GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 48,868: 35,467 42,015 6,610 596 5,397 0 0 400 365 0 152: 477 308
Old : 48,868: 35,467 42,015 6,610 596 5,397 0 0 400 365 0 152: 477 308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,706: 1,459 1,974 360 -66 759 0 0 0 9 0 57: 62 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 86.0 13.5 1.2 11.0 0.0 0.0 0.8 0.7 0.0 0.3: 1.0 0.6
Old : 100.0: 72.6 86.0 13.5 1.2 11.0 0.0 0.0 0.8 0.7 0.0 0.3: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 26 32 8 4 12 0 0 . . 0 .:
Old : 53: 26 32 8 4 12 0 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 38.9 62.0 57.6 14.4 13.1 22.2 19.9
Old : 38.9 38.9 62.0 57.6 14.4 13.1 22.2 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 16,780: 14,283 13,794 449 1,065 1,881 0 0 0 0 0 0: 167 40
Old : 16,780: 14,283 13,794 449 1,065 1,881 0 0 0 0 0 0: 167 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,200: 1,100 1,225 0 -125 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 82.2 2.7 6.3 11.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.2
Old : 100.0: 85.1 82.2 2.7 6.3 11.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 23 4 4 6 0 0 0 0 0 0:
Old : 33: 14 23 4 4 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 47.8 76.7 72.8 10.3 11.9 17.6 17.3
Old : 51.0 47.8 76.7 72.8 10.3 11.9 17.6 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 10,391: 5,869 5,967 827 287 2,486 0 0 117 0 459 135: 957 940
Old : 10,391: 5,869 5,967 827 287 2,486 0 0 117 0 459 135: 957 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 359: 244 193 -1 -12 81 0 0 0 0 54 -3: 38 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 57.4 8.0 2.8 23.9 0.0 0.0 1.1 0.0 4.4 1.3: 9.2 9.0
Old : 100.0: 56.5 57.4 8.0 2.8 23.9 0.0 0.0 1.1 0.0 4.4 1.3: 9.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 25 8 5 13 0 0 . 0 . .:
Old : 41: 21 25 8 5 13 0 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 22.9 50.5 39.3 17.1 13.0 20.7 17.6
Old : 31.3 22.9 50.5 39.3 17.1 13.0 20.7 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 6,761: 3,338 4,626 1,102 373 677 0 0 25 763 69 192: 664 799
Old : 6,761: 3,338 4,626 1,102 373 677 0 0 25 763 69 192: 664 799
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 408: 188 181 22 -10 10 0 0 0 2 5 59: 127 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 68.4 16.3 5.5 10.0 0.0 0.0 0.4 11.3 1.0 2.8: 9.8 11.8
Old : 100.0: 49.4 68.4 16.3 5.5 10.0 0.0 0.0 0.4 11.3 1.0 2.8: 9.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 30 29 7 6 11 0 0 . 4 . 5:
Old : 54: 30 29 7 6 11 0 0 . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 31.6 44.7 45.3 22.9 27.5 33.5 35.7
Old : 28.4 31.6 44.7 45.3 22.9 27.5 33.5 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,987: 2,585 2,035 615 632 329 85 0 0 0 0 62: 311 929
Old : 3,987: 2,585 2,035 615 632 329 85 0 0 0 0 62: 311 929
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 257: 183 195 25 -48 67 -20 0 0 0 0 0: 2 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 51.0 15.4 15.9 8.3 2.1 0.0 0.0 0.0 0.0 1.6: 7.8 23.3
Old : 100.0: 64.8 51.0 15.4 15.9 8.3 2.1 0.0 0.0 0.0 0.0 1.6: 7.8 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . 5 6 . 0 0 0 0 .:
Old : 25: 13 15 . 5 6 . 0 0 0 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 32.7 69.6 49.9 47.6 24.4 53.9 34.4
Old : 53.6 32.7 69.6 49.9 47.6 24.4 53.9 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,922: 1,485 1,312 167 299 484 75 0 0 15 492 10: 686 325
Old : 2,922: 1,485 1,312 167 299 484 75 0 0 15 492 10: 686 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 101: 67 126 22 4 15 0 0 0 0 -41 0: -3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 44.9 5.7 10.2 16.6 2.6 0.0 0.0 0.5 16.8 0.3: 23.5 11.1
Old : 100.0: 50.8 44.9 5.7 10.2 16.6 2.6 0.0 0.0 0.5 16.8 0.3: 23.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 14 5 . 7 . 0 0 . . .:
Old : 29: 13 14 5 . 7 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 45.7 44.5 66.3 23.2 37.6 32.9 46.6
Old : 26.7 45.7 44.5 66.3 23.2 37.6 32.9 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,034: 1,371 890 54 684 115 0 0 0 23 5 48: 423 292
Old : 2,034: 1,371 890 54 684 115 0 0 0 23 5 48: 423 292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 85: 35 53 5 0 15 0 0 0 0 0 0: 30 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 43.8 2.7 33.6 5.7 0.0 0.0 0.0 1.1 0.2 2.4: 20.8 14.4
Old : 100.0: 67.4 43.8 2.7 33.6 5.7 0.0 0.0 0.0 1.1 0.2 2.4: 20.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 . . .:
Old : 20: 12 9 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 58.6 68.0 75.1 54.3 55.2 60.6 67.4
Old : 55.8 58.6 68.0 75.1 54.3 55.2 60.6 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 8,774: 7,788 7,787 535 596 265 0 0 0 0 0 0: 186 126
Old : 8,774: 7,788 7,787 535 596 265 0 0 0 0 0 0: 186 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,263: 1,293 1,093 -200 0 170 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 88.8 6.1 6.8 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 1.4
Old : 100.0: 88.8 88.8 6.1 6.8 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 11 4 . . 0 0 0 0 0 0:
Old : 24: 12 11 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 72.3 82.2 88.2 42.1 63.6 63.7 71.0
Old : 51.8 72.3 82.2 88.2 42.1 63.6 63.7 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 29,202: 23,113 23,800 2,898 1,708 2,904 0 0 0 0 743 47: 240 0
Old : 29,202: 23,113 23,800 2,898 1,708 2,904 0 0 0 0 743 47: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,394: 998 1,098 250 -100 150 0 0 0 0 250 -4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 81.5 9.9 5.8 9.9 0.0 0.0 0.0 0.0 2.5 0.2: 0.8 0.0
Old : 100.0: 79.1 81.5 9.9 5.8 9.9 0.0 0.0 0.0 0.0 2.5 0.2: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 16 6 6 8 0 0 0 0 . .:
Old : 36: 19 16 6 6 8 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 49.9 67.2 72.3 22.6 23.0 31.0 33.4
Old : 43.9 49.9 67.2 72.3 22.6 23.0 31.0 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 278,528: 93,008 162,535 41,790 13,445 14,360 41,674 8,390 19,351 10,659 25,069 10,607: 47,079 24,771
Old : 278,528: 93,008 162,535 41,790 13,445 14,360 41,674 8,390 19,351 10,659 25,069 10,607: 47,079 24,771
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 3,986: 11,055 9,544 26 537 -440 3,154 -2,107 -2,418 -6,796 -607 -541: -54 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 58.4 15.0 4.8 5.2 15.0 3.0 6.9 3.8 9.0 3.8: 16.9 8.9
Old : 100.0: 33.4 58.4 15.0 4.8 5.2 15.0 3.0 6.9 3.8 9.0 3.8: 16.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 157: 55 66 13 5 13 35 12 19 10 9 17:
Old : 157: 55 66 13 5 13 35 12 19 10 9 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 21.8 22.1 33.8 9.4 13.8 16.7 20.6
Old : 12.9 21.8 22.1 33.8 9.4 13.8 16.7 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 14,300: 8,697 9,241 3,479 230 1,597 0 0 150 259 2,441 100: 18 541
Old : 14,300: 8,697 9,241 3,479 230 1,597 0 0 150 259 2,441 100: 18 541
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 204: 90 363 250 0 -200 0 0 0 64 0 0: 0 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 64.6 24.3 1.6 11.2 0.0 0.0 1.0 1.8 17.1 0.7: 0.1 3.8
Old : 100.0: 60.8 64.6 24.3 1.6 11.2 0.0 0.0 1.0 1.8 17.1 0.7: 0.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 28 28 10 . 7 0 0 . . . .:
Old : 54: 28 28 10 . 7 0 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 35.5 51.1 50.8 20.8 31.4 35.0 39.9
Old : 33.5 35.5 51.1 50.8 20.8 31.4 35.0 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 9,945: 5,936 6,500 1,230 1,520 1,925 570 0 0 200 0 0: 84 0
Old : 9,945: 5,936 6,500 1,230 1,520 1,925 570 0 0 200 0 0: 84 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 120: 75 0 -45 75 45 0 0 0 0 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 65.4 12.4 15.3 19.4 5.7 0.0 0.0 2.0 0.0 0.0: 0.8 0.0
Old : 100.0: 59.7 65.4 12.4 15.3 19.4 5.7 0.0 0.0 2.0 0.0 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 13 14 5 5 9 . 0 0 . 0 0:
Old : 34: 13 14 5 5 9 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 39.8 61.0 60.6 32.2 32.0 45.1 47.8
Old : 40.2 39.8 61.0 60.6 32.2 32.0 45.1 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 3,620: 3,530 3,320 50 300 0 0 0 0 0 0 0: 40 0
Old : 3,620: 3,530 3,320 50 300 0 0 0 0 0 0 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 15: 0 15 0 0 0 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 91.7 1.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 97.5 91.7 1.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . . 0 0 0 0 0 0 0:
Old : 21: 11 12 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
Old : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 10,232: 6,960 7,683 0 230 117 681 0 253 361 212 1,217: 643 520
Old : 10,232: 6,960 7,683 0 230 117 681 0 253 361 212 1,217: 643 520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 162: 268 31 0 -18 -21 -74 0 8 -51 75 7: 25 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 75.1 0.0 2.2 1.1 6.7 0.0 2.5 3.5 2.1 11.9: 6.3 5.1
Old : 100.0: 68.0 75.1 0.0 2.2 1.1 6.7 0.0 2.5 3.5 2.1 11.9: 6.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 16 0 . . 4 0 . 4 . 4:
Old : 33: 17 16 0 . . 4 0 . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 50.3 71.7 73.0 15.7 16.4 20.6 22.9
Old : 52.9 50.3 71.7 73.0 15.7 16.4 20.6 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 12,281: 10,889 10,836 316 381 60 29 0 81 272 507 245: 389 171
Old : 12,281: 10,889 10,836 316 381 60 29 0 81 272 507 245: 389 171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,265: 1,033 1,234 53 132 -13 0 0 -1 100 -150 146: -53 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 88.2 2.6 3.1 0.5 0.2 0.0 0.7 2.2 4.1 2.0: 3.2 1.4
Old : 100.0: 88.7 88.2 2.6 3.1 0.5 0.2 0.0 0.7 2.2 4.1 2.0: 3.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 30 33 . . . . 0 . . . .:
Old : 51: 30 33 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 31.9 56.3 54.1 21.3 26.1 33.4 39.8
Old : 36.8 31.9 56.3 54.1 21.3 26.1 33.4 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,130: 1,160 1,417 0 54 0 99 0 29 32 0 0: 810 630
Old : 2,130: 1,160 1,417 0 54 0 99 0 29 32 0 0: 810 630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 66.5 0.0 2.5 0.0 4.6 0.0 1.4 1.5 0.0 0.0: 38.0 29.6
Old : 100.0: 54.5 66.5 0.0 2.5 0.0 4.6 0.0 1.4 1.5 0.0 0.0: 38.0 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 16 0 . 0 . 0 . . 0 0:
Old : 20: 16 16 0 . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 32.7 41.6 48.6 15.5 18.9 20.0 26.3
Old : 25.4 32.7 41.6 48.6 15.5 18.9 20.0 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,679: 1,016 888 320 0 22 0 0 0 49 429 24: 248 316
Old : 1,679: 1,016 888 320 0 22 0 0 0 49 429 24: 248 316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 29: 20 -58 1 0 -2 0 0 0 46 4 -4: -32 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 52.9 19.1 0.0 1.3 0.0 0.0 0.0 2.9 25.6 1.4: 14.8 18.8
Old : 100.0: 60.5 52.9 19.1 0.0 1.3 0.0 0.0 0.0 2.9 25.6 1.4: 14.8 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 18 4 0 . 0 0 0 . . .:
Old : 31: 18 18 4 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 42.6 51.0 59.7 32.3 41.3 48.4 54.0
Old : 33.5 42.6 51.0 59.7 32.3 41.3 48.4 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 359,434: 116,140 97,298 32,653 77,059 61,951 41,180 14,601 16,346 12,847 16,960 51,525: 26,792 23,694
Old : 359,434: 116,140 97,298 32,653 77,059 61,951 41,180 14,601 16,346 12,847 16,960 51,525: 26,792 23,694
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -2,610: 3,507 9,857 -1,918 -911 -2,619 1,904 -2,352 -1,577 1,212 -3,763 -1,695: -1,424 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 27.1 9.1 21.4 17.2 11.5 4.1 4.5 3.6 4.7 14.3: 7.5 6.6
Old : 100.0: 32.3 27.1 9.1 21.4 17.2 11.5 4.1 4.5 3.6 4.7 14.3: 7.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 113: 33 33 7 19 22 18 7 11 9 15 22:
Old : 113: 33 33 7 19 22 18 7 11 9 15 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 22.8 31.1 35.9 12.2 14.8 20.3 23.0
Old : 17.6 22.8 31.1 35.9 12.2 14.8 20.3 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 1,341,810: 170,878 256,435 172,054 291,764 206,704 211,106 35,729 219,377 111,249 108,781 163,558: 86,884 59,462
Old : 1,341,810: 170,878 256,435 172,054 291,764 206,704 211,106 35,729 219,377 111,249 108,781 163,558: 86,884 59,462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -39,231: -20,397 -20,679 -5,442 -3,009 -2,135 6,539 -4,668 -1,893 -7,180 -2,592 -3,199: -5,524 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 19.1 12.8 21.7 15.4 15.7 2.7 16.3 8.3 8.1 12.2: 6.5 4.4
Old : 100.0: 12.7 19.1 12.8 21.7 15.4 15.7 2.7 16.3 8.3 8.1 12.2: 6.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 304: 46 49 21 25 39 67 31 59 48 43 77:
Old : 304: 46 49 21 25 39 67 31 59 48 43 77:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 14.5 29.6 23.9 14.1 11.2 19.2 17.5
Old : 20.0 14.5 29.6 23.9 14.1 11.2 19.2 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 196,338: 36,267 21,431 30,079 73,332 26,421 0 997 18 44,912 8,495 1,020: 57,621 64,624
Old : 196,338: 36,267 21,431 30,079 73,332 26,421 0 997 18 44,912 8,495 1,020: 57,621 64,624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 3,881: 34 -494 676 1,316 -59 0 0 0 -4,966 15 123: 8,073 2,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.9 15.3 37.3 13.5 0.0 0.5 0.0 22.9 4.3 0.5: 29.3 32.9
Old : 100.0: 18.5 10.9 15.3 37.3 13.5 0.0 0.5 0.0 22.9 4.3 0.5: 29.3 32.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 4 5 5 7 9 0 . . . . .:
Old : 24: 4 5 5 7 9 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 32.3 60.4 49.5 42.9 27.9 52.7 41.5
Old : 43.3 32.3 60.4 49.5 42.9 27.9 52.7 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 17,279: 10,282 8,696 2,484 3,237 3,929 0 0 25 0 842 550: 9 0
Old : 17,279: 10,282 8,696 2,484 3,237 3,929 0 0 25 0 842 550: 9 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 923: 558 250 -200 108 565 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 50.3 14.4 18.7 22.7 0.0 0.0 0.1 0.0 4.9 3.2: 0.1 0.0
Old : 100.0: 59.5 50.3 14.4 18.7 22.7 0.0 0.0 0.1 0.0 4.9 3.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 15 14 8 5 8 0 0 . 0 . .:
Old : 38: 15 14 8 5 8 0 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 47.3 66.1 71.6 35.1 47.3 50.3 60.5
Old : 42.5 47.3 66.1 71.6 35.1 47.3 50.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 64,438: 5,423 2,256 25,716 15,961 20,573 3,463 7,103 2,247 1,350 7,078 2,299: 3,367 6,921
Old : 64,438: 5,423 2,256 25,716 15,961 20,573 3,463 7,103 2,247 1,350 7,078 2,299: 3,367 6,921
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,330: 795 336 -360 -1,715 509 9 1,188 700 -135 30 320: -508 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.5 39.9 24.8 31.9 5.4 11.0 3.5 2.1 11.0 3.6: 5.2 10.7
Old : 100.0: 8.4 3.5 39.9 24.8 31.9 5.4 11.0 3.5 2.1 11.0 3.6: 5.2 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 4 . 8 9 14 . . . . . 5:
Old : 31: 4 . 8 9 14 . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 41.9 69.3 64.6 35.5 32.6 48.3 44.1
Old : 52.1 41.9 69.3 64.6 35.5 32.6 48.3 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 32,731: 200 2,451 12,707 12,743 10,457 5,194 897 1,431 0 963 900: 1,842 2,889
Old : 32,731: 200 2,451 12,707 12,743 10,457 5,194 897 1,431 0 963 900: 1,842 2,889
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,201: 0 0 754 1,641 -109 1,178 0 -150 0 -50 500: 28 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 7.5 38.8 38.9 31.9 15.9 2.7 4.4 0.0 2.9 2.7: 5.6 8.8
Old : 100.0: 0.6 7.5 38.8 38.9 31.9 15.9 2.7 4.4 0.0 2.9 2.7: 5.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: . . 6 6 12 . . . 0 . .:
Old : 23: . . 6 6 12 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 54.2 70.2 70.7 43.7 34.8 53.6 46.2
Old : 50.8 54.2 70.2 70.7 43.7 34.8 53.6 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,190: 2,192 750 1,500 5,517 1,393 2,775 181 282 0 0 0: 48 67
Old : 8,190: 2,192 750 1,500 5,517 1,393 2,775 181 282 0 0 0: 48 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 900: 0 0 -268 32 568 402 0 282 0 0 0: -84 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.2 18.3 67.4 17.0 33.9 2.2 3.4 0.0 0.0 0.0: 0.6 0.8
Old : 100.0: 26.8 9.2 18.3 67.4 17.0 33.9 2.2 3.4 0.0 0.0 0.0: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 6 4 . 7 4 . . . 0 0 0:
Old : 22: 6 4 . 7 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 67.2 87.2 84.4 65.0 58.9 76.7 72.8
Old : 65.0 67.2 87.2 84.4 65.0 58.9 76.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 338,176: 126,805 238,693 35,539 13,366 17,354 80,838 3,486 25,837 13,242 12,911 12,403: 26,158 14,126
Old : 338,176: 126,805 238,693 35,539 13,366 17,354 80,838 3,486 25,837 13,242 12,911 12,403: 26,158 14,126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 30,650: 17,345 24,268 1,885 2,224 163 4,899 -1,037 2,892 -1,994 -1,931 3,626: 1,834 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 70.6 10.5 4.0 5.1 23.9 1.0 7.6 3.9 3.8 3.7: 7.7 4.2
Old : 100.0: 37.5 70.6 10.5 4.0 5.1 23.9 1.0 7.6 3.9 3.8 3.7: 7.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 213: 61 75 15 6 17 74 7 34 18 9 17:
Old : 213: 61 75 15 6 17 74 7 34 18 9 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 24.6 23.9 37.7 8.3 15.8 13.3 22.4
Old : 15.1 24.6 23.9 37.7 8.3 15.8 13.3 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 23,045: 8,386 12,795 0 3,591 211 3,075 0 603 6,681 0 141: 3,948 5,704
Old : 23,045: 8,386 12,795 0 3,591 211 3,075 0 603 6,681 0 141: 3,948 5,704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,006: 332 1,264 0 150 0 575 0 -450 612 0 -6: -57 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 55.5 0.0 15.6 0.9 13.3 0.0 2.6 29.0 0.0 0.6: 17.1 24.8
Old : 100.0: 36.4 55.5 0.0 15.6 0.9 13.3 0.0 2.6 29.0 0.0 0.6: 17.1 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 8 16 0 . . . 0 . 5 0 .:
Old : 26: 8 16 0 . . . 0 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 36.5 68.8 56.3 44.9 36.5 62.0 53.4
Old : 48.9 36.5 68.8 56.3 44.9 36.5 62.0 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1000 U.S. Barrels) :
: : Positions :
All : 8,480: 7,341 7,039 0 15 360 0 0 0 0 0 0: 779 1,066
Old : 8,480: 7,341 7,039 0 15 360 0 0 0 0 0 0: 779 1,066
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 129: 96 37 -35 15 35 0 0 0 0 0 0: 33 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 83.0 0.0 0.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 9.2 12.6
Old : 100.0: 86.6 83.0 0.0 0.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 9.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 12 0 . . 0 0 0 0 0 0:
Old : 20: 15 12 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 48.8 74.1 74.4 48.1 45.6 68.6 69.3
Old : 48.1 48.8 74.1 74.4 48.1 45.6 68.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,359: 4,121 4,148 1,352 459 1,330 0 0 0 296 1,168 204: 56 50
Old : 7,359: 4,121 4,148 1,352 459 1,330 0 0 0 296 1,168 204: 56 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 46: 0 0 0 0 46 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 56.4 18.4 6.2 18.1 0.0 0.0 0.0 4.0 15.9 2.8: 0.8 0.7
Old : 100.0: 56.0 56.4 18.4 6.2 18.1 0.0 0.0 0.0 4.0 15.9 2.8: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 20 4 6 8 0 0 0 . . .:
Old : 39: 17 20 4 6 8 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 39.5 56.2 60.1 30.3 34.6 43.8 45.5
Old : 35.5 39.5 56.2 60.1 30.3 34.6 43.8 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 48,546: 42,284 24,179 4,065 23,189 899 375 0 0 0 0 0: 923 279
Old : 48,546: 42,284 24,179 4,065 23,189 899 375 0 0 0 0 0: 923 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,137: 2,027 1,051 50 1,074 22 50 0 0 0 0 0: -12 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 49.8 8.4 47.8 1.9 0.8 0.0 0.0 0.0 0.0 0.0: 1.9 0.6
Old : 100.0: 87.1 49.8 8.4 47.8 1.9 0.8 0.0 0.0 0.0 0.0 0.0: 1.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 31 25 7 7 9 . 0 0 0 0 0:
Old : 56: 31 25 7 7 9 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 53.6 67.8 69.6 50.4 52.2 63.4 66.8
Old : 52.5 53.6 67.8 69.6 50.4 52.2 63.4 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 16,039: 11,403 11,261 3,652 4,006 622 0 0 0 0 0 0: 362 150
Old : 16,039: 11,403 11,261 3,652 4,006 622 0 0 0 0 0 0: 362 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,180: 1,955 1,880 25 100 200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 70.2 22.8 25.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.9
Old : 100.0: 71.1 70.2 22.8 25.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 7 . 4 0 0 0 0 0 0:
Old : 25: 12 10 7 . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 79.9 72.4 94.5 28.1 56.4 41.2 59.2
Old : 53.8 79.9 72.4 94.5 28.1 56.4 41.2 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,800: 4,220 2,725 1,855 630 950 275 0 300 150 3,125 50: 0 20
Old : 7,800: 4,220 2,725 1,855 630 950 275 0 300 150 3,125 50: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 50: 50 0 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 34.9 23.8 8.1 12.2 3.5 0.0 3.8 1.9 40.1 0.6: 0.0 0.3
Old : 100.0: 54.1 34.9 23.8 8.1 12.2 3.5 0.0 3.8 1.9 40.1 0.6: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 9 8 . 6 . 0 . . . .:
Old : 37: 17 9 8 . 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 68.3 63.8 84.7 37.1 61.2 52.2 71.9
Old : 39.7 68.3 63.8 84.7 37.1 61.2 52.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 3,506: 1,722 2,499 614 436 500 123 0 0 354 0 24: 169 47
Old : 3,506: 1,722 2,499 614 436 500 123 0 0 354 0 24: 169 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 71.3 17.5 12.4 14.3 3.5 0.0 0.0 10.1 0.0 0.7: 4.8 1.3
Old : 100.0: 49.1 71.3 17.5 12.4 14.3 3.5 0.0 0.0 10.1 0.0 0.7: 4.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . . 4 . 0 0 . 0 .:
Old : 20: 8 9 . . 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 70.8 80.8 91.8 42.1 59.6 62.0 69.0
Old : 55.3 70.8 80.8 91.8 42.1 59.6 62.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 25,913: 16,153 14,050 5,412 4,104 1,874 329 3,707 0 948 1,060 1,077: 120 41
Old : 25,913: 16,153 14,050 5,412 4,104 1,874 329 3,707 0 948 1,060 1,077: 120 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,313: 715 975 299 195 -44 180 200 -90 -64 -241 318: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 54.2 20.9 15.8 7.2 1.3 14.3 0.0 3.7 4.1 4.2: 0.5 0.2
Old : 100.0: 62.3 54.2 20.9 15.8 7.2 1.3 14.3 0.0 3.7 4.1 4.2: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 22 30 8 9 10 . . 0 . . 4:
Old : 62: 22 30 8 9 10 . . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 34.6 56.9 49.9 35.6 33.2 49.6 44.9
Old : 40.4 34.6 56.9 49.9 35.6 33.2 49.6 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,658: 9,945 9,126 227 2,664 451 2,257 515 459 185 441 0: 134 2
Old : 13,658: 9,945 9,126 227 2,664 451 2,257 515 459 185 441 0: 134 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 568: 443 409 25 135 0 90 44 0 0 47 0: 10 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 66.8 1.7 19.5 3.3 16.5 3.8 3.4 1.4 3.2 0.0: 1.0 0.0
Old : 100.0: 72.8 66.8 1.7 19.5 3.3 16.5 3.8 3.4 1.4 3.2 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 21 21 . 6 . . . . . 4 0:
Old : 44: 21 21 . 6 . . . . . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 48.7 66.7 69.0 42.2 46.5 58.0 60.3
Old : 42.2 48.7 66.7 69.0 42.2 46.5 58.0 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 30,671: 13,765 15,031 3,541 9,107 2,334 0 2,280 0 10,015 543 596: 420 780
Old : 30,671: 13,765 15,031 3,541 9,107 2,334 0 2,280 0 10,015 543 596: 420 780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 194: 57 57 0 -100 100 0 0 0 37 143 0: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 49.0 11.5 29.7 7.6 0.0 7.4 0.0 32.7 1.8 1.9: 1.4 2.5
Old : 100.0: 44.9 49.0 11.5 29.7 7.6 0.0 7.4 0.0 32.7 1.8 1.9: 1.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 10 18 8 9 9 0 . 0 5 . 5:
Old : 45: 10 18 8 9 9 0 . 0 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 50.9 74.8 66.2 61.7 50.6 70.3 63.4
Old : 63.6 50.9 74.8 66.2 61.7 50.6 70.3 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Futures Only, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 25,453: 15,881 15,049 292 3,234 1,071 2,264 0 24 850 0 1,100: 3,971 4,975
Old : 25,453: 15,881 15,049 292 3,234 1,071 2,264 0 24 850 0 1,100: 3,971 4,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,167: 2,021 170 84 1,380 -654 -159 0 0 -289 0 748: -584 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 59.1 1.1 12.7 4.2 8.9 0.0 0.1 3.3 0.0 4.3: 15.6 19.5
Old : 100.0: 62.4 59.1 1.1 12.7 4.2 8.9 0.0 0.1 3.3 0.0 4.3: 15.6 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . 4 . . 0 . . 0 .:
Old : 22: 12 11 . 4 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 49.1 64.4 68.0 35.7 44.2 54.0 56.9
Old : 38.5 49.1 64.4 68.0 35.7 44.2 54.0 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012