Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 47,503 : : Positions : : 34,173 42,162 8,051 118 2,196 102 391 0 563 530 2,106 : : : : Changes from: December 24, 2012 : : 522 667 86 0 20 0 -6 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 88.8 16.9 0.2 4.6 0.2 0.8 0.0 1.2 1.1 4.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 36 13 . 8 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 17,067 : : Positions : : 15,604 15,076 733 1,311 515 0 0 0 0 0 0 : : : : Changes from: December 24, 2012 : : -40 -50 0 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 88.3 4.3 7.7 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 6 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 16,014 : : Positions : : 10,492 10,515 1,122 596 2,384 0 37 213 230 725 437 : : : : Changes from: December 24, 2012 : : -19 -76 29 -8 40 0 0 0 0 100 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 65.7 7.0 3.7 14.9 0.0 0.2 1.3 1.4 4.5 2.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 32 9 5 14 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 8,679 : : Positions : : 4,341 6,227 1,494 58 1,117 32 0 27 388 108 576 : : : : Changes from: December 24, 2012 : : 111 133 34 -11 -15 0 0 0 25 -5 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 71.7 17.2 0.7 12.9 0.4 0.0 0.3 4.5 1.2 6.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 38 41 10 . 12 . 0 . 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 6,179 : : Positions : : 4,478 5,014 533 6 533 0 0 0 15 0 105 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 81.1 8.6 0.1 8.6 0.0 0.0 0.0 0.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 4 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 8,246 : : Positions : : 4,537 5,687 1,240 110 1,054 115 0 540 0 280 366 : : : : Changes from: December 24, 2012 : : 65 55 -10 0 1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 69.0 15.0 1.3 12.8 1.4 0.0 6.5 0.0 3.4 4.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 10 . 9 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 3,610 : : Positions : : 2,759 1,949 106 686 332 0 0 0 135 45 10 : : : : Changes from: December 24, 2012 : : 71 79 0 59 27 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 54.0 2.9 19.0 9.2 0.0 0.0 0.0 3.7 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . 6 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 3,209 : : Positions : : 2,174 1,779 12 423 344 0 0 0 50 75 152 : : : : Changes from: December 24, 2012 : : 167 86 0 171 -8 0 0 0 10 20 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 55.4 0.4 13.2 10.7 0.0 0.0 0.0 1.6 2.3 4.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 21 . 6 6 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 2,756 : : Positions : : 2,746 2,096 0 640 0 0 0 0 0 0 0 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 76.1 0.0 23.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 10,737 : : Positions : : 8,186 9,575 1,732 430 694 0 0 0 0 0 0 : : : : Changes from: December 24, 2012 : : 325 325 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 89.2 16.1 4.0 6.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 16 8 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 8,515 : : Positions : : 1,356 4,057 5,029 2,272 1,575 0 0 240 0 207 20 : : : : Changes from: December 24, 2012 : : 0 36 36 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 47.6 59.1 26.7 18.5 0.0 0.0 2.8 0.0 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 6 7 7 10 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 30,468 : : Positions : : 25,333 18,841 2,055 5,918 2,235 0 0 0 0 2,649 825 : : : : Changes from: December 24, 2012 : : 290 649 -25 -384 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 61.8 6.7 19.4 7.3 0.0 0.0 0.0 0.0 8.7 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 4 7 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 262,750 : : Positions : : 73,267 149,077 43,150 10,042 11,938 42,348 14,213 21,046 11,597 10,832 21,744 : : : : Changes from: December 24, 2012 : : -6,337 -1,826 280 1,755 -1,254 3,948 -202 -1,243 -683 -643 -4,777 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 56.7 16.4 3.8 4.5 16.1 5.4 8.0 4.4 4.1 8.3 : : : : Number of Traders in Each Category Total Traders: 151 : : 48 61 14 4 11 27 15 18 9 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 12,255 : : Positions : : 5,993 3,940 2,466 629 396 0 418 0 0 3,815 0 : : : : Changes from: December 24, 2012 : : 500 403 142 0 50 0 0 0 0 217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 32.2 20.1 5.1 3.2 0.0 3.4 0.0 0.0 31.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 8,582 : : Positions : : 5,287 6,358 293 0 585 460 107 112 637 497 612 : : : : Changes from: December 24, 2012 : : 625 601 105 0 -133 -184 35 0 84 17 -196 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 74.1 3.4 0.0 6.8 5.4 1.2 1.3 7.4 5.8 7.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 19 . 0 . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 21,452 : : Positions : : 18,755 18,227 167 1,274 201 737 0 260 527 617 676 : : : : Changes from: December 24, 2012 : : -286 -309 0 -90 5 -75 0 0 27 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 85.0 0.8 5.9 0.9 3.4 0.0 1.2 2.5 2.9 3.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 35 . . . . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 2,924 : : Positions : : 1,882 2,185 106 0 148 58 0 0 2 0 33 : : : : Changes from: December 24, 2012 : : 157 195 36 0 23 0 0 0 2 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 74.7 3.6 0.0 5.1 2.0 0.0 0.0 0.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 20 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 2,788 : : Positions : : 1,862 1,836 308 0 55 0 0 0 166 536 90 : : : : Changes from: December 24, 2012 : : 74 67 -1 0 0 0 0 0 25 -27 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 65.9 11.0 0.0 2.0 0.0 0.0 0.0 6.0 19.2 3.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 26 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 467,877 : : Positions : : 167,122 125,336 28,579 99,007 54,065 46,966 30,671 36,926 26,493 16,392 91,773 : : : : Changes from: December 24, 2012 : : 6,521 4,021 -1,804 11,904 -1,762 -353 -3,390 2,801 2,993 -8,903 7,913 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 26.8 6.1 21.2 11.6 10.0 6.6 7.9 5.7 3.5 19.6 : : : : Number of Traders in Each Category Total Traders: 146 : : 42 39 7 19 24 15 13 18 16 21 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 1,473,345 : : Positions : : 238,703 255,970 165,422 347,848 180,684 188,972 52,499 256,689 147,980 86,375 224,094 : : : : Changes from: December 24, 2012 : : -10,441 -12,133 -4,654 4,426 6,718 3,133 -15,859 4,672 -11,061 4,560 8,032 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 17.4 11.2 23.6 12.3 12.8 3.6 17.4 10.0 5.9 15.2 : : : : Number of Traders in Each Category Total Traders: 311 : : 43 50 17 29 42 60 32 62 52 46 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 177,062 : : Positions : : 19,254 12,472 28,969 77,913 19,386 10,704 0 0 49,581 15,058 3,551 : : : : Changes from: December 24, 2012 : : 0 0 660 -72 864 0 0 0 513 865 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 7.0 16.4 44.0 10.9 6.0 0.0 0.0 28.0 8.5 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 7 6 8 12 . 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 67,490 : : Positions : : 1,177 0 12,985 14,166 38,218 6,353 1,347 2,215 602 1,206 3,666 : : : : Changes from: December 24, 2012 : : -145 0 295 -11 -130 9 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.7 0.0 19.2 21.0 56.6 9.4 2.0 3.3 0.9 1.8 5.4 : : : : Number of Traders in Each Category Total Traders: 27 : : . 0 6 10 15 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 53,499 : : Positions : : 1,597 75 6,928 9,106 28,469 3,035 125 3,234 0 2,398 8,100 : : : : Changes from: December 24, 2012 : : 0 0 0 256 -579 6 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 0.1 12.9 17.0 53.2 5.7 0.2 6.0 0.0 4.5 15.1 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 6 6 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 54,589 : : Positions : : 4,703 5,256 12,931 11,368 10,552 0 0 0 0 3,532 496 : : : : Changes from: December 24, 2012 : : 0 -64 -1,405 -150 -123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 9.6 23.7 20.8 19.3 0.0 0.0 0.0 0.0 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 8 5 5 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 28,855 : : Positions : : 3,263 1,558 3,147 1,984 6,601 1,100 0 2,700 3,079 7,333 6,030 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 11 195 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 5.4 10.9 6.9 22.9 3.8 0.0 9.4 10.7 25.4 20.9 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 5 6 9 . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 281,699 : : Positions : : 70,278 189,281 37,277 3,672 10,654 76,210 9,002 26,368 23,282 20,178 12,288 : : : : Changes from: December 24, 2012 : : -11,732 -5,482 735 176 -1,735 2,895 102 -1,570 995 1,729 -1,127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 67.2 13.2 1.3 3.8 27.1 3.2 9.4 8.3 7.2 4.4 : : : : Number of Traders in Each Category Total Traders: 197 : : 50 69 16 4 11 62 11 29 13 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 13,160 : : Positions : : 5,879 7,136 846 456 456 0 178 0 3,877 759 259 : : : : Changes from: December 24, 2012 : : 0 2 0 0 0 0 -34 0 3 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 54.2 6.4 3.5 3.5 0.0 1.4 0.0 29.5 5.8 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 9,428 : : Positions : : 7,896 8,094 175 0 0 0 0 0 0 0 200 : : : : Changes from: December 24, 2012 : : -50 -110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 85.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 18 16 . 0 0 0 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 21,431 : : Positions : : 7,855 14,696 3 3,032 580 0 400 0 11,396 0 216 : : : : Changes from: December 24, 2012 : : -232 465 0 21 0 0 0 0 845 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 68.6 0.0 14.1 2.7 0.0 1.9 0.0 53.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 12 . 4 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #26265A Open Interest is 8,545 : : Positions : : 4,452 5,954 1,424 172 1,819 150 0 0 535 465 135 : : : : Changes from: December 24, 2012 : : 0 50 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 69.7 16.7 2.0 21.3 1.8 0.0 0.0 6.3 5.4 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 8 4 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 10,557 : : Positions : : 4,494 5,106 4,748 544 729 0 656 0 150 2,889 436 : : : : Changes from: December 24, 2012 : : -50 -50 184 -39 0 0 0 0 0 223 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 48.4 45.0 5.2 6.9 0.0 6.2 0.0 1.4 27.4 4.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 18 11 . 8 0 . 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 45,789 : : Positions : : 37,697 30,347 3,906 13,596 956 1,090 850 0 1,622 0 0 : : : : Changes from: December 24, 2012 : : 1,575 1,070 -55 400 118 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 66.3 8.5 29.7 2.1 2.4 1.9 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 25 10 4 8 . . 0 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A66 Open Interest is 9,209 : : Positions : : 6,919 8,721 1,046 0 138 0 0 0 650 50 300 : : : : Changes from: December 24, 2012 : : 526 1,426 300 0 -50 0 0 0 0 -600 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 94.7 11.4 0.0 1.5 0.0 0.0 0.0 7.1 0.5 3.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 17,331 : : Positions : : 12,908 15,028 2,327 619 1,284 0 150 0 589 250 0 : : : : Changes from: December 24, 2012 : : 1,225 1,250 -25 0 25 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 86.7 13.4 3.6 7.4 0.0 0.9 0.0 3.4 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 16 6 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 15,879 : : Positions : : 9,110 5,030 4,434 1,385 885 225 0 0 1,075 8,429 100 : : : : Changes from: December 24, 2012 : : 150 100 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 31.7 27.9 8.7 5.6 1.4 0.0 0.0 6.8 53.1 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 15 8 4 6 . 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 7,474 : : Positions : : 4,651 5,272 661 140 134 300 0 0 1,698 1,928 0 : : : : Changes from: December 24, 2012 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 70.5 8.8 1.9 1.8 4.0 0.0 0.0 22.7 25.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 64,829 : : Positions : : 32,241 38,417 7,593 1,157 8,828 2,236 338 11,116 1,747 3,901 950 : : : : Changes from: December 24, 2012 : : -783 89 -10 0 42 792 0 0 0 -51 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 59.3 11.7 1.8 13.6 3.4 0.5 17.1 2.7 6.0 1.5 : : : : Number of Traders in Each Category Total Traders: 70 : : 29 31 13 . 14 . . . 5 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 5,800 : : Positions : : 3,938 4,445 796 567 279 144 0 0 377 0 50 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 76.6 13.7 9.8 4.8 2.5 0.0 0.0 6.5 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565N Open Interest is 3,999 : : Positions : : 1,988 3,234 217 255 60 825 0 0 719 0 180 : : : : Changes from: December 24, 2012 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 80.9 5.4 6.4 1.5 20.6 0.0 0.0 18.0 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 19,411 : : Positions : : 11,437 11,121 4,851 0 1,499 0 4,994 89 232 81 1,171 : : : : Changes from: December 24, 2012 : : 836 621 0 0 0 0 0 0 -153 0 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 57.3 25.0 0.0 7.7 0.0 25.7 0.5 1.2 0.4 6.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 7 0 4 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 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 27,426 : : Positions : : 20,024 15,262 383 3,750 1,805 3,005 1,000 0 737 966 785 : : : : Changes from: December 24, 2012 : : 336 411 0 24 29 0 0 0 116 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 55.6 1.4 13.7 6.6 11.0 3.6 0.0 2.7 3.5 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 . 5 5 . . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 4, 2013