Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 52,455 : : Positions : : 38,054 44,944 6,853 671 6,242 0 0 0 486 0 347 : : : : Changes from: January 24, 2012 : : 2,587 2,929 243 75 845 0 0 -400 121 0 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 85.7 13.1 1.3 11.9 0.0 0.0 0.0 0.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 32 8 4 12 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 18,701 : : Positions : : 15,862 15,665 504 828 2,168 0 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 1,579 1,871 55 -237 287 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 83.8 2.7 4.4 11.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 24 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 10,826 : : Positions : : 5,963 6,051 870 317 2,700 0 0 90 0 532 159 : : : : Changes from: January 24, 2012 : : 94 84 43 30 214 0 0 -27 0 73 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 55.9 8.0 2.9 24.9 0.0 0.0 0.8 0.0 4.9 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 26 8 5 13 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 6,898 : : Positions : : 3,387 4,794 1,195 475 635 0 0 25 771 38 167 : : : : Changes from: January 24, 2012 : : 49 168 93 102 -42 0 0 0 8 -31 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 69.5 17.3 6.9 9.2 0.0 0.0 0.4 11.2 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 32 7 7 12 0 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 4,051 : : Positions : : 2,615 2,128 615 617 344 85 0 0 0 0 62 : : : : Changes from: January 24, 2012 : : 30 93 0 -15 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 52.5 15.2 15.2 8.5 2.1 0.0 0.0 0.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . 5 6 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 2,984 : : Positions : : 1,491 1,374 199 325 482 105 0 0 19 512 6 : : : : Changes from: January 24, 2012 : : 6 62 32 26 -2 30 0 0 4 20 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 46.0 6.7 10.9 16.2 3.5 0.0 0.0 0.6 17.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 5 . 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 2,036 : : Positions : : 1,403 906 41 695 127 0 0 0 13 0 13 : : : : Changes from: January 24, 2012 : : 32 16 -13 11 12 0 0 0 -10 -5 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 44.5 2.0 34.1 6.2 0.0 0.0 0.0 0.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 9,447 : : Positions : : 8,461 8,523 598 596 202 0 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 673 736 63 0 -63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 90.2 6.3 6.3 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 29,665 : : Positions : : 23,233 24,080 3,153 1,608 3,004 0 0 0 0 938 35 : : : : Changes from: January 24, 2012 : : 120 280 255 -100 100 0 0 0 0 195 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 81.2 10.6 5.4 10.1 0.0 0.0 0.0 0.0 3.2 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 6 6 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 274,900 : : Positions : : 92,307 165,962 43,300 13,687 13,177 40,774 6,980 22,606 10,923 22,808 8,149 : : : : Changes from: January 24, 2012 : : -701 3,427 1,510 242 -1,183 -900 -1,410 3,255 264 -2,261 -2,458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 60.4 15.8 5.0 4.8 14.8 2.5 8.2 4.0 8.3 3.0 : : : : Number of Traders in Each Category Total Traders: 159 : : 50 68 15 5 13 34 12 22 11 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 16,158 : : Positions : : 9,428 9,694 3,583 253 2,670 0 100 150 259 3,241 50 : : : : Changes from: January 24, 2012 : : 731 453 104 23 1,073 0 100 0 0 800 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 60.0 22.2 1.6 16.5 0.0 0.6 0.9 1.6 20.1 0.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 33 9 . 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 10,203 : : Positions : : 6,186 6,500 1,230 1,678 1,925 708 0 0 50 50 50 : : : : Changes from: January 24, 2012 : : 250 0 0 158 0 138 0 0 -150 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 63.7 12.1 16.4 18.9 6.9 0.0 0.0 0.5 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 14 5 5 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 3,620 : : Positions : : 3,530 3,320 50 300 0 0 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 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 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 10,608 : : Positions : : 7,211 8,018 0 436 112 710 0 253 490 182 1,130 : : : : Changes from: January 24, 2012 : : 251 335 0 206 -5 29 0 0 129 -30 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 75.6 0.0 4.1 1.1 6.7 0.0 2.4 4.6 1.7 10.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 21 0 . . 4 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 12,928 : : Positions : : 11,519 11,346 333 361 70 74 0 49 283 601 276 : : : : Changes from: January 24, 2012 : : 630 510 17 -20 10 45 0 -32 11 94 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 87.8 2.6 2.8 0.5 0.6 0.0 0.4 2.2 4.6 2.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 35 . . . . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,132 : : Positions : : 1,176 1,353 0 54 0 99 0 29 32 0 0 : : : : Changes from: January 24, 2012 : : 16 -64 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 63.5 0.0 2.5 0.0 4.6 0.0 1.4 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 16 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 1,894 : : Positions : : 1,231 1,128 310 0 6 0 0 0 25 432 46 : : : : Changes from: January 24, 2012 : : 215 240 -10 0 -16 0 0 0 -24 3 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 59.6 16.4 0.0 0.3 0.0 0.0 0.0 1.3 22.8 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 357,369 : : Positions : : 117,344 97,145 31,355 78,366 63,218 40,020 15,726 14,186 12,612 13,279 58,542 : : : : Changes from: January 24, 2012 : : 1,204 -153 -1,298 1,307 1,267 -1,160 1,125 -2,160 -235 -3,681 7,017 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 27.2 8.8 21.9 17.7 11.2 4.4 4.0 3.5 3.7 16.4 : : : : Number of Traders in Each Category Total Traders: 116 : : 34 31 9 18 24 17 7 11 10 16 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 1,399,874 : : Positions : : 191,271 276,931 175,188 290,988 205,350 212,097 39,176 243,461 109,079 111,301 177,551 : : : : Changes from: January 24, 2012 : : 20,393 20,496 3,134 -776 -1,354 991 3,447 24,084 -2,170 2,520 13,993 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 19.8 12.5 20.8 14.7 15.2 2.8 17.4 7.8 8.0 12.7 : : : : Number of Traders in Each Category Total Traders: 317 : : 45 49 21 27 39 68 36 71 52 42 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 198,113 : : Positions : : 36,193 21,459 29,619 72,920 26,590 0 997 18 52,399 8,405 1,155 : : : : Changes from: January 24, 2012 : : -74 28 -460 -412 169 0 0 0 7,487 -90 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 10.8 15.0 36.8 13.4 0.0 0.5 0.0 26.4 4.2 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 5 5 7 9 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 20,190 : : Positions : : 11,764 10,070 2,376 3,237 5,466 0 0 25 0 842 550 : : : : Changes from: January 24, 2012 : : 1,482 1,374 -108 0 1,537 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 49.9 11.8 16.0 27.1 0.0 0.0 0.1 0.0 4.2 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 16 8 5 9 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 73,759 : : Positions : : 5,968 2,751 25,404 16,264 24,460 3,440 6,715 3,271 1,350 7,078 6,699 : : : : Changes from: January 24, 2012 : : 545 495 -312 303 3,887 -23 -388 1,024 0 0 4,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 3.7 34.4 22.1 33.2 4.7 9.1 4.4 1.8 9.6 9.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 . 8 9 15 . . 4 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 44,055 : : Positions : : 200 2,551 12,467 12,243 15,969 5,070 897 7,084 0 750 1,400 : : : : Changes from: January 24, 2012 : : 0 100 -240 -500 5,512 -124 0 5,653 0 -213 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.5 5.8 28.3 27.8 36.2 11.5 2.0 16.1 0.0 1.7 3.2 : : : : 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 31, 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 8,460 : : Positions : : 2,192 1,050 1,500 5,747 1,363 2,775 0 282 300 0 0 : : : : Changes from: January 24, 2012 : : 0 300 0 230 -30 0 -181 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 12.4 17.7 67.9 16.1 32.8 0.0 3.3 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 5 . 7 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 21,638 : : Positions : : 663 1,477 1,087 1,536 5,851 2,265 605 2,837 3,487 2,785 2,713 : : : : Changes from: January 24, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.1 6.8 5.0 7.1 27.0 10.5 2.8 13.1 16.1 12.9 12.5 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 4 . 7 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 325,384 : : Positions : : 115,158 234,408 35,330 12,428 14,075 87,543 3,336 23,244 14,177 14,512 10,998 : : : : Changes from: January 24, 2012 : : -11,647 -4,285 -209 -938 -3,279 6,705 -150 -2,593 935 1,601 -1,405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 72.0 10.9 3.8 4.3 26.9 1.0 7.1 4.4 4.5 3.4 : : : : Number of Traders in Each Category Total Traders: 217 : : 60 75 15 5 15 82 8 32 17 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 23,714 : : Positions : : 8,564 13,375 0 3,591 211 3,151 0 477 6,596 690 111 : : : : Changes from: January 24, 2012 : : 178 580 0 0 0 76 0 -126 -85 690 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 56.4 0.0 15.1 0.9 13.3 0.0 2.0 27.8 2.9 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 17 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 9,013 : : Positions : : 8,074 7,497 0 165 360 0 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 733 458 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 83.2 0.0 1.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 7,827 : : Positions : : 4,071 4,098 1,766 505 1,334 100 0 0 296 1,636 204 : : : : Changes from: January 24, 2012 : : -50 -50 414 46 4 100 0 0 0 468 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 52.4 22.6 6.5 17.0 1.3 0.0 0.0 3.8 20.9 2.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 19 5 6 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 53,359 : : Positions : : 45,930 27,336 4,210 24,285 1,445 650 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 3,646 3,157 145 1,096 546 275 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 51.2 7.9 45.5 2.7 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 27 7 7 7 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 18,625 : : Positions : : 13,370 13,662 4,136 4,056 757 0 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 1,967 2,401 484 50 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 73.4 22.2 21.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 8,275 : : Positions : : 4,745 2,900 1,905 630 950 275 0 300 50 3,425 50 : : : : Changes from: January 24, 2012 : : 525 175 50 0 0 0 0 0 -100 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 35.0 23.0 7.6 11.5 3.3 0.0 3.6 0.6 41.4 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 8 8 . 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 3,648 : : Positions : : 1,852 2,679 614 286 500 123 0 0 369 115 21 : : : : Changes from: January 24, 2012 : : 130 180 0 -150 0 0 0 0 15 115 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 73.4 16.8 7.8 13.7 3.4 0.0 0.0 10.1 3.2 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 26,545 : : Positions : : 16,691 14,466 6,036 4,208 1,840 0 3,707 0 724 1,018 1,197 : : : : Changes from: January 24, 2012 : : 538 416 624 104 -34 -329 0 0 -224 -42 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 54.5 22.7 15.9 6.9 0.0 14.0 0.0 2.7 3.8 4.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 24 30 9 8 10 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 13,276 : : Positions : : 10,718 8,315 252 2,754 406 1,307 560 459 0 780 0 : : : : Changes from: January 24, 2012 : : 773 -811 25 90 -45 -950 45 0 -185 339 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 62.6 1.9 20.7 3.1 9.8 4.2 3.5 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 . 6 . . . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 30,786 : : Positions : : 14,031 14,936 3,541 9,077 2,229 0 2,391 0 9,969 693 596 : : : : Changes from: January 24, 2012 : : 266 -95 0 -30 -105 0 111 0 -46 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 48.5 11.5 29.5 7.2 0.0 7.8 0.0 32.4 2.3 1.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 10 17 8 9 9 0 4 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 26,896 : : Positions : : 18,086 14,998 309 3,837 723 2,632 0 24 600 0 1,350 : : : : Changes from: January 24, 2012 : : 2,205 -51 17 603 -348 368 0 0 -250 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 55.8 1.1 14.3 2.7 9.8 0.0 0.1 2.2 0.0 5.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . 4 . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 3, 2012