Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 45,990 : : Positions : : 33,058 39,715 6,858 466 5,467 0 0 0 394 0 0 : : : : Changes from: December 13, 2011 : : 3,165 3,503 275 24 767 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 86.4 14.9 1.0 11.9 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 27 38 11 5 11 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 18,752 : : Positions : : 14,507 15,942 1,600 230 2,496 0 0 0 0 0 0 : : : : Changes from: December 13, 2011 : : 3,543 3,926 383 0 -405 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 85.0 8.5 1.2 13.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 24 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 10,915 : : Positions : : 6,381 6,330 640 404 2,737 0 0 0 141 458 155 : : : : Changes from: December 13, 2011 : : 479 370 54 68 78 0 0 0 44 85 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 58.0 5.9 3.7 25.1 0.0 0.0 0.0 1.3 4.2 1.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 27 7 7 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 6,745 : : Positions : : 3,621 4,601 983 232 744 0 46 25 453 40 287 : : : : Changes from: December 13, 2011 : : 315 371 -23 56 -18 0 0 0 83 5 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 68.2 14.6 3.4 11.0 0.0 0.7 0.4 6.7 0.6 4.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 30 8 4 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 3,886 : : Positions : : 2,542 1,921 409 382 292 105 0 0 21 0 62 : : : : Changes from: December 13, 2011 : : 120 133 0 15 0 15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 49.4 10.5 9.8 7.5 2.7 0.0 0.0 0.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 3,055 : : Positions : : 1,513 1,504 144 245 484 0 0 0 140 493 6 : : : : Changes from: December 13, 2011 : : 105 125 -25 -15 37 0 0 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 49.2 4.7 8.0 15.8 0.0 0.0 0.0 4.6 16.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 4 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 9,105 : : Positions : : 7,711 8,233 808 326 415 0 0 0 0 0 0 : : : : Changes from: December 13, 2011 : : -125 0 100 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 90.4 8.9 3.6 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 24,303 : : Positions : : 18,287 19,454 3,038 1,423 2,852 0 0 0 0 448 126 : : : : Changes from: December 13, 2011 : : 821 1,552 641 -90 482 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 80.0 12.5 5.9 11.7 0.0 0.0 0.0 0.0 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 309,523 : : Positions : : 101,700 162,505 51,062 6,935 25,212 31,696 15,304 18,124 11,747 19,537 30,343 : : : : Changes from: December 13, 2011 : : -3,601 -15,175 -357 431 938 -4,686 5,434 1,393 2,144 -2,500 -1,095 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 52.5 16.5 2.2 8.1 10.2 4.9 5.9 3.8 6.3 9.8 : : : : Number of Traders in Each Category Total Traders: 158 : : 60 68 14 4 16 25 15 22 14 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 48,371 : : Positions : : 12,698 10,779 7,770 1,663 10,340 0 0 0 30 8,587 16,135 : : : : Changes from: December 13, 2011 : : 343 -101 -266 306 -626 0 0 0 30 -147 -226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 22.3 16.1 3.4 21.4 0.0 0.0 0.0 0.1 17.8 33.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 6 4 10 0 0 0 . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13,104 : : Positions : : 8,883 7,557 975 1,239 2,546 100 0 0 300 1,312 300 : : : : Changes from: December 13, 2011 : : 626 383 -100 -113 488 0 0 0 100 356 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 57.7 7.4 9.5 19.4 0.8 0.0 0.0 2.3 10.0 2.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 31 7 5 9 . 0 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 8,982 : : Positions : : 5,639 5,575 1,000 1,592 1,165 770 0 0 250 505 0 : : : : Changes from: December 13, 2011 : : 75 225 150 -300 150 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 62.1 11.1 17.7 13.0 8.6 0.0 0.0 2.8 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 13 5 6 9 4 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 9,872 : : Positions : : 7,073 6,547 0 562 91 784 78 221 350 1,141 713 : : : : Changes from: December 13, 2011 : : -126 -79 0 -120 -15 -73 0 13 -10 27 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 66.3 0.0 5.7 0.9 7.9 0.8 2.2 3.5 11.6 7.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 0 . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 14,941 : : Positions : : 14,025 12,542 0 698 367 18 0 40 193 1,016 138 : : : : Changes from: December 13, 2011 : : 307 226 -20 136 -32 0 0 0 0 -39 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 83.9 0.0 4.7 2.5 0.1 0.0 0.3 1.3 6.8 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 35 0 . . . 0 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 2,582 : : Positions : : 1,715 1,780 0 84 6 113 0 56 62 93 0 : : : : Changes from: December 13, 2011 : : -66 -37 0 1 0 50 0 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 68.9 0.0 3.3 0.2 4.4 0.0 2.2 2.4 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 20 0 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 1,687 : : Positions : : 1,053 1,014 170 0 26 0 0 0 93 315 25 : : : : Changes from: December 13, 2011 : : 72 30 51 0 -6 0 0 0 20 76 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 60.1 10.1 0.0 1.5 0.0 0.0 0.0 5.5 18.7 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 450,363 : : Positions : : 138,637 135,492 35,555 70,458 72,127 27,539 13,966 23,108 14,398 2,466 84,811 : : : : Changes from: December 13, 2011 : : -14,460 -13,342 531 -3,856 -6,774 -3,623 -1,001 -5,095 1,940 1,428 -41,914 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 30.1 7.9 15.6 16.0 6.1 3.1 5.1 3.2 0.5 18.8 : : : : Number of Traders in Each Category Total Traders: 110 : : 32 32 10 18 22 12 8 13 19 5 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 2,207,528 : : Positions : : 237,345 357,617 199,550 302,601 643,065 217,798 38,917 290,130 95,858 69,762 438,743 : : : : Changes from: December 13, 2011 : : -4,439 -16,677 2,465 -11,390 -6,627 -18,195 3,911 -12,809 2,147 -1,271 -58,397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 16.2 9.0 13.7 29.1 9.9 1.8 13.1 4.3 3.2 19.9 : : : : Number of Traders in Each Category Total Traders: 328 : : 45 54 16 32 41 80 31 72 51 49 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 171,850 : : Positions : : 52,673 105,586 13,160 13,658 10,070 300 11,924 7,503 67,162 717 19,671 : : : : Changes from: December 13, 2011 : : -3,105 -9,182 -846 -4,342 -1,504 64 -11 -2,710 -9,908 -319 -787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 61.4 7.7 7.9 5.9 0.2 6.9 4.4 39.1 0.4 11.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 11 . 5 7 . . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 200,567 : : Positions : : 40,955 28,324 40,044 74,133 31,157 925 0 768 47,229 15,384 2,790 : : : : Changes from: December 13, 2011 : : 698 172 -247 148 -59 240 0 -240 -183 -874 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 14.1 20.0 37.0 15.5 0.5 0.0 0.4 23.5 7.7 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 7 8 13 . 0 . 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 83,600 : : Positions : : 6,091 7,047 5,883 22,115 34,978 13,706 913 7,524 3,871 482 7,637 : : : : Changes from: December 13, 2011 : : -208 -207 -682 -1,246 -380 -436 21 -143 -272 -26 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 8.4 7.0 26.5 41.8 16.4 1.1 9.0 4.6 0.6 9.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 4 4 9 10 18 9 . 8 5 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 506,799 : : Positions : : 66,797 59,662 45,585 81,067 263,364 0 1,998 17,043 31,368 244 72,185 : : : : Changes from: December 13, 2011 : : -1,746 -603 175 -5,272 -1,600 0 -131 -853 -4,400 244 -692 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 11.8 9.0 16.0 52.0 0.0 0.4 3.4 6.2 0.0 14.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 7 8 10 18 28 0 . . 11 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 21,839 : : Positions : : 10,255 12,707 5,252 1,570 5,336 0 25 25 200 1,425 750 : : : : Changes from: December 13, 2011 : : 1,462 897 52 442 694 0 -25 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 58.2 24.0 7.2 24.4 0.0 0.1 0.1 0.9 6.5 3.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 17 7 8 14 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 59,777 : : Positions : : 4,628 1,920 26,750 17,547 17,272 3,106 6,162 59 1,485 7,136 2,747 : : : : Changes from: December 13, 2011 : : -679 -156 1,262 766 -2,233 -178 235 0 -135 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 3.2 44.7 29.4 28.9 5.2 10.3 0.1 2.5 11.9 4.6 : : : : Number of Traders in Each Category Total Traders: 30 : : . . 8 9 14 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 30,684 : : Positions : : 200 2,515 12,293 11,549 9,711 3,805 1,127 1,716 0 875 1,075 : : : : Changes from: December 13, 2011 : : 0 0 130 297 -1,459 119 0 746 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 8.2 40.1 37.6 31.6 12.4 3.7 5.6 0.0 2.9 3.5 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 6 6 12 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13, 2011 : : 0 0 0 0 0 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 20, 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 23,735 : : Positions : : 723 1,868 2,579 2,072 5,529 2,277 1,839 3,954 2,759 1,985 2,503 : : : : Changes from: December 13, 2011 : : -409 561 1,228 -372 -1,357 -291 -168 -202 556 313 -1,381 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 7.9 10.9 8.7 23.3 9.6 7.7 16.7 11.6 8.4 10.5 : : : : Number of Traders in Each Category Total Traders: 23 : : . . . 4 8 4 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 17,557 : : Positions : : 158 0 2,704 2,229 10,818 1,429 1,702 1,115 172 605 96 : : : : Changes from: December 13, 2011 : : 20 0 330 267 -147 -87 -245 3 45 77 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.9 0.0 15.4 12.7 61.6 8.1 9.7 6.3 1.0 3.4 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : . 0 8 7 13 5 4 5 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 95,101 : : Positions : : 9,090 9,233 16,074 18,440 45,207 2,679 0 4,172 2,951 176 5,928 : : : : Changes from: December 13, 2011 : : 1,093 1,990 387 -227 56 -790 0 302 -129 -593 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 9.7 16.9 19.4 47.5 2.8 0.0 4.4 3.1 0.2 6.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 6 5 11 15 . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 295,118 : : Positions : : 116,623 192,724 32,711 9,852 17,067 62,048 8,249 21,869 12,508 16,353 13,023 : : : : Changes from: December 13, 2011 : : 13,516 5,570 1,978 -14 499 -4,116 2,664 -1,096 33 999 -572 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 65.3 11.1 3.3 5.8 21.0 2.8 7.4 4.2 5.5 4.4 : : : : Number of Traders in Each Category Total Traders: 191 : : 65 75 15 4 11 48 14 34 14 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 20,160 : : Positions : : 6,016 9,293 0 2,982 567 2,110 0 1,053 5,328 0 90 : : : : Changes from: December 13, 2011 : : 0 148 0 0 0 -250 0 150 36 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 46.1 0.0 14.8 2.8 10.5 0.0 5.2 26.4 0.0 0.4 : : : : 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 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 9,801 : : Positions : : 7,812 8,298 809 0 208 0 0 0 0 0 0 : : : : Changes from: December 13, 2011 : : 1,225 1,350 35 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 84.7 8.3 0.0 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 7,730 : : Positions : : 4,155 4,747 1,608 548 1,447 0 0 0 400 868 100 : : : : Changes from: December 13, 2011 : : -75 67 382 5 134 0 0 0 0 235 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 61.4 20.8 7.1 18.7 0.0 0.0 0.0 5.2 11.2 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 21 7 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 52,815 : : Positions : : 45,955 27,755 4,125 23,359 1,188 500 134 0 0 0 0 : : : : Changes from: December 13, 2011 : : -717 393 517 -331 -208 -75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 52.6 7.8 44.2 2.2 0.9 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 28 6 8 8 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 14,029 : : Positions : : 9,678 8,661 3,432 4,511 557 0 150 0 0 0 0 : : : : Changes from: December 13, 2011 : : -202 875 766 -194 -72 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 61.7 24.5 32.2 4.0 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 14 8 . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 7,090 : : Positions : : 4,395 2,560 1,795 955 700 0 0 0 200 2,875 0 : : : : Changes from: December 13, 2011 : : 0 150 465 -85 135 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 36.1 25.3 13.5 9.9 0.0 0.0 0.0 2.8 40.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 11 8 . 7 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13, 2011 : : 0 0 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 20, 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 26,019 : : Positions : : 16,240 14,499 5,622 3,632 2,462 0 3,597 0 752 779 933 : : : : Changes from: December 13, 2011 : : 1,131 1,165 65 17 183 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 55.7 21.6 14.0 9.5 0.0 13.8 0.0 2.9 3.0 3.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 25 29 8 9 11 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 4,420 : : Positions : : 3,367 1,583 614 514 143 0 1,866 0 264 160 0 : : : : Changes from: December 13, 2011 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 35.8 13.9 11.6 3.2 0.0 42.2 0.0 6.0 3.6 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 20, 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 12,835 : : Positions : : 9,695 8,348 352 3,089 146 1,844 466 500 135 159 112 : : : : Changes from: December 13, 2011 : : 441 863 95 -45 0 0 -210 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 65.0 2.7 24.1 1.1 14.4 3.6 3.9 1.1 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 20 . 8 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 33,368 : : Positions : : 15,028 16,813 3,460 9,957 2,983 25 2,321 175 10,846 75 641 : : : : Changes from: December 13, 2011 : : 83 -28 0 261 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 50.4 10.4 29.8 8.9 0.1 7.0 0.5 32.5 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 14 22 8 10 9 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated December 23, 2011