Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 41,049 : : Positions : : 30,433 36,816 5,004 102 3,852 0 0 0 1,374 0 103 : : : : Changes from: March 27, 2012 : : -5,630 -5,583 -702 -152 0 0 0 0 578 0 -457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 89.7 12.2 0.2 9.4 0.0 0.0 0.0 3.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 36 11 . 9 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 23,312 : : Positions : : 19,006 18,874 570 847 3,569 0 0 0 0 0 0 : : : : Changes from: March 27, 2012 : : -4,382 -3,972 -51 -461 -170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 81.0 2.4 3.6 15.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 22 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 10,233 : : Positions : : 5,614 5,956 1,061 279 2,126 0 0 0 75 319 115 : : : : Changes from: March 27, 2012 : : -388 -568 27 -14 -640 0 0 -121 -98 -64 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 58.2 10.4 2.7 20.8 0.0 0.0 0.0 0.7 3.1 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 27 8 4 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 6,102 : : Positions : : 2,652 3,729 953 278 1,158 0 0 0 434 95 166 : : : : Changes from: March 27, 2012 : : -904 -884 -96 25 -89 0 0 -100 -38 -160 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 61.1 15.6 4.6 19.0 0.0 0.0 0.0 7.1 1.6 2.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 33 9 6 15 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 2,543 : : Positions : : 960 1,285 151 344 243 129 0 0 179 0 159 : : : : Changes from: March 27, 2012 : : -193 -463 -41 101 -140 37 0 0 21 -15 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 50.5 5.9 13.5 9.6 5.1 0.0 0.0 7.0 0.0 6.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,542 : : Positions : : 1,017 775 0 188 141 0 0 0 40 124 5 : : : : Changes from: March 27, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 50.3 0.0 12.2 9.1 0.0 0.0 0.0 2.6 8.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 0 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 2,438 : : Positions : : 1,873 910 120 1,165 82 0 0 0 100 30 31 : : : : Changes from: March 27, 2012 : : -186 -216 -39 -68 -14 0 0 0 -60 30 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 37.3 4.9 47.8 3.4 0.0 0.0 0.0 4.1 1.2 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 7,417 : : Positions : : 6,105 6,604 930 521 151 0 0 0 0 0 0 : : : : Changes from: March 27, 2012 : : -2,856 -3,128 -252 50 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 89.0 12.5 7.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 7,491 : : Positions : : 3,895 652 1,174 4,326 2,084 0 0 0 0 87 0 : : : : Changes from: March 27, 2012 : : -289 -113 -831 -893 -15 0 0 0 0 -89 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 8.7 15.7 57.7 27.8 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 . . 10 9 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 23,854 : : Positions : : 19,686 17,170 2,177 2,318 1,811 0 0 0 0 2,555 0 : : : : Changes from: March 27, 2012 : : -3,170 -3,361 -62 -238 -620 0 0 0 0 547 -226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 72.0 9.1 9.7 7.6 0.0 0.0 0.0 0.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 6 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 314,167 : : Positions : : 88,720 165,263 44,632 11,871 19,682 53,083 17,292 20,320 12,117 28,987 26,596 : : : : Changes from: March 27, 2012 : : 2,746 -6,301 -543 634 -2,472 -783 7,619 493 102 50 -2,553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 52.6 14.2 3.8 6.3 16.9 5.5 6.5 3.9 9.2 8.5 : : : : Number of Traders in Each Category Total Traders: 168 : : 53 69 15 5 17 39 17 24 9 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 54,523 : : Positions : : 14,982 11,113 5,883 1,149 13,938 0 0 0 0 9,917 17,286 : : : : Changes from: March 27, 2012 : : -1,811 -1,457 -1,334 -448 -2,203 0 0 0 -115 -1,305 -3,018 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 20.4 10.8 2.1 25.6 0.0 0.0 0.0 0.0 18.2 31.7 : : : : 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 April 3, 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 13,295 : : Positions : : 7,748 8,400 3,800 178 1,156 0 0 0 227 3,175 250 : : : : Changes from: March 27, 2012 : : -3,037 -1,446 391 -537 -691 0 -100 0 127 -389 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 63.2 28.6 1.3 8.7 0.0 0.0 0.0 1.7 23.9 1.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 31 32 9 . 8 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 9,811 : : Positions : : 6,024 5,413 995 2,643 1,755 933 0 0 50 0 0 : : : : Changes from: March 27, 2012 : : -860 -385 0 -200 -100 225 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 55.2 10.1 26.9 17.9 9.5 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 19 . 9 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 13,525 : : Positions : : 7,675 12,045 75 1,105 75 0 0 0 5,475 75 225 : : : : Changes from: March 27, 2012 : : -613 -470 -25 -75 0 0 0 0 168 75 -393 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 89.1 0.6 8.2 0.6 0.0 0.0 0.0 40.5 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 12,249 : : Positions : : 7,433 8,807 0 602 236 2,271 259 189 360 462 1,228 : : : : Changes from: March 27, 2012 : : 625 388 0 173 -16 252 191 -8 19 62 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 71.9 0.0 4.9 1.9 18.5 2.1 1.5 2.9 3.8 10.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 0 . . 6 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 18,308 : : Positions : : 17,310 16,191 0 707 354 0 0 0 0 483 210 : : : : Changes from: March 27, 2012 : : -434 -861 -181 95 -20 0 0 0 -71 133 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 88.4 0.0 3.9 1.9 0.0 0.0 0.0 0.0 2.6 1.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 36 0 . . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 479,916 : : Positions : : 168,254 150,132 59,950 83,771 77,803 30,090 19,701 21,646 7,001 16,028 92,655 : : : : Changes from: March 27, 2012 : : 9,192 -2,033 4,494 5,935 -44 -9,469 1,433 -1,345 160 -123 1,310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 31.3 12.5 17.5 16.2 6.3 4.1 4.5 1.5 3.3 19.3 : : : : Number of Traders in Each Category Total Traders: 131 : : 40 35 12 17 25 14 10 14 18 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 2,534,404 : : Positions : : 355,498 438,681 142,688 385,917 664,898 244,503 27,816 381,424 151,056 72,663 485,453 : : : : Changes from: March 27, 2012 : : 5,822 420 2,263 -13,887 8,851 -21,411 3,269 14,761 4,606 -2,594 -19,316 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 17.3 5.6 15.2 26.2 9.6 1.1 15.0 6.0 2.9 19.2 : : : : Number of Traders in Each Category Total Traders: 375 : : 55 59 13 35 45 81 45 94 79 49 109 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 232,466 : : Positions : : 64,629 104,407 6,254 13,883 24,251 249 22,824 21,024 77,704 4,645 36,936 : : : : Changes from: March 27, 2012 : : 4,662 116 -477 116 4,311 74 135 1,288 -4,683 -992 6,583 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 44.9 2.7 6.0 10.4 0.1 9.8 9.0 33.4 2.0 15.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 18 . 4 6 . 5 4 5 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 201,820 : : Positions : : 34,021 16,777 39,151 83,568 25,417 5,159 0 353 56,857 12,828 1,850 : : : : Changes from: March 27, 2012 : : -3,718 -2,254 5,779 2,018 -491 5,026 0 -501 -992 -582 -573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 8.3 19.4 41.4 12.6 2.6 0.0 0.2 28.2 6.4 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 5 5 7 8 12 . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 91,514 : : Positions : : 6,997 7,785 8,253 22,458 36,728 10,151 8 10,265 4,663 334 11,325 : : : : Changes from: March 27, 2012 : : -207 -85 -507 -2,449 -1,958 -634 2 -100 -1,089 -48 -197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 8.5 9.0 24.5 40.1 11.1 0.0 11.2 5.1 0.4 12.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 5 5 10 10 17 13 . 9 7 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 442,409 : : Positions : : 53,822 46,171 52,618 88,007 221,032 0 1,703 18,717 33,639 422 50,115 : : : : Changes from: March 27, 2012 : : -6,333 -4,877 38 -6,373 -23,201 0 -1,009 -514 -5,931 234 -6,513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 10.4 11.9 19.9 50.0 0.0 0.4 4.2 7.6 0.1 11.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 5 5 6 20 26 0 . . 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 15,182 : : Positions : : 6,127 10,240 5,876 1,437 1,626 0 0 176 1,237 1,563 100 : : : : Changes from: March 27, 2012 : : -5,228 -2,517 -108 -2,951 -493 0 0 86 268 400 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 67.4 38.7 9.5 10.7 0.0 0.0 1.2 8.1 10.3 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 10 9 4 7 0 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 83,800 : : Positions : : 5,548 2,741 28,605 21,313 30,352 3,781 4,927 124 1,080 7,931 10,539 : : : : Changes from: March 27, 2012 : : 0 0 66 -101 572 -141 0 65 0 38 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 3.3 34.1 25.4 36.2 4.5 5.9 0.1 1.3 9.5 12.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 . 9 9 15 . . . . 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 36,318 : : Positions : : 2,870 3,050 12,787 12,202 13,014 1,540 997 550 1,061 1,389 1,750 : : : : Changes from: March 27, 2012 : : 0 0 671 169 -176 -217 100 -150 0 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 8.4 35.2 33.6 35.8 4.2 2.7 1.5 2.9 3.8 4.8 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 6 6 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 7,386 : : Positions : : 1,545 1,950 609 2,863 1,752 2,802 767 0 600 0 0 : : : : Changes from: March 27, 2012 : : -212 -125 -291 -1,829 49 -614 767 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 26.4 8.2 38.8 23.7 37.9 10.4 0.0 8.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 6 . 6 6 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 30,634 : : Positions : : 5,826 771 1,270 2,042 7,644 837 1,267 4,466 2,993 6,300 4,020 : : : : Changes from: March 27, 2012 : : 1,999 -16 -3 -1,088 835 -974 60 -419 -1,182 467 1,459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 2.5 4.1 6.7 25.0 2.7 4.1 14.6 9.8 20.6 13.1 : : : : Number of Traders in Each Category Total Traders: 28 : : . . 4 5 10 . 4 6 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 19,882 : : Positions : : 164 29 392 4,850 10,822 4,448 624 1,837 933 668 374 : : : : Changes from: March 27, 2012 : : 36 29 -42 -1,002 -497 -10 -12 -204 -942 -43 159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 0.1 2.0 24.4 54.4 22.4 3.1 9.2 4.7 3.4 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : . . 5 9 14 9 4 6 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 107,270 : : Positions : : 10,254 10,431 15,195 17,594 54,826 2,841 0 4,349 2,185 388 9,175 : : : : Changes from: March 27, 2012 : : -1,038 -1,501 -428 -871 -4,649 -1,118 0 -1,969 -436 -30 -1,212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 9.7 14.2 16.4 51.1 2.6 0.0 4.1 2.0 0.4 8.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 5 5 6 9 15 . 0 . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 367,127 : : Positions : : 110,226 235,326 30,926 16,922 20,084 97,060 2,921 26,953 17,806 14,308 36,141 : : : : Changes from: March 27, 2012 : : -26,831 -23,661 -1,544 493 -1,738 7,385 1,784 -1,349 706 -381 3,826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 64.1 8.4 4.6 5.5 26.4 0.8 7.3 4.9 3.9 9.8 : : : : Number of Traders in Each Category Total Traders: 230 : : 61 76 15 7 17 86 6 37 15 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 23,045 : : Positions : : 8,088 13,606 0 2,856 75 3,154 0 477 5,157 0 98 : : : : Changes from: March 27, 2012 : : -1,858 -1,253 -390 -368 -42 924 0 0 -1,662 -149 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 59.0 0.0 12.4 0.3 13.7 0.0 2.1 22.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 17 0 . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 26,556 : : Positions : : 25,332 5,771 0 18,665 0 0 0 0 0 0 0 : : : : Changes from: March 27, 2012 : : -3,487 -1,226 0 -1,756 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 21.7 0.0 70.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 0 6 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 6,499 : : Positions : : 5,271 5,596 0 50 478 0 0 0 0 0 0 : : : : Changes from: March 27, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 86.1 0.0 0.8 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 14 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 8,559 : : Positions : : 4,038 3,378 2,568 676 1,318 0 0 0 54 2,883 254 : : : : Changes from: March 27, 2012 : : -663 -936 -182 39 -222 -100 0 0 50 134 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 39.5 30.0 7.9 15.4 0.0 0.0 0.0 0.6 33.7 3.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 18 7 4 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 46,356 : : Positions : : 37,302 17,962 4,141 25,788 2,046 1,240 225 0 950 0 125 : : : : Changes from: March 27, 2012 : : -8,289 -7,216 -1,043 -2,057 -296 -90 225 0 325 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 38.7 8.9 55.6 4.4 2.7 0.5 0.0 2.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 24 7 8 9 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 17,697 : : Positions : : 14,226 13,591 2,694 3,596 510 150 0 0 0 0 0 : : : : Changes from: March 27, 2012 : : -4,473 -4,320 -672 -675 75 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 76.8 15.2 20.3 2.9 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 8 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 7,890 : : Positions : : 4,390 3,375 2,580 500 820 0 384 0 100 2,775 0 : : : : Changes from: March 27, 2012 : : -653 -400 -422 0 -195 0 -286 0 0 -425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 42.8 32.7 6.3 10.4 0.0 4.9 0.0 1.3 35.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 10 9 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 24,275 : : Positions : : 12,340 13,615 4,311 3,576 3,450 143 392 0 1,076 191 2,889 : : : : Changes from: March 27, 2012 : : -1,145 -1,328 -583 -342 157 -115 -555 0 -330 4 -114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 56.1 17.8 14.7 14.2 0.6 1.6 0.0 4.4 0.8 11.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 21 23 10 7 11 . . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 8,631 : : Positions : : 6,890 4,905 668 906 589 0 1,392 381 0 341 0 : : : : Changes from: March 27, 2012 : : -1,709 -932 220 -574 -118 -354 43 -60 -45 -440 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 56.8 7.7 10.5 6.8 0.0 16.1 4.4 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 14 . . 4 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 24,290 : : Positions : : 8,209 12,725 3,608 7,083 1,777 0 1,020 267 9,465 382 247 : : : : Changes from: March 27, 2012 : : -1,429 -1,570 -31 -1,146 -134 -101 -200 0 -1,591 -2 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 52.4 14.9 29.2 7.3 0.0 4.2 1.1 39.0 1.6 1.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 9 19 8 7 8 0 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 31,179 : : Positions : : 19,970 18,201 1,382 8,111 559 3,448 0 24 1,574 973 140 : : : : Changes from: March 27, 2012 : : 618 1,430 661 -21 -526 -414 0 0 507 611 -521 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 58.4 4.4 26.0 1.8 11.1 0.0 0.1 5.0 3.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . 4 . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated April 6, 2012