GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 309,523: 101,700 162,505 51,062 6,935 25,212 31,696 15,304 18,124 11,747 19,537 30,343: 39,640 31,564 Old : 309,523: 101,700 162,505 51,062 6,935 25,212 31,696 15,304 18,124 11,747 19,537 30,343: 39,640 31,564 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -6,923: -3,601 -15,175 -357 431 938 -4,686 5,434 1,393 2,144 -2,500 -1,095: -1,658 3,650 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 52.5 16.5 2.2 8.1 10.2 4.9 5.9 3.8 6.3 9.8: 12.8 10.2 Old : 100.0: 32.9 52.5 16.5 2.2 8.1 10.2 4.9 5.9 3.8 6.3 9.8: 12.8 10.2 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 : 158: 60 68 14 4 16 25 15 22 14 9 16: Old : 158: 60 68 14 4 16 25 15 22 14 9 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 : 13.4 18.4 23.4 30.4 9.4 11.1 16.6 16.7 Old : 13.4 18.4 23.4 30.4 9.4 11.1 16.6 16.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 48,371: 12,698 10,779 7,770 1,663 10,340 0 0 0 30 8,587 16,135: 1,397 865 Old : 48,371: 12,698 10,779 7,770 1,663 10,340 0 0 0 30 8,587 16,135: 1,397 865 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -819: 343 -101 -266 306 -626 0 0 0 30 -147 -226: -74 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 22.3 16.1 3.4 21.4 0.0 0.0 0.0 0.1 17.8 33.4: 2.9 1.8 Old : 100.0: 26.3 22.3 16.1 3.4 21.4 0.0 0.0 0.0 0.1 17.8 33.4: 2.9 1.8 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 : 25: 7 7 6 4 10 0 0 0 . 6 7: Old : 25: 7 7 6 4 10 0 0 0 . 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 : 45.2 54.3 69.3 74.3 22.2 20.3 26.0 25.2 Old : 45.2 54.3 69.3 74.3 22.2 20.3 26.0 25.2 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 14,941: 14,025 12,542 0 698 367 18 0 40 193 1,016 138: 159 139 Old : 14,941: 14,025 12,542 0 698 367 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 : : 219: 307 226 -20 136 -32 0 0 0 0 -39 18: -54 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.9 83.9 0.0 4.7 2.5 0.1 0.0 0.3 1.3 6.8 0.9: 1.1 0.9 Old : 100.0: 93.9 83.9 0.0 4.7 2.5 0.1 0.0 0.3 1.3 6.8 0.9: 1.1 0.9 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: 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 : 33.3 30.3 54.7 50.4 23.3 23.2 34.4 33.0 Old : 33.3 30.3 54.7 50.4 23.3 23.2 34.4 33.0 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 450,363: 138,637 135,492 35,555 70,458 72,127 27,539 13,966 23,108 14,398 2,466 84,811: 54,187 47,935 Old : 450,363: 138,637 135,492 35,555 70,458 72,127 27,539 13,966 23,108 14,398 2,466 84,811: 54,187 47,935 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -37,422: -14,460 -13,342 531 -3,856 -6,774 -3,623 -1,001 -5,095 1,940 1,428 -41,914: 31,974 33,133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 30.1 7.9 15.6 16.0 6.1 3.1 5.1 3.2 0.5 18.8: 12.0 10.6 Old : 100.0: 30.8 30.1 7.9 15.6 16.0 6.1 3.1 5.1 3.2 0.5 18.8: 12.0 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 : 110: 32 32 10 18 22 12 8 13 19 5 27: Old : 110: 32 32 10 18 22 12 8 13 19 5 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 : 19.1 18.8 31.9 31.1 9.6 10.1 13.9 15.3 Old : 19.1 18.8 31.9 31.1 9.6 10.1 13.9 15.3 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 - Options and Futures Combined, 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 : 2,207,528: 237,345 357,617 199,550 302,601 643,065 217,798 38,917 290,130 95,858 69,762 438,743: 85,038 66,692 Old : 2,207,528: 237,345 357,617 199,550 302,601 643,065 217,798 38,917 290,130 95,858 69,762 438,743: 85,038 66,692 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -112,819: -4,439 -16,677 2,465 -11,390 -6,627 -18,195 3,911 -12,809 2,147 -1,271 -58,397: -16,965 -9,559 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 16.2 9.0 13.7 29.1 9.9 1.8 13.1 4.3 3.2 19.9: 3.9 3.0 Old : 100.0: 10.8 16.2 9.0 13.7 29.1 9.9 1.8 13.1 4.3 3.2 19.9: 3.9 3.0 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 : 328: 45 54 16 32 41 80 31 72 51 49 89: Old : 328: 45 54 16 32 41 80 31 72 51 49 89: 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 : 20.4 14.3 30.4 26.8 9.7 7.5 13.2 11.8 Old : 20.4 14.3 30.4 26.8 9.7 7.5 13.2 11.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 171,850: 52,673 105,586 13,160 13,658 10,070 300 11,924 7,503 67,162 717 19,671: 1,311 2,721 Old : 171,850: 52,673 105,586 13,160 13,658 10,070 300 11,924 7,503 67,162 717 19,671: 1,311 2,721 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -19,394: -3,105 -9,182 -846 -4,342 -1,504 64 -11 -2,710 -9,908 -319 -787: -598 -539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 61.4 7.7 7.9 5.9 0.2 6.9 4.4 39.1 0.4 11.4: 0.8 1.6 Old : 100.0: 30.7 61.4 7.7 7.9 5.9 0.2 6.9 4.4 39.1 0.4 11.4: 0.8 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 : 30: 12 11 . 5 7 . . 4 . . 4: Old : 30: 12 11 . 5 7 . . 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 : 71.0 60.1 86.3 76.4 57.7 56.3 67.6 64.6 Old : 71.0 60.1 86.3 76.4 57.7 56.3 67.6 64.6 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 - Options and Futures Combined, 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 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 83,600: 6,091 7,047 5,883 22,115 34,978 13,706 913 7,524 3,871 482 7,637: 3,910 2,904 Old : 83,600: 6,091 7,047 5,883 22,115 34,978 13,706 913 7,524 3,871 482 7,637: 3,910 2,904 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -2,166: -208 -207 -682 -1,246 -380 -436 21 -143 -272 -26 2: -47 -187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 8.4 7.0 26.5 41.8 16.4 1.1 9.0 4.6 0.6 9.1: 4.7 3.5 Old : 100.0: 7.3 8.4 7.0 26.5 41.8 16.4 1.1 9.0 4.6 0.6 9.1: 4.7 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 : 45: 4 4 9 10 18 9 . 8 5 . 9: Old : 45: 4 4 9 10 18 9 . 8 5 . 9: 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 : 35.7 46.0 57.3 71.4 17.5 21.7 23.0 27.0 Old : 35.7 46.0 57.3 71.4 17.5 21.7 23.0 27.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 506,799: 66,797 59,662 45,585 81,067 263,364 0 1,998 17,043 31,368 244 72,185: 10,458 11,237 Old : 506,799: 66,797 59,662 45,585 81,067 263,364 0 1,998 17,043 31,368 244 72,185: 10,458 11,237 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -9,396: -1,746 -603 175 -5,272 -1,600 0 -131 -853 -4,400 244 -692: -279 -490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 11.8 9.0 16.0 52.0 0.0 0.4 3.4 6.2 0.0 14.2: 2.1 2.2 Old : 100.0: 13.2 11.8 9.0 16.0 52.0 0.0 0.4 3.4 6.2 0.0 14.2: 2.1 2.2 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 : 50: 7 8 10 18 28 0 . . 11 . 13: Old : 50: 7 8 10 18 28 0 . . 11 . 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 : 30.5 26.1 50.9 43.8 7.9 5.7 13.2 10.0 Old : 30.5 26.1 50.9 43.8 7.9 5.7 13.2 10.0 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 23,735: 723 1,868 2,579 2,072 5,529 2,277 1,839 3,954 2,759 1,985 2,503: 3,412 3,986 Old : 23,735: 723 1,868 2,579 2,072 5,529 2,277 1,839 3,954 2,759 1,985 2,503: 3,412 3,986 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -3,000: -409 561 1,228 -372 -1,357 -291 -168 -202 556 313 -1,381: -1,143 -393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 7.9 10.9 8.7 23.3 9.6 7.7 16.7 11.6 8.4 10.5: 14.4 16.8 Old : 100.0: 3.0 7.9 10.9 8.7 23.3 9.6 7.7 16.7 11.6 8.4 10.5: 14.4 16.8 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 : 23: . . . 4 8 4 4 5 . . .: Old : 23: . . . 4 8 4 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 : 52.6 39.7 70.1 60.5 30.9 20.1 32.0 29.1 Old : 52.6 39.7 70.1 60.5 30.9 20.1 32.0 29.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 17,557: 158 0 2,704 2,229 10,818 1,429 1,702 1,115 172 605 96: 1,066 993 Old : 17,557: 158 0 2,704 2,229 10,818 1,429 1,702 1,115 172 605 96: 1,066 993 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 85: 20 0 330 267 -147 -87 -245 3 45 77 -3: -76 133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 15.4 12.7 61.6 8.1 9.7 6.3 1.0 3.4 0.5: 6.1 5.7 Old : 100.0: 0.9 0.0 15.4 12.7 61.6 8.1 9.7 6.3 1.0 3.4 0.5: 6.1 5.7 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 : 32: . 0 8 7 13 5 4 5 . 4 .: Old : 32: . 0 8 7 13 5 4 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 : 46.0 42.8 69.3 66.3 15.3 17.6 20.9 23.7 Old : 46.0 42.8 69.3 66.3 15.3 17.6 20.9 23.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 95,101: 9,090 9,233 16,074 18,440 45,207 2,679 0 4,172 2,951 176 5,928: 9,000 11,945 Old : 95,101: 9,090 9,233 16,074 18,440 45,207 2,679 0 4,172 2,951 176 5,928: 9,000 11,945 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -67: 1,093 1,990 387 -227 56 -790 0 302 -129 -593 217: -1,203 -1,812 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 9.7 16.9 19.4 47.5 2.8 0.0 4.4 3.1 0.2 6.2: 9.5 12.6 Old : 100.0: 9.6 9.7 16.9 19.4 47.5 2.8 0.0 4.4 3.1 0.2 6.2: 9.5 12.6 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 : 29: 5 6 5 11 15 . 0 . 5 . 5: Old : 29: 5 6 5 11 15 . 0 . 5 . 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 : 38.7 33.2 55.9 53.8 18.5 15.5 23.9 18.8 Old : 38.7 33.2 55.9 53.8 18.5 15.5 23.9 18.8 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 - Options and Futures Combined, 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 : 295,118: 116,623 192,724 32,711 9,852 17,067 62,048 8,249 21,869 12,508 16,353 13,023: 19,269 15,981 Old : 295,118: 116,623 192,724 32,711 9,852 17,067 62,048 8,249 21,869 12,508 16,353 13,023: 19,269 15,981 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 10,486: 13,516 5,570 1,978 -14 499 -4,116 2,664 -1,096 33 999 -572: 242 2,434 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 65.3 11.1 3.3 5.8 21.0 2.8 7.4 4.2 5.5 4.4: 6.5 5.4 Old : 100.0: 39.5 65.3 11.1 3.3 5.8 21.0 2.8 7.4 4.2 5.5 4.4: 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 : 191: 65 75 15 4 11 48 14 34 14 9 16: Old : 191: 65 75 15 4 11 48 14 34 14 9 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 : 16.5 23.1 25.3 37.1 9.6 13.7 16.4 20.6 Old : 16.5 23.1 25.3 37.1 9.6 13.7 16.4 20.6 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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