Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 39,089 : : Positions : : 29,107 34,278 4,958 302 3,714 0 0 0 314 0 598 : : : : Changes from: February 28, 2012 : : -6,383 -9,176 -2,597 -28 -693 0 0 0 -212 0 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 87.7 12.7 0.8 9.5 0.0 0.0 0.0 0.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 32 10 . 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 24,153 : : Positions : : 20,026 19,818 701 1,054 3,259 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -293 -675 -54 338 -201 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 82.1 2.9 4.4 13.5 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 March 6, 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 9,757 : : Positions : : 4,938 5,135 892 310 2,759 0 0 176 0 284 139 : : : : Changes from: February 28, 2012 : : -385 -451 -70 -113 76 0 0 0 0 -175 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 52.6 9.1 3.2 28.3 0.0 0.0 1.8 0.0 2.9 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 9 6 15 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 6,370 : : Positions : : 3,065 4,056 937 290 871 0 0 100 429 145 210 : : : : Changes from: February 28, 2012 : : -386 -604 -14 -69 200 -25 0 100 -194 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 63.7 14.7 4.6 13.7 0.0 0.0 1.6 6.7 2.3 3.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 31 9 4 12 0 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 2,369 : : Positions : : 821 1,129 167 248 387 53 0 0 0 212 44 : : : : Changes from: February 28, 2012 : : -406 44 22 -39 -121 -27 0 0 0 -127 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 47.7 7.0 10.5 16.3 2.2 0.0 0.0 0.0 8.9 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . 4 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,936 : : Positions : : 1,274 804 125 700 108 0 0 0 121 0 52 : : : : Changes from: February 28, 2012 : : -159 -211 48 32 -7 0 0 0 70 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 41.5 6.5 36.2 5.6 0.0 0.0 0.0 6.3 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 9,529 : : Positions : : 8,411 8,662 687 496 245 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -1,541 -1,489 -48 -100 63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 90.9 7.2 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 8,464 : : Positions : : 4,223 603 1,890 5,311 1,961 0 0 0 0 176 0 : : : : Changes from: February 28, 2012 : : -388 -96 -746 -899 -57 0 0 0 0 -89 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 7.1 22.3 62.7 23.2 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 . 4 9 7 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 23,474 : : Positions : : 18,829 18,284 1,948 2,386 2,378 0 0 0 0 107 319 : : : : Changes from: February 28, 2012 : : -3,061 -2,902 -245 119 -791 0 0 0 0 -523 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 77.9 8.3 10.2 10.1 0.0 0.0 0.0 0.0 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 15 7 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 314,123 : : Positions : : 79,157 166,405 46,818 12,874 20,839 57,166 12,047 19,520 12,688 29,546 29,159 : : : : Changes from: February 28, 2012 : : -20,918 -23,440 2,958 -186 -1,614 1,025 -456 4,154 -2,214 1,174 2,541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 53.0 14.9 4.1 6.6 18.2 3.8 6.2 4.0 9.4 9.3 : : : : Number of Traders in Each Category Total Traders: 174 : : 53 68 14 6 18 41 15 24 13 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 52,901 : : Positions : : 13,784 9,918 6,308 1,086 13,547 0 0 0 0 10,150 16,975 : : : : Changes from: February 28, 2012 : : -1,315 -1,273 -1,534 -507 -1,658 0 0 0 0 -655 -2,355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 18.7 11.9 2.1 25.6 0.0 0.0 0.0 0.0 19.2 32.1 : : : : 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 March 6, 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 11,688 : : Positions : : 7,807 5,974 2,068 1,037 1,628 0 100 150 0 2,737 0 : : : : Changes from: February 28, 2012 : : -2,057 -2,790 -541 352 -890 0 0 0 -59 -206 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 51.1 17.7 8.9 13.9 0.0 0.9 1.3 0.0 23.4 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 30 7 4 9 0 . . 0 7 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 9,348 : : Positions : : 5,786 5,620 1,225 2,153 1,525 708 0 0 50 50 0 : : : : Changes from: February 28, 2012 : : -1,060 -285 400 -325 -125 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 60.1 13.1 23.0 16.3 7.6 0.0 0.0 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 18 5 7 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 11,215 : : Positions : : 7,253 7,933 0 366 194 858 68 342 573 456 1,156 : : : : Changes from: February 28, 2012 : : -96 -355 0 -42 7 1 68 0 -54 250 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 70.7 0.0 3.3 1.7 7.7 0.6 3.0 5.1 4.1 10.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 23 0 . . 6 . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 15,432 : : Positions : : 14,206 13,668 167 314 308 47 0 54 85 618 285 : : : : Changes from: February 28, 2012 : : -545 -821 -188 45 118 13 0 -26 -215 -129 143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 88.6 1.1 2.0 2.0 0.3 0.0 0.3 0.6 4.0 1.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 34 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 1,262 : : Positions : : 800 636 148 29 77 0 0 0 57 201 0 : : : : Changes from: February 28, 2012 : : -565 -531 -70 7 9 0 0 0 21 -95 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 50.4 11.7 2.3 6.1 0.0 0.0 0.0 4.5 15.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 452,416 : : Positions : : 144,760 136,880 44,395 76,452 80,865 34,905 13,920 21,388 9,278 8,892 91,080 : : : : Changes from: February 28, 2012 : : -4,548 -4,738 2,822 -565 -778 2,364 5,661 169 -99 1,683 4,898 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 30.3 9.8 16.9 17.9 7.7 3.1 4.7 2.1 2.0 20.1 : : : : Number of Traders in Each Category Total Traders: 122 : : 33 32 10 18 25 15 8 13 14 17 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 2,584,822 : : Positions : : 349,505 436,408 126,182 397,103 667,470 276,600 24,382 374,030 141,600 73,521 540,348 : : : : Changes from: February 28, 2012 : : 30,874 20,622 -953 -3,992 9,322 -8,201 11,614 21,819 7,733 1,037 25,658 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 16.9 4.9 15.4 25.8 10.7 0.9 14.5 5.5 2.8 20.9 : : : : Number of Traders in Each Category Total Traders: 407 : : 55 57 13 33 41 110 34 103 84 53 124 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 219,570 : : Positions : : 52,442 98,759 8,886 13,017 20,332 258 29,214 19,888 86,745 5,255 29,476 : : : : Changes from: February 28, 2012 : : 2,357 -3,792 -374 1,073 1,317 -256 -537 3,297 -1,978 3,237 2,325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 45.0 4.0 5.9 9.3 0.1 13.3 9.1 39.5 2.4 13.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 16 . 5 6 . 4 4 5 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 195,830 : : Positions : : 35,212 18,434 31,553 79,754 22,764 0 605 320 49,120 12,939 1,462 : : : : Changes from: February 28, 2012 : : -2,161 -417 626 1,159 -3,014 0 -267 194 -771 3,010 262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 9.4 16.1 40.7 11.6 0.0 0.3 0.2 25.1 6.6 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 5 5 8 9 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 90,983 : : Positions : : 6,931 7,699 8,108 22,968 39,683 10,529 254 7,673 4,720 473 9,467 : : : : Changes from: February 28, 2012 : : -83 -74 -146 -362 -464 -19 46 257 -9 51 725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 8.5 8.9 25.2 43.6 11.6 0.3 8.4 5.2 0.5 10.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 5 5 9 11 18 11 . 9 7 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 472,718 : : Positions : : 59,495 50,354 49,987 87,899 240,090 0 1,260 18,287 34,400 354 57,275 : : : : Changes from: February 28, 2012 : : -4,250 -3,429 -250 -1,993 -15,811 0 177 -1,095 -533 142 -5,218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 10.7 10.6 18.6 50.8 0.0 0.3 3.9 7.3 0.1 12.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 6 6 9 17 26 0 . . 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 15,867 : : Positions : : 10,148 8,461 3,054 4,541 1,790 0 0 0 675 875 200 : : : : Changes from: February 28, 2012 : : -322 -2,214 -1,480 337 -1,498 0 -25 0 138 150 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 53.3 19.2 28.6 11.3 0.0 0.0 0.0 4.3 5.5 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 12 4 7 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 82,794 : : Positions : : 5,763 2,551 26,799 19,668 29,797 3,826 4,927 849 1,215 7,947 10,804 : : : : Changes from: February 28, 2012 : : 0 -200 52 383 2,369 72 0 790 0 200 800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 3.1 32.4 23.8 36.0 4.6 6.0 1.0 1.5 9.6 13.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 . 9 9 15 . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 41,120 : : Positions : : 2,870 3,150 12,450 12,522 15,285 2,281 897 850 1,075 1,474 3,906 : : : : Changes from: February 28, 2012 : : 0 -150 590 -21 909 -324 0 0 0 100 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 7.7 30.3 30.5 37.2 5.5 2.2 2.1 2.6 3.6 9.5 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 7 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 9,355 : : Positions : : 2,057 2,375 900 5,247 1,463 4,380 0 213 300 0 0 : : : : Changes from: February 28, 2012 : : 45 100 -300 -520 -5 -96 0 -489 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 25.4 9.6 56.1 15.6 46.8 0.0 2.3 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 . 7 6 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 28,830 : : Positions : : 1,017 2,283 1,582 3,135 6,781 1,432 1,459 4,338 5,606 2,846 4,979 : : : : Changes from: February 28, 2012 : : 191 10 423 -407 -5 -514 36 401 227 371 885 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.5 7.9 5.5 10.9 23.5 5.0 5.1 15.0 19.4 9.9 17.3 : : : : Number of Traders in Each Category Total Traders: 32 : : . 4 4 5 10 . 5 5 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 24,039 : : Positions : : 158 275 232 5,168 12,937 3,814 819 2,586 2,213 487 726 : : : : Changes from: February 28, 2012 : : -8 275 -29 78 -334 229 89 -396 562 4 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 1.1 1.0 21.5 53.8 15.9 3.4 10.8 9.2 2.0 3.0 : : : : Number of Traders in Each Category Total Traders: 40 : : . . 4 9 13 9 5 7 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 109,393 : : Positions : : 11,198 11,446 15,187 17,348 54,628 3,110 0 5,233 1,937 4 8,239 : : : : Changes from: February 28, 2012 : : -1,054 -1,924 -2,962 -1,485 -1,800 2,074 0 -1,235 -579 4 -592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 10.5 13.9 15.9 49.9 2.8 0.0 4.8 1.8 0.0 7.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 5 5 10 15 . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 390,953 : : Positions : : 143,248 271,809 33,174 15,351 18,635 99,872 3,991 25,654 16,430 16,523 24,574 : : : : Changes from: February 28, 2012 : : 5,404 7,001 -991 1,258 -515 3,900 1,080 4,341 768 -51 3,342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 69.5 8.5 3.9 4.8 25.5 1.0 6.6 4.2 4.2 6.3 : : : : Number of Traders in Each Category Total Traders: 237 : : 65 80 16 7 17 79 9 39 16 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 21,401 : : Positions : : 9,116 12,242 432 3,009 75 1,798 0 109 5,413 179 204 : : : : Changes from: February 28, 2012 : : -184 -2,570 42 -15 -151 -1,124 0 10 -1,481 -239 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 57.2 2.0 14.1 0.4 8.4 0.0 0.5 25.3 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 26,407 : : Positions : : 24,938 6,381 0 17,126 0 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 24.2 0.0 64.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 0 5 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 8,637 : : Positions : : 4,330 4,120 2,248 732 1,584 100 0 0 46 1,897 254 : : : : Changes from: February 28, 2012 : : -446 -1,445 -649 302 -235 0 0 0 -150 -83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 47.7 26.0 8.5 18.3 1.2 0.0 0.0 0.5 22.0 2.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 18 7 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 53,596 : : Positions : : 44,854 24,529 5,038 26,902 1,663 1,205 49 1 100 50 100 : : : : Changes from: February 28, 2012 : : -4,746 -4,122 88 -645 -87 -295 -50 0 0 -150 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 45.8 9.4 50.2 3.1 2.2 0.1 0.0 0.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 23 8 7 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 16,977 : : Positions : : 13,129 12,679 3,239 3,656 492 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -1,208 -1,576 -558 -300 -223 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 74.7 19.1 21.5 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 8,185 : : Positions : : 4,468 3,500 2,977 400 740 0 670 0 0 2,875 0 : : : : Changes from: February 28, 2012 : : -310 0 930 -50 -175 -575 470 0 -50 -425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 42.8 36.4 4.9 9.0 0.0 8.2 0.0 0.0 35.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 10 9 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 4,682 : : Positions : : 2,904 3,358 423 96 397 165 0 0 145 385 446 : : : : Changes from: February 28, 2012 : : -165 -260 -114 -140 -18 42 0 0 -222 -15 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 71.7 9.0 2.1 8.5 3.5 0.0 0.0 3.1 8.2 9.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 6 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 22,468 : : Positions : : 12,937 13,120 5,106 3,697 1,713 50 1,547 0 854 543 1,770 : : : : Changes from: February 28, 2012 : : -1,726 -1,309 -603 -241 112 -10 -655 0 -67 -170 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 58.4 22.7 16.5 7.6 0.2 6.9 0.0 3.8 2.4 7.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 23 25 11 7 12 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 3,069 : : Positions : : 2,493 1,029 400 876 76 0 749 0 100 218 0 : : : : Changes from: February 28, 2012 : : -664 -116 -432 162 -162 0 -650 0 0 -482 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 33.5 13.0 28.5 2.5 0.0 24.4 0.0 3.3 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 6 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 9,343 : : Positions : : 7,536 4,916 483 1,590 572 439 1,333 240 45 692 0 : : : : Changes from: February 28, 2012 : : -2,638 -2,253 101 -550 -158 -442 111 0 0 -315 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 52.6 5.2 17.0 6.1 4.7 14.3 2.6 0.5 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 19 . 7 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 25,976 : : Positions : : 9,516 12,992 3,139 8,744 1,416 101 1,841 0 11,190 39 249 : : : : Changes from: February 28, 2012 : : -1,372 -1,664 -167 -220 -502 101 -350 0 -1,460 -652 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 50.0 12.1 33.7 5.5 0.4 7.1 0.0 43.1 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 12 17 9 8 6 . 4 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 27,386 : : Positions : : 17,969 14,094 0 6,459 678 2,155 0 24 1,300 0 650 : : : : Changes from: February 28, 2012 : : -2,505 -1,224 -538 40 -218 39 0 0 1,150 0 -1,150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 51.5 0.0 23.6 2.5 7.9 0.0 0.1 4.7 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 5 . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated March 9, 2012