GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 48,831: 35,025 42,401 7,558 429 5,219 0 0 400 394 0 0: 235 382
Old : 48,831: 35,025 42,401 7,558 429 5,219 0 0 400 394 0 0: 235 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,077: 1,483 1,532 103 54 18 0 0 400 0 0 0: 73 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 86.8 15.5 0.9 10.7 0.0 0.0 0.8 0.8 0.0 0.0: 0.5 0.8
Old : 100.0: 71.7 86.8 15.5 0.9 10.7 0.0 0.0 0.8 0.8 0.0 0.0: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 28 38 12 4 11 0 0 . . 0 0:
Old : 63: 28 38 12 4 11 0 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 33.4 60.0 51.5 16.2 14.0 24.5 22.0
Old : 36.1 33.4 60.0 51.5 16.2 14.0 24.5 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 18,154: 13,830 15,480 1,856 230 2,341 0 0 0 0 0 0: 127 103
Old : 18,154: 13,830 15,480 1,856 230 2,341 0 0 0 0 0 0: 127 103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -465: -383 -397 0 0 -82 0 0 0 0 0 0: 0 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 85.3 10.2 1.3 12.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.6
Old : 100.0: 76.2 85.3 10.2 1.3 12.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 22 5 . 5 0 0 0 0 0 0:
Old : 32: 18 22 5 . 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 47.4 74.6 70.1 14.9 15.3 21.8 20.8
Old : 45.0 47.4 74.6 70.1 14.9 15.3 21.8 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 11,241: 6,575 6,576 756 348 2,622 0 0 45 138 533 157: 948 960
Old : 11,241: 6,575 6,576 756 348 2,622 0 0 45 138 533 157: 948 960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 231: 114 96 140 -69 -58 0 0 45 -22 50 2: 10 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 58.5 6.7 3.1 23.3 0.0 0.0 0.4 1.2 4.7 1.4: 8.4 8.5
Old : 100.0: 58.5 58.5 6.7 3.1 23.3 0.0 0.0 0.4 1.2 4.7 1.4: 8.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 27 7 6 13 0 0 . . . .:
Old : 45: 24 27 7 6 13 0 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 26.7 51.3 42.1 14.5 9.2 17.5 13.9
Old : 33.3 26.7 51.3 42.1 14.5 9.2 17.5 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 7,134: 3,798 4,851 1,115 234 825 0 46 25 433 69 382: 556 702
Old : 7,134: 3,798 4,851 1,115 234 825 0 46 25 433 69 382: 556 702
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 168: 48 106 128 10 30 0 0 0 -45 69 40: -33 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 68.0 15.6 3.3 11.6 0.0 0.6 0.4 6.1 1.0 5.4: 7.8 9.8
Old : 100.0: 53.2 68.0 15.6 3.3 11.6 0.0 0.6 0.4 6.1 1.0 5.4: 7.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 31 31 10 4 13 0 . . . . .:
Old : 57: 31 31 10 4 13 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 29.8 44.2 45.9 18.3 29.3 29.9 37.1
Old : 27.7 29.8 44.2 45.9 18.3 29.3 29.9 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,962: 2,641 2,049 503 382 313 105 0 0 21 0 62: 317 1,156
Old : 3,962: 2,641 2,049 503 382 313 105 0 0 21 0 62: 317 1,156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 71: 94 138 94 0 21 0 0 0 0 0 0: -138 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 51.7 12.7 9.6 7.9 2.7 0.0 0.0 0.5 0.0 1.6: 8.0 29.2
Old : 100.0: 66.7 51.7 12.7 9.6 7.9 2.7 0.0 0.0 0.5 0.0 1.6: 8.0 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 18 . 4 7 . 0 0 . 0 .:
Old : 27: 14 18 . 4 7 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 30.1 67.8 46.7 44.2 18.3 51.0 25.9
Old : 52.9 30.1 67.8 46.7 44.2 18.3 51.0 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,147: 1,560 1,552 189 260 473 75 0 0 140 528 6: 704 328
Old : 3,147: 1,560 1,552 189 260 473 75 0 0 140 528 6: 704 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 52: 27 48 40 15 -11 75 0 0 0 0 0: -79 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 49.3 6.0 8.3 15.0 2.4 0.0 0.0 4.4 16.8 0.2: 22.4 10.4
Old : 100.0: 49.6 49.3 6.0 8.3 15.0 2.4 0.0 0.0 4.4 16.8 0.2: 22.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 15 5 . 6 . 0 0 . . .:
Old : 33: 14 15 5 . 6 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 40.5 38.7 62.0 18.8 32.2 29.1 43.9
Old : 21.8 40.5 38.7 62.0 18.8 32.2 29.1 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,854: 826 1,141 100 118 243 0 0 0 40 2 76: 569 274
Old : 1,854: 826 1,141 100 118 243 0 0 0 40 2 76: 569 274
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 364: 306 270 0 83 16 0 0 0 0 -36 46: -4 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 61.5 5.4 6.4 13.1 0.0 0.0 0.0 2.2 0.1 4.1: 30.7 14.8
Old : 100.0: 44.6 61.5 5.4 6.4 13.1 0.0 0.0 0.0 2.2 0.1 4.1: 30.7 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . . 5 0 0 0 . . .:
Old : 22: 12 12 . . 5 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 49.0 52.0 62.4 29.7 43.2 37.2 51.7
Old : 37.3 49.0 52.0 62.4 29.7 43.2 37.2 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 10,110: 8,466 9,163 983 326 490 0 0 0 0 0 0: 171 131
Old : 10,110: 8,466 9,163 983 326 490 0 0 0 0 0 0: 171 131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 830: 755 755 0 0 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 90.6 9.7 3.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.3
Old : 100.0: 83.7 90.6 9.7 3.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 12 . 4 . 0 0 0 0 0 0:
Old : 27: 15 12 . 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 77.2 80.1 90.1 45.4 63.6 67.7 69.0
Old : 48.2 77.2 80.1 90.1 45.4 63.6 67.7 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 28,178: 22,362 23,279 2,788 1,423 2,902 0 0 0 0 448 126: 0 0
Old : 28,178: 22,362 23,279 2,788 1,423 2,902 0 0 0 0 448 126: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,593: 3,743 3,693 -50 0 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 82.6 9.9 5.1 10.3 0.0 0.0 0.0 0.0 1.6 0.4: 0.0 0.0
Old : 100.0: 79.4 82.6 9.9 5.1 10.3 0.0 0.0 0.0 0.0 1.6 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 18 6 5 10 0 0 0 0 . .:
Old : 37: 18 18 6 5 10 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 48.1 67.4 68.1 26.8 24.9 38.0 33.7
Old : 48.4 48.1 67.4 68.1 26.8 24.9 38.0 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 295,744: 92,370 166,195 48,441 6,871 21,858 37,585 11,323 18,153 10,384 19,066 24,808: 42,144 27,469
Old : 295,744: 92,370 166,195 48,441 6,871 21,858 37,585 11,323 18,153 10,384 19,066 24,808: 42,144 27,469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -6,285: -11,007 -1,191 -975 -613 -520 4,032 -2,586 -1,194 -184 -296 2,230: 1,333 -2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 56.2 16.4 2.3 7.4 12.7 3.8 6.1 3.5 6.4 8.4: 14.3 9.3
Old : 100.0: 31.2 56.2 16.4 2.3 7.4 12.7 3.8 6.1 3.5 6.4 8.4: 14.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 161: 52 75 12 4 14 31 12 20 10 11 13:
Old : 161: 52 75 12 4 14 31 12 20 10 11 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 21.4 24.5 33.2 9.3 12.0 16.5 18.2
Old : 13.7 21.4 24.5 33.2 9.3 12.0 16.5 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 16,309: 10,746 9,958 1,693 1,173 3,270 100 0 0 300 1,458 200: 0 250
Old : 16,309: 10,746 9,958 1,693 1,173 3,270 100 0 0 300 1,458 200: 0 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,189: 1,268 2,043 665 -50 206 0 0 0 0 -160 50: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 61.1 10.4 7.2 20.1 0.6 0.0 0.0 1.8 8.9 1.2: 0.0 1.5
Old : 100.0: 65.9 61.1 10.4 7.2 20.1 0.6 0.0 0.0 1.8 8.9 1.2: 0.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 36 34 8 4 9 . 0 0 4 . .:
Old : 66: 36 34 8 4 9 . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 25.1 48.5 42.7 19.7 18.8 30.9 29.9
Old : 31.3 25.1 48.5 42.7 19.7 18.8 30.9 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,954: 4,490 5,654 1,275 870 1,355 570 0 0 150 0 0: 114 75
Old : 7,954: 4,490 5,654 1,275 870 1,355 570 0 0 150 0 0: 114 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,442: -1,065 -350 105 -217 -225 -113 0 0 -100 -580 0: -44 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 71.1 16.0 10.9 17.0 7.2 0.0 0.0 1.9 0.0 0.0: 1.4 0.9
Old : 100.0: 56.4 71.1 16.0 10.9 17.0 7.2 0.0 0.0 1.9 0.0 0.0: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 11 5 4 9 . 0 0 . 0 0:
Old : 27: 10 11 5 4 9 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 51.3 63.9 71.1 35.0 39.8 50.8 56.8
Old : 44.1 51.3 63.9 71.1 35.0 39.8 50.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 1,981: 1,700 1,500 277 425 0 0 0 0 0 52 0: 4 4
Old : 1,981: 1,700 1,500 277 425 0 0 0 0 0 52 0: 4 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 75.7 14.0 21.5 0.0 0.0 0.0 0.0 0.0 2.6 0.0: 0.2 0.2
Old : 100.0: 85.8 75.7 14.0 21.5 0.0 0.0 0.0 0.0 0.0 2.6 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 5 4 . 0 0 0 0 0 . 0:
Old : 20: 9 5 4 . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 82.0 82.0 98.5 56.8 79.5 79.5 92.2
Old : 59.3 82.0 82.0 98.5 56.8 79.5 79.5 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 10,050: 7,224 6,838 0 560 109 765 0 235 344 968 805: 568 535
Old : 10,050: 7,224 6,838 0 560 109 765 0 235 344 968 805: 568 535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 252: 171 307 0 -29 24 -26 -96 6 21 -70 82: -26 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 68.0 0.0 5.6 1.1 7.6 0.0 2.3 3.4 9.6 8.0: 5.7 5.3
Old : 100.0: 71.9 68.0 0.0 5.6 1.1 7.6 0.0 2.3 3.4 9.6 8.0: 5.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 16 0 . . . 0 . 4 . 4:
Old : 32: 17 16 0 . . . 0 . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 53.0 69.6 74.7 24.6 21.0 31.9 31.0
Old : 50.6 53.0 69.6 74.7 24.6 21.0 31.9 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 8,994: 7,924 7,718 194 123 296 0 0 0 207 498 181: 193 179
Old : 8,994: 7,924 7,718 194 123 296 0 0 0 207 498 181: 193 179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -5,441: -5,391 -4,441 192 -395 -216 -18 0 -40 -83 -431 27: 88 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 85.8 2.2 1.4 3.3 0.0 0.0 0.0 2.3 5.5 2.0: 2.1 2.0
Old : 100.0: 88.1 85.8 2.2 1.4 3.3 0.0 0.0 0.0 2.3 5.5 2.0: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 27 . . . 0 0 0 . 5 .:
Old : 43: 27 27 . . . 0 0 0 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 36.9 57.8 60.3 20.3 29.2 32.0 38.4
Old : 37.1 36.9 57.8 60.3 20.3 29.2 32.0 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,669: 1,775 1,934 27 89 27 71 0 56 62 98 3: 648 462
Old : 2,669: 1,775 1,934 27 89 27 71 0 56 62 98 3: 648 462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 13: -32 0 -3 5 1 -30 0 5 0 5 3: 69 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 72.5 1.0 3.3 1.0 2.7 0.0 2.1 2.3 3.7 0.1: 24.3 17.3
Old : 100.0: 66.5 72.5 1.0 3.3 1.0 2.7 0.0 2.1 2.3 3.7 0.1: 24.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 21 . . . . 0 . . . .:
Old : 29: 21 21 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 32.4 43.3 45.9 15.2 18.4 21.4 24.8
Old : 25.8 32.4 43.3 45.9 15.2 18.4 21.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,957: 1,241 1,216 302 0 26 0 0 0 47 415 28: 313 272
Old : 1,957: 1,241 1,216 302 0 26 0 0 0 47 415 28: 313 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 114: 164 123 0 0 0 0 0 0 2 0 28: -80 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 62.1 15.4 0.0 1.3 0.0 0.0 0.0 2.4 21.2 1.4: 16.0 13.9
Old : 100.0: 63.4 62.1 15.4 0.0 1.3 0.0 0.0 0.0 2.4 21.2 1.4: 16.0 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 24 . 0 . 0 0 0 . . .:
Old : 35: 24 24 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 33.4 50.3 48.1 30.0 32.2 45.2 43.6
Old : 31.0 33.4 50.3 48.1 30.0 32.2 45.2 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 450,595: 144,810 141,232 31,705 75,644 74,955 34,057 18,910 19,979 20,525 1,850 91,554: 33,009 26,471
Old : 450,595: 144,810 141,232 31,705 75,644 74,955 34,057 18,910 19,979 20,525 1,850 91,554: 33,009 26,471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,350: 7,432 5,766 -1,010 4,231 -204 2,553 2,787 -1,242 5,840 -54 5,401: -16,421 -14,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 31.3 7.0 16.8 16.6 7.6 4.2 4.4 4.6 0.4 20.3: 7.3 5.9
Old : 100.0: 32.1 31.3 7.0 16.8 16.6 7.6 4.2 4.4 4.6 0.4 20.3: 7.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 114: 33 32 8 19 22 15 8 14 18 8 27:
Old : 114: 33 32 8 19 22 15 8 14 18 8 27:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 20.1 34.6 33.4 9.2 10.5 14.6 15.9
Old : 22.3 20.1 34.6 33.4 9.2 10.5 14.6 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,319,687: 250,584 364,433 192,635 319,656 648,766 239,048 38,741 326,363 88,248 74,180 477,982: 96,061 69,566
Old : 2,319,687: 250,584 364,433 192,635 319,656 648,766 239,048 38,741 326,363 88,248 74,180 477,982: 96,061 69,566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 77,718: 10,943 6,222 -7,200 9,786 3,890 7,269 -572 31,616 -2,474 1,269 25,362: 8,312 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 15.7 8.3 13.8 28.0 10.3 1.7 14.1 3.8 3.2 20.6: 4.1 3.0
Old : 100.0: 10.8 15.7 8.3 13.8 28.0 10.3 1.7 14.1 3.8 3.2 20.6: 4.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 351: 44 53 16 31 41 88 40 83 48 61 100:
Old : 351: 44 53 16 31 41 88 40 83 48 61 100:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 13.9 29.0 26.0 9.1 7.2 12.3 11.4
Old : 19.3 13.9 29.0 26.0 9.1 7.2 12.3 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 170,124: 49,521 104,651 13,046 13,719 8,876 0 11,693 7,000 69,541 657 20,939: 1,201 2,589
Old : 170,124: 49,521 104,651 13,046 13,719 8,876 0 11,693 7,000 69,541 657 20,939: 1,201 2,589
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,571: -133 -2,002 -263 391 -128 -164 7 -31 -780 -39 -18: -54 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 61.5 7.7 8.1 5.2 0.0 6.9 4.1 40.9 0.4 12.3: 0.7 1.5
Old : 100.0: 29.1 61.5 7.7 8.1 5.2 0.0 6.9 4.1 40.9 0.4 12.3: 0.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 12 11 . 4 6 0 5 5 . . 5:
Old : 31: 12 11 . 4 6 0 5 5 . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 62.1 87.2 77.6 59.3 56.6 67.9 63.9
Old : 73.5 62.1 87.2 77.6 59.3 56.6 67.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 185,446: 35,584 21,126 29,734 71,607 25,057 0 0 0 46,407 8,408 465: 48,199 58,783
Old : 185,446: 35,584 21,126 29,734 71,607 25,057 0 0 0 46,407 8,408 465: 48,199 58,783
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -15,414: -5,650 -7,201 -9,449 -2,475 -6,715 -1,273 0 -426 -1,577 -6,646 -2,296: 11,972 10,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 11.4 16.0 38.6 13.5 0.0 0.0 0.0 25.0 4.5 0.3: 26.0 31.7
Old : 100.0: 19.2 11.4 16.0 38.6 13.5 0.0 0.0 0.0 25.0 4.5 0.3: 26.0 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 4 5 5 7 9 0 0 0 4 . .:
Old : 24: 4 5 5 7 9 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 32.5 60.6 51.1 41.5 28.4 53.4 43.2
Old : 42.7 32.5 60.6 51.1 41.5 28.4 53.4 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 87,511: 6,475 7,483 7,096 23,142 36,836 13,416 636 7,748 3,900 524 7,979: 4,062 3,162
Old : 87,511: 6,475 7,483 7,096 23,142 36,836 13,416 636 7,748 3,900 524 7,979: 4,062 3,162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,551: 169 239 473 -82 2,053 -361 -45 155 -18 17 161: -82 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.6 8.1 26.4 42.1 15.3 0.7 8.9 4.5 0.6 9.1: 4.6 3.6
Old : 100.0: 7.4 8.6 8.1 26.4 42.1 15.3 0.7 8.9 4.5 0.6 9.1: 4.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 4 4 10 9 18 10 . 7 7 . 9:
Old : 45: 4 4 10 9 18 10 . 7 7 . 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 46.6 57.6 71.8 16.7 22.1 22.4 26.7
Old : 36.3 46.6 57.6 71.8 16.7 22.1 22.4 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 481,113: 62,516 53,509 44,375 79,772 252,009 0 1,800 16,963 29,762 0 61,749: 13,738 15,311
Old : 481,113: 62,516 53,509 44,375 79,772 252,009 0 1,800 16,963 29,762 0 61,749: 13,738 15,311
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -32,843: -4,978 -6,690 -1,927 -2,297 -15,898 0 -349 -48 -1,855 -227 -11,270: 3,134 3,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.1 9.2 16.6 52.4 0.0 0.4 3.5 6.2 0.0 12.8: 2.9 3.2
Old : 100.0: 13.0 11.1 9.2 16.6 52.4 0.0 0.4 3.5 6.2 0.0 12.8: 2.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 6 6 9 17 26 0 . . 10 0 10:
Old : 43: 6 6 9 17 26 0 . . 10 0 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 26.0 52.4 43.7 9.4 6.0 14.7 10.6
Old : 31.4 26.0 52.4 43.7 9.4 6.0 14.7 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 17,523: 10,493 10,323 3,386 2,289 3,169 0 25 25 0 1,242 450: 0 0
Old : 17,523: 10,493 10,323 3,386 2,289 3,169 0 25 25 0 1,242 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -3,985: 264 -2,427 -1,935 719 -1,793 0 0 0 -200 -183 -300: -21 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 58.9 19.3 13.1 18.1 0.0 0.1 0.1 0.0 7.1 2.6: 0.0 0.0
Old : 100.0: 59.9 58.9 19.3 13.1 18.1 0.0 0.1 0.1 0.0 7.1 2.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 13 13 9 5 9 0 . . 0 . .:
Old : 37: 13 13 9 5 9 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 43.7 66.6 68.5 33.7 40.3 47.2 55.6
Old : 43.2 43.7 66.6 68.5 33.7 40.3 47.2 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 59,452: 4,628 1,920 25,760 17,506 18,093 3,355 5,312 59 1,485 7,081 2,397: 3,675 7,084
Old : 59,452: 4,628 1,920 25,760 17,506 18,093 3,355 5,312 59 1,485 7,081 2,397: 3,675 7,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 236: 0 0 -31 -41 543 140 385 0 0 -11 -390: -26 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.2 43.3 29.4 30.4 5.6 8.9 0.1 2.5 11.9 4.0: 6.2 11.9
Old : 100.0: 7.8 3.2 43.3 29.4 30.4 5.6 8.9 0.1 2.5 11.9 4.0: 6.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: . . 8 9 14 . . . . . 5:
Old : 30: . . 8 9 14 . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 44.9 70.4 65.2 38.7 38.0 52.5 47.8
Old : 53.7 44.9 70.4 65.2 38.7 38.0 52.5 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 30,201: 200 2,515 12,094 10,564 10,413 3,230 1,127 1,816 0 1,100 450: 1,998 2,216
Old : 30,201: 200 2,515 12,094 10,564 10,413 3,230 1,127 1,816 0 1,100 450: 1,998 2,216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 70: 0 0 -66 -149 519 527 0 0 0 225 -625: -285 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.3 40.0 35.0 34.5 10.7 3.7 6.0 0.0 3.6 1.5: 6.6 7.3
Old : 100.0: 0.7 8.3 40.0 35.0 34.5 10.7 3.7 6.0 0.0 3.6 1.5: 6.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: . . 6 6 12 . . 4 0 . .:
Old : 24: . . 6 6 12 . . 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 52.5 69.8 68.9 41.1 32.1 49.5 42.8
Old : 52.8 52.5 69.8 68.9 41.1 32.1 49.5 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 23,551: 766 2,086 1,937 2,100 5,806 2,293 801 3,815 2,757 2,708 2,246: 3,932 3,989
Old : 23,551: 766 2,086 1,937 2,100 5,806 2,293 801 3,815 2,757 2,708 2,246: 3,932 3,989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 165: 23 200 -403 -13 394 22 -806 -34 8 527 -90: 245 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 8.9 8.2 8.9 24.7 9.7 3.4 16.2 11.7 11.5 9.5: 16.7 16.9
Old : 100.0: 3.3 8.9 8.2 8.9 24.7 9.7 3.4 16.2 11.7 11.5 9.5: 16.7 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: . . . 4 8 5 . 5 . . .:
Old : 23: . . . 4 8 5 . 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 40.9 68.3 60.4 28.4 22.4 29.5 28.8
Old : 52.6 40.9 68.3 60.4 28.4 22.4 29.5 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 16,691: 134 0 2,210 2,379 10,205 1,443 1,561 1,116 404 323 150: 1,030 958
Old : 16,691: 134 0 2,210 2,379 10,205 1,443 1,561 1,116 404 323 150: 1,030 958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 616: -6 0 -229 218 285 81 2 95 237 -92 55: 98 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 13.2 14.3 61.1 8.6 9.4 6.7 2.4 1.9 0.9: 6.2 5.7
Old : 100.0: 0.8 0.0 13.2 14.3 61.1 8.6 9.4 6.7 2.4 1.9 0.9: 6.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: . 0 8 7 13 5 4 4 4 4 .:
Old : 34: . 0 8 7 13 5 4 4 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 44.4 70.4 67.6 15.0 16.5 20.4 22.0
Old : 45.9 44.4 70.4 67.6 15.0 16.5 20.4 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 89,780: 8,744 8,491 16,209 18,222 42,179 2,479 0 3,043 2,536 624 5,430: 9,159 11,791
Old : 89,780: 8,744 8,491 16,209 18,222 42,179 2,479 0 3,043 2,536 624 5,430: 9,159 11,791
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -4,991: -266 -647 -768 -671 -2,289 240 0 -1,062 -267 369 -575: -5 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.5 18.1 20.3 47.0 2.8 0.0 3.4 2.8 0.7 6.0: 10.2 13.1
Old : 100.0: 9.7 9.5 18.1 20.3 47.0 2.8 0.0 3.4 2.8 0.7 6.0: 10.2 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 4 5 5 10 15 . 0 . . . .:
Old : 25: 4 5 5 10 15 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 34.8 56.1 54.7 20.3 16.8 25.7 20.1
Old : 38.7 34.8 56.1 54.7 20.3 16.8 25.7 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 289,092: 99,143 197,553 34,007 8,347 16,411 71,885 4,532 19,126 13,041 16,898 11,830: 23,649 14,396
Old : 289,092: 99,143 197,553 34,007 8,347 16,411 71,885 4,532 19,126 13,041 16,898 11,830: 23,649 14,396
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 5,089: -4,124 7,583 1,164 -845 518 4,681 -1,385 -460 856 -527 695: 1,759 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 68.3 11.8 2.9 5.7 24.9 1.6 6.6 4.5 5.8 4.1: 8.2 5.0
Old : 100.0: 34.3 68.3 11.8 2.9 5.7 24.9 1.6 6.6 4.5 5.8 4.1: 8.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 191: 62 75 14 . 15 62 9 26 15 9 13:
Old : 191: 62 75 14 . 15 62 9 26 15 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 24.4 23.7 39.1 9.6 16.6 16.5 23.6
Old : 15.0 24.4 23.7 39.1 9.6 16.6 16.5 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,413: 4,658 5,124 1,684 548 1,501 0 0 0 450 1,120 100: 20 20
Old : 8,413: 4,658 5,124 1,684 548 1,501 0 0 0 450 1,120 100: 20 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 83: 79 79 0 0 4 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 60.9 20.0 6.5 17.8 0.0 0.0 0.0 5.3 13.3 1.2: 0.2 0.2
Old : 100.0: 55.4 60.9 20.0 6.5 17.8 0.0 0.0 0.0 5.3 13.3 1.2: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 16 23 7 5 7 0 0 0 . . .:
Old : 42: 16 23 7 5 7 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 34.7 62.9 56.9 32.9 29.5 46.9 39.9
Old : 40.3 34.7 62.9 56.9 32.9 29.5 46.9 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 52,112: 45,405 28,284 4,245 22,125 1,240 225 134 0 0 0 0: 997 329
Old : 52,112: 45,405 28,284 4,245 22,125 1,240 225 134 0 0 0 0: 997 329
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -328: -305 310 155 -735 147 -275 0 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 54.3 8.1 42.5 2.4 0.4 0.3 0.0 0.0 0.0 0.0: 1.9 0.6
Old : 100.0: 87.1 54.3 8.1 42.5 2.4 0.4 0.3 0.0 0.0 0.0 0.0: 1.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 34 29 7 7 10 . . 0 0 0 0:
Old : 58: 34 29 7 7 10 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 55.3 70.2 70.2 54.4 53.6 64.1 64.8
Old : 56.2 55.3 70.2 70.2 54.4 53.6 64.1 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 14,770: 10,066 9,424 3,807 4,511 535 0 150 0 0 0 0: 362 150
Old : 14,770: 10,066 9,424 3,807 4,511 535 0 150 0 0 0 0: 362 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 711: 438 763 325 0 -52 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 63.8 25.8 30.5 3.6 0.0 1.0 0.0 0.0 0.0 0.0: 2.5 1.0
Old : 100.0: 68.2 63.8 25.8 30.5 3.6 0.0 1.0 0.0 0.0 0.0 0.0: 2.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 14 8 . 4 0 . 0 0 0 0:
Old : 27: 10 14 8 . 4 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 75.5 79.6 88.3 45.0 65.3 61.3 71.1
Old : 58.7 75.5 79.6 88.3 45.0 65.3 61.3 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,465: 4,795 2,660 1,790 900 680 0 0 0 200 3,225 0: 0 0
Old : 7,465: 4,795 2,660 1,790 900 680 0 0 0 200 3,225 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 400: 400 100 0 -50 0 0 0 0 0 350 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 35.6 24.0 12.1 9.1 0.0 0.0 0.0 2.7 43.2 0.0: 0.0 0.0
Old : 100.0: 64.2 35.6 24.0 12.1 9.1 0.0 0.0 0.0 2.7 43.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 11 7 4 7 0 0 0 . 4 0:
Old : 42: 21 11 7 4 7 0 0 0 . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 72.5 60.5 86.0 37.8 62.8 53.4 73.5
Old : 39.1 72.5 60.5 86.0 37.8 62.8 53.4 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 4,026: 1,972 2,685 673 235 926 138 0 0 9 0 78: 230 102
Old : 4,026: 1,972 2,685 673 235 926 138 0 0 9 0 78: 230 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 331: 75 290 217 -42 83 138 0 0 0 0 0: -182 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 66.7 16.7 5.8 23.0 3.4 0.0 0.0 0.2 0.0 1.9: 5.7 2.5
Old : 100.0: 49.0 66.7 16.7 5.8 23.0 3.4 0.0 0.0 0.2 0.0 1.9: 5.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 9 7 . 4 . 0 0 . 0 .:
Old : 24: 10 9 7 . 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 61.7 72.9 85.3 29.4 42.0 39.9 51.5
Old : 56.3 61.7 72.9 85.3 29.4 42.0 39.9 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 22,315: 14,588 11,612 4,789 4,043 1,777 0 3,405 0 884 1,123 274: 3 81
Old : 22,315: 14,588 11,612 4,789 4,043 1,777 0 3,405 0 884 1,123 274: 3 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -3,963: -1,876 -2,983 -833 315 -685 0 -192 0 164 344 -726: -7 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 52.0 21.5 18.1 8.0 0.0 15.3 0.0 4.0 5.0 1.2: 0.0 0.4
Old : 100.0: 65.4 52.0 21.5 18.1 8.0 0.0 15.3 0.0 4.0 5.0 1.2: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 22 27 8 7 9 0 . 0 . . .:
Old : 56: 22 27 8 7 9 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 38.5 56.9 52.9 34.3 37.0 50.2 48.6
Old : 39.1 38.5 56.9 52.9 34.3 37.0 50.2 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 11,206: 8,483 7,312 287 2,560 119 1,567 471 471 135 271 0: 144 2
Old : 11,206: 8,483 7,312 287 2,560 119 1,567 471 471 135 271 0: 144 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -2,243: -1,826 -1,472 -65 -662 -27 -277 -40 -29 0 112 -112: 93 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 65.3 2.6 22.8 1.1 14.0 4.2 4.2 1.2 2.4 0.0: 1.3 0.0
Old : 100.0: 75.7 65.3 2.6 22.8 1.1 14.0 4.2 4.2 1.2 2.4 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 18 . 6 . . . . . . 0:
Old : 40: 20 18 . 6 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 49.6 68.8 72.0 44.8 47.6 62.4 65.2
Old : 44.8 49.6 68.8 72.0 44.8 47.6 62.4 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 29,846: 13,072 14,657 3,561 9,308 2,219 0 2,280 0 9,978 0 596: 420 786
Old : 29,846: 13,072 14,657 3,561 9,308 2,219 0 2,280 0 9,978 0 596: 420 786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -3,447: -1,857 -2,156 101 -574 -764 -25 -41 -175 -868 -75 -69: 210 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 49.1 11.9 31.2 7.4 0.0 7.6 0.0 33.4 0.0 2.0: 1.4 2.6
Old : 100.0: 43.8 49.1 11.9 31.2 7.4 0.0 7.6 0.0 33.4 0.0 2.0: 1.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 10 16 8 9 8 0 . 0 5 0 5:
Old : 43: 10 16 8 9 8 0 . 0 5 0 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 52.3 75.1 68.3 61.5 52.0 70.5 64.2
Old : 63.7 52.3 75.1 68.3 61.5 52.0 70.5 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012