GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 52,455: 38,054 44,944 6,853 671 6,242 0 0 0 486 0 347: 473 251 Old : 52,455: 38,054 44,944 6,853 671 6,242 0 0 0 486 0 347: 473 251 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 3,587: 2,587 2,929 243 75 845 0 0 -400 121 0 195: -4 -57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 85.7 13.1 1.3 11.9 0.0 0.0 0.0 0.9 0.0 0.7: 0.9 0.5 Old : 100.0: 72.5 85.7 13.1 1.3 11.9 0.0 0.0 0.0 0.9 0.0 0.7: 0.9 0.5 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 : 53: 25 32 8 4 12 0 0 0 . 0 .: Old : 53: 25 32 8 4 12 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 : 38.2 37.3 62.1 59.0 13.4 13.8 22.1 20.2 Old : 38.2 37.3 62.1 59.0 13.4 13.8 22.1 20.2 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 31, 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 : 18,701: 15,862 15,665 504 828 2,168 0 0 0 0 0 0: 167 40 Old : 18,701: 15,862 15,665 504 828 2,168 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 24, 2012 : : 1,921: 1,579 1,871 55 -237 287 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 83.8 2.7 4.4 11.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.2 Old : 100.0: 84.8 83.8 2.7 4.4 11.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 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 24 4 4 6 0 0 0 0 0 0: Old : 33: 14 24 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 : 49.8 46.0 75.3 70.4 10.1 11.8 17.1 16.9 Old : 49.8 46.0 75.3 70.4 10.1 11.8 17.1 16.9 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 31, 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 : 10,826: 5,963 6,051 870 317 2,700 0 0 90 0 532 159: 1,044 977 Old : 10,826: 5,963 6,051 870 317 2,700 0 0 90 0 532 159: 1,044 977 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 435: 94 84 43 30 214 0 0 -27 0 73 24: 87 37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 55.9 8.0 2.9 24.9 0.0 0.0 0.8 0.0 4.9 1.5: 9.6 9.0 Old : 100.0: 55.1 55.9 8.0 2.9 24.9 0.0 0.0 0.8 0.0 4.9 1.5: 9.6 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 : 42: 21 26 8 5 13 0 0 . 0 . .: Old : 42: 21 26 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 : 30.4 22.4 50.1 38.8 16.6 13.9 20.2 18.0 Old : 30.4 22.4 50.1 38.8 16.6 13.9 20.2 18.0 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 31, 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 : 6,898: 3,387 4,794 1,195 475 635 0 0 25 771 38 167: 718 764 Old : 6,898: 3,387 4,794 1,195 475 635 0 0 25 771 38 167: 718 764 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 137: 49 168 93 102 -42 0 0 0 8 -31 -25: 54 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.1 69.5 17.3 6.9 9.2 0.0 0.0 0.4 11.2 0.6 2.4: 10.4 11.1 Old : 100.0: 49.1 69.5 17.3 6.9 9.2 0.0 0.0 0.4 11.2 0.6 2.4: 10.4 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 : 54: 31 32 7 7 12 0 0 . 4 . 4: Old : 54: 31 32 7 7 12 0 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 : 25.9 30.9 42.3 44.4 22.3 26.8 33.4 35.4 Old : 25.9 30.9 42.3 44.4 22.3 26.8 33.4 35.4 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 31, 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 : 4,051: 2,615 2,128 615 617 344 85 0 0 0 0 62: 330 900 Old : 4,051: 2,615 2,128 615 617 344 85 0 0 0 0 62: 330 900 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 64: 30 93 0 -15 15 0 0 0 0 0 0: 19 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 52.5 15.2 15.2 8.5 2.1 0.0 0.0 0.0 0.0 1.5: 8.1 22.2 Old : 100.0: 64.6 52.5 15.2 15.2 8.5 2.1 0.0 0.0 0.0 0.0 1.5: 8.1 22.2 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 : 26: 13 16 . 5 6 . 0 0 0 0 .: Old : 26: 13 16 . 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 : 52.7 31.2 68.8 48.5 46.7 23.0 53.1 33.4 Old : 52.7 31.2 68.8 48.5 46.7 23.0 53.1 33.4 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 31, 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 : 2,984: 1,491 1,374 199 325 482 105 0 0 19 512 6: 682 285 Old : 2,984: 1,491 1,374 199 325 482 105 0 0 19 512 6: 682 285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 62: 6 62 32 26 -2 30 0 0 4 20 -4: -4 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 46.0 6.7 10.9 16.2 3.5 0.0 0.0 0.6 17.2 0.2: 22.9 9.6 Old : 100.0: 50.0 46.0 6.7 10.9 16.2 3.5 0.0 0.0 0.6 17.2 0.2: 22.9 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 13 14 5 . 7 . 0 0 . . .: Old : 30: 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 : 26.3 43.2 43.9 65.7 22.9 35.5 33.4 46.3 Old : 26.3 43.2 43.9 65.7 22.9 35.5 33.4 46.3 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 31, 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 : 2,036: 1,403 906 41 695 127 0 0 0 13 0 13: 439 295 Old : 2,036: 1,403 906 41 695 127 0 0 0 13 0 13: 439 295 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 2: 32 16 -13 11 12 0 0 0 -10 -5 -35: 16 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 44.5 2.0 34.1 6.2 0.0 0.0 0.0 0.6 0.0 0.6: 21.6 14.5 Old : 100.0: 68.9 44.5 2.0 34.1 6.2 0.0 0.0 0.0 0.6 0.0 0.6: 21.6 14.5 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 : 20: 13 10 . . . 0 0 0 . 0 .: Old : 20: 13 10 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 58.8 66.2 76.1 53.8 55.7 59.1 66.9 Old : 55.1 58.8 66.2 76.1 53.8 55.7 59.1 66.9 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 31, 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 : 9,447: 8,461 8,523 598 596 202 0 0 0 0 0 0: 186 126 Old : 9,447: 8,461 8,523 598 596 202 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 24, 2012 : : 673: 673 736 63 0 -63 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 90.2 6.3 6.3 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.3 Old : 100.0: 89.6 90.2 6.3 6.3 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 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 : 25: 12 11 4 . . 0 0 0 0 0 0: Old : 25: 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 : 52.4 75.3 82.8 89.8 42.3 67.5 65.0 75.6 Old : 52.4 75.3 82.8 89.8 42.3 67.5 65.0 75.6 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 31, 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 : 29,665: 23,233 24,080 3,153 1,608 3,004 0 0 0 0 938 35: 240 0 Old : 29,665: 23,233 24,080 3,153 1,608 3,004 0 0 0 0 938 35: 240 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 463: 120 280 255 -100 100 0 0 0 0 195 -12: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 81.2 10.6 5.4 10.1 0.0 0.0 0.0 0.0 3.2 0.1: 0.8 0.0 Old : 100.0: 78.3 81.2 10.6 5.4 10.1 0.0 0.0 0.0 0.0 3.2 0.1: 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 : 43.2 49.5 65.8 71.1 22.1 22.9 31.8 33.3 Old : 43.2 49.5 65.8 71.1 22.1 22.9 31.8 33.3 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 31, 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 : 274,900: 92,307 165,962 43,300 13,687 13,177 40,774 6,980 22,606 10,923 22,808 8,149: 43,664 21,531 Old : 274,900: 92,307 165,962 43,300 13,687 13,177 40,774 6,980 22,606 10,923 22,808 8,149: 43,664 21,531 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : -3,628: -701 3,427 1,510 242 -1,183 -900 -1,410 3,255 264 -2,261 -2,458: -3,415 -3,240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 60.4 15.8 5.0 4.8 14.8 2.5 8.2 4.0 8.3 3.0: 15.9 7.8 Old : 100.0: 33.6 60.4 15.8 5.0 4.8 14.8 2.5 8.2 4.0 8.3 3.0: 15.9 7.8 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 : 159: 50 68 15 5 13 34 12 22 11 10 14: Old : 159: 50 68 15 5 13 34 12 22 11 10 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.7 24.8 26.1 36.1 9.5 13.9 17.1 20.1 Old : 16.7 24.8 26.1 36.1 9.5 13.9 17.1 20.1 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 31, 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 : 16,158: 9,428 9,694 3,583 253 2,670 0 100 150 259 3,241 50: 18 0 Old : 16,158: 9,428 9,694 3,583 253 2,670 0 100 150 259 3,241 50: 18 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 1,858: 731 453 104 23 1,073 0 100 0 0 800 -50: 0 -541 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 60.0 22.2 1.6 16.5 0.0 0.6 0.9 1.6 20.1 0.3: 0.1 0.0 Old : 100.0: 58.3 60.0 22.2 1.6 16.5 0.0 0.6 0.9 1.6 20.1 0.3: 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 : 62: 30 33 9 . 9 0 . . . . .: Old : 62: 30 33 9 . 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 : 34.7 33.1 52.5 49.8 21.1 28.1 33.0 36.1 Old : 34.7 33.1 52.5 49.8 21.1 28.1 33.0 36.1 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 31, 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 : 10,203: 6,186 6,500 1,230 1,678 1,925 708 0 0 50 50 50: 54 0 Old : 10,203: 6,186 6,500 1,230 1,678 1,925 708 0 0 50 50 50: 54 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 258: 250 0 0 158 0 138 0 0 -150 50 50: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 63.7 12.1 16.4 18.9 6.9 0.0 0.0 0.5 0.5 0.5: 0.5 0.0 Old : 100.0: 60.6 63.7 12.1 16.4 18.9 6.9 0.0 0.0 0.5 0.5 0.5: 0.5 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: 12 14 5 5 9 . 0 0 . . .: Old : 34: 12 14 5 5 9 . 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 : 42.4 38.8 63.0 59.6 34.0 32.6 48.1 48.2 Old : 42.4 38.8 63.0 59.6 34.0 32.6 48.1 48.2 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 31, 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 24, 2012 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 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 31, 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 : 10,608: 7,211 8,018 0 436 112 710 0 253 490 182 1,130: 702 477 Old : 10,608: 7,211 8,018 0 436 112 710 0 253 490 182 1,130: 702 477 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 376: 251 335 0 206 -5 29 0 0 129 -30 -87: 59 -43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.0 75.6 0.0 4.1 1.1 6.7 0.0 2.4 4.6 1.7 10.7: 6.6 4.5 Old : 100.0: 68.0 75.6 0.0 4.1 1.1 6.7 0.0 2.4 4.6 1.7 10.7: 6.6 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 17 21 0 . . 4 0 . 6 . 4: Old : 37: 17 21 0 . . 4 0 . 6 . 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 : 53.2 47.4 70.9 70.8 18.1 17.7 23.4 25.2 Old : 53.2 47.4 70.9 70.8 18.1 17.7 23.4 25.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 12,928: 11,519 11,346 333 361 70 74 0 49 283 601 276: 324 225 Old : 12,928: 11,519 11,346 333 361 70 74 0 49 283 601 276: 324 225 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 647: 630 510 17 -20 10 45 0 -32 11 94 31: -65 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 87.8 2.6 2.8 0.5 0.6 0.0 0.4 2.2 4.6 2.1: 2.5 1.7 Old : 100.0: 89.1 87.8 2.6 2.8 0.5 0.6 0.0 0.4 2.2 4.6 2.1: 2.5 1.7 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 : 55: 33 35 . . . . 0 . . 4 4: Old : 55: 33 35 . . . . 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 : 35.7 32.8 53.4 54.0 20.7 26.6 32.3 38.5 Old : 35.7 32.8 53.4 54.0 20.7 26.6 32.3 38.5 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 31, 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 : 2,132: 1,176 1,353 0 54 0 99 0 29 32 0 0: 796 696 Old : 2,132: 1,176 1,353 0 54 0 99 0 29 32 0 0: 796 696 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 2: 16 -64 0 0 0 0 0 0 0 0 0: -14 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.2 63.5 0.0 2.5 0.0 4.6 0.0 1.4 1.5 0.0 0.0: 37.3 32.6 Old : 100.0: 55.2 63.5 0.0 2.5 0.0 4.6 0.0 1.4 1.5 0.0 0.0: 37.3 32.6 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 : 27.2 32.1 45.3 48.0 17.3 20.2 23.6 29.2 Old : 27.2 32.1 45.3 48.0 17.3 20.2 23.6 29.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 1,894: 1,231 1,128 310 0 6 0 0 0 25 432 46: 276 282 Old : 1,894: 1,231 1,128 310 0 6 0 0 0 25 432 46: 276 282 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 215: 215 240 -10 0 -16 0 0 0 -24 3 22: 28 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 59.6 16.4 0.0 0.3 0.0 0.0 0.0 1.3 22.8 2.4: 14.6 14.9 Old : 100.0: 65.0 59.6 16.4 0.0 0.3 0.0 0.0 0.0 1.3 22.8 2.4: 14.6 14.9 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 : 31: 20 19 . 0 . 0 0 0 . . .: Old : 31: 20 19 . 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 : 29.9 40.4 47.5 56.5 29.4 38.5 44.4 51.4 Old : 29.9 40.4 47.5 56.5 29.4 38.5 44.4 51.4 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 31, 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 : 357,369: 117,344 97,145 31,355 78,366 63,218 40,020 15,726 14,186 12,612 13,279 58,542: 20,092 16,907 Old : 357,369: 117,344 97,145 31,355 78,366 63,218 40,020 15,726 14,186 12,612 13,279 58,542: 20,092 16,907 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : -2,065: 1,204 -153 -1,298 1,307 1,267 -1,160 1,125 -2,160 -235 -3,681 7,017: -6,700 -6,787 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 27.2 8.8 21.9 17.7 11.2 4.4 4.0 3.5 3.7 16.4: 5.6 4.7 Old : 100.0: 32.8 27.2 8.8 21.9 17.7 11.2 4.4 4.0 3.5 3.7 16.4: 5.6 4.7 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 : 116: 34 31 9 18 24 17 7 11 10 16 25: Old : 116: 34 31 9 18 24 17 7 11 10 16 25: 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 : 18.8 24.0 33.1 37.6 12.5 15.4 20.7 21.7 Old : 18.8 24.0 33.1 37.6 12.5 15.4 20.7 21.7 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 31, 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 : 1,399,874: 191,271 276,931 175,188 290,988 205,350 212,097 39,176 243,461 109,079 111,301 177,551: 85,877 55,116 Old : 1,399,874: 191,271 276,931 175,188 290,988 205,350 212,097 39,176 243,461 109,079 111,301 177,551: 85,877 55,116 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 58,064: 20,393 20,496 3,134 -776 -1,354 991 3,447 24,084 -2,170 2,520 13,993: -1,007 -4,346 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 19.8 12.5 20.8 14.7 15.2 2.8 17.4 7.8 8.0 12.7: 6.1 3.9 Old : 100.0: 13.7 19.8 12.5 20.8 14.7 15.2 2.8 17.4 7.8 8.0 12.7: 6.1 3.9 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 : 317: 45 49 21 27 39 68 36 71 52 42 76: Old : 317: 45 49 21 27 39 68 36 71 52 42 76: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.7 14.2 29.3 23.4 13.3 10.7 18.1 16.8 Old : 19.7 14.2 29.3 23.4 13.3 10.7 18.1 16.8 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 31, 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 : 198,113: 36,193 21,459 29,619 72,920 26,590 0 997 18 52,399 8,405 1,155: 52,139 66,569 Old : 198,113: 36,193 21,459 29,619 72,920 26,590 0 997 18 52,399 8,405 1,155: 52,139 66,569 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 1,775: -74 28 -460 -412 169 0 0 0 7,487 -90 135: -5,482 1,945 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 10.8 15.0 36.8 13.4 0.0 0.5 0.0 26.4 4.2 0.6: 26.3 33.6 Old : 100.0: 18.3 10.8 15.0 36.8 13.4 0.0 0.5 0.0 26.4 4.2 0.6: 26.3 33.6 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 : 25: 4 5 5 7 9 0 . . 4 . 4: Old : 25: 4 5 5 7 9 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 : 43.5 32.1 60.5 49.1 43.2 27.7 53.8 41.0 Old : 43.5 32.1 60.5 49.1 43.2 27.7 53.8 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 20,190: 11,764 10,070 2,376 3,237 5,466 0 0 25 0 842 550: 9 0 Old : 20,190: 11,764 10,070 2,376 3,237 5,466 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 24, 2012 : : 2,911: 1,482 1,374 -108 0 1,537 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 49.9 11.8 16.0 27.1 0.0 0.0 0.1 0.0 4.2 2.7: 0.0 0.0 Old : 100.0: 58.3 49.9 11.8 16.0 27.1 0.0 0.0 0.1 0.0 4.2 2.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 18 16 8 5 9 0 0 . 0 . .: Old : 40: 18 16 8 5 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 : 43.4 44.0 64.3 68.7 31.5 40.5 43.1 51.8 Old : 43.4 44.0 64.3 68.7 31.5 40.5 43.1 51.8 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 31, 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 : 73,759: 5,968 2,751 25,404 16,264 24,460 3,440 6,715 3,271 1,350 7,078 6,699: 3,167 6,521 Old : 73,759: 5,968 2,751 25,404 16,264 24,460 3,440 6,715 3,271 1,350 7,078 6,699: 3,167 6,521 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 9,321: 545 495 -312 303 3,887 -23 -388 1,024 0 0 4,400: -200 -400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 3.7 34.4 22.1 33.2 4.7 9.1 4.4 1.8 9.6 9.1: 4.3 8.8 Old : 100.0: 8.1 3.7 34.4 22.1 33.2 4.7 9.1 4.4 1.8 9.6 9.1: 4.3 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 : 35: 5 . 8 9 15 . . 4 . . 6: Old : 35: 5 . 8 9 15 . . 4 . . 6: 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 : 47.8 39.1 67.7 62.1 30.6 28.8 41.7 38.5 Old : 47.8 39.1 67.7 62.1 30.6 28.8 41.7 38.5 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 31, 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 : 44,055: 200 2,551 12,467 12,243 15,969 5,070 897 7,084 0 750 1,400: 1,865 3,161 Old : 44,055: 200 2,551 12,467 12,243 15,969 5,070 897 7,084 0 750 1,400: 1,865 3,161 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 11,324: 0 100 -240 -500 5,512 -124 0 5,653 0 -213 500: 23 272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 5.8 28.3 27.8 36.2 11.5 2.0 16.1 0.0 1.7 3.2: 4.2 7.2 Old : 100.0: 0.5 5.8 28.3 27.8 36.2 11.5 2.0 16.1 0.0 1.7 3.2: 4.2 7.2 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 : 23: . . 6 6 12 . . 4 0 . .: Old : 23: . . 6 6 12 . . 4 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 53.9 77.5 74.4 31.9 24.7 39.1 33.2 Old : 63.3 53.9 77.5 74.4 31.9 24.7 39.1 33.2 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 31, 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 : 8,460: 2,192 1,050 1,500 5,747 1,363 2,775 0 282 300 0 0: 48 18 Old : 8,460: 2,192 1,050 1,500 5,747 1,363 2,775 0 282 300 0 0: 48 18 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 270: 0 300 0 230 -30 0 -181 0 300 0 0: 0 -49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 12.4 17.7 67.9 16.1 32.8 0.0 3.3 3.5 0.0 0.0: 0.6 0.2 Old : 100.0: 25.9 12.4 17.7 67.9 16.1 32.8 0.0 3.3 3.5 0.0 0.0: 0.6 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 : 22: 6 5 . 7 4 . 0 . . 0 0: Old : 22: 6 5 . 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 : 62.9 67.4 84.4 84.0 62.9 59.8 76.1 72.9 Old : 62.9 67.4 84.4 84.0 62.9 59.8 76.1 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 21,638: 663 1,477 1,087 1,536 5,851 2,265 605 2,837 3,487 2,785 2,713: 2,735 3,834 Old : 21,638: 663 1,477 1,087 1,536 5,851 2,265 605 2,837 3,487 2,785 2,713: 2,735 3,834 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 6.8 5.0 7.1 27.0 10.5 2.8 13.1 16.1 12.9 12.5: 12.6 17.7 Old : 100.0: 3.1 6.8 5.0 7.1 27.0 10.5 2.8 13.1 16.1 12.9 12.5: 12.6 17.7 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 : 20: . . 4 . 7 . . . . . 4: Old : 20: . . 4 . 7 . . . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 45.2 71.6 66.5 27.8 21.9 32.1 27.8 Old : 54.3 45.2 71.6 66.5 27.8 21.9 32.1 27.8 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 31, 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 : 325,384: 115,158 234,408 35,330 12,428 14,075 87,543 3,336 23,244 14,177 14,512 10,998: 24,859 12,383 Old : 325,384: 115,158 234,408 35,330 12,428 14,075 87,543 3,336 23,244 14,177 14,512 10,998: 24,859 12,383 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : -12,792: -11,647 -4,285 -209 -938 -3,279 6,705 -150 -2,593 935 1,601 -1,405: -1,299 -1,743 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 72.0 10.9 3.8 4.3 26.9 1.0 7.1 4.4 4.5 3.4: 7.6 3.8 Old : 100.0: 35.4 72.0 10.9 3.8 4.3 26.9 1.0 7.1 4.4 4.5 3.4: 7.6 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 : 217: 60 75 15 5 15 82 8 32 17 10 16: Old : 217: 60 75 15 5 15 82 8 32 17 10 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.2 21.9 24.1 36.1 8.8 14.4 14.1 22.4 Old : 15.2 21.9 24.1 36.1 8.8 14.4 14.1 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 31, 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 : 23,714: 8,564 13,375 0 3,591 211 3,151 0 477 6,596 690 111: 4,604 5,259 Old : 23,714: 8,564 13,375 0 3,591 211 3,151 0 477 6,596 690 111: 4,604 5,259 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 669: 178 580 0 0 0 76 0 -126 -85 690 -30: 656 -445 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.1 56.4 0.0 15.1 0.9 13.3 0.0 2.0 27.8 2.9 0.5: 19.4 22.2 Old : 100.0: 36.1 56.4 0.0 15.1 0.9 13.3 0.0 2.0 27.8 2.9 0.5: 19.4 22.2 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 : 28: 8 17 0 . . . 0 . 4 . .: Old : 28: 8 17 0 . . . 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 36.2 68.3 56.6 47.0 36.2 62.1 53.6 Old : 50.2 36.2 68.3 56.6 47.0 36.2 62.1 53.6 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 31, 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 : 9,013: 8,074 7,497 0 165 360 0 0 0 0 0 0: 579 991 Old : 9,013: 8,074 7,497 0 165 360 0 0 0 0 0 0: 579 991 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 533: 733 458 0 150 0 0 0 0 0 0 0: -200 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 83.2 0.0 1.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 11.0 Old : 100.0: 89.6 83.2 0.0 1.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 15 14 0 . . 0 0 0 0 0 0: Old : 21: 15 14 0 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 47.1 69.2 72.5 42.8 39.6 60.9 58.8 Old : 43.9 47.1 69.2 72.5 42.8 39.6 60.9 58.8 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 31, 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 : 7,827: 4,071 4,098 1,766 505 1,334 100 0 0 296 1,636 204: 56 50 Old : 7,827: 4,071 4,098 1,766 505 1,334 100 0 0 296 1,636 204: 56 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 468: -50 -50 414 46 4 100 0 0 0 468 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.0 52.4 22.6 6.5 17.0 1.3 0.0 0.0 3.8 20.9 2.6: 0.7 0.6 Old : 100.0: 52.0 52.4 22.6 6.5 17.0 1.3 0.0 0.0 3.8 20.9 2.6: 0.7 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 : 41: 17 19 5 6 8 . 0 0 . . .: Old : 41: 17 19 5 6 8 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 37.2 51.8 58.0 27.3 34.0 42.7 47.6 Old : 32.3 37.2 51.8 58.0 27.3 34.0 42.7 47.6 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 31, 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 : 53,359: 45,930 27,336 4,210 24,285 1,445 650 0 0 0 0 0: 1,124 293 Old : 53,359: 45,930 27,336 4,210 24,285 1,445 650 0 0 0 0 0: 1,124 293 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 4,813: 3,646 3,157 145 1,096 546 275 0 0 0 0 0: 201 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 51.2 7.9 45.5 2.7 1.2 0.0 0.0 0.0 0.0 0.0: 2.1 0.5 Old : 100.0: 86.1 51.2 7.9 45.5 2.7 1.2 0.0 0.0 0.0 0.0 0.0: 2.1 0.5 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 : 56: 31 27 7 7 7 . 0 0 0 0 0: Old : 56: 31 27 7 7 7 . 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 : 53.9 54.9 67.7 70.9 53.0 52.9 65.0 67.3 Old : 53.9 54.9 67.7 70.9 53.0 52.9 65.0 67.3 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 31, 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 : 18,625: 13,370 13,662 4,136 4,056 757 0 0 0 0 0 0: 362 150 Old : 18,625: 13,370 13,662 4,136 4,056 757 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 24, 2012 : : 2,586: 1,967 2,401 484 50 135 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 73.4 22.2 21.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 0.8 Old : 100.0: 71.8 73.4 22.2 21.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 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 : 25: 12 11 7 . 4 0 0 0 0 0 0: Old : 25: 12 11 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 : 51.8 79.5 72.1 93.7 29.8 56.8 44.4 60.5 Old : 51.8 79.5 72.1 93.7 29.8 56.8 44.4 60.5 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 31, 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 : 8,275: 4,745 2,900 1,905 630 950 275 0 300 50 3,425 50: 0 20 Old : 8,275: 4,745 2,900 1,905 630 950 275 0 300 50 3,425 50: 0 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 475: 525 175 50 0 0 0 0 0 -100 300 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 35.0 23.0 7.6 11.5 3.3 0.0 3.6 0.6 41.4 0.6: 0.0 0.2 Old : 100.0: 57.3 35.0 23.0 7.6 11.5 3.3 0.0 3.6 0.6 41.4 0.6: 0.0 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 : 36: 17 8 8 . 6 . 0 . . . .: Old : 36: 17 8 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 : 42.5 70.4 65.9 85.9 41.0 63.1 55.9 73.2 Old : 42.5 70.4 65.9 85.9 41.0 63.1 55.9 73.2 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 31, 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 : 3,648: 1,852 2,679 614 286 500 123 0 0 369 115 21: 169 47 Old : 3,648: 1,852 2,679 614 286 500 123 0 0 369 115 21: 169 47 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 142: 130 180 0 -150 0 0 0 0 15 115 -3: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.8 73.4 16.8 7.8 13.7 3.4 0.0 0.0 10.1 3.2 0.6: 4.6 1.3 Old : 100.0: 50.8 73.4 16.8 7.8 13.7 3.4 0.0 0.0 10.1 3.2 0.6: 4.6 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 8 . . 4 . 0 0 . . .: Old : 20: 8 8 . . 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 : 60.1 78.1 82.5 91.5 55.3 69.3 70.5 76.8 Old : 60.1 78.1 82.5 91.5 55.3 69.3 70.5 76.8 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 31, 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 : 26,545: 16,691 14,466 6,036 4,208 1,840 0 3,707 0 724 1,018 1,197: 57 109 Old : 26,545: 16,691 14,466 6,036 4,208 1,840 0 3,707 0 724 1,018 1,197: 57 109 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 632: 538 416 624 104 -34 -329 0 0 -224 -42 120: -63 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.9 54.5 22.7 15.9 6.9 0.0 14.0 0.0 2.7 3.8 4.5: 0.2 0.4 Old : 100.0: 62.9 54.5 22.7 15.9 6.9 0.0 14.0 0.0 2.7 3.8 4.5: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 24 30 9 8 10 0 . 0 . . 4: Old : 61: 24 30 9 8 10 0 . 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.2 34.1 53.8 48.9 33.9 32.7 48.1 44.6 Old : 38.2 34.1 53.8 48.9 33.9 32.7 48.1 44.6 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 31, 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 : 13,276: 10,718 8,315 252 2,754 406 1,307 560 459 0 780 0: 134 2 Old : 13,276: 10,718 8,315 252 2,754 406 1,307 560 459 0 780 0: 134 2 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : -382: 773 -811 25 90 -45 -950 45 0 -185 339 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 62.6 1.9 20.7 3.1 9.8 4.2 3.5 0.0 5.9 0.0: 1.0 0.0 Old : 100.0: 80.7 62.6 1.9 20.7 3.1 9.8 4.2 3.5 0.0 5.9 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 : 43: 22 22 . 6 . . . . 0 4 0: Old : 43: 22 22 . 6 . . . . 0 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 43.8 63.9 65.0 35.9 39.6 54.6 55.7 Old : 41.2 43.8 63.9 65.0 35.9 39.6 54.6 55.7 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 31, 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 : 30,786: 14,031 14,936 3,541 9,077 2,229 0 2,391 0 9,969 693 596: 420 864 Old : 30,786: 14,031 14,936 3,541 9,077 2,229 0 2,391 0 9,969 693 596: 420 864 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 115: 266 -95 0 -30 -105 0 111 0 -46 150 0: 0 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.6 48.5 11.5 29.5 7.2 0.0 7.8 0.0 32.4 2.3 1.9: 1.4 2.8 Old : 100.0: 45.6 48.5 11.5 29.5 7.2 0.0 7.8 0.0 32.4 2.3 1.9: 1.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 10 17 8 9 9 0 4 0 5 . 5: Old : 46: 10 17 8 9 9 0 4 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 : 63.7 50.4 74.9 65.7 62.0 50.1 70.6 62.9 Old : 63.7 50.4 74.9 65.7 62.0 50.1 70.6 62.9 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 31, 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 : 26,896: 18,086 14,998 309 3,837 723 2,632 0 24 600 0 1,350: 3,172 5,964 Old : 26,896: 18,086 14,998 309 3,837 723 2,632 0 24 600 0 1,350: 3,172 5,964 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : 1,443: 2,205 -51 17 603 -348 368 0 0 -250 0 250: -799 989 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.2 55.8 1.1 14.3 2.7 9.8 0.0 0.1 2.2 0.0 5.0: 11.8 22.2 Old : 100.0: 67.2 55.8 1.1 14.3 2.7 9.8 0.0 0.1 2.2 0.0 5.0: 11.8 22.2 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 : 23: 14 13 . 4 . . 0 . . 0 .: Old : 23: 14 13 . 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 : 41.4 45.6 68.1 65.3 39.6 42.4 57.1 54.0 Old : 41.4 45.6 68.1 65.3 39.6 42.4 57.1 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012