Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 46,349 : : Positions : : 33,867 40,267 6,207 217 5,250 0 0 0 269 0 352 : : : : Changes from: January 31, 2012 : : -4,187 -4,677 -646 -454 -992 0 0 0 -217 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 86.9 13.4 0.5 11.3 0.0 0.0 0.0 0.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 33 11 . 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 17,456 : : Positions : : 14,771 14,645 505 763 2,020 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -1,091 -1,020 1 -65 -148 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 83.9 2.9 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 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 9,712 : : Positions : : 5,112 5,267 875 310 2,563 0 0 110 0 483 86 : : : : Changes from: January 31, 2012 : : -851 -784 5 -7 -137 0 0 20 0 -49 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 54.2 9.0 3.2 26.4 0.0 0.0 1.1 0.0 5.0 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 8 5 13 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 5,263 : : Positions : : 2,447 3,549 893 262 425 25 0 0 367 0 154 : : : : Changes from: January 31, 2012 : : -940 -1,245 -302 -213 -210 25 0 -25 -404 -38 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 67.4 17.0 5.0 8.1 0.5 0.0 0.0 7.0 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 31 6 4 9 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 2,438 : : Positions : : 1,017 776 125 357 425 80 0 0 0 369 0 : : : : Changes from: January 31, 2012 : : -474 -598 -74 32 -57 -25 0 0 -19 -143 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 31.8 5.1 14.6 17.4 3.3 0.0 0.0 0.0 15.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 4 . 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 8,438 : : Positions : : 7,952 7,609 180 583 120 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -509 -914 -418 -13 -82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 90.2 2.1 6.9 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 24,283 : : Positions : : 18,450 19,175 2,737 1,517 2,781 0 0 0 0 715 95 : : : : Changes from: January 31, 2012 : : -4,783 -4,905 -416 -91 -223 0 0 0 0 -223 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 79.0 11.3 6.2 11.5 0.0 0.0 0.0 0.0 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 6 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 285,107 : : Positions : : 91,006 172,401 43,476 15,712 12,984 48,971 8,126 18,601 12,618 24,040 10,911 : : : : Changes from: January 31, 2012 : : -1,301 6,439 176 2,025 -193 8,197 1,146 -4,005 1,695 1,232 2,762 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 60.5 15.2 5.5 4.6 17.2 2.9 6.5 4.4 8.4 3.8 : : : : Number of Traders in Each Category Total Traders: 177 : : 53 73 14 5 12 46 12 25 12 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 12,660 : : Positions : : 8,593 6,680 1,613 666 2,152 0 100 150 59 2,797 75 : : : : Changes from: January 31, 2012 : : -835 -3,014 -1,970 413 -518 0 0 0 -200 -444 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 52.8 12.7 5.3 17.0 0.0 0.8 1.2 0.5 22.1 0.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 29 6 5 9 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 9,218 : : Positions : : 5,426 5,865 1,255 1,528 1,725 708 0 0 50 100 0 : : : : Changes from: January 31, 2012 : : -760 -635 25 -150 -200 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 63.6 13.6 16.6 18.7 7.7 0.0 0.0 0.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 14 5 6 9 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 11,140 : : Positions : : 7,486 8,430 0 587 99 719 0 242 723 204 1,044 : : : : Changes from: January 31, 2012 : : 275 412 0 151 -13 9 0 -11 233 22 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 75.7 0.0 5.3 0.9 6.5 0.0 2.2 6.5 1.8 9.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 23 0 . . 4 0 . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 12,759 : : Positions : : 11,372 11,059 385 219 153 49 0 80 220 852 199 : : : : Changes from: January 31, 2012 : : -147 -287 52 -142 83 -25 0 31 -63 251 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 86.7 3.0 1.7 1.2 0.4 0.0 0.6 1.7 6.7 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 33 . . . . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 1,623 : : Positions : : 1,076 1,034 257 0 33 0 0 0 28 276 61 : : : : Changes from: January 31, 2012 : : -155 -94 -53 0 27 0 0 0 3 -156 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 63.7 15.8 0.0 2.0 0.0 0.0 0.0 1.7 17.0 3.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 380,944 : : Positions : : 121,049 118,956 39,216 80,591 60,372 41,838 11,260 16,100 14,403 9,145 68,515 : : : : Changes from: January 31, 2012 : : 3,705 21,811 7,861 2,225 -2,846 1,818 -4,466 1,914 1,791 -4,134 9,973 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 31.2 10.3 21.2 15.8 11.0 3.0 4.2 3.8 2.4 18.0 : : : : Number of Traders in Each Category Total Traders: 124 : : 38 37 11 17 25 18 5 13 12 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 1,484,546 : : Positions : : 245,608 324,513 165,410 287,662 209,611 211,129 37,660 264,493 104,042 108,626 192,436 : : : : Changes from: January 31, 2012 : : 54,337 47,582 -9,778 -3,326 4,261 -968 -1,516 21,032 -5,037 -2,675 14,885 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 21.9 11.1 19.4 14.1 14.2 2.5 17.8 7.0 7.3 13.0 : : : : Number of Traders in Each Category Total Traders: 324 : : 48 49 22 27 41 64 35 69 60 45 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 188,543 : : Positions : : 33,647 19,334 29,375 70,593 24,662 0 940 18 50,963 8,992 1,617 : : : : Changes from: January 31, 2012 : : -2,546 -2,125 -244 -2,327 -1,928 0 -57 0 -1,436 587 462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 10.3 15.6 37.4 13.1 0.0 0.5 0.0 27.0 4.8 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 4 5 7 9 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 17,252 : : Positions : : 10,152 9,301 3,078 4,204 2,972 0 25 0 600 300 450 : : : : Changes from: January 31, 2012 : : -1,612 -769 702 967 -2,494 0 25 -25 600 -542 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 53.9 17.8 24.4 17.2 0.0 0.1 0.0 3.5 1.7 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 12 5 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 72,111 : : Positions : : 5,968 2,751 24,519 16,894 24,989 3,468 4,927 1,878 1,350 7,078 6,349 : : : : Changes from: January 31, 2012 : : 0 0 -885 630 529 28 -1,788 -1,393 0 0 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 3.8 34.0 23.4 34.7 4.8 6.8 2.6 1.9 9.8 8.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 . 8 9 15 . . 5 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 42,649 : : Positions : : 350 2,701 12,554 10,576 17,105 3,305 897 6,550 0 1,075 550 : : : : Changes from: January 31, 2012 : : 150 150 87 -1,667 1,136 -1,765 0 -534 0 325 -850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 6.3 29.4 24.8 40.1 7.7 2.1 15.4 0.0 2.5 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 7 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 8,560 : : Positions : : 2,162 925 1,200 5,417 1,468 2,650 0 702 300 0 0 : : : : Changes from: January 31, 2012 : : -30 -125 -300 -330 105 -125 0 420 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 10.8 14.0 63.3 17.1 31.0 0.0 8.2 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 February 7, 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 332,356 : : Positions : : 116,980 238,785 34,604 14,395 13,605 90,508 2,738 24,053 14,828 13,815 12,617 : : : : Changes from: January 31, 2012 : : 1,822 4,377 -726 1,967 -470 2,965 -598 809 651 -697 1,619 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 71.8 10.4 4.3 4.1 27.2 0.8 7.2 4.5 4.2 3.8 : : : : Number of Traders in Each Category Total Traders: 205 : : 65 74 15 5 15 72 . 30 15 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 21,288 : : Positions : : 8,402 13,169 0 3,665 13 2,708 0 327 5,485 209 244 : : : : Changes from: January 31, 2012 : : -162 -206 0 74 -198 -443 0 -150 -1,111 -481 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 61.9 0.0 17.2 0.1 12.7 0.0 1.5 25.8 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 18 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 7,790 : : Positions : : 3,780 4,419 2,406 380 998 100 0 0 196 1,689 254 : : : : Changes from: January 31, 2012 : : -291 321 640 -125 -336 0 0 0 -100 53 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 56.7 30.9 4.9 12.8 1.3 0.0 0.0 2.5 21.7 3.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 8 . 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 48,793 : : Positions : : 41,517 23,889 3,945 23,166 1,456 825 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -4,413 -3,447 -265 -1,119 11 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 49.0 8.1 47.5 3.0 1.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 22 7 8 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 17,081 : : Positions : : 12,643 12,468 3,479 3,731 732 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -727 -1,194 -657 -325 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 73.0 20.4 21.8 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 8,015 : : Positions : : 4,585 3,325 1,815 400 990 575 0 0 50 3,300 0 : : : : Changes from: January 31, 2012 : : -160 425 -90 -230 40 300 0 -300 0 -125 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 41.5 22.6 5.0 12.4 7.2 0.0 0.0 0.6 41.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 8 8 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 3,668 : : Positions : : 1,845 2,853 537 236 415 123 0 0 547 90 43 : : : : Changes from: January 31, 2012 : : -7 174 -77 -50 -85 0 0 0 178 -25 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 77.8 14.6 6.4 11.3 3.4 0.0 0.0 14.9 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 23,140 : : Positions : : 13,879 11,909 5,033 4,023 1,602 180 3,423 0 765 444 1,624 : : : : Changes from: January 31, 2012 : : -2,812 -2,557 -1,003 -185 -238 180 -284 0 41 -574 427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 51.5 21.8 17.4 6.9 0.8 14.8 0.0 3.3 1.9 7.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 20 26 9 8 9 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 10,600 : : Positions : : 8,769 6,296 32 2,346 408 831 227 459 45 862 0 : : : : Changes from: January 31, 2012 : : -1,949 -2,019 -220 -408 2 -476 -333 0 45 82 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 59.4 0.3 22.1 3.8 7.8 2.1 4.3 0.4 8.1 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 . 7 . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 27,674 : : Positions : : 12,524 13,200 3,528 8,055 2,037 0 2,341 0 8,680 691 520 : : : : Changes from: January 31, 2012 : : -1,507 -1,736 -13 -1,022 -192 0 -50 0 -1,289 -2 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 47.7 12.7 29.1 7.4 0.0 8.5 0.0 31.4 2.5 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 11 17 8 9 8 0 4 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 24,839 : : Positions : : 17,392 13,312 241 4,695 667 1,625 0 24 550 0 1,400 : : : : Changes from: January 31, 2012 : : -694 -1,686 -68 858 -56 -1,007 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 53.6 1.0 18.9 2.7 6.5 0.0 0.1 2.2 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . 5 4 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 10, 2012