Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 46,162 : : Positions : : 34,008 40,041 6,250 662 4,638 0 0 400 356 0 95 : : : : Changes from: January 10, 2012 : : 699 1,081 198 -47 50 0 0 0 137 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 86.7 13.5 1.4 10.0 0.0 0.0 0.9 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 33 8 4 11 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 15,580 : : Positions : : 13,183 12,569 449 1,190 1,781 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : -34 -34 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 80.7 2.9 7.6 11.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 23 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,032 : : Positions : : 5,625 5,774 828 299 2,405 0 0 117 0 405 138 : : : : Changes from: January 10, 2012 : : 44 -43 4 1 22 0 0 72 0 48 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 57.6 8.3 3.0 24.0 0.0 0.0 1.2 0.0 4.0 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 25 7 5 12 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,353 : : Positions : : 3,150 4,445 1,080 383 667 0 0 25 761 64 133 : : : : Changes from: January 10, 2012 : : 369 457 -11 -11 80 0 0 0 69 30 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 70.0 17.0 6.0 10.5 0.0 0.0 0.4 12.0 1.0 2.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 29 7 6 11 0 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,730 : : Positions : : 2,402 1,840 590 680 262 105 0 0 0 0 62 : : : : Changes from: January 10, 2012 : : -134 -75 15 223 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 49.3 15.8 18.2 7.0 2.8 0.0 0.0 0.0 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 5 6 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,821 : : Positions : : 1,418 1,186 145 295 469 75 0 0 15 533 10 : : : : Changes from: January 10, 2012 : : 55 -25 0 0 52 0 0 -40 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 42.0 5.1 10.5 16.6 2.7 0.0 0.0 0.5 18.9 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,949 : : Positions : : 1,336 837 49 684 100 0 0 0 23 5 48 : : : : Changes from: January 10, 2012 : : 510 -304 -51 566 -143 0 0 0 -17 3 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 42.9 2.5 35.1 5.1 0.0 0.0 0.0 1.2 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 7,511 : : Positions : : 6,495 6,694 735 596 95 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 364 594 230 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 89.1 9.8 7.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 27,808 : : Positions : : 22,115 22,702 2,648 1,808 2,754 0 0 0 0 493 51 : : : : Changes from: January 10, 2012 : : 2,557 2,342 75 140 146 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 81.6 9.5 6.5 9.9 0.0 0.0 0.0 0.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 6 6 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 274,542 : : Positions : : 81,953 152,991 41,764 12,908 14,800 38,520 10,497 21,769 17,455 25,676 11,148 : : : : Changes from: January 10, 2012 : : -1,969 -4,095 -2,126 2,681 -1,590 -2,971 -909 2,952 5,829 643 1,831 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 55.7 15.2 4.7 5.4 14.0 3.8 7.9 6.4 9.4 4.1 : : : : Number of Traders in Each Category Total Traders: 160 : : 53 69 12 4 13 36 8 18 15 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 14,096 : : Positions : : 8,607 8,878 3,229 230 1,797 0 0 150 195 2,441 100 : : : : Changes from: January 10, 2012 : : 150 423 143 -85 -315 0 0 50 45 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 63.0 22.9 1.6 12.7 0.0 0.0 1.1 1.4 17.3 0.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 30 10 . 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 9,825 : : Positions : : 5,861 6,500 1,275 1,445 1,880 570 0 0 200 0 0 : : : : Changes from: January 10, 2012 : : 766 741 0 125 225 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 66.2 13.0 14.7 19.1 5.8 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 14 5 5 9 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A62 Open Interest is 3,605 : : Positions : : 3,530 3,305 50 300 0 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 190 190 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 91.7 1.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,070 : : Positions : : 6,692 7,652 0 248 138 755 0 245 412 137 1,210 : : : : Changes from: January 10, 2012 : : -540 250 0 -269 48 -20 0 20 104 -361 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 76.0 0.0 2.5 1.4 7.5 0.0 2.4 4.1 1.4 12.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 0 . . 4 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 11,016 : : Positions : : 9,856 9,602 263 249 73 29 0 82 172 657 99 : : : : Changes from: January 10, 2012 : : 1,562 1,328 135 18 -49 -20 0 0 -158 275 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 87.2 2.4 2.3 0.7 0.3 0.0 0.7 1.6 6.0 0.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 33 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,650 : : Positions : : 996 946 319 0 24 0 0 0 3 425 28 : : : : Changes from: January 10, 2012 : : 126 156 4 0 18 0 0 0 -107 -2 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 57.3 19.3 0.0 1.5 0.0 0.0 0.0 0.2 25.8 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 362,044 : : Positions : : 112,633 87,441 34,571 77,970 64,570 39,276 16,953 17,923 11,635 20,723 53,220 : : : : Changes from: January 10, 2012 : : -18,120 -20,418 1,137 2,299 -408 2,348 -4,200 -2,290 -322 8,694 -2,775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 24.2 9.5 21.5 17.8 10.8 4.7 5.0 3.2 5.7 14.7 : : : : Number of Traders in Each Category Total Traders: 110 : : 32 33 7 18 22 17 8 16 9 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,381,041 : : Positions : : 191,275 277,114 177,496 294,773 208,839 204,567 40,397 221,270 118,429 111,373 166,757 : : : : Changes from: January 10, 2012 : : 5,829 -6,978 -10,091 10,437 2,998 -9,107 808 -3,647 19,931 -1,862 -11,341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 20.1 12.9 21.3 15.1 14.8 2.9 16.0 8.6 8.1 12.1 : : : : Number of Traders in Each Category Total Traders: 311 : : 48 49 19 26 39 74 31 63 50 45 73 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 192,457 : : Positions : : 36,233 21,925 29,403 72,016 26,480 0 997 18 49,878 8,480 897 : : : : Changes from: January 10, 2012 : : 556 824 -790 -271 1,296 0 997 18 843 132 516 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 11.4 15.3 37.4 13.8 0.0 0.5 0.0 25.9 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 5 5 7 9 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 16,356 : : Positions : : 9,724 8,446 2,684 3,129 3,364 0 0 25 0 842 550 : : : : Changes from: January 10, 2012 : : -600 -675 -100 0 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 51.6 16.4 19.1 20.6 0.0 0.0 0.2 0.0 5.1 3.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 14 8 5 8 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 63,108 : : Positions : : 4,628 1,920 26,076 17,676 20,064 3,454 5,915 1,547 1,485 7,048 1,979 : : : : Changes from: January 10, 2012 : : 0 0 701 145 -272 74 603 1,488 0 12 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 3.0 41.3 28.0 31.8 5.5 9.4 2.5 2.4 11.2 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : . . 8 9 14 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 30,530 : : Positions : : 200 2,451 11,953 11,102 10,566 4,016 897 1,581 0 1,013 400 : : : : Changes from: January 10, 2012 : : 0 -64 -44 736 -879 704 0 -120 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 8.0 39.2 36.4 34.6 13.2 2.9 5.2 0.0 3.3 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 6 12 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 7,290 : : Positions : : 2,192 750 1,768 5,485 825 2,373 181 0 0 0 0 : : : : Changes from: January 10, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 10.3 24.3 75.2 11.3 32.6 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 4 . 6 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 307,526 : : Positions : : 109,460 214,425 33,654 11,142 17,191 75,939 4,523 22,945 15,236 14,842 8,777 : : : : Changes from: January 10, 2012 : : 4,867 4,668 -873 1,980 396 636 614 1,111 2,217 -588 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 69.7 10.9 3.6 5.6 24.7 1.5 7.5 5.0 4.8 2.9 : : : : Number of Traders in Each Category Total Traders: 199 : : 59 70 14 5 16 71 7 31 15 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 22,039 : : Positions : : 8,054 11,531 0 3,441 211 2,500 0 1,053 6,069 0 147 : : : : Changes from: January 10, 2012 : : 2,242 2,626 0 0 0 -150 0 150 937 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 52.3 0.0 15.6 1.0 11.3 0.0 4.8 27.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 14 0 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 8,351 : : Positions : : 7,245 7,002 35 0 325 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 83.8 0.4 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 7,313 : : Positions : : 4,121 4,148 1,352 459 1,284 0 0 0 296 1,168 204 : : : : Changes from: January 10, 2012 : : 654 450 -27 131 19 0 0 0 -54 0 204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 56.7 18.5 6.3 17.6 0.0 0.0 0.0 4.0 16.0 2.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 20 4 6 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 46,409 : : Positions : : 40,257 23,128 4,015 22,115 877 325 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 1,304 584 -50 550 -108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 49.8 8.7 47.7 1.9 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 24 7 7 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 13,859 : : Positions : : 9,448 9,381 3,627 3,906 422 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 867 1,032 105 -60 82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 67.7 26.2 28.2 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,750 : : Positions : : 4,170 2,725 1,855 630 950 275 0 300 150 3,075 50 : : : : Changes from: January 10, 2012 : : 150 250 25 0 0 275 0 0 0 200 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 35.2 23.9 8.1 12.3 3.5 0.0 3.9 1.9 39.7 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 9 8 . 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 24,600 : : Positions : : 15,438 13,075 5,113 3,909 1,918 149 3,507 90 1,012 1,301 759 : : : : Changes from: January 10, 2012 : : -60 771 234 -383 84 149 102 90 -32 -78 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 53.2 20.8 15.9 7.8 0.6 14.3 0.4 4.1 5.3 3.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 22 30 8 9 10 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 13,090 : : Positions : : 9,502 8,717 202 2,529 451 2,167 471 459 185 394 0 : : : : Changes from: January 10, 2012 : : 599 711 -85 58 136 400 0 -12 0 78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 66.6 1.5 19.3 3.4 16.6 3.6 3.5 1.4 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 19 . 5 . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 30,477 : : Positions : : 13,708 14,974 3,541 9,207 2,234 0 2,280 0 9,978 400 596 : : : : Changes from: January 10, 2012 : : 100 29 0 -329 185 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 49.1 11.6 30.2 7.3 0.0 7.5 0.0 32.7 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 10 18 8 9 9 0 . 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 24,286 : : Positions : : 13,860 14,879 208 1,854 1,725 2,423 0 24 1,139 0 352 : : : : Changes from: January 10, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 61.3 0.9 7.6 7.1 10.0 0.0 0.1 4.7 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 4 4 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated January 20, 2012