 6.7 0.0 0.1 0.5 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . 5 . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 24, 2012