Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 44,317 : : Positions : : 30,684 36,185 6,016 1,453 2,588 210 38 0 2,618 2,131 1,875 : : : : Changes from: February 19, 2013 : : 1,775 -249 227 271 174 0 38 0 -251 1,711 1,569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 81.7 13.6 3.3 5.8 0.5 0.1 0.0 5.9 4.8 4.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 35 9 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 23,285 : : Positions : : 19,338 19,845 584 404 2,109 0 0 0 338 0 750 : : : : Changes from: February 19, 2013 : : 33 531 100 -60 610 0 0 0 338 0 750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 85.2 2.5 1.7 9.1 0.0 0.0 0.0 1.5 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 19 5 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 12,752 : : Positions : : 7,489 7,722 1,207 837 1,580 0 0 190 521 724 492 : : : : Changes from: February 19, 2013 : : 73 302 105 -15 -74 0 0 0 150 54 232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 60.6 9.5 6.6 12.4 0.0 0.0 1.5 4.1 5.7 3.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 26 5 5 10 0 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 8,881 : : Positions : : 4,144 6,663 1,950 115 1,200 0 0 0 768 123 257 : : : : Changes from: February 19, 2013 : : 185 314 111 5 120 0 0 0 89 -5 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 75.0 22.0 1.3 13.5 0.0 0.0 0.0 8.6 1.4 2.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 36 10 . 11 0 0 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 5,250 : : Positions : : 2,372 3,131 806 0 687 277 0 156 0 674 335 : : : : Changes from: February 19, 2013 : : -280 -163 -38 -113 48 120 0 -240 0 138 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 59.6 15.4 0.0 13.1 5.3 0.0 3.0 0.0 12.8 6.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 8 0 8 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 3,285 : : Positions : : 2,197 1,663 212 816 256 0 0 0 125 150 0 : : : : Changes from: February 19, 2013 : : 310 170 0 165 -39 0 0 0 60 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 50.6 6.5 24.8 7.8 0.0 0.0 0.0 3.8 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 . 8 8 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 4,676 : : Positions : : 3,150 2,420 146 1,311 363 0 0 0 476 0 72 : : : : Changes from: February 19, 2013 : : 466 326 35 171 4 0 0 0 49 0 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 51.8 3.1 28.0 7.8 0.0 0.0 0.0 10.2 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 20 . 7 8 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 12,002 : : Positions : : 10,547 9,454 639 1,350 665 0 0 0 0 533 0 : : : : Changes from: February 19, 2013 : : 1,025 -313 -40 785 25 0 0 0 0 533 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 78.8 5.3 11.2 5.5 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 8,736 : : Positions : : 825 2,030 5,515 3,072 1,229 0 80 160 86 1,514 479 : : : : Changes from: February 19, 2013 : : -224 -1,214 1 -5 23 0 0 0 86 1,108 407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 23.2 63.1 35.2 14.1 0.0 0.9 1.8 1.0 17.3 5.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 5 9 5 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 33,155 : : Positions : : 26,359 20,703 3,251 3,624 2,143 84 0 0 0 5,433 1,252 : : : : Changes from: February 19, 2013 : : 1,712 306 -151 150 59 0 0 0 0 1,105 1,252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 62.4 9.8 10.9 6.5 0.3 0.0 0.0 0.0 16.4 3.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 6 . 5 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 331,867 : : Positions : : 83,422 159,640 41,402 8,018 19,667 64,424 20,424 28,428 15,190 34,296 33,238 : : : : Changes from: February 19, 2013 : : -327 -26,641 -530 600 -1,537 -8,342 620 2,953 238 6,977 1,619 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 48.1 12.5 2.4 5.9 19.4 6.2 8.6 4.6 10.3 10.0 : : : : Number of Traders in Each Category Total Traders: 171 : : 53 67 15 4 15 36 15 22 16 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 10,847 : : Positions : : 7,929 9,134 363 38 442 374 22 75 707 515 207 : : : : Changes from: February 19, 2013 : : 879 872 3 2 -22 70 13 3 72 0 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 84.2 3.3 0.4 4.1 3.4 0.2 0.7 6.5 4.7 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 24 . . . 4 . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 33,113 : : Positions : : 28,099 27,184 159 2,490 823 890 66 291 1,038 561 1,451 : : : : Changes from: February 19, 2013 : : 2,789 2,789 122 67 20 0 10 -15 216 257 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 82.1 0.5 7.5 2.5 2.7 0.2 0.9 3.1 1.7 4.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 38 . . . . . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,768 : : Positions : : 1,712 1,936 24 82 142 0 0 0 33 12 52 : : : : Changes from: February 19, 2013 : : -75 -2 0 9 -5 0 0 0 15 12 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 69.9 0.9 3.0 5.1 0.0 0.0 0.0 1.2 0.4 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 2,181 : : Positions : : 1,530 1,592 92 12 35 0 0 0 128 217 50 : : : : Changes from: February 19, 2013 : : 116 95 6 0 1 0 0 0 20 2 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 73.0 4.2 0.6 1.6 0.0 0.0 0.0 5.9 9.9 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 21 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 1,385 : : Positions : : 948 656 0 386 81 0 0 0 60 51 40 : : : : Changes from: February 19, 2013 : : 98 -52 0 60 -20 0 0 0 0 12 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 47.4 0.0 27.9 5.8 0.0 0.0 0.0 4.3 3.7 2.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 671,261 : : Positions : : 227,381 139,622 32,096 148,756 118,434 51,693 30,839 40,069 24,683 19,669 154,791 : : : : Changes from: February 19, 2013 : : -15,035 -12,735 4,035 -5,981 2,057 -736 -4,493 4,809 -6,087 5,779 8,752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 20.8 4.8 22.2 17.6 7.7 4.6 6.0 3.7 2.9 23.1 : : : : Number of Traders in Each Category Total Traders: 146 : : 38 37 8 16 24 24 9 20 23 22 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 2,387,362 : : Positions : : 348,540 304,653 127,447 465,060 485,408 210,834 35,623 420,964 178,708 74,262 524,668 : : : : Changes from: February 19, 2013 : : 1 -3,404 3,807 -11,885 11,460 -21,437 11,352 6,373 11,417 2,145 30,770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 12.8 5.3 19.5 20.3 8.8 1.5 17.6 7.5 3.1 22.0 : : : : Number of Traders in Each Category Total Traders: 405 : : 55 60 18 29 44 77 43 88 88 64 135 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 108,968 : : Positions : : 56,431 28,128 2,952 11,610 16,691 205 12,433 24,118 57 6,685 7,884 : : : : Changes from: February 19, 2013 : : -1,117 -462 1,268 1,123 -804 150 -579 -896 -41 381 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 25.8 2.7 10.7 15.3 0.2 11.4 22.1 0.1 6.1 7.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 12 . 4 4 . 7 6 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 176,702 : : Positions : : 15,597 11,881 27,770 81,434 20,610 7,464 0 0 64,142 12,370 6 : : : : Changes from: February 19, 2013 : : 272 -724 660 1,424 982 0 0 0 594 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 6.7 15.7 46.1 11.7 4.2 0.0 0.0 36.3 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 4 7 7 11 . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 33,850 : : Positions : : 2,842 4,868 3,039 5,736 13,835 5,632 2,583 450 1,719 7 4,616 : : : : Changes from: February 19, 2013 : : -137 -102 338 -93 -483 -52 305 -9 13 -53 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 14.4 9.0 16.9 40.9 16.6 7.6 1.3 5.1 0.0 13.6 : : : : Number of Traders in Each Category Total Traders: 32 : : . . 8 6 11 4 . . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 272,584 : : Positions : : 14,016 13,951 41,603 55,740 148,233 0 2,641 5,432 19,829 2,462 36,262 : : : : Changes from: February 19, 2013 : : -431 391 -1,456 994 -4,182 0 -829 -277 1,893 -728 -1,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.1 5.1 15.3 20.4 54.4 0.0 1.0 2.0 7.3 0.9 13.3 : : : : Number of Traders in Each Category Total Traders: 40 : : . . 10 15 25 0 . . 9 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 74,854 : : Positions : : 820 554 13,978 14,960 37,712 7,205 1,812 4,670 602 1,050 6,872 : : : : Changes from: February 19, 2013 : : 0 554 647 -559 -2,550 -1,300 -100 661 0 -697 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.1 0.7 18.7 20.0 50.4 9.6 2.4 6.2 0.8 1.4 9.2 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 7 7 13 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 54,797 : : Positions : : 1,597 0 7,260 10,250 29,419 5,278 0 7,093 0 2,938 2,138 : : : : Changes from: February 19, 2013 : : 0 0 -178 -1,846 2,146 -401 -200 400 0 1,290 -1,490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 0.0 13.2 18.7 53.7 9.6 0.0 12.9 0.0 5.4 3.9 : : : : Number of Traders in Each Category Total Traders: 21 : : . 0 7 5 12 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 59,034 : : Positions : : 6,461 3,262 6,598 848 15,114 641 4,091 7,857 6,303 12,040 11,757 : : : : Changes from: February 19, 2013 : : 391 422 1,681 -1,234 1,693 -144 1,624 393 731 2,813 3,191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 5.5 11.2 1.4 25.6 1.1 6.9 13.3 10.7 20.4 19.9 : : : : Number of Traders in Each Category Total Traders: 32 : : . 4 7 4 11 4 . 4 5 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 6,738 : : Positions : : 434 248 736 1,795 2,893 1,218 351 26 783 894 193 : : : : Changes from: February 19, 2013 : : -123 -171 242 2 149 -98 108 -112 61 84 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 3.7 10.9 26.6 42.9 18.1 5.2 0.4 11.6 13.3 2.9 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 5 8 12 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 75,935 : : Positions : : 8,211 7,000 11,153 18,942 39,615 0 190 127 5,347 0 1,773 : : : : Changes from: February 19, 2013 : : -548 -140 267 -1,392 -2,234 0 57 40 -712 0 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 9.2 14.7 24.9 52.2 0.0 0.2 0.2 7.0 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 5 9 13 0 . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Z Open Interest is 19,096 : : Positions : : 6,192 534 1,084 1,716 3,279 304 561 2,381 2,277 8,603 1,714 : : : : Changes from: February 19, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 2.8 5.7 9.0 17.2 1.6 2.9 12.5 11.9 45.1 9.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 4 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 348,266 : : Positions : : 90,020 237,037 42,235 1,419 16,941 99,393 11,479 19,999 26,619 23,613 23,826 : : : : Changes from: February 19, 2013 : : 846 -1,033 137 -548 -900 -2,501 127 -2,166 473 56 -2,898 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 68.1 12.1 0.4 4.9 28.5 3.3 5.7 7.6 6.8 6.8 : : : : Number of Traders in Each Category Total Traders: 233 : : 65 81 18 . 14 70 15 33 16 17 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 13,591 : : Positions : : 12,724 10,515 0 1,479 470 0 0 0 0 0 0 : : : : Changes from: February 19, 2013 : : 1,032 625 0 289 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 77.4 0.0 10.9 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 14 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 24,146 : : Positions : : 8,279 18,113 0 2,375 80 0 0 0 12,696 0 615 : : : : Changes from: February 19, 2013 : : 190 1,415 0 -300 0 0 0 0 891 0 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 75.0 0.0 9.8 0.3 0.0 0.0 0.0 52.6 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #26265A Open Interest is 8,093 : : Positions : : 2,101 5,631 1,670 293 1,513 100 0 0 2,544 465 135 : : : : Changes from: February 19, 2013 : : -2,276 -25 -29 2 -19 0 0 0 2,282 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 69.6 20.6 3.6 18.7 1.2 0.0 0.0 31.4 5.7 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : . 7 5 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 7,542 : : Positions : : 3,089 2,880 2,875 583 890 0 0 0 356 2,601 187 : : : : Changes from: February 19, 2013 : : -80 -299 -24 0 122 0 0 0 0 195 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 38.2 38.1 7.7 11.8 0.0 0.0 0.0 4.7 34.5 2.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 14 7 4 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 48,935 : : Positions : : 34,601 35,335 4,451 10,317 647 100 1,350 0 7,651 400 814 : : : : Changes from: February 19, 2013 : : -5,780 1,658 455 -176 -105 0 -700 0 6,241 50 564 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 72.2 9.1 21.1 1.3 0.2 2.8 0.0 15.6 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 23 27 11 4 6 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A66 Open Interest is 11,019 : : Positions : : 9,279 8,730 890 175 104 0 0 0 300 1,700 250 : : : : Changes from: February 19, 2013 : : 975 -725 0 0 0 0 0 0 0 1,700 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 79.2 8.1 1.6 0.9 0.0 0.0 0.0 2.7 15.4 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 22,666 : : Positions : : 15,942 19,613 2,906 244 1,391 0 100 0 1,009 0 1,318 : : : : Changes from: February 19, 2013 : : -1,332 -595 355 -150 100 0 0 0 232 0 1,318 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 86.5 12.8 1.1 6.1 0.0 0.4 0.0 4.5 0.0 5.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 15 7 . 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 15,464 : : Positions : : 7,645 4,790 4,569 1,745 875 150 0 0 2,000 7,829 175 : : : : Changes from: February 19, 2013 : : -825 50 0 -100 75 0 0 0 875 100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 31.0 29.5 11.3 5.7 1.0 0.0 0.0 12.9 50.6 1.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 12 8 5 6 . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 7,779 : : Positions : : 5,348 5,231 435 75 0 491 0 0 1,285 2,313 160 : : : : Changes from: February 19, 2013 : : -91 -170 0 0 0 16 0 0 -45 50 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 67.2 5.6 1.0 0.0 6.3 0.0 0.0 16.5 29.7 2.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 13 . . 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 47,682 : : Positions : : 20,336 28,617 11,366 752 5,137 1,646 2,553 4,144 2,001 3,445 2,941 : : : : Changes from: February 19, 2013 : : -2,400 -1,006 1,611 -146 107 725 1,409 -179 618 245 2,170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 60.0 23.8 1.6 10.8 3.5 5.4 8.7 4.2 7.2 6.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 26 26 14 . 14 . 4 . 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 14,332 : : Positions : : 7,464 10,029 3,044 243 1,626 0 1,468 32 1,640 211 455 : : : : Changes from: February 19, 2013 : : 220 115 -131 59 100 -300 0 0 385 0 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 70.0 21.2 1.7 11.3 0.0 10.2 0.2 11.4 1.5 3.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 23 4 . 6 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 26, 2013 : 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 38,936 : : Positions : : 25,345 23,424 1,467 7,098 2,279 0 0 0 6,588 726 480 : : : : Changes from: February 19, 2013 : : -482 2,645 1,050 329 66 0 0 0 3,097 126 480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 60.2 3.8 18.2 5.9 0.0 0.0 0.0 16.9 1.9 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 16 . 5 5 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 1, 2013