Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 41,641 : : Positions : : 29,893 36,212 6,583 442 4,700 0 0 0 394 0 0 : : : : Changes from: December 6, 2011 : : 2,031 2,696 292 -412 -223 0 0 0 0 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 87.0 15.8 1.1 11.3 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 25 38 12 4 11 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 15,231 : : Positions : : 10,964 12,016 1,217 230 2,901 0 0 0 0 0 0 : : : : Changes from: December 6, 2011 : : 1,402 1,452 25 -25 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 78.9 8.0 1.5 19.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 23 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,366 : : Positions : : 5,902 5,960 586 336 2,659 0 0 0 97 373 175 : : : : Changes from: December 6, 2011 : : 85 -6 9 32 199 0 0 0 -15 55 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 57.5 5.7 3.2 25.7 0.0 0.0 0.0 0.9 3.6 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 26 6 7 13 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,326 : : Positions : : 3,306 4,230 1,006 176 762 0 46 25 370 35 302 : : : : Changes from: December 6, 2011 : : 252 318 13 -5 93 0 0 0 15 10 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 66.9 15.9 2.8 12.0 0.0 0.7 0.4 5.8 0.6 4.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 32 10 . 12 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,786 : : Positions : : 2,422 1,788 409 367 292 90 0 0 21 0 62 : : : : Changes from: December 6, 2011 : : -163 -171 46 192 -44 90 0 0 21 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 47.2 10.8 9.7 7.7 2.4 0.0 0.0 0.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,968 : : Positions : : 1,408 1,379 169 260 447 0 0 0 95 493 6 : : : : Changes from: December 6, 2011 : : 60 95 107 -18 24 0 0 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 46.5 5.7 8.8 15.1 0.0 0.0 0.0 3.2 16.6 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 4 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 9,130 : : Positions : : 7,836 8,233 708 351 415 0 0 0 0 0 0 : : : : Changes from: December 6, 2011 : : 500 450 -50 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 90.2 7.8 3.8 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 22,359 : : Positions : : 17,466 17,902 2,397 1,513 2,370 0 0 0 0 448 126 : : : : Changes from: December 6, 2011 : : 50 -160 -210 0 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 80.1 10.7 6.8 10.6 0.0 0.0 0.0 0.0 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 15 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 316,446 : : Positions : : 105,301 177,679 51,419 6,503 24,274 36,383 9,870 16,730 9,603 22,037 31,438 : : : : Changes from: December 6, 2011 : : 9,675 2,296 -443 214 -427 -3,827 876 -782 852 -1,466 1,992 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 56.1 16.2 2.1 7.7 11.5 3.1 5.3 3.0 7.0 9.9 : : : : Number of Traders in Each Category Total Traders: 167 : : 65 74 15 4 16 28 11 21 13 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 49,190 : : Positions : : 12,355 10,880 8,036 1,358 10,966 0 0 0 0 8,734 16,362 : : : : Changes from: December 6, 2011 : : -53 -830 44 34 -366 0 0 0 -0 676 -668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 22.1 16.3 2.8 22.3 0.0 0.0 0.0 0.0 17.8 33.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 6 4 10 0 0 0 . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 12,040 : : Positions : : 8,257 7,174 1,075 1,352 2,058 100 0 0 200 956 350 : : : : Changes from: December 6, 2011 : : 468 675 182 -410 155 0 0 0 -200 135 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 59.6 8.9 11.2 17.1 0.8 0.0 0.0 1.7 7.9 2.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 30 7 5 10 . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 8,607 : : Positions : : 5,564 5,350 850 1,892 1,015 770 0 0 250 205 0 : : : : Changes from: December 6, 2011 : : 350 425 75 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 62.2 9.9 22.0 11.8 8.9 0.0 0.0 2.9 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 13 5 6 8 4 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 5,954 : : Positions : : 3,839 3,885 300 1,475 50 125 94 0 1,211 0 429 : : : : Changes from: December 6, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 65.3 5.0 24.8 0.8 2.1 1.6 0.0 20.3 0.0 7.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,138 : : Positions : : 7,199 6,626 0 682 106 857 78 208 360 1,114 756 : : : : Changes from: December 6, 2011 : : -169 294 0 -264 -1 36 3 23 14 -151 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 65.4 0.0 6.7 1.0 8.5 0.8 2.1 3.6 11.0 7.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 0 . . 5 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 14,721 : : Positions : : 13,718 12,316 20 562 399 18 0 40 193 1,055 120 : : : : Changes from: December 6, 2011 : : 162 400 20 -139 6 18 -22 12 0 -101 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 83.7 0.1 3.8 2.7 0.1 0.0 0.3 1.3 7.2 0.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 34 . . . . 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,632 : : Positions : : 1,781 1,817 0 83 6 63 0 146 62 93 0 : : : : Changes from: December 6, 2011 : : 146 266 0 5 0 49 0 -28 32 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 69.0 0.0 3.2 0.2 2.4 0.0 5.5 2.4 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 21 0 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,551 : : Positions : : 981 984 119 0 32 0 0 0 73 239 0 : : : : Changes from: December 6, 2011 : : 102 -30 -10 0 0 0 0 0 27 57 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 63.4 7.7 0.0 2.1 0.0 0.0 0.0 4.7 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 487,785 : : Positions : : 153,096 148,834 35,024 74,314 78,901 31,163 14,966 28,204 12,458 1,038 126,725 : : : : Changes from: December 6, 2011 : : 2,929 -5,186 -8,309 6,091 -3,376 3,816 1,714 1,026 1,265 -1,403 9,128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 30.5 7.2 15.2 16.2 6.4 3.1 5.8 2.6 0.2 26.0 : : : : Number of Traders in Each Category Total Traders: 119 : : 36 35 12 18 24 14 9 16 20 5 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,320,348 : : Positions : : 241,783 374,294 197,085 313,991 649,692 235,993 35,007 302,939 93,712 71,033 497,140 : : : : Changes from: December 6, 2011 : : 1,697 2,334 349 -5,529 9,287 3,978 5,726 -1,802 -4,425 -2,367 8,506 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 16.1 8.5 13.5 28.0 10.2 1.5 13.1 4.0 3.1 21.4 : : : : Number of Traders in Each Category Total Traders: 356 : : 44 52 15 34 46 88 38 85 55 61 103 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 191,243 : : Positions : : 55,778 114,769 14,006 17,999 11,573 236 11,934 10,213 77,069 1,036 20,458 : : : : Changes from: December 6, 2011 : : 2,694 107 -1,086 -2,929 75 -766 -455 595 -4,175 29 5,128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 60.0 7.3 9.4 6.1 0.1 6.2 5.3 40.3 0.5 10.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 11 . 6 7 . . 4 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 199,908 : : Positions : : 40,257 28,152 40,291 73,985 31,216 685 0 1,008 47,412 16,258 2,673 : : : : Changes from: December 6, 2011 : : 294 -615 -568 -586 1,256 12 0 -12 1,647 782 -294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 14.1 20.2 37.0 15.6 0.3 0.0 0.5 23.7 8.1 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 7 8 7 8 13 . 0 . 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 85,766 : : Positions : : 6,299 7,255 6,565 23,361 35,357 14,142 892 7,667 4,143 508 7,635 : : : : Changes from: December 6, 2011 : : -71 -104 -217 -674 -1,075 -427 52 -62 -26 18 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 8.5 7.7 27.2 41.2 16.5 1.0 8.9 4.8 0.6 8.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 4 4 10 9 18 10 . 9 7 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 516,195 : : Positions : : 68,543 60,265 45,411 86,339 264,964 0 2,128 17,896 35,768 0 72,877 : : : : Changes from: December 6, 2011 : : -1,336 -584 503 -905 -1,397 0 91 4,284 -411 0 2,391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 11.7 8.8 16.7 51.3 0.0 0.4 3.5 6.9 0.0 14.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 7 8 10 18 28 0 . . 13 0 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 19,631 : : Positions : : 8,793 11,810 5,200 1,128 4,642 0 50 25 200 1,225 750 : : : : Changes from: December 6, 2011 : : 618 811 199 -94 2,086 0 0 0 0 100 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 60.2 26.5 5.7 23.6 0.0 0.3 0.1 1.0 6.2 3.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 16 7 7 13 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 61,272 : : Positions : : 5,307 2,076 25,488 16,781 19,505 3,284 5,927 59 1,620 7,178 2,747 : : : : Changes from: December 6, 2011 : : 264 0 783 23 1,618 178 1,000 -164 720 0 940 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 3.4 41.6 27.4 31.8 5.4 9.7 0.1 2.6 11.7 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 . 8 9 14 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 31,198 : : Positions : : 200 2,515 12,163 11,252 11,170 3,686 1,127 970 0 875 1,075 : : : : Changes from: December 6, 2011 : : 0 264 -55 1,635 648 1,054 0 -48 0 -700 675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.6 8.1 39.0 36.1 35.8 11.8 3.6 3.1 0.0 2.8 3.4 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 6 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 9,270 : : Positions : : 2,655 1,260 2,755 6,350 1,585 2,227 0 0 0 50 0 : : : : Changes from: December 6, 2011 : : 0 0 0 -30 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 13.6 29.7 68.5 17.1 24.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 8 5 8 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 26,736 : : Positions : : 1,132 1,308 1,351 2,444 6,886 2,568 2,007 4,156 2,203 1,672 3,884 : : : : Changes from: December 6, 2011 : : -2 63 -689 412 677 327 -388 863 5 -151 1,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.2 4.9 5.1 9.1 25.8 9.6 7.5 15.5 8.2 6.3 14.5 : : : : Number of Traders in Each Category Total Traders: 23 : : . . . 5 8 4 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 17,472 : : Positions : : 138 0 2,374 1,962 10,965 1,516 1,947 1,112 127 528 99 : : : : Changes from: December 6, 2011 : : 1 0 -111 -610 -255 -54 62 -63 -23 221 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 0.0 13.6 11.2 62.8 8.7 11.1 6.4 0.7 3.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : . 0 8 7 13 5 5 5 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 95,167 : : Positions : : 7,997 7,242 15,687 18,667 45,150 3,468 0 3,871 3,081 769 5,711 : : : : Changes from: December 6, 2011 : : 1,770 2,527 903 62 200 -772 0 458 -103 -16 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 7.6 16.5 19.6 47.4 3.6 0.0 4.1 3.2 0.8 6.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 4 5 11 15 . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 284,632 : : Positions : : 103,107 187,154 30,733 9,865 16,568 66,165 5,585 22,965 12,474 15,354 13,595 : : : : Changes from: December 6, 2011 : : -2,226 980 1,602 -827 1,121 817 -911 4,912 -242 -418 -1,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 65.8 10.8 3.5 5.8 23.2 2.0 8.1 4.4 5.4 4.8 : : : : Number of Traders in Each Category Total Traders: 201 : : 64 77 15 5 14 61 9 38 14 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 19,880 : : Positions : : 6,016 9,145 0 2,982 567 2,360 0 903 5,292 0 90 : : : : Changes from: December 6, 2011 : : 176 398 -67 8 67 -150 0 0 561 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 46.0 0.0 15.0 2.9 11.9 0.0 4.5 26.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 0 . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 7,339 : : Positions : : 4,230 4,680 1,226 543 1,313 0 0 0 400 633 150 : : : : Changes from: December 6, 2011 : : 379 329 0 50 -154 0 0 0 0 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 63.8 16.7 7.4 17.9 0.0 0.0 0.0 5.5 8.6 2.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 21 7 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 52,916 : : Positions : : 46,672 27,362 3,608 23,690 1,396 575 134 0 0 0 0 : : : : Changes from: December 6, 2011 : : 1,870 1,183 62 777 -335 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 51.7 6.8 44.8 2.6 1.1 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 26 5 8 8 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 13,295 : : Positions : : 9,880 7,786 2,666 4,705 629 0 150 0 0 0 0 : : : : Changes from: December 6, 2011 : : -140 0 315 0 44 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 58.6 20.1 35.4 4.7 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 8 . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 6,490 : : Positions : : 4,395 2,410 1,330 1,040 565 0 0 0 200 2,475 0 : : : : Changes from: December 6, 2011 : : 50 200 200 150 75 0 0 0 150 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 37.1 20.5 16.0 8.7 0.0 0.0 0.0 3.1 38.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 11 7 4 7 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 3,695 : : Positions : : 1,897 2,395 456 277 843 0 0 0 9 0 78 : : : : Changes from: December 6, 2011 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 64.8 12.3 7.5 22.8 0.0 0.0 0.0 0.2 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 5 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 24,640 : : Positions : : 15,109 13,334 5,557 3,615 2,279 0 3,597 0 752 779 933 : : : : Changes from: December 6, 2011 : : 795 363 135 -75 216 0 0 0 0 642 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 54.1 22.6 14.7 9.2 0.0 14.6 0.0 3.1 3.2 3.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 24 28 9 8 11 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 4,370 : : Positions : : 3,317 1,533 614 514 143 0 1,866 0 264 160 0 : : : : Changes from: December 6, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 35.1 14.1 11.8 3.3 0.0 42.7 0.0 6.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 8 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 12,387 : : Positions : : 9,254 7,485 257 3,134 146 1,844 676 500 135 159 112 : : : : Changes from: December 6, 2011 : : 456 412 0 51 75 165 91 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 60.4 2.1 25.3 1.2 14.9 5.5 4.0 1.1 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 20 . 8 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 33,135 : : Positions : : 14,945 16,841 3,460 9,696 2,983 25 2,321 175 10,696 75 641 : : : : Changes from: December 6, 2011 : : 430 175 0 60 -60 0 120 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 50.8 10.4 29.3 9.0 0.1 7.0 0.5 32.3 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 15 22 8 10 9 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated December 16, 2011