GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 41,641: 29,893 36,212 6,583 442 4,700 0 0 0 394 0 0: 71 287 Old : 41,641: 29,893 36,212 6,583 442 4,700 0 0 0 394 0 0: 71 287 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 2,049: 2,031 2,696 292 -412 -223 0 0 0 0 0 -12: -39 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 87.0 15.8 1.1 11.3 0.0 0.0 0.0 0.9 0.0 0.0: 0.2 0.7 Old : 100.0: 71.8 87.0 15.8 1.1 11.3 0.0 0.0 0.0 0.9 0.0 0.0: 0.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 25 38 12 4 11 0 0 0 . 0 0: Old : 61: 25 38 12 4 11 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 33.2 61.8 50.3 17.4 14.2 25.3 23.2 Old : 35.6 33.2 61.8 50.3 17.4 14.2 25.3 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,231: 10,964 12,016 1,217 230 2,901 0 0 0 0 0 0: 149 84 Old : 15,231: 10,964 12,016 1,217 230 2,901 0 0 0 0 0 0: 149 84 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 1,402: 1,402 1,452 25 -25 -25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 78.9 8.0 1.5 19.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.6 Old : 100.0: 72.0 78.9 8.0 1.5 19.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 23 . . 4 0 0 0 0 0 0: Old : 32: 19 23 . . 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 47.5 72.4 69.7 14.5 18.2 21.6 24.6 Old : 46.8 47.5 72.4 69.7 14.5 18.2 21.6 24.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 10,366: 5,902 5,960 586 336 2,659 0 0 0 97 373 175: 947 863 Old : 10,366: 5,902 5,960 586 336 2,659 0 0 0 97 373 175: 947 863 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 206: 85 -6 9 32 199 0 0 0 -15 55 10: -82 -84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.9 57.5 5.7 3.2 25.7 0.0 0.0 0.0 0.9 3.6 1.7: 9.1 8.3 Old : 100.0: 56.9 57.5 5.7 3.2 25.7 0.0 0.0 0.0 0.9 3.6 1.7: 9.1 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 22 26 6 7 13 0 0 0 . . 4: Old : 43: 22 26 6 7 13 0 0 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 26.8 51.8 42.7 14.7 8.6 17.5 13.8 Old : 32.2 26.8 51.8 42.7 14.7 8.6 17.5 13.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 6,326: 3,306 4,230 1,006 176 762 0 46 25 370 35 302: 555 750 Old : 6,326: 3,306 4,230 1,006 176 762 0 46 25 370 35 302: 555 750 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 389: 252 318 13 -5 93 0 0 0 15 10 5: 11 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 66.9 15.9 2.8 12.0 0.0 0.7 0.4 5.8 0.6 4.8: 8.8 11.9 Old : 100.0: 52.3 66.9 15.9 2.8 12.0 0.0 0.7 0.4 5.8 0.6 4.8: 8.8 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 31 32 10 . 12 0 . . . . .: Old : 55: 31 32 10 . 12 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 30.2 46.4 46.2 21.7 27.9 31.0 34.7 Old : 31.2 30.2 46.4 46.2 21.7 27.9 31.0 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,786: 2,422 1,788 409 367 292 90 0 0 21 0 62: 490 1,277 Old : 3,786: 2,422 1,788 409 367 292 90 0 0 21 0 62: 490 1,277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : -27: -163 -171 46 192 -44 90 0 0 21 0 62: -39 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 47.2 10.8 9.7 7.7 2.4 0.0 0.0 0.6 0.0 1.6: 12.9 33.7 Old : 100.0: 64.0 47.2 10.8 9.7 7.7 2.4 0.0 0.0 0.6 0.0 1.6: 12.9 33.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 13 . 4 6 . 0 0 . 0 .: Old : 21: 11 13 . 4 6 . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 31.0 70.2 47.9 46.1 18.6 50.4 26.5 Old : 55.6 31.0 70.2 47.9 46.1 18.6 50.4 26.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,968: 1,408 1,379 169 260 447 0 0 0 95 493 6: 843 383 Old : 2,968: 1,408 1,379 169 260 447 0 0 0 95 493 6: 843 383 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 73: 60 95 107 -18 24 0 0 -90 0 0 0: -28 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 46.5 5.7 8.8 15.1 0.0 0.0 0.0 3.2 16.6 0.2: 28.4 12.9 Old : 100.0: 47.4 46.5 5.7 8.8 15.1 0.0 0.0 0.0 3.2 16.6 0.2: 28.4 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 14 4 . 6 0 0 0 . . .: Old : 28: 14 14 4 . 6 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 43.3 38.3 63.8 17.7 34.0 28.7 45.4 Old : 21.5 43.3 38.3 63.8 17.7 34.0 28.7 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 9,130: 7,836 8,233 708 351 415 0 0 0 0 0 0: 171 131 Old : 9,130: 7,836 8,233 708 351 415 0 0 0 0 0 0: 171 131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 490: 500 450 -50 0 40 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 90.2 7.8 3.8 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.4 Old : 100.0: 85.8 90.2 7.8 3.8 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 12 . 5 . 0 0 0 0 0 0: Old : 28: 14 12 . 5 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 75.3 79.1 89.6 44.4 62.7 67.1 68.7 Old : 51.0 75.3 79.1 89.6 44.4 62.7 67.1 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 22,359: 17,466 17,902 2,397 1,513 2,370 0 0 0 0 448 126: 0 0 Old : 22,359: 17,466 17,902 2,397 1,513 2,370 0 0 0 0 448 126: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : -25: 50 -160 -210 0 135 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 80.1 10.7 6.8 10.6 0.0 0.0 0.0 0.0 2.0 0.6: 0.0 0.0 Old : 100.0: 78.1 80.1 10.7 6.8 10.6 0.0 0.0 0.0 0.0 2.0 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 15 15 6 5 10 0 0 0 0 . .: Old : 34: 15 15 6 5 10 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 46.6 67.7 71.3 29.2 31.4 43.0 43.8 Old : 48.4 46.6 67.7 71.3 29.2 31.4 43.0 43.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 279,724: 98,295 164,849 50,103 7,881 18,724 36,381 9,887 16,386 11,556 26,685 8,725: 39,554 26,587 Old : 279,724: 98,295 164,849 50,103 7,881 18,724 36,381 9,887 16,386 11,556 26,685 8,725: 39,554 26,587 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 5,791: 11,551 3,055 -534 247 -781 -3,825 913 -889 993 -32 586: -1,310 2,692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.1 58.9 17.9 2.8 6.7 13.0 3.5 5.9 4.1 9.5 3.1: 14.1 9.5 Old : 100.0: 35.1 58.9 17.9 2.8 6.7 13.0 3.5 5.9 4.1 9.5 3.1: 14.1 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 163: 64 72 15 4 14 27 11 21 12 10 14: Old : 163: 64 72 15 4 14 27 11 21 12 10 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.7 22.1 23.8 35.7 10.1 13.8 18.0 21.8 Old : 13.7 22.1 23.8 35.7 10.1 13.8 18.0 21.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 12,040: 8,257 7,174 1,075 1,352 2,058 100 0 0 200 956 350: 0 150 Old : 12,040: 8,257 7,174 1,075 1,352 2,058 100 0 0 200 956 350: 0 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 805: 468 675 182 -410 155 0 0 0 -200 135 200: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 59.6 8.9 11.2 17.1 0.8 0.0 0.0 1.7 7.9 2.9: 0.0 1.2 Old : 100.0: 68.6 59.6 8.9 11.2 17.1 0.8 0.0 0.0 1.7 7.9 2.9: 0.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 32 30 7 5 10 . 0 0 . 5 .: Old : 63: 32 30 7 5 10 . 0 0 . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.0 28.5 40.5 44.6 23.3 20.0 34.9 33.7 Old : 25.0 28.5 40.5 44.6 23.3 20.0 34.9 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,607: 5,564 5,350 850 1,892 1,015 770 0 0 250 205 0: 158 145 Old : 8,607: 5,564 5,350 850 1,892 1,015 770 0 0 250 205 0: 158 145 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 500: 350 425 75 0 75 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 62.2 9.9 22.0 11.8 8.9 0.0 0.0 2.9 2.4 0.0: 1.8 1.7 Old : 100.0: 64.6 62.2 9.9 22.0 11.8 8.9 0.0 0.0 2.9 2.4 0.0: 1.8 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 17 13 5 6 8 4 0 0 . . 0: Old : 42: 17 13 5 6 8 4 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 40.1 60.5 62.2 31.5 38.0 45.0 55.4 Old : 44.5 40.1 60.5 62.2 31.5 38.0 45.0 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 5,954: 3,839 3,885 300 1,475 50 125 94 0 1,211 0 429: 0 21 Old : 5,954: 3,839 3,885 300 1,475 50 125 94 0 1,211 0 429: 0 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 65.3 5.0 24.8 0.8 2.1 1.6 0.0 20.3 0.0 7.2: 0.0 0.4 Old : 100.0: 64.5 65.3 5.0 24.8 0.8 2.1 1.6 0.0 20.3 0.0 7.2: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 7 . . . . . 0 . 0 .: Old : 20: 10 7 . . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 72.8 85.3 94.7 43.9 52.8 56.1 57.9 Old : 59.4 72.8 85.3 94.7 43.9 52.8 56.1 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 10,138: 7,199 6,626 0 682 106 857 78 208 360 1,114 756: 652 568 Old : 10,138: 7,199 6,626 0 682 106 857 78 208 360 1,114 756: 652 568 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 66: -169 294 0 -264 -1 36 3 23 14 -151 155: 8 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 65.4 0.0 6.7 1.0 8.5 0.8 2.1 3.6 11.0 7.5: 6.4 5.6 Old : 100.0: 71.0 65.4 0.0 6.7 1.0 8.5 0.8 2.1 3.6 11.0 7.5: 6.4 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 18 18 0 . . 5 . . 4 . 4: Old : 35: 18 18 0 . . 5 . . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 48.0 64.9 72.4 27.3 24.0 35.9 36.9 Old : 46.9 48.0 64.9 72.4 27.3 24.0 35.9 36.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 14,370: 13,528 12,103 10 575 248 18 0 40 193 1,055 120: 213 229 Old : 14,370: 13,528 12,103 10 575 248 18 0 40 193 1,055 120: 213 229 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 321: 208 419 10 -122 -11 18 -22 12 0 -101 28: 56 118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.1 84.2 0.1 4.0 1.7 0.1 0.0 0.3 1.3 7.3 0.8: 1.5 1.6 Old : 100.0: 94.1 84.2 0.1 4.0 1.7 0.1 0.0 0.3 1.3 7.3 0.8: 1.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 32 34 . . . . 0 . . 6 4: Old : 53: 32 34 . . . . 0 . . 6 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 31.1 52.9 51.4 23.7 24.3 35.8 34.3 Old : 33.6 31.1 52.9 51.4 23.7 24.3 35.8 34.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,632: 1,781 1,817 0 83 6 63 0 146 62 93 0: 574 487 Old : 2,632: 1,781 1,817 0 83 6 63 0 146 62 93 0: 574 487 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 134: 146 266 0 5 0 49 0 -28 32 -30 0: -65 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 69.0 0.0 3.2 0.2 2.4 0.0 5.5 2.4 3.5 0.0: 21.8 18.5 Old : 100.0: 67.7 69.0 0.0 3.2 0.2 2.4 0.0 5.5 2.4 3.5 0.0: 21.8 18.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 22 21 0 . . . 0 . . . 0: Old : 30: 22 21 0 . . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.6 30.7 42.1 43.7 15.9 18.7 21.6 24.9 Old : 25.6 30.7 42.1 43.7 15.9 18.7 21.6 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,551: 981 984 119 0 32 0 0 0 73 239 0: 346 296 Old : 1,551: 981 984 119 0 32 0 0 0 73 239 0: 346 296 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 60: 102 -30 -10 0 0 0 0 0 27 57 0: -59 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 63.4 7.7 0.0 2.1 0.0 0.0 0.0 4.7 15.4 0.0: 22.3 19.1 Old : 100.0: 63.2 63.4 7.7 0.0 2.1 0.0 0.0 0.0 4.7 15.4 0.0: 22.3 19.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 18 . 0 . 0 0 0 . . 0: Old : 29: 16 18 . 0 . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.0 31.1 49.5 47.6 27.5 30.2 41.0 44.6 Old : 29.0 31.1 49.5 47.6 27.5 30.2 41.0 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 433,813: 135,228 125,447 37,189 73,962 66,434 30,846 16,640 24,754 11,046 5,349 107,984: 20,332 13,243 Old : 433,813: 135,228 125,447 37,189 73,962 66,434 30,846 16,640 24,754 11,046 5,349 107,984: 20,332 13,243 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 6,424: 3,717 -4,938 -8,894 5,466 -2,846 3,779 1,700 1,031 782 -1,361 9,649: -794 -2,277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 28.9 8.6 17.0 15.3 7.1 3.8 5.7 2.5 1.2 24.9: 4.7 3.1 Old : 100.0: 31.2 28.9 8.6 17.0 15.3 7.1 3.8 5.7 2.5 1.2 24.9: 4.7 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 119: 36 35 12 18 24 13 10 16 14 11 28: Old : 119: 36 35 12 18 24 13 10 16 14 11 28: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.8 27.1 40.6 38.4 9.8 10.8 15.7 16.4 Old : 27.8 27.1 40.6 38.4 9.8 10.8 15.7 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,346,495: 150,934 268,168 206,265 265,119 218,282 219,394 45,013 200,689 92,910 117,988 166,173: 91,848 65,063 Old : 1,346,495: 150,934 268,168 206,265 265,119 218,282 219,394 45,013 200,689 92,910 117,988 166,173: 91,848 65,063 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 13,951: 573 -345 -191 -7,026 2,038 8,640 8,582 -6,635 -4,526 2,033 8,454: 5,598 6,850 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 19.9 15.3 19.7 16.2 16.3 3.3 14.9 6.9 8.8 12.3: 6.8 4.8 Old : 100.0: 11.2 19.9 15.3 19.7 16.2 16.3 3.3 14.9 6.9 8.8 12.3: 6.8 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 318: 41 48 22 27 44 75 36 69 38 56 78: Old : 318: 41 48 22 27 44 75 36 69 38 56 78: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.9 14.1 29.9 24.0 15.1 11.3 20.7 17.6 Old : 19.9 14.1 29.9 24.0 15.1 11.3 20.7 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 199,908: 40,257 28,152 40,291 73,985 31,216 685 0 1,008 47,412 16,258 2,673: 36,366 46,616 Old : 199,908: 40,257 28,152 40,291 73,985 31,216 685 0 1,008 47,412 16,258 2,673: 36,366 46,616 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 2,962: 294 -615 -568 -586 1,256 12 0 -12 1,647 782 -294: 627 2,431 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 14.1 20.2 37.0 15.6 0.3 0.0 0.5 23.7 8.1 1.3: 18.2 23.3 Old : 100.0: 20.1 14.1 20.2 37.0 15.6 0.3 0.0 0.5 23.7 8.1 1.3: 18.2 23.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 7 8 7 8 13 . 0 . 4 7 6: Old : 36: 7 8 7 8 13 . 0 . 4 7 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.3 30.5 58.8 48.2 39.0 27.1 53.0 40.5 Old : 40.3 30.5 58.8 48.2 39.0 27.1 53.0 40.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 19,631: 8,793 11,810 5,200 1,128 4,642 0 50 25 200 1,225 750: 21 1 Old : 19,631: 8,793 11,810 5,200 1,128 4,642 0 50 25 200 1,225 750: 21 1 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 3,103: 618 811 199 -94 2,086 0 0 0 0 100 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.8 60.2 26.5 5.7 23.6 0.0 0.3 0.1 1.0 6.2 3.8: 0.1 0.0 Old : 100.0: 44.8 60.2 26.5 5.7 23.6 0.0 0.3 0.1 1.0 6.2 3.8: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 18 16 7 7 13 0 . . . 4 .: Old : 45: 18 16 7 7 13 0 . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 41.6 55.7 65.3 26.5 34.0 38.5 43.3 Old : 34.5 41.6 55.7 65.3 26.5 34.0 38.5 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 61,272: 5,307 2,076 25,488 16,781 19,505 3,284 5,927 59 1,620 7,178 2,747: 3,262 6,999 Old : 61,272: 5,307 2,076 25,488 16,781 19,505 3,284 5,927 59 1,620 7,178 2,747: 3,262 6,999 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 4,091: 264 0 783 23 1,618 178 1,000 -164 720 0 940: -248 674 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 3.4 41.6 27.4 31.8 5.4 9.7 0.1 2.6 11.7 4.5: 5.3 11.4 Old : 100.0: 8.7 3.4 41.6 27.4 31.8 5.4 9.7 0.1 2.6 11.7 4.5: 5.3 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 4 . 8 9 14 . . . . . 5: Old : 31: 4 . 8 9 14 . . . . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 43.9 71.1 64.9 37.1 34.8 50.7 45.3 Old : 52.7 43.9 71.1 64.9 37.1 34.8 50.7 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 31,198: 200 2,515 12,163 11,252 11,170 3,686 1,127 970 0 875 1,075: 1,934 2,214 Old : 31,198: 200 2,515 12,163 11,252 11,170 3,686 1,127 970 0 875 1,075: 1,934 2,214 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 2,224: 0 264 -55 1,635 648 1,054 0 -48 0 -700 675: -50 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 8.1 39.0 36.1 35.8 11.8 3.6 3.1 0.0 2.8 3.4: 6.2 7.1 Old : 100.0: 0.6 8.1 39.0 36.1 35.8 11.8 3.6 3.1 0.0 2.8 3.4: 6.2 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: . . 6 6 12 . . . 0 . .: Old : 23: . . 6 6 12 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 56.6 69.2 73.7 40.0 33.1 49.7 44.5 Old : 53.9 56.6 69.2 73.7 40.0 33.1 49.7 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,270: 2,655 1,260 2,755 6,350 1,585 2,227 0 0 0 50 0: 48 25 Old : 9,270: 2,655 1,260 2,755 6,350 1,585 2,227 0 0 0 50 0: 48 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 -30 30 0 0 0 0 0 0: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 13.6 29.7 68.5 17.1 24.0 0.0 0.0 0.0 0.5 0.0: 0.5 0.3 Old : 100.0: 28.6 13.6 29.7 68.5 17.1 24.0 0.0 0.0 0.0 0.5 0.0: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 8 8 5 8 4 . 0 0 0 . 0: Old : 30: 8 8 5 8 4 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 76.1 83.4 88.6 59.1 62.5 73.2 73.3 Old : 60.1 76.1 83.4 88.6 59.1 62.5 73.2 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 274,100: 100,447 182,911 30,915 10,007 15,597 66,116 5,585 22,532 12,295 16,746 7,697: 18,501 13,025 Old : 274,100: 100,447 182,911 30,915 10,007 15,597 66,116 5,585 22,532 12,295 16,746 7,697: 18,501 13,025 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 3,701: -2,278 1,003 1,715 -845 1,127 895 -911 4,705 -192 -252 -1,333: -938 207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 66.7 11.3 3.7 5.7 24.1 2.0 8.2 4.5 6.1 2.8: 6.7 4.8 Old : 100.0: 36.6 66.7 11.3 3.7 5.7 24.1 2.0 8.2 4.5 6.1 2.8: 6.7 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 198: 64 75 15 5 14 60 9 37 12 10 12: Old : 198: 64 75 15 5 14 60 9 37 12 10 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.8 21.9 24.5 37.0 10.3 15.6 17.3 23.1 Old : 15.8 21.9 24.5 37.0 10.3 15.6 17.3 23.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 19,880: 6,016 9,145 0 2,982 567 2,360 0 903 5,292 0 90: 4,652 6,193 Old : 19,880: 6,016 9,145 0 2,982 567 2,360 0 903 5,292 0 90: 4,652 6,193 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 600: 176 398 -67 8 67 -150 0 0 561 0 0: 13 127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 46.0 0.0 15.0 2.9 11.9 0.0 4.5 26.6 0.0 0.5: 23.4 31.2 Old : 100.0: 30.3 46.0 0.0 15.0 2.9 11.9 0.0 4.5 26.6 0.0 0.5: 23.4 31.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 9 11 0 . . . 0 . 4 0 .: Old : 22: 9 11 0 . . . 0 . 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 40.5 67.2 58.3 48.6 38.0 61.6 51.9 Old : 52.1 40.5 67.2 58.3 48.6 38.0 61.6 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,339: 4,230 4,680 1,226 543 1,313 0 0 0 400 633 150: 20 20 Old : 7,339: 4,230 4,680 1,226 543 1,313 0 0 0 400 633 150: 20 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 175: 379 329 0 50 -154 0 0 0 0 0 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 63.8 16.7 7.4 17.9 0.0 0.0 0.0 5.5 8.6 2.0: 0.3 0.3 Old : 100.0: 57.6 63.8 16.7 7.4 17.9 0.0 0.0 0.0 5.5 8.6 2.0: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 16 21 7 5 7 0 0 0 . . .: Old : 41: 16 21 7 5 7 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 32.6 63.1 55.4 37.7 28.6 48.3 41.2 Old : 42.6 32.6 63.1 55.4 37.7 28.6 48.3 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 52,916: 46,672 27,362 3,608 23,690 1,396 575 134 0 0 0 0: 665 334 Old : 52,916: 46,672 27,362 3,608 23,690 1,396 575 134 0 0 0 0: 665 334 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 1,601: 1,870 1,183 62 777 -335 0 0 0 0 0 0: 4 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 51.7 6.8 44.8 2.6 1.1 0.3 0.0 0.0 0.0 0.0: 1.3 0.6 Old : 100.0: 88.2 51.7 6.8 44.8 2.6 1.1 0.3 0.0 0.0 0.0 0.0: 1.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 34 26 5 8 8 . . 0 0 0 0: Old : 56: 34 26 5 8 8 . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 55.8 72.6 70.6 58.3 54.1 67.1 66.7 Old : 58.9 55.8 72.6 70.6 58.3 54.1 67.1 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 13,295: 9,880 7,786 2,666 4,705 629 0 150 0 0 0 0: 120 25 Old : 13,295: 9,880 7,786 2,666 4,705 629 0 150 0 0 0 0: 120 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 219: -140 0 315 0 44 0 150 0 0 0 0: 0 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.3 58.6 20.1 35.4 4.7 0.0 1.1 0.0 0.0 0.0 0.0: 0.9 0.2 Old : 100.0: 74.3 58.6 20.1 35.4 4.7 0.0 1.1 0.0 0.0 0.0 0.0: 0.9 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 10 13 8 . 4 0 . 0 0 0 0: Old : 26: 10 13 8 . 4 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 77.3 82.8 90.7 46.5 67.0 63.5 72.5 Old : 64.0 77.3 82.8 90.7 46.5 67.0 63.5 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 6,490: 4,395 2,410 1,330 1,040 565 0 0 0 200 2,475 0: 0 0 Old : 6,490: 4,395 2,410 1,330 1,040 565 0 0 0 200 2,475 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 475: 50 200 200 150 75 0 0 0 150 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 37.1 20.5 16.0 8.7 0.0 0.0 0.0 3.1 38.1 0.0: 0.0 0.0 Old : 100.0: 67.7 37.1 20.5 16.0 8.7 0.0 0.0 0.0 3.1 38.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 11 7 4 7 0 0 0 . . 0: Old : 39: 20 11 7 4 7 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 69.5 60.4 84.7 35.7 57.9 53.1 71.3 Old : 37.3 69.5 60.4 84.7 35.7 57.9 53.1 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 3,695: 1,897 2,395 456 277 843 0 0 0 9 0 78: 412 102 Old : 3,695: 1,897 2,395 456 277 843 0 0 0 9 0 78: 412 102 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.3 64.8 12.3 7.5 22.8 0.0 0.0 0.0 0.2 0.0 2.1: 11.2 2.8 Old : 100.0: 51.3 64.8 12.3 7.5 22.8 0.0 0.0 0.0 0.2 0.0 2.1: 11.2 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 8 5 . . 0 0 0 . 0 .: Old : 22: 10 8 5 . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 62.8 70.9 88.5 28.2 41.7 38.3 52.3 Old : 53.9 62.8 70.9 88.5 28.2 41.7 38.3 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 24,640: 15,109 13,334 5,557 3,615 2,279 0 3,597 0 752 779 933: 10 103 Old : 24,640: 15,109 13,334 5,557 3,615 2,279 0 3,597 0 752 779 933: 10 103 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 1,146: 795 363 135 -75 216 0 0 0 0 642 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 54.1 22.6 14.7 9.2 0.0 14.6 0.0 3.1 3.2 3.8: 0.0 0.4 Old : 100.0: 61.3 54.1 22.6 14.7 9.2 0.0 14.6 0.0 3.1 3.2 3.8: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 24 28 9 8 11 0 . 0 . . 4: Old : 60: 24 28 9 8 11 0 . 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 38.6 54.3 54.9 29.8 37.6 45.9 50.2 Old : 35.4 38.6 54.3 54.9 29.8 37.6 45.9 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 4,370: 3,317 1,533 614 514 143 0 1,866 0 264 160 0: 32 154 Old : 4,370: 3,317 1,533 614 514 143 0 1,866 0 264 160 0: 32 154 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 35.1 14.1 11.8 3.3 0.0 42.7 0.0 6.0 3.7 0.0: 0.7 3.5 Old : 100.0: 75.9 35.1 14.1 11.8 3.3 0.0 42.7 0.0 6.0 3.7 0.0: 0.7 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 5 8 . 5 . 0 . 0 . . 0: Old : 21: 5 8 . 5 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.0 60.1 98.5 84.0 76.5 60.0 84.3 74.9 Old : 86.0 60.1 98.5 84.0 76.5 60.0 84.3 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 12,387: 9,254 7,485 257 3,134 146 1,844 676 500 135 159 112: 139 175 Old : 12,387: 9,254 7,485 257 3,134 146 1,844 676 500 135 159 112: 139 175 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 784: 456 412 0 51 75 165 91 0 0 -5 0: 88 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 60.4 2.1 25.3 1.2 14.9 5.5 4.0 1.1 1.3 0.9: 1.1 1.4 Old : 100.0: 74.7 60.4 2.1 25.3 1.2 14.9 5.5 4.0 1.1 1.3 0.9: 1.1 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 23 20 . 8 5 . . . . . .: Old : 45: 23 20 . 8 5 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 43.4 69.8 69.1 46.5 40.3 64.6 61.1 Old : 46.5 43.4 69.8 69.1 46.5 40.3 64.6 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, December 13, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 33,135: 14,945 16,841 3,460 9,696 2,983 25 2,321 175 10,696 75 641: 210 403 Old : 33,135: 14,945 16,841 3,460 9,696 2,983 25 2,321 175 10,696 75 641: 210 403 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 295: 430 175 0 60 -60 0 120 0 -75 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 50.8 10.4 29.3 9.0 0.1 7.0 0.5 32.3 0.2 1.9: 0.6 1.2 Old : 100.0: 45.1 50.8 10.4 29.3 9.0 0.1 7.0 0.5 32.3 0.2 1.9: 0.6 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 15 22 8 10 9 . . . 5 . 4: Old : 52: 15 22 8 10 9 . . . 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 49.3 73.8 64.5 58.8 48.0 67.3 59.5 Old : 62.3 49.3 73.8 64.5 58.8 48.0 67.3 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011