GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 45,990: 33,058 39,715 6,858 466 5,467 0 0 0 394 0 0: 213 342
Old : 45,990: 33,058 39,715 6,858 466 5,467 0 0 0 394 0 0: 213 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 4,349: 3,165 3,503 275 24 767 0 0 0 0 0 0: 142 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 86.4 14.9 1.0 11.9 0.0 0.0 0.0 0.9 0.0 0.0: 0.5 0.7
Old : 100.0: 71.9 86.4 14.9 1.0 11.9 0.0 0.0 0.0 0.9 0.0 0.0: 0.5 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 : 62: 27 38 11 5 11 0 0 0 . 0 0:
Old : 62: 27 38 11 5 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 : 35.9 32.9 60.8 49.3 17.1 13.6 24.6 22.3
Old : 35.9 32.9 60.8 49.3 17.1 13.6 24.6 22.3
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 20, 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 : 18,752: 14,507 15,942 1,600 230 2,496 0 0 0 0 0 0: 149 84
Old : 18,752: 14,507 15,942 1,600 230 2,496 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 13, 2011 :
: 3,521: 3,543 3,926 383 0 -405 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 85.0 8.5 1.2 13.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.4
Old : 100.0: 77.4 85.0 8.5 1.2 13.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 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 : 33: 20 24 . . 4 0 0 0 0 0 0:
Old : 33: 20 24 . . 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 : 42.8 44.4 74.8 70.5 13.7 13.6 19.5 18.8
Old : 42.8 44.4 74.8 70.5 13.7 13.6 19.5 18.8
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 20, 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 : 10,915: 6,381 6,330 640 404 2,737 0 0 0 141 458 155: 861 831
Old : 10,915: 6,381 6,330 640 404 2,737 0 0 0 141 458 155: 861 831
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 549: 479 370 54 68 78 0 0 0 44 85 -20: -86 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 58.0 5.9 3.7 25.1 0.0 0.0 0.0 1.3 4.2 1.4: 7.9 7.6
Old : 100.0: 58.5 58.0 5.9 3.7 25.1 0.0 0.0 0.0 1.3 4.2 1.4: 7.9 7.6
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 : 45: 23 27 7 7 14 0 0 0 . . .:
Old : 45: 23 27 7 7 14 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 : 32.9 26.6 51.5 41.9 14.3 8.6 17.3 13.4
Old : 32.9 26.6 51.5 41.9 14.3 8.6 17.3 13.4
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 20, 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 : 6,745: 3,621 4,601 983 232 744 0 46 25 453 40 287: 632 770
Old : 6,745: 3,621 4,601 983 232 744 0 46 25 453 40 287: 632 770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 419: 315 371 -23 56 -18 0 0 0 83 5 -15: 77 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 68.2 14.6 3.4 11.0 0.0 0.7 0.4 6.7 0.6 4.3: 9.4 11.4
Old : 100.0: 53.7 68.2 14.6 3.4 11.0 0.0 0.7 0.4 6.7 0.6 4.3: 9.4 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 : 53: 30 30 8 4 11 0 . . . . .:
Old : 53: 30 30 8 4 11 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 : 28.9 28.9 43.7 45.6 18.7 27.6 28.4 34.2
Old : 28.9 28.9 43.7 45.6 18.7 27.6 28.4 34.2
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 20, 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 : 3,886: 2,542 1,921 409 382 292 105 0 0 21 0 62: 455 1,229
Old : 3,886: 2,542 1,921 409 382 292 105 0 0 21 0 62: 455 1,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 100: 120 133 0 15 0 15 0 0 0 0 0: -35 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 49.4 10.5 9.8 7.5 2.7 0.0 0.0 0.5 0.0 1.6: 11.7 31.6
Old : 100.0: 65.4 49.4 10.5 9.8 7.5 2.7 0.0 0.0 0.5 0.0 1.6: 11.7 31.6
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 : 23: 12 15 . 4 6 . 0 0 . 0 .:
Old : 23: 12 15 . 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 : 54.2 30.9 69.0 47.8 45.3 18.9 50.2 26.6
Old : 54.2 30.9 69.0 47.8 45.3 18.9 50.2 26.6
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 20, 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 : 3,055: 1,513 1,504 144 245 484 0 0 0 140 493 6: 768 323
Old : 3,055: 1,513 1,504 144 245 484 0 0 0 140 493 6: 768 323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 87: 105 125 -25 -15 37 0 0 0 45 0 0: -75 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 49.2 4.7 8.0 15.8 0.0 0.0 0.0 4.6 16.1 0.2: 25.1 10.6
Old : 100.0: 49.5 49.2 4.7 8.0 15.8 0.0 0.0 0.0 4.6 16.1 0.2: 25.1 10.6
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 : 30: 14 15 4 . 6 0 0 0 . . .:
Old : 30: 14 15 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 : 23.0 41.7 39.6 62.8 19.0 32.7 28.9 44.3
Old : 23.0 41.7 39.6 62.8 19.0 32.7 28.9 44.3
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 20, 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 : 9,105: 7,711 8,233 808 326 415 0 0 0 0 0 0: 171 131
Old : 9,105: 7,711 8,233 808 326 415 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 13, 2011 :
: -25: -125 0 100 -25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 90.4 8.9 3.6 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.4
Old : 100.0: 84.7 90.4 8.9 3.6 4.6 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 : 27: 14 12 . 4 . 0 0 0 0 0 0:
Old : 27: 14 12 . 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 : 50.0 75.5 79.3 89.8 44.2 63.2 67.3 69.2
Old : 50.0 75.5 79.3 89.8 44.2 63.2 67.3 69.2
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 20, 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 : 24,303: 18,287 19,454 3,038 1,423 2,852 0 0 0 0 448 126: 0 0
Old : 24,303: 18,287 19,454 3,038 1,423 2,852 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 13, 2011 :
: 1,944: 821 1,552 641 -90 482 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 80.0 12.5 5.9 11.7 0.0 0.0 0.0 0.0 1.8 0.5: 0.0 0.0
Old : 100.0: 75.2 80.0 12.5 5.9 11.7 0.0 0.0 0.0 0.0 1.8 0.5: 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 : 36: 17 16 6 5 10 0 0 0 0 . .:
Old : 36: 17 16 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 : 42.8 47.8 62.7 70.4 21.8 27.2 35.2 36.6
Old : 42.8 47.8 62.7 70.4 21.8 27.2 35.2 36.6
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 20, 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 : 272,461: 94,177 151,616 50,326 8,145 18,751 31,696 15,376 17,772 14,252 23,105 7,598: 37,889 30,098
Old : 272,461: 94,177 151,616 50,326 8,145 18,751 31,696 15,376 17,772 14,252 23,105 7,598: 37,889 30,098
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -7,263: -4,118 -13,233 223 264 27 -4,685 5,489 1,386 2,696 -3,580 -1,127: -1,665 3,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 55.6 18.5 3.0 6.9 11.6 5.6 6.5 5.2 8.5 2.8: 13.9 11.0
Old : 100.0: 34.6 55.6 18.5 3.0 6.9 11.6 5.6 6.5 5.2 8.5 2.8: 13.9 11.0
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 : 155: 60 68 14 4 13 24 15 22 13 8 16:
Old : 155: 60 68 14 4 13 24 15 22 13 8 16:
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 : 12.0 19.8 22.4 31.7 10.5 13.0 18.7 19.4
Old : 12.0 19.8 22.4 31.7 10.5 13.0 18.7 19.4
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 20, 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 : 13,104: 8,883 7,557 975 1,239 2,546 100 0 0 300 1,312 300: 0 150
Old : 13,104: 8,883 7,557 975 1,239 2,546 100 0 0 300 1,312 300: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,064: 626 383 -100 -113 488 0 0 0 100 356 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 57.7 7.4 9.5 19.4 0.8 0.0 0.0 2.3 10.0 2.3: 0.0 1.1
Old : 100.0: 67.8 57.7 7.4 9.5 19.4 0.8 0.0 0.0 2.3 10.0 2.3: 0.0 1.1
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 : 66: 35 31 7 5 9 . 0 0 4 5 .:
Old : 66: 35 31 7 5 9 . 0 0 4 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 : 25.8 27.7 42.7 44.6 23.3 19.1 35.9 31.9
Old : 25.8 27.7 42.7 44.6 23.3 19.1 35.9 31.9
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 20, 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 : 8,982: 5,639 5,575 1,000 1,592 1,165 770 0 0 250 505 0: 158 145
Old : 8,982: 5,639 5,575 1,000 1,592 1,165 770 0 0 250 505 0: 158 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 375: 75 225 150 -300 150 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 62.1 11.1 17.7 13.0 8.6 0.0 0.0 2.8 5.6 0.0: 1.8 1.6
Old : 100.0: 62.8 62.1 11.1 17.7 13.0 8.6 0.0 0.0 2.8 5.6 0.0: 1.8 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 : 43: 17 13 5 6 9 4 0 0 . 4 0:
Old : 43: 17 13 5 6 9 4 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 : 42.7 41.8 59.6 62.2 28.8 38.1 42.2 53.1
Old : 42.7 41.8 59.6 62.2 28.8 38.1 42.2 53.1
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 20, 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 : 9,872: 7,073 6,547 0 562 91 784 78 221 350 1,141 713: 640 519
Old : 9,872: 7,073 6,547 0 562 91 784 78 221 350 1,141 713: 640 519
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -266: -126 -79 0 -120 -15 -73 0 13 -10 27 -43: -12 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 66.3 0.0 5.7 0.9 7.9 0.8 2.2 3.5 11.6 7.2: 6.5 5.3
Old : 100.0: 71.6 66.3 0.0 5.7 0.9 7.9 0.8 2.2 3.5 11.6 7.2: 6.5 5.3
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 : 33: 18 18 0 . . . . . 4 . 4:
Old : 33: 18 18 0 . . . . . 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 : 48.7 52.0 65.5 74.3 24.9 23.7 34.8 36.2
Old : 48.7 52.0 65.5 74.3 24.9 23.7 34.8 36.2
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 20, 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 : 14,561: 13,823 12,305 0 733 190 18 0 40 193 1,016 138: 159 139
Old : 14,561: 13,823 12,305 0 733 190 18 0 40 193 1,016 138: 159 139
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 191: 295 202 -10 158 -58 0 0 0 0 -39 18: -54 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 84.5 0.0 5.0 1.3 0.1 0.0 0.3 1.3 7.0 0.9: 1.1 1.0
Old : 100.0: 94.9 84.5 0.0 5.0 1.3 0.1 0.0 0.3 1.3 7.0 0.9: 1.1 1.0
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 : 55: 34 35 0 . . . 0 . . 7 4:
Old : 55: 34 35 0 . . . 0 . . 7 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 : 34.2 30.8 55.1 51.1 23.6 23.8 34.6 33.8
Old : 34.2 30.8 55.1 51.1 23.6 23.8 34.6 33.8
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 20, 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 : 2,582: 1,715 1,780 0 84 6 113 0 56 62 93 0: 630 563
Old : 2,582: 1,715 1,780 0 84 6 113 0 56 62 93 0: 630 563
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -50: -66 -37 0 1 0 50 0 -90 0 0 0: 56 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 68.9 0.0 3.3 0.2 4.4 0.0 2.2 2.4 3.6 0.0: 24.4 21.8
Old : 100.0: 66.4 68.9 0.0 3.3 0.2 4.4 0.0 2.2 2.4 3.6 0.0: 24.4 21.8
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 : 27: 20 20 0 . . . 0 . . . 0:
Old : 27: 20 20 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 : 27.2 31.8 45.0 45.5 17.5 18.9 23.9 24.2
Old : 27.2 31.8 45.0 45.5 17.5 18.9 23.9 24.2
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 20, 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 : 1,687: 1,053 1,014 170 0 26 0 0 0 93 315 25: 320 307
Old : 1,687: 1,053 1,014 170 0 26 0 0 0 93 315 25: 320 307
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 136: 72 30 51 0 -6 0 0 0 20 76 25: -26 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 60.1 10.1 0.0 1.5 0.0 0.0 0.0 5.5 18.7 1.5: 19.0 18.2
Old : 100.0: 62.4 60.1 10.1 0.0 1.5 0.0 0.0 0.0 5.5 18.7 1.5: 19.0 18.2
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 : 31: 19 20 . 0 . 0 0 0 . . .:
Old : 31: 19 20 . 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 : 27.6 32.4 49.5 48.2 26.0 32.4 42.7 45.7
Old : 27.6 32.4 49.5 48.2 26.0 32.4 42.7 45.7
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 20, 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 : 394,951: 119,975 112,708 37,690 69,571 59,321 27,219 14,227 21,617 12,151 6,320 64,765: 52,213 46,422
Old : 394,951: 119,975 112,708 37,690 69,571 59,321 27,219 14,227 21,617 12,151 6,320 64,765: 52,213 46,422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -38,862: -15,253 -12,739 501 -4,391 -7,113 -3,627 -2,413 -3,137 1,105 971 -43,219: 31,881 33,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 28.5 9.5 17.6 15.0 6.9 3.6 5.5 3.1 1.6 16.4: 13.2 11.8
Old : 100.0: 30.4 28.5 9.5 17.6 15.0 6.9 3.6 5.5 3.1 1.6 16.4: 13.2 11.8
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 : 110: 32 32 9 19 22 11 9 13 16 8 27:
Old : 110: 32 32 9 19 22 11 9 13 16 8 27:
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 : 20.2 19.5 33.0 31.4 10.9 11.5 16.0 17.5
Old : 20.2 19.5 33.0 31.4 10.9 11.5 16.0 17.5
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 20, 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 : 1,298,500: 154,546 262,309 214,757 263,122 213,232 197,370 46,066 201,663 91,925 105,187 149,090: 75,917 57,831
Old : 1,298,500: 154,546 262,309 214,757 263,122 213,232 197,370 46,066 201,663 91,925 105,187 149,090: 75,917 57,831
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -47,995: 3,612 -5,859 8,492 -1,997 -5,050 -22,024 1,053 974 -985 -12,801 -17,083: -15,931 -7,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.2 16.5 20.3 16.4 15.2 3.5 15.5 7.1 8.1 11.5: 5.8 4.5
Old : 100.0: 11.9 20.2 16.5 20.3 16.4 15.2 3.5 15.5 7.1 8.1 11.5: 5.8 4.5
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 : 299: 43 54 23 25 39 65 32 61 32 53 66:
Old : 299: 43 54 23 25 39 65 32 61 32 53 66:
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 : 20.9 14.7 31.4 25.1 16.0 11.4 21.9 18.0
Old : 20.9 14.7 31.4 25.1 16.0 11.4 21.9 18.0
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 20, 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 : 200,567: 40,955 28,324 40,044 74,133 31,157 925 0 768 47,229 15,384 2,790: 36,699 48,011
Old : 200,567: 40,955 28,324 40,044 74,133 31,157 925 0 768 47,229 15,384 2,790: 36,699 48,011
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 659: 698 172 -247 148 -59 240 0 -240 -183 -874 117: 333 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 14.1 20.0 37.0 15.5 0.5 0.0 0.4 23.5 7.7 1.4: 18.3 23.9
Old : 100.0: 20.4 14.1 20.0 37.0 15.5 0.5 0.0 0.4 23.5 7.7 1.4: 18.3 23.9
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 : 35: 8 8 7 8 13 . 0 . 4 6 7:
Old : 35: 8 8 7 8 13 . 0 . 4 6 7:
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 : 40.1 30.7 58.4 48.2 38.6 26.8 52.4 40.1
Old : 40.1 30.7 58.4 48.2 38.6 26.8 52.4 40.1
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 20, 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 : 21,839: 10,255 12,707 5,252 1,570 5,336 0 25 25 200 1,425 750: 21 1
Old : 21,839: 10,255 12,707 5,252 1,570 5,336 0 25 25 200 1,425 750: 21 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 2,208: 1,462 897 52 442 694 0 -25 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 58.2 24.0 7.2 24.4 0.0 0.1 0.1 0.9 6.5 3.4: 0.1 0.0
Old : 100.0: 47.0 58.2 24.0 7.2 24.4 0.0 0.1 0.1 0.9 6.5 3.4: 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 : 47: 19 17 7 8 14 0 . . . 4 .:
Old : 47: 19 17 7 8 14 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 : 34.4 37.4 54.9 59.8 22.8 30.7 35.4 39.9
Old : 34.4 37.4 54.9 59.8 22.8 30.7 35.4 39.9
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 20, 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 : 59,777: 4,628 1,920 26,750 17,547 17,272 3,106 6,162 59 1,485 7,136 2,747: 3,730 6,934
Old : 59,777: 4,628 1,920 26,750 17,547 17,272 3,106 6,162 59 1,485 7,136 2,747: 3,730 6,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,495: -679 -156 1,262 766 -2,233 -178 235 0 -135 -42 0: 468 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 3.2 44.7 29.4 28.9 5.2 10.3 0.1 2.5 11.9 4.6: 6.2 11.6
Old : 100.0: 7.7 3.2 44.7 29.4 28.9 5.2 10.3 0.1 2.5 11.9 4.6: 6.2 11.6
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 : 30: . . 8 9 14 . . . . . 5:
Old : 30: . . 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 : 54.0 44.4 70.5 64.0 40.1 37.5 53.5 48.1
Old : 54.0 44.4 70.5 64.0 40.1 37.5 53.5 48.1
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 20, 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 : 30,684: 200 2,515 12,293 11,549 9,711 3,805 1,127 1,716 0 875 1,075: 1,884 2,116
Old : 30,684: 200 2,515 12,293 11,549 9,711 3,805 1,127 1,716 0 875 1,075: 1,884 2,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -514: 0 0 130 297 -1,459 119 0 746 0 0 0: -50 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.2 40.1 37.6 31.6 12.4 3.7 5.6 0.0 2.9 3.5: 6.1 6.9
Old : 100.0: 0.7 8.2 40.1 37.6 31.6 12.4 3.7 5.6 0.0 2.9 3.5: 6.1 6.9
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 : 24: . . 6 6 12 . . 4 0 . .:
Old : 24: . . 6 6 12 . . 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 : 50.2 54.5 68.0 71.9 41.5 32.3 51.0 44.5
Old : 50.2 54.5 68.0 71.9 41.5 32.3 51.0 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 20, 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 13, 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: 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 20, 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 : 284,648: 114,185 188,776 32,985 9,949 16,118 61,960 8,249 21,522 12,312 17,687 7,005: 18,561 15,342
Old : 284,648: 114,185 188,776 32,985 9,949 16,118 61,960 8,249 21,522 12,312 17,687 7,005: 18,561 15,342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 10,548: 13,738 5,865 2,070 -58 521 -4,156 2,664 -1,010 17 941 -692: 60 2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 66.3 11.6 3.5 5.7 21.8 2.9 7.6 4.3 6.2 2.5: 6.5 5.4
Old : 100.0: 40.1 66.3 11.6 3.5 5.7 21.8 2.9 7.6 4.3 6.2 2.5: 6.5 5.4
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 : 189: 65 74 15 4 11 47 14 33 12 10 13:
Old : 189: 65 74 15 4 11 47 14 33 12 10 13:
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 : 17.2 23.6 26.2 38.0 10.0 14.4 17.0 21.6
Old : 17.2 23.6 26.2 38.0 10.0 14.4 17.0 21.6
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 20, 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 : 20,160: 6,016 9,293 0 2,982 567 2,110 0 1,053 5,328 0 90: 4,996 6,175
Old : 20,160: 6,016 9,293 0 2,982 567 2,110 0 1,053 5,328 0 90: 4,996 6,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 280: 0 148 0 0 0 -250 0 150 36 0 0: 344 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 46.1 0.0 14.8 2.8 10.5 0.0 5.2 26.4 0.0 0.4: 24.8 30.6
Old : 100.0: 29.8 46.1 0.0 14.8 2.8 10.5 0.0 5.2 26.4 0.0 0.4: 24.8 30.6
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 : 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 : 50.9 40.5 65.9 58.7 47.9 38.0 59.7 51.9
Old : 50.9 40.5 65.9 58.7 47.9 38.0 59.7 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Disaggregated Commitments of Traders - Futures Only, December 20, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1000 U.S. Barrels) :
: : Positions :
All : 9,801: 7,812 8,298 809 0 208 0 0 0 0 0 0: 972 1,295
Old : 9,801: 7,812 8,298 809 0 208 0 0 0 0 0 0: 972 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,304: 1,225 1,350 35 0 100 0 0 0 0 0 0: -56 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 84.7 8.3 0.0 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 13.2
Old : 100.0: 79.7 84.7 8.3 0.0 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 13.2
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 : 20: 15 14 . 0 . 0 0 0 0 0 0:
Old : 20: 15 14 . 0 . 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 : 39.4 45.5 65.0 71.1 37.4 38.1 57.0 51.9
Old : 39.4 45.5 65.0 71.1 37.4 38.1 57.0 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 20, 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 : 7,730: 4,155 4,747 1,608 548 1,447 0 0 0 400 868 100: 20 20
Old : 7,730: 4,155 4,747 1,608 548 1,447 0 0 0 400 868 100: 20 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 391: -75 67 382 5 134 0 0 0 0 235 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 61.4 20.8 7.1 18.7 0.0 0.0 0.0 5.2 11.2 1.3: 0.3 0.3
Old : 100.0: 53.8 61.4 20.8 7.1 18.7 0.0 0.0 0.0 5.2 11.2 1.3: 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: 15 21 7 5 7 0 0 0 . . .:
Old : 41: 15 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 : 40.8 33.3 63.5 56.3 33.8 29.5 48.4 40.7
Old : 40.8 33.3 63.5 56.3 33.8 29.5 48.4 40.7
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 20, 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 : 52,815: 45,955 27,755 4,125 23,359 1,188 500 134 0 0 0 0: 1,047 379
Old : 52,815: 45,955 27,755 4,125 23,359 1,188 500 134 0 0 0 0: 1,047 379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -101: -717 393 517 -331 -208 -75 0 0 0 0 0: 382 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 52.6 7.8 44.2 2.2 0.9 0.3 0.0 0.0 0.0 0.0: 2.0 0.7
Old : 100.0: 87.0 52.6 7.8 44.2 2.2 0.9 0.3 0.0 0.0 0.0 0.0: 2.0 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 : 57: 33 28 6 8 8 . . 0 0 0 0:
Old : 57: 33 28 6 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 : 57.0 56.0 69.3 69.7 54.8 54.2 63.8 65.4
Old : 57.0 56.0 69.3 69.7 54.8 54.2 63.8 65.4
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 20, 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 : 14,029: 9,678 8,661 3,432 4,511 557 0 150 0 0 0 0: 362 150
Old : 14,029: 9,678 8,661 3,432 4,511 557 0 150 0 0 0 0: 362 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 734: -202 875 766 -194 -72 0 0 0 0 0 0: 242 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 61.7 24.5 32.2 4.0 0.0 1.1 0.0 0.0 0.0 0.0: 2.6 1.1
Old : 100.0: 69.0 61.7 24.5 32.2 4.0 0.0 1.1 0.0 0.0 0.0 0.0: 2.6 1.1
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 : 27: 10 14 8 . 4 0 . 0 0 0 0:
Old : 27: 10 14 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 : 61.3 74.0 80.8 87.9 45.3 63.6 59.9 69.7
Old : 61.3 74.0 80.8 87.9 45.3 63.6 59.9 69.7
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 20, 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 : 7,090: 4,395 2,560 1,795 955 700 0 0 0 200 2,875 0: 0 0
Old : 7,090: 4,395 2,560 1,795 955 700 0 0 0 200 2,875 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 600: 0 150 465 -85 135 0 0 0 0 400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 36.1 25.3 13.5 9.9 0.0 0.0 0.0 2.8 40.6 0.0: 0.0 0.0
Old : 100.0: 62.0 36.1 25.3 13.5 9.9 0.0 0.0 0.0 2.8 40.6 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 : 41: 20 11 8 . 7 0 0 0 . 4 0:
Old : 41: 20 11 8 . 7 0 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 : 37.0 71.4 59.5 85.3 35.5 60.8 52.0 72.5
Old : 37.0 71.4 59.5 85.3 35.5 60.8 52.0 72.5
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 20, 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 13, 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: 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 20, 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 : 26,019: 16,240 14,499 5,622 3,632 2,462 0 3,597 0 752 779 933: 10 117
Old : 26,019: 16,240 14,499 5,622 3,632 2,462 0 3,597 0 752 779 933: 10 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,379: 1,131 1,165 65 17 183 0 0 0 0 0 0: 0 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 55.7 21.6 14.0 9.5 0.0 13.8 0.0 2.9 3.0 3.6: 0.0 0.4
Old : 100.0: 62.4 55.7 21.6 14.0 9.5 0.0 13.8 0.0 2.9 3.0 3.6: 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 : 61: 25 29 8 9 11 0 . 0 . . 4:
Old : 61: 25 29 8 9 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 : 36.2 37.7 54.3 53.0 31.3 36.9 46.8 48.4
Old : 36.2 37.7 54.3 53.0 31.3 36.9 46.8 48.4
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 20, 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 : 4,420: 3,367 1,583 614 514 143 0 1,866 0 264 160 0: 32 154
Old : 4,420: 3,367 1,583 614 514 143 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 13, 2011 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 35.8 13.9 11.6 3.2 0.0 42.2 0.0 6.0 3.6 0.0: 0.7 3.5
Old : 100.0: 76.2 35.8 13.9 11.6 3.2 0.0 42.2 0.0 6.0 3.6 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 : 86.2 59.4 98.5 83.0 76.7 59.4 84.4 74.7
Old : 86.2 59.4 98.5 83.0 76.7 59.4 84.4 74.7
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 20, 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 : 12,835: 9,695 8,348 352 3,089 146 1,844 466 500 135 159 112: 51 15
Old : 12,835: 9,695 8,348 352 3,089 146 1,844 466 500 135 159 112: 51 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 448: 441 863 95 -45 0 0 -210 0 0 0 0: -88 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 65.0 2.7 24.1 1.1 14.4 3.6 3.9 1.1 1.2 0.9: 0.4 0.1
Old : 100.0: 75.5 65.0 2.7 24.1 1.1 14.4 3.6 3.9 1.1 1.2 0.9: 0.4 0.1
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 : 44: 23 20 . 8 5 . . . . . .:
Old : 44: 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 : 44.2 43.4 68.9 67.4 44.2 40.7 61.7 60.4
Old : 44.2 43.4 68.9 67.4 44.2 40.7 61.7 60.4
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 20, 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 : 33,368: 15,028 16,813 3,460 9,957 2,983 25 2,321 175 10,846 75 641: 210 403
Old : 33,368: 15,028 16,813 3,460 9,957 2,983 25 2,321 175 10,846 75 641: 210 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 233: 83 -28 0 261 0 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 50.4 10.4 29.8 8.9 0.1 7.0 0.5 32.5 0.2 1.9: 0.6 1.2
Old : 100.0: 45.0 50.4 10.4 29.8 8.9 0.1 7.0 0.5 32.5 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: 14 22 8 10 9 . . . 5 . 4:
Old : 52: 14 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 : 62.2 49.4 74.1 64.5 59.4 48.2 67.9 59.3
Old : 62.2 49.4 74.1 64.5 59.4 48.2 67.9 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011