Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 38,387 : : Positions : : 27,444 30,499 4,772 1,644 1,675 0 473 0 2,004 1,903 2,193 : : : : Changes from: March 5, 2013 : : 1,822 1,365 365 92 -126 -210 473 0 -55 -8 188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 79.5 12.4 4.3 4.4 0.0 1.2 0.0 5.2 5.0 5.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 20 35 8 . 6 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 19,615 : : Positions : : 16,760 18,349 938 0 1,125 0 0 0 650 0 4 : : : : Changes from: March 5, 2013 : : -300 115 100 0 -550 0 0 0 315 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 93.5 4.8 0.0 5.7 0.0 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 20 5 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 12,015 : : Positions : : 6,777 7,294 1,312 766 1,476 0 0 190 634 745 352 : : : : Changes from: March 5, 2013 : : 368 571 202 13 134 0 0 0 130 60 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 60.7 10.9 6.4 12.3 0.0 0.0 1.6 5.3 6.2 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 5 6 11 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 7,614 : : Positions : : 3,645 5,315 1,442 271 1,105 0 0 0 598 0 275 : : : : Changes from: March 5, 2013 : : 275 369 89 -10 58 0 0 0 32 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 69.8 18.9 3.6 14.5 0.0 0.0 0.0 7.9 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 32 10 . 12 0 0 0 5 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 3,918 : : Positions : : 1,718 2,048 834 0 527 100 45 3 0 806 135 : : : : Changes from: March 5, 2013 : : 96 31 39 -11 72 0 -23 -25 0 45 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 52.3 21.3 0.0 13.5 2.6 1.1 0.1 0.0 20.6 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 7 0 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 3,565 : : Positions : : 2,543 1,746 230 871 232 0 0 0 85 155 60 : : : : Changes from: March 5, 2013 : : 355 194 15 80 -5 0 0 0 15 80 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 49.0 6.5 24.4 6.5 0.0 0.0 0.0 2.4 4.3 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 . 7 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 4,568 : : Positions : : 3,211 2,325 80 1,532 308 0 0 0 186 29 96 : : : : Changes from: March 5, 2013 : : 195 144 -3 177 3 0 0 0 -6 20 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 50.9 1.8 33.5 6.7 0.0 0.0 0.0 4.1 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 . 8 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 9,340 : : Positions : : 8,395 7,750 480 1,410 175 0 0 0 145 0 5 : : : : Changes from: March 5, 2013 : : 520 800 85 0 0 0 0 0 145 -50 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 83.0 5.1 15.1 1.9 0.0 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 8,580 : : Positions : : 533 2,145 5,356 2,631 1,722 0 160 80 0 1,224 540 : : : : Changes from: March 5, 2013 : : 0 90 94 -108 203 0 0 0 -1 44 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 25.0 62.4 30.7 20.1 0.0 1.9 0.9 0.0 14.3 6.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 5 10 5 11 0 . . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 29,718 : : Positions : : 22,703 18,729 2,931 2,429 2,368 360 0 0 0 4,855 1,337 : : : : Changes from: March 5, 2013 : : -204 206 140 -180 338 276 0 0 0 120 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 63.0 9.9 8.2 8.0 1.2 0.0 0.0 0.0 16.3 4.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 6 . 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 337,100 : : Positions : : 111,777 164,654 41,593 6,089 20,715 38,145 30,835 27,656 13,528 11,092 43,597 : : : : Changes from: March 5, 2013 : : 17,046 9,083 -194 -2,277 69 -4,521 5,435 -499 -1,180 -4,328 3,544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 48.8 12.3 1.8 6.1 11.3 9.1 8.2 4.0 3.3 12.9 : : : : Number of Traders in Each Category Total Traders: 169 : : 52 63 14 . 15 27 27 28 15 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 11,236 : : Positions : : 8,030 8,867 417 19 344 404 0 55 700 973 618 : : : : Changes from: March 5, 2013 : : -323 -914 -20 -72 16 29 0 -18 -103 498 249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 78.9 3.7 0.2 3.1 3.6 0.0 0.5 6.2 8.7 5.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 23 . . . 4 0 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 30,322 : : Positions : : 24,795 23,946 162 2,611 433 911 0 150 1,471 912 2,097 : : : : Changes from: March 5, 2013 : : 261 423 74 197 44 0 -67 -90 396 203 536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 79.0 0.5 8.6 1.4 3.0 0.0 0.5 4.9 3.0 6.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 31 38 . . . . 0 . 11 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 2,611 : : Positions : : 1,634 1,739 26 191 65 0 0 0 53 2 41 : : : : Changes from: March 5, 2013 : : -78 -197 2 109 -77 0 0 0 20 -10 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 66.6 1.0 7.3 2.5 0.0 0.0 0.0 2.0 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 1,689 : : Positions : : 943 1,165 48 0 42 0 0 0 182 154 71 : : : : Changes from: March 5, 2013 : : 124 142 0 0 42 0 0 0 56 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 69.0 2.8 0.0 2.5 0.0 0.0 0.0 10.8 9.1 4.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . 0 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 1,325 : : Positions : : 915 694 10 370 116 0 0 0 60 25 10 : : : : Changes from: March 5, 2013 : : 210 195 0 70 -3 0 0 0 27 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 52.4 0.8 27.9 8.8 0.0 0.0 0.0 4.5 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 711,510 : : Positions : : 227,811 143,816 28,343 156,687 125,418 57,059 29,142 51,053 32,005 14,655 170,169 : : : : Changes from: March 5, 2013 : : -6,303 -3,340 -1,335 5,228 4,676 2,322 -2,868 4,119 4,622 -1,782 -1,527 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 20.2 4.0 22.0 17.6 8.0 4.1 7.2 4.5 2.1 23.9 : : : : Number of Traders in Each Category Total Traders: 156 : : 39 39 9 16 25 27 11 25 23 24 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 2,450,196 : : Positions : : 351,623 309,930 134,338 437,864 490,631 217,004 50,060 433,805 168,673 68,903 560,823 : : : : Changes from: March 5, 2013 : : -13,267 -14,596 2,265 -3,829 1,317 4,806 5,359 12,151 -7,425 -1,923 10,092 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 12.6 5.5 17.9 20.0 8.9 2.0 17.7 6.9 2.8 22.9 : : : : Number of Traders in Each Category Total Traders: 407 : : 52 59 14 29 42 81 50 94 85 64 137 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 103,860 : : Positions : : 52,255 30,609 2,117 16,184 14,370 3,007 4,804 23,503 246 5,190 7,907 : : : : Changes from: March 5, 2013 : : -5,742 3,651 -2,820 4,361 -1,237 3,007 -9,980 734 128 -3,456 764 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 29.5 2.0 15.6 13.8 2.9 4.6 22.6 0.2 5.0 7.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 13 . 6 . . 4 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 173,330 : : Positions : : 17,713 13,225 28,672 80,475 19,970 7,464 0 0 57,296 12,150 250 : : : : Changes from: March 5, 2013 : : 497 4,471 172 132 117 0 0 0 679 87 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 7.6 16.5 46.4 11.5 4.3 0.0 0.0 33.1 7.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 4 5 7 8 12 . 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 30,961 : : Positions : : 2,370 4,447 2,354 5,912 12,882 5,248 1,321 527 1,684 4 4,742 : : : : Changes from: March 5, 2013 : : -268 -201 -355 727 -384 -49 -1,157 99 -68 -3 -278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 14.4 7.6 19.1 41.6 17.0 4.3 1.7 5.4 0.0 15.3 : : : : Number of Traders in Each Category Total Traders: 32 : : . . 7 7 11 4 . . 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 249,870 : : Positions : : 14,307 12,715 39,043 52,123 136,544 0 2,400 4,647 18,006 1,461 32,453 : : : : Changes from: March 5, 2013 : : 484 93 264 -1,016 1,158 0 168 -99 -1,459 97 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 5.1 15.6 20.9 54.6 0.0 1.0 1.9 7.2 0.6 13.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 4 4 8 17 25 0 . . 9 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 74,384 : : Positions : : 820 0 12,459 14,189 37,718 7,522 1,347 4,765 602 1,050 6,222 : : : : Changes from: March 5, 2013 : : 0 0 -425 -706 399 407 0 -392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.1 0.0 16.7 19.1 50.7 10.1 1.8 6.4 0.8 1.4 8.4 : : : : Number of Traders in Each Category Total Traders: 22 : : . 0 6 6 12 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 58,483 : : Positions : : 1,597 0 10,432 7,782 32,066 4,810 1,500 5,122 0 6,338 2,488 : : : : Changes from: March 5, 2013 : : 0 0 675 -1,101 1,449 -101 1,000 -1,550 0 500 1,250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 0.0 17.8 13.3 54.8 8.2 2.6 8.8 0.0 10.8 4.3 : : : : Number of Traders in Each Category Total Traders: 22 : : . 0 7 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 57,817 : : Positions : : 6,835 3,614 5,932 1,012 13,114 819 4,244 7,014 5,938 10,891 12,853 : : : : Changes from: March 5, 2013 : : -326 -354 323 -13 -425 -75 1,140 70 1,696 16 -1,404 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 6.3 10.3 1.8 22.7 1.4 7.3 12.1 10.3 18.8 22.2 : : : : Number of Traders in Each Category Total Traders: 32 : : . 4 7 4 11 . . 4 6 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 5,528 : : Positions : : 0 0 1,467 2,348 2,147 1,270 318 0 345 551 0 : : : : Changes from: March 5, 2013 : : -453 -149 435 739 -1,164 -42 -598 -55 -610 -506 -419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 26.5 42.5 38.8 23.0 5.8 0.0 6.2 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 0 0 6 7 13 4 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 68,917 : : Positions : : 8,439 6,586 10,408 16,871 35,922 0 171 95 3,940 0 1,532 : : : : Changes from: March 5, 2013 : : 510 914 801 140 14 0 -12 -17 127 0 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 9.6 15.1 24.5 52.1 0.0 0.2 0.1 5.7 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 4 6 8 13 0 . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 25,978 : : Positions : : 8,939 1,455 335 3,099 4,155 2,573 2,043 3,898 472 7,276 3,528 : : : : Changes from: March 5, 2013 : : 2,489 778 -2 1,089 178 323 1,443 1,260 260 147 753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 5.6 1.3 11.9 16.0 9.9 7.9 15.0 1.8 28.0 13.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 5 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 337,312 : : Positions : : 90,074 227,777 45,642 2,264 17,113 85,886 9,164 21,207 24,208 20,220 24,365 : : : : Changes from: March 5, 2013 : : 7,620 2,457 2,203 666 -571 -5,701 -184 -879 -1,340 -1,050 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 67.5 13.5 0.7 5.1 25.5 2.7 6.3 7.2 6.0 7.2 : : : : Number of Traders in Each Category Total Traders: 216 : : 61 80 17 . 15 61 15 32 14 19 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 19,533 : : Positions : : 7,021 13,431 833 2,615 193 0 0 0 8,755 0 540 : : : : Changes from: March 5, 2013 : : -1,258 -4,682 833 240 113 0 0 0 -3,941 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 68.8 4.3 13.4 1.0 0.0 0.0 0.0 44.8 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 8,556 : : Positions : : 2,203 5,593 1,608 315 1,930 50 0 0 2,519 472 215 : : : : Changes from: March 5, 2013 : : 127 188 45 -19 408 0 0 0 0 3 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 65.4 18.8 3.7 22.6 0.6 0.0 0.0 29.4 5.5 2.5 : : : : Number of Traders in Each Category Total Traders: 20 : : . 7 4 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 5,775 : : Positions : : 2,325 1,515 2,507 785 472 0 0 0 217 2,564 93 : : : : Changes from: March 5, 2013 : : 176 6 -70 0 27 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 26.2 43.4 13.6 8.2 0.0 0.0 0.0 3.8 44.4 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 9 5 6 7 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 46,649 : : Positions : : 33,430 33,030 6,496 7,223 1,175 50 2,970 0 4,032 1,375 814 : : : : Changes from: March 5, 2013 : : 3,115 3,412 962 -1,274 679 0 1,146 0 -75 850 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 70.8 13.9 15.5 2.5 0.1 6.4 0.0 8.6 2.9 1.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 22 25 10 5 5 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 24,104 : : Positions : : 16,948 19,062 4,016 145 1,120 0 50 0 1,490 3,427 300 : : : : Changes from: March 5, 2013 : : 1,169 36 1,332 0 -194 0 0 0 0 2,600 -191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 79.1 16.7 0.6 4.6 0.0 0.2 0.0 6.2 14.2 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 14 8 . 6 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 13,484 : : Positions : : 5,885 4,725 4,629 1,535 920 75 0 0 1,950 6,279 25 : : : : Changes from: March 5, 2013 : : -150 305 225 -180 180 0 0 0 25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 35.0 34.3 11.4 6.8 0.6 0.0 0.0 14.5 46.6 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 10 9 4 6 . 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 6,300 : : Positions : : 4,544 4,627 331 25 50 100 0 0 1,020 1,403 195 : : : : Changes from: March 5, 2013 : : 86 40 0 0 0 -16 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 73.4 5.3 0.4 0.8 1.6 0.0 0.0 16.2 22.3 3.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 44,078 : : Positions : : 19,063 25,572 11,749 668 4,939 19 3,542 3,105 2,212 3,320 2,839 : : : : Changes from: March 5, 2013 : : 568 318 -443 0 401 0 -150 -396 116 137 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 58.0 26.7 1.5 11.2 0.0 8.0 7.0 5.0 7.5 6.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 26 24 14 . 14 . 5 4 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 7,042 : : Positions : : 5,384 5,321 417 657 376 55 225 0 410 64 0 : : : : Changes from: March 5, 2013 : : -32 31 63 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 75.6 5.9 9.3 5.3 0.8 3.2 0.0 5.8 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 13,330 : : Positions : : 6,710 8,872 1,212 43 3,152 49 314 22 1,628 290 407 : : : : Changes from: March 5, 2013 : : 306 472 -589 34 751 10 -815 -10 52 59 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 66.6 9.1 0.3 23.6 0.4 2.4 0.2 12.2 2.2 3.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 23 5 . 6 . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 35,768 : : Positions : : 22,637 19,662 2,268 7,168 2,796 236 0 0 4,269 709 1,081 : : : : Changes from: March 5, 2013 : : 31 174 142 -63 500 0 0 0 -296 0 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 55.0 6.3 20.0 7.8 0.7 0.0 0.0 11.9 2.0 3.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 17 . 6 5 . 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 15, 2013