Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 47,370 : : Positions : : 34,869 41,564 6,608 217 4,762 0 0 0 126 0 625 : : : : Changes from: February 7, 2012 : : 1,002 1,297 401 0 -488 0 0 0 -143 0 273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 87.7 13.9 0.5 10.1 0.0 0.0 0.0 0.3 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 33 11 . 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 17,301 : : Positions : : 14,524 14,415 505 749 2,109 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : -247 -230 0 -14 89 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 83.3 2.9 4.3 12.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 25 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 9,792 : : Positions : : 5,203 5,370 954 341 2,439 0 0 110 0 502 96 : : : : Changes from: February 7, 2012 : : 91 103 79 31 -124 0 0 0 0 19 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 54.8 9.7 3.5 24.9 0.0 0.0 1.1 0.0 5.1 1.0 : : : : 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 14, 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 5,901 : : Positions : : 2,970 4,099 887 251 463 25 0 0 477 0 149 : : : : Changes from: February 7, 2012 : : 523 550 -6 -11 38 0 0 0 110 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 69.5 15.0 4.3 7.8 0.4 0.0 0.0 8.1 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 31 6 4 9 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 2,533 : : Positions : : 1,136 881 160 312 485 80 0 0 0 364 0 : : : : Changes from: February 7, 2012 : : 119 105 35 -45 60 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 34.8 6.3 12.3 19.1 3.2 0.0 0.0 0.0 14.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 4 . 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 2,249 : : Positions : : 1,969 2,224 280 25 0 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 98.9 12.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 9,363 : : Positions : : 8,402 8,534 593 521 182 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 450 925 413 -62 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 91.1 6.3 5.6 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 24,410 : : Positions : : 18,600 19,243 2,384 1,481 2,999 0 0 0 0 480 207 : : : : Changes from: February 7, 2012 : : 150 68 -353 -36 218 0 0 0 0 -235 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 78.8 9.8 6.1 12.3 0.0 0.0 0.0 0.0 2.0 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 16 6 6 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 307,453 : : Positions : : 108,259 185,495 43,254 15,006 13,663 51,207 11,828 19,160 13,203 29,038 12,517 : : : : Changes from: February 7, 2012 : : 17,253 13,094 -222 -706 679 2,236 3,702 559 585 4,998 1,606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 60.3 14.1 4.9 4.4 16.7 3.8 6.2 4.3 9.4 4.1 : : : : Number of Traders in Each Category Total Traders: 178 : : 57 71 14 5 13 47 13 25 15 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 12,887 : : Positions : : 8,355 7,025 2,100 570 2,130 0 100 150 59 2,797 75 : : : : Changes from: February 7, 2012 : : -238 345 487 -96 -22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 54.5 16.3 4.4 16.5 0.0 0.8 1.2 0.5 21.7 0.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 30 8 . 9 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 9,338 : : Positions : : 5,601 5,685 1,075 1,703 1,850 708 0 0 50 100 0 : : : : Changes from: February 7, 2012 : : 175 -180 -180 175 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 60.9 11.5 18.2 19.8 7.6 0.0 0.0 0.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 15 4 7 9 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,864 : : Positions : : 1,412 1,500 305 37 120 0 0 0 0 150 0 : : : : Changes from: February 7, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 80.5 16.4 2.0 6.4 0.0 0.0 0.0 0.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 10,992 : : Positions : : 7,354 8,206 0 540 109 783 0 242 516 237 1,120 : : : : Changes from: February 7, 2012 : : -132 -224 0 -47 10 64 0 0 -207 33 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 74.7 0.0 4.9 1.0 7.1 0.0 2.2 4.7 2.2 10.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 22 0 . . 5 0 . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 13,953 : : Positions : : 12,485 12,323 343 219 143 44 0 80 315 575 247 : : : : Changes from: February 7, 2012 : : 1,113 1,264 -42 0 -10 -5 0 0 95 -277 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 88.3 2.5 1.6 1.0 0.3 0.0 0.6 2.3 4.1 1.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 35 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 1,619 : : Positions : : 1,111 1,066 262 0 33 0 0 0 65 276 32 : : : : Changes from: February 7, 2012 : : 35 32 5 0 0 0 0 0 37 0 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 65.8 16.2 0.0 2.0 0.0 0.0 0.0 4.0 17.0 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 387,693 : : Positions : : 121,823 114,002 45,371 77,248 64,589 40,330 14,437 18,941 12,131 14,703 65,631 : : : : Changes from: February 7, 2012 : : 774 -4,954 6,155 -3,343 4,217 -1,508 3,177 2,841 -2,272 5,558 -2,884 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 29.4 11.7 19.9 16.7 10.4 3.7 4.9 3.1 3.8 16.9 : : : : Number of Traders in Each Category Total Traders: 124 : : 36 36 11 17 26 17 6 15 11 16 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 1,486,350 : : Positions : : 233,107 315,298 142,467 292,089 224,095 236,010 33,788 255,845 113,271 110,741 194,535 : : : : Changes from: February 7, 2012 : : -12,501 -9,215 -22,943 4,427 14,484 24,881 -3,872 -8,648 9,229 2,115 2,099 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 21.2 9.6 19.7 15.1 15.9 2.3 17.2 7.6 7.5 13.1 : : : : Number of Traders in Each Category Total Traders: 339 : : 51 51 21 28 40 73 32 69 53 53 96 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 192,920 : : Positions : : 34,991 18,860 30,255 71,017 24,932 0 980 18 51,849 9,448 1,606 : : : : Changes from: February 7, 2012 : : 1,344 -474 880 424 270 0 40 0 886 456 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 9.8 15.7 36.8 12.9 0.0 0.5 0.0 26.9 4.9 0.8 : : : : 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 14, 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 17,302 : : Positions : : 10,202 9,351 3,078 4,204 2,972 0 25 0 600 300 450 : : : : Changes from: February 7, 2012 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 54.0 17.8 24.3 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 14, 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 73,757 : : Positions : : 5,968 2,751 24,471 17,309 25,535 3,562 4,927 1,835 1,350 7,078 7,499 : : : : Changes from: February 7, 2012 : : 0 0 -48 415 546 94 0 -43 0 0 1,150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 3.7 33.2 23.5 34.6 4.8 6.7 2.5 1.8 9.6 10.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 . 8 9 15 . . 5 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 32,378 : : Positions : : 750 2,656 11,973 11,730 11,345 4,560 897 575 0 1,125 1,200 : : : : Changes from: February 7, 2012 : : 400 -45 -581 1,154 -5,760 1,255 0 -5,975 0 50 650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 8.2 37.0 36.2 35.0 14.1 2.8 1.8 0.0 3.5 3.7 : : : : Number of Traders in Each Category Total Traders: 24 : : . 4 6 6 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 9,360 : : Positions : : 2,162 1,525 1,200 5,617 1,468 3,426 0 702 300 0 0 : : : : Changes from: February 7, 2012 : : 0 600 0 200 0 776 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 16.3 12.8 60.0 15.7 36.6 0.0 7.5 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 6 . 7 4 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 23,782 : : Positions : : 556 1,320 676 2,426 5,956 2,237 605 3,922 4,173 2,498 3,224 : : : : Changes from: February 7, 2012 : : -107 -157 -411 890 105 -28 0 1,085 686 -287 511 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 5.6 2.8 10.2 25.0 9.4 2.5 16.5 17.5 10.5 13.6 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 5 . 7 4 . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 345,899 : : Positions : : 126,735 249,908 35,532 14,285 15,005 92,372 3,797 23,112 13,747 14,626 12,766 : : : : Changes from: February 7, 2012 : : 9,755 11,123 928 -110 1,400 1,864 1,059 -941 -1,081 811 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 72.2 10.3 4.1 4.3 26.7 1.1 6.7 4.0 4.2 3.7 : : : : Number of Traders in Each Category Total Traders: 217 : : 70 79 15 6 18 71 4 37 13 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 21,927 : : Positions : : 8,251 13,358 0 3,416 13 2,759 0 276 5,590 209 201 : : : : Changes from: February 7, 2012 : : -151 189 0 -249 0 51 0 -51 105 0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 60.9 0.0 15.6 0.1 12.6 0.0 1.3 25.5 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 6 17 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 8,611 : : Positions : : 3,930 4,719 2,506 330 1,569 100 0 0 196 1,689 254 : : : : Changes from: February 7, 2012 : : 150 300 100 -50 571 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 54.8 29.1 3.8 18.2 1.2 0.0 0.0 2.3 19.6 2.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 19 8 . 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 53,677 : : Positions : : 46,143 27,720 4,125 24,143 1,505 851 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 4,626 3,831 180 977 49 26 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 51.6 7.7 45.0 2.8 1.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 22 7 7 8 4 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 18,489 : : Positions : : 13,793 13,643 3,504 3,731 965 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 1,150 1,175 25 0 233 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 73.8 19.0 20.2 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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: February 7, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 4,265 : : Positions : : 2,319 3,040 537 236 415 123 0 0 492 353 221 : : : : Changes from: February 7, 2012 : : 474 187 0 0 0 0 0 0 -55 263 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 71.3 12.6 5.5 9.7 2.9 0.0 0.0 11.5 8.3 5.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 24,255 : : Positions : : 14,189 12,874 5,652 4,066 1,585 255 3,423 21 797 427 1,756 : : : : Changes from: February 7, 2012 : : 310 965 619 43 -17 75 0 21 32 -17 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 53.1 23.3 16.8 6.5 1.1 14.1 0.1 3.3 1.8 7.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 22 27 11 7 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 11,709 : : Positions : : 9,677 6,951 139 2,181 623 881 657 288 45 1,007 0 : : : : Changes from: February 7, 2012 : : 908 655 107 -165 215 50 430 -171 0 145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 59.4 1.2 18.6 5.3 7.5 5.6 2.5 0.4 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 21 . 7 . . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 27,909 : : Positions : : 12,756 13,345 3,417 8,160 2,067 0 2,341 0 8,809 691 475 : : : : Changes from: February 7, 2012 : : 232 145 -111 105 30 0 0 0 129 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 47.8 12.2 29.2 7.4 0.0 8.4 0.0 31.6 2.5 1.7 : : : : 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 14, 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 26,578 : : Positions : : 19,395 13,780 241 5,471 485 1,470 0 24 350 0 1,600 : : : : Changes from: February 7, 2012 : : 2,003 468 0 776 -182 -155 0 0 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 51.8 0.9 20.6 1.8 5.5 0.0 0.1 1.3 0.0 6.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 5 4 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 17, 2012