GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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 : 46,162: 34,008 40,041 6,250 662 4,638 0 0 400 356 0 95: 415 326
Old : 46,162: 34,008 40,041 6,250 662 4,638 0 0 400 356 0 95: 415 326
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,148: 699 1,081 198 -47 50 0 0 0 137 0 50: 14 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 86.7 13.5 1.4 10.0 0.0 0.0 0.9 0.8 0.0 0.2: 0.9 0.7
Old : 100.0: 73.7 86.7 13.5 1.4 10.0 0.0 0.0 0.9 0.8 0.0 0.2: 0.9 0.7
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 : 53: 24 33 8 4 11 0 0 . . 0 .:
Old : 53: 24 33 8 4 11 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 : 40.4 39.7 61.8 56.6 14.7 13.2 22.2 20.2
Old : 40.4 39.7 61.8 56.6 14.7 13.2 22.2 20.2
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 17, 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 : 15,580: 13,183 12,569 449 1,190 1,781 0 0 0 0 0 0: 167 40
Old : 15,580: 13,183 12,569 449 1,190 1,781 0 0 0 0 0 0: 167 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -34: -34 -34 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 80.7 2.9 7.6 11.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.3
Old : 100.0: 84.6 80.7 2.9 7.6 11.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.3
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 : 33: 14 23 4 4 6 0 0 0 0 0 0:
Old : 33: 14 23 4 4 6 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 : 48.8 45.4 75.9 73.0 10.5 12.8 17.6 18.9
Old : 48.8 45.4 75.9 73.0 10.5 12.8 17.6 18.9
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 17, 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 : 10,032: 5,625 5,774 828 299 2,405 0 0 117 0 405 138: 919 894
Old : 10,032: 5,625 5,774 828 299 2,405 0 0 117 0 405 138: 919 894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 114: 44 -43 4 1 22 0 0 72 0 48 -15: -13 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 57.6 8.3 3.0 24.0 0.0 0.0 1.2 0.0 4.0 1.4: 9.2 8.9
Old : 100.0: 56.1 57.6 8.3 3.0 24.0 0.0 0.0 1.2 0.0 4.0 1.4: 9.2 8.9
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 : 40: 21 25 7 5 12 0 0 . 0 . .:
Old : 40: 21 25 7 5 12 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 : 32.0 24.4 52.2 40.0 17.6 12.4 21.3 17.5
Old : 32.0 24.4 52.2 40.0 17.6 12.4 21.3 17.5
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 17, 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 : 6,353: 3,150 4,445 1,080 383 667 0 0 25 761 64 133: 537 636
Old : 6,353: 3,150 4,445 1,080 383 667 0 0 25 761 64 133: 537 636
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 493: 369 457 -11 -11 80 0 0 0 69 30 6: -20 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 70.0 17.0 6.0 10.5 0.0 0.0 0.4 12.0 1.0 2.1: 8.5 10.0
Old : 100.0: 49.6 70.0 17.0 6.0 10.5 0.0 0.0 0.4 12.0 1.0 2.1: 8.5 10.0
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 : 53: 29 29 7 6 11 0 0 . 4 . 5:
Old : 53: 29 29 7 6 11 0 0 . 4 . 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 : 29.8 32.3 46.5 46.4 24.9 28.4 35.4 37.0
Old : 29.8 32.3 46.5 46.4 24.9 28.4 35.4 37.0
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 17, 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 : 3,730: 2,402 1,840 590 680 262 105 0 0 0 0 62: 309 886
Old : 3,730: 2,402 1,840 590 680 262 105 0 0 0 0 62: 309 886
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -107: -134 -75 15 223 -6 0 0 0 0 0 0: 18 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 49.3 15.8 18.2 7.0 2.8 0.0 0.0 0.0 0.0 1.7: 8.3 23.8
Old : 100.0: 64.4 49.3 15.8 18.2 7.0 2.8 0.0 0.0 0.0 0.0 1.7: 8.3 23.8
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 : 25: 13 15 . 5 6 . 0 0 0 0 .:
Old : 25: 13 15 . 5 6 . 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 : 55.7 31.4 69.8 50.1 49.8 26.2 57.4 38.5
Old : 55.7 31.4 69.8 50.1 49.8 26.2 57.4 38.5
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 17, 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 : 2,821: 1,418 1,186 145 295 469 75 0 0 15 533 10: 689 328
Old : 2,821: 1,418 1,186 145 295 469 75 0 0 15 533 10: 689 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 66: 55 -25 0 0 52 0 0 -40 0 40 0: -1 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 42.0 5.1 10.5 16.6 2.7 0.0 0.0 0.5 18.9 0.4: 24.4 11.6
Old : 100.0: 50.3 42.0 5.1 10.5 16.6 2.7 0.0 0.0 0.5 18.9 0.4: 24.4 11.6
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 : 29: 14 14 . 4 7 . 0 0 . . .:
Old : 29: 14 14 . 4 7 . 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 : 25.4 47.0 42.3 65.2 21.9 37.7 32.2 45.5
Old : 25.4 47.0 42.3 65.2 21.9 37.7 32.2 45.5
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 17, 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 : 1,949: 1,336 837 49 684 100 0 0 0 23 5 48: 393 275
Old : 1,949: 1,336 837 49 684 100 0 0 0 23 5 48: 393 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 95: 510 -304 -51 566 -143 0 0 0 -17 3 -28: -176 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 42.9 2.5 35.1 5.1 0.0 0.0 0.0 1.2 0.3 2.5: 20.2 14.1
Old : 100.0: 68.5 42.9 2.5 35.1 5.1 0.0 0.0 0.0 1.2 0.3 2.5: 20.2 14.1
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 : 20: 12 9 . . . 0 0 0 . . .:
Old : 20: 12 9 . . . 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 : 56.8 59.2 68.1 75.5 55.6 56.5 62.5 69.0
Old : 56.8 59.2 68.1 75.5 55.6 56.5 62.5 69.0
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 17, 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 : 7,511: 6,495 6,694 735 596 95 0 0 0 0 0 0: 186 126
Old : 7,511: 6,495 6,694 735 596 95 0 0 0 0 0 0: 186 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 574: 364 594 230 0 -20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 89.1 9.8 7.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 1.7
Old : 100.0: 86.5 89.1 9.8 7.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 1.7
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 : 23: 11 10 4 . . 0 0 0 0 0 0:
Old : 23: 11 10 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 : 54.9 72.5 82.8 92.1 48.0 66.7 69.6 73.4
Old : 54.9 72.5 82.8 92.1 48.0 66.7 69.6 73.4
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 17, 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 : 27,808: 22,115 22,702 2,648 1,808 2,754 0 0 0 0 493 51: 240 0
Old : 27,808: 22,115 22,702 2,648 1,808 2,754 0 0 0 0 493 51: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,778: 2,557 2,342 75 140 146 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 81.6 9.5 6.5 9.9 0.0 0.0 0.0 0.0 1.8 0.2: 0.9 0.0
Old : 100.0: 79.5 81.6 9.5 6.5 9.9 0.0 0.0 0.0 0.0 1.8 0.2: 0.9 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 : 35: 18 16 6 6 8 0 0 0 0 . .:
Old : 35: 18 16 6 6 8 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 : 46.3 49.0 69.5 71.9 21.8 20.9 29.6 29.6
Old : 46.3 49.0 69.5 71.9 21.8 20.9 29.6 29.6
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 17, 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 : 309,105: 89,830 164,111 42,116 11,001 21,439 38,520 10,505 21,939 15,211 22,739 31,064: 48,986 26,307
Old : 309,105: 89,830 164,111 42,116 11,001 21,439 38,520 10,505 21,939 15,211 22,739 31,064: 48,986 26,307
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 3,397: -1,247 -4,072 -2,971 2,172 -112 -2,971 -882 2,984 5,704 760 2,430: -420 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 53.1 13.6 3.6 6.9 12.5 3.4 7.1 4.9 7.4 10.0: 15.8 8.5
Old : 100.0: 29.1 53.1 13.6 3.6 6.9 12.5 3.4 7.1 4.9 7.4 10.0: 15.8 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 : 161: 55 70 12 4 15 36 8 18 14 11 19:
Old : 161: 55 70 12 4 15 36 8 18 14 11 19:
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 : 11.5 19.0 20.4 30.4 7.9 12.2 14.4 18.0
Old : 11.5 19.0 20.4 30.4 7.9 12.2 14.4 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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 : 46,778: 12,807 9,726 7,343 1,346 11,015 0 0 0 0 9,316 13,911: 1,702 1,464
Old : 46,778: 12,807 9,726 7,343 1,346 11,015 0 0 0 0 9,316 13,911: 1,702 1,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -887: -179 -647 -371 -87 256 0 0 0 0 148 -490: -103 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 20.8 15.7 2.9 23.5 0.0 0.0 0.0 0.0 19.9 29.7: 3.6 3.1
Old : 100.0: 27.4 20.8 15.7 2.9 23.5 0.0 0.0 0.0 0.0 19.9 29.7: 3.6 3.1
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 : 20: 6 6 6 . 9 0 0 0 0 5 5:
Old : 20: 6 6 6 . 9 0 0 0 0 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 : 45.9 53.5 70.2 74.1 18.9 19.9 22.5 23.6
Old : 45.9 53.5 70.2 74.1 18.9 19.9 22.5 23.6
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 17, 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 : 14,096: 8,607 8,878 3,229 230 1,797 0 0 150 195 2,441 100: 18 500
Old : 14,096: 8,607 8,878 3,229 230 1,797 0 0 150 195 2,441 100: 18 500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 123: 150 423 143 -85 -315 0 0 50 45 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 63.0 22.9 1.6 12.7 0.0 0.0 1.1 1.4 17.3 0.7: 0.1 3.5
Old : 100.0: 61.1 63.0 22.9 1.6 12.7 0.0 0.0 1.1 1.4 17.3 0.7: 0.1 3.5
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 : 55: 28 30 10 . 7 0 0 . . . .:
Old : 55: 28 30 10 . 7 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 : 32.2 35.3 50.2 50.2 19.7 29.6 33.3 37.9
Old : 32.2 35.3 50.2 50.2 19.7 29.6 33.3 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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 : 9,825: 5,861 6,500 1,275 1,445 1,880 570 0 0 200 0 0: 39 0
Old : 9,825: 5,861 6,500 1,275 1,445 1,880 570 0 0 200 0 0: 39 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,091: 766 741 0 125 225 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 66.2 13.0 14.7 19.1 5.8 0.0 0.0 2.0 0.0 0.0: 0.4 0.0
Old : 100.0: 59.7 66.2 13.0 14.7 19.1 5.8 0.0 0.0 2.0 0.0 0.0: 0.4 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 : 33: 12 14 5 5 9 . 0 0 . 0 0:
Old : 33: 12 14 5 5 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 : 40.7 40.3 61.8 60.6 32.6 32.4 46.1 47.9
Old : 40.7 40.3 61.8 60.6 32.6 32.4 46.1 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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 : 3,605: 3,530 3,305 50 300 0 0 0 0 0 0 0: 25 0
Old : 3,605: 3,530 3,305 50 300 0 0 0 0 0 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 190: 190 190 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 91.7 1.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.0
Old : 100.0: 97.9 91.7 1.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 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 : 21: 11 11 . . 0 0 0 0 0 0 0:
Old : 21: 11 11 . . 0 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 : 70.5 76.4 91.0 94.5 55.2 76.4 75.7 82.7
Old : 70.5 76.4 91.0 94.5 55.2 76.4 75.7 82.7
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 17, 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 : 10,070: 6,692 7,652 0 248 138 755 0 245 412 137 1,210: 618 440
Old : 10,070: 6,692 7,652 0 248 138 755 0 245 412 137 1,210: 618 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -176: -540 250 0 -269 48 -20 0 20 104 -361 182: 30 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 76.0 0.0 2.5 1.4 7.5 0.0 2.4 4.1 1.4 12.0: 6.1 4.4
Old : 100.0: 66.5 76.0 0.0 2.5 1.4 7.5 0.0 2.4 4.1 1.4 12.0: 6.1 4.4
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 : 35: 16 18 0 . . 4 0 . 4 . 4:
Old : 35: 16 18 0 . . 4 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 : 51.8 50.9 71.6 72.7 17.1 15.3 21.4 21.2
Old : 51.8 50.9 71.6 72.7 17.1 15.3 21.4 21.2
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 17, 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 : 11,143: 9,871 9,707 315 212 129 29 0 82 172 657 99: 446 258
Old : 11,143: 9,871 9,707 315 212 129 29 0 82 172 657 99: 446 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,612: 1,519 1,305 169 32 -61 -20 0 0 -158 275 -56: 219 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 87.1 2.8 1.9 1.2 0.3 0.0 0.7 1.5 5.9 0.9: 4.0 2.3
Old : 100.0: 88.6 87.1 2.8 1.9 1.2 0.3 0.0 0.7 1.5 5.9 0.9: 4.0 2.3
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 : 49: 30 33 . . . . 0 . . . .:
Old : 49: 30 33 . . . . 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 : 36.5 31.8 57.5 54.4 22.7 26.5 34.5 37.9
Old : 36.5 31.8 57.5 54.4 22.7 26.5 34.5 37.9
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 17, 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 : 1,650: 996 946 319 0 24 0 0 0 3 425 28: 280 227
Old : 1,650: 996 946 319 0 24 0 0 0 3 425 28: 280 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 128: 126 156 4 0 18 0 0 0 -107 -2 2: 85 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 57.3 19.3 0.0 1.5 0.0 0.0 0.0 0.2 25.8 1.7: 17.0 13.8
Old : 100.0: 60.4 57.3 19.3 0.0 1.5 0.0 0.0 0.0 0.2 25.8 1.7: 17.0 13.8
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 : 32: 19 20 4 0 . 0 0 0 . . .:
Old : 32: 19 20 4 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 : 33.8 43.5 50.7 60.2 32.5 42.0 47.5 56.1
Old : 33.8 43.5 50.7 60.2 32.5 42.0 47.5 56.1
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 17, 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 : 418,564: 132,317 111,651 32,216 77,881 80,000 39,562 16,731 19,004 12,156 15,042 74,732: 28,577 23,522
Old : 418,564: 132,317 111,651 32,216 77,881 80,000 39,562 16,731 19,004 12,156 15,042 74,732: 28,577 23,522
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -10,226: -18,892 -20,461 912 1,820 682 2,374 -4,154 -2,553 19 8,425 -3,566: 10,797 9,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 26.7 7.7 18.6 19.1 9.5 4.0 4.5 2.9 3.6 17.9: 6.8 5.6
Old : 100.0: 31.6 26.7 7.7 18.6 19.1 9.5 4.0 4.5 2.9 3.6 17.9: 6.8 5.6
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 : 110: 32 33 8 17 22 18 7 16 15 8 26:
Old : 110: 32 33 8 17 22 18 7 16 15 8 26:
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 : 18.1 23.1 31.0 35.6 9.5 12.9 16.1 19.4
Old : 18.1 23.1 31.0 35.6 9.5 12.9 16.1 19.4
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 17, 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 : 2,270,314: 274,927 375,595 172,208 348,404 631,268 225,076 31,111 306,758 121,576 72,607 443,608: 94,893 60,964
Old : 2,270,314: 274,927 375,595 172,208 348,404 631,268 225,076 31,111 306,758 121,576 72,607 443,608: 94,893 60,964
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -79,161: 1,889 -10,706 -7,911 12,440 -13,965 -9,185 -1,478 -12,142 18,801 2,082 -46,758: -9,891 -8,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.5 7.6 15.3 27.8 9.9 1.4 13.5 5.4 3.2 19.5: 4.2 2.7
Old : 100.0: 12.1 16.5 7.6 15.3 27.8 9.9 1.4 13.5 5.4 3.2 19.5: 4.2 2.7
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 : 351: 50 52 15 31 41 91 33 81 62 51 104:
Old : 351: 50 52 15 31 41 91 33 81 62 51 104:
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 : 19.0 14.4 28.5 26.9 8.9 7.5 12.0 11.6
Old : 19.0 14.4 28.5 26.9 8.9 7.5 12.0 11.6
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 17, 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 : 180,671: 53,008 94,616 11,370 17,785 13,811 0 12,362 10,439 64,879 2,561 26,166: 998 2,932
Old : 180,671: 53,008 94,616 11,370 17,785 13,811 0 12,362 10,439 64,879 2,561 26,166: 998 2,932
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 9,723: 1,505 -2,164 -1,402 2,200 3,192 0 224 2,517 1,804 1,800 1,521: 586 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 52.4 6.3 9.8 7.6 0.0 6.8 5.8 35.9 1.4 14.5: 0.6 1.6
Old : 100.0: 29.3 52.4 6.3 9.8 7.6 0.0 6.8 5.8 35.9 1.4 14.5: 0.6 1.6
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 : 34: 12 11 . 5 6 0 5 5 4 5 8:
Old : 34: 12 11 . 5 6 0 5 5 4 5 8:
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 : 68.4 54.1 87.0 76.8 52.7 48.5 61.5 55.8
Old : 68.4 54.1 87.0 76.8 52.7 48.5 61.5 55.8
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 17, 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 : 192,457: 36,233 21,925 29,403 72,016 26,480 0 997 18 49,878 8,480 897: 49,548 61,644
Old : 192,457: 36,233 21,925 29,403 72,016 26,480 0 997 18 49,878 8,480 897: 49,548 61,644
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 3,271: 556 824 -790 -271 1,296 0 997 18 843 132 516: 832 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.4 15.3 37.4 13.8 0.0 0.5 0.0 25.9 4.4 0.5: 25.7 32.0
Old : 100.0: 18.8 11.4 15.3 37.4 13.8 0.0 0.5 0.0 25.9 4.4 0.5: 25.7 32.0
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 : 25: 4 5 5 7 9 0 . . 4 . .:
Old : 25: 4 5 5 7 9 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 : 43.2 32.7 60.5 50.3 42.6 27.9 53.9 42.0
Old : 43.2 32.7 60.5 50.3 42.6 27.9 53.9 42.0
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 17, 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 : 87,925: 6,475 7,408 7,868 21,870 37,020 11,066 664 8,722 4,040 600 8,128: 4,606 3,512
Old : 87,925: 6,475 7,408 7,868 21,870 37,020 11,066 664 8,722 4,040 600 8,128: 4,606 3,512
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -1,646: -103 -230 -299 -905 -680 -817 42 300 149 -10 -76: -120 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.4 8.9 24.9 42.1 12.6 0.8 9.9 4.6 0.7 9.2: 5.2 4.0
Old : 100.0: 7.4 8.4 8.9 24.9 42.1 12.6 0.8 9.9 4.6 0.7 9.2: 5.2 4.0
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 : 50: 4 4 10 10 18 12 . 11 6 4 10:
Old : 50: 4 4 10 10 18 12 . 11 6 4 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 : 36.6 44.9 57.2 70.0 16.7 20.7 21.5 24.7
Old : 36.6 44.9 57.2 70.0 16.7 20.7 21.5 24.7
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 17, 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 : 483,424: 61,954 52,808 45,651 80,329 252,526 0 386 18,282 27,909 352 63,327: 13,774 15,414
Old : 483,424: 61,954 52,808 45,651 80,329 252,526 0 386 18,282 27,909 352 63,327: 13,774 15,414
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -479: -821 -27 716 -688 1 0 -942 434 -1,413 337 571: 33 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.9 9.4 16.6 52.2 0.0 0.1 3.8 5.8 0.1 13.1: 2.8 3.2
Old : 100.0: 12.8 10.9 9.4 16.6 52.2 0.0 0.1 3.8 5.8 0.1 13.1: 2.8 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 . . 9 . 10:
Old : 43: 6 6 9 17 26 0 . . 9 . 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 : 31.1 26.1 52.4 43.7 9.3 6.1 14.4 10.9
Old : 31.1 26.1 52.4 43.7 9.3 6.1 14.4 10.9
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 17, 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 : 16,356: 9,724 8,446 2,684 3,129 3,364 0 0 25 0 842 550: 9 0
Old : 16,356: 9,724 8,446 2,684 3,129 3,364 0 0 25 0 842 550: 9 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -700: -600 -675 -100 0 0 0 -25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 51.6 16.4 19.1 20.6 0.0 0.0 0.2 0.0 5.1 3.4: 0.1 0.0
Old : 100.0: 59.5 51.6 16.4 19.1 20.6 0.0 0.0 0.2 0.0 5.1 3.4: 0.1 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 : 38: 15 14 8 5 8 0 0 . 0 . .:
Old : 38: 15 14 8 5 8 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 : 39.2 48.4 64.2 71.9 33.6 48.4 51.0 62.4
Old : 39.2 48.4 64.2 71.9 33.6 48.4 51.0 62.4
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 17, 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 : 63,108: 4,628 1,920 26,076 17,676 20,064 3,454 5,915 1,547 1,485 7,048 1,979: 3,875 6,959
Old : 63,108: 4,628 1,920 26,076 17,676 20,064 3,454 5,915 1,547 1,485 7,048 1,979: 3,875 6,959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,817: 0 0 701 145 -272 74 603 1,488 0 12 -11: -163 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.0 41.3 28.0 31.8 5.5 9.4 2.5 2.4 11.2 3.1: 6.1 11.0
Old : 100.0: 7.3 3.0 41.3 28.0 31.8 5.5 9.4 2.5 2.4 11.2 3.1: 6.1 11.0
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 : 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 : 54.2 44.6 70.2 64.7 36.9 35.8 50.1 45.6
Old : 54.2 44.6 70.2 64.7 36.9 35.8 50.1 45.6
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 17, 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 : 30,530: 200 2,451 11,953 11,102 10,566 4,016 897 1,581 0 1,013 400: 1,814 2,520
Old : 30,530: 200 2,451 11,953 11,102 10,566 4,016 897 1,581 0 1,013 400: 1,814 2,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -471: 0 -64 -44 736 -879 704 0 -120 0 -100 0: -132 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.0 39.2 36.4 34.6 13.2 2.9 5.2 0.0 3.3 1.3: 5.9 8.3
Old : 100.0: 0.7 8.0 39.2 36.4 34.6 13.2 2.9 5.2 0.0 3.3 1.3: 5.9 8.3
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 : 23: . . 6 6 12 . . 4 0 . .:
Old : 23: . . 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 : 52.1 54.4 70.6 70.7 41.1 32.4 51.2 44.3
Old : 52.1 54.4 70.6 70.7 41.1 32.4 51.2 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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 : 7,290: 2,192 750 1,768 5,485 825 2,373 181 0 0 0 0: 132 49
Old : 7,290: 2,192 750 1,768 5,485 825 2,373 181 0 0 0 0: 132 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 10.3 24.3 75.2 11.3 32.6 2.5 0.0 0.0 0.0 0.0: 1.8 0.7
Old : 100.0: 30.1 10.3 24.3 75.2 11.3 32.6 2.5 0.0 0.0 0.0 0.0: 1.8 0.7
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 : 20: 6 4 . 6 . . . 0 0 0 0:
Old : 20: 6 4 . 6 . . . 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 : 69.8 75.4 92.4 91.1 68.7 66.2 82.3 81.8
Old : 69.8 75.4 92.4 91.1 68.7 66.2 82.3 81.8
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 17, 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 : 25,936: 984 2,091 1,618 2,311 6,984 2,687 418 4,131 3,003 2,559 3,406: 3,123 4,035
Old : 25,936: 984 2,091 1,618 2,311 6,984 2,687 418 4,131 3,003 2,559 3,406: 3,123 4,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 778: -1 -6 25 -249 555 106 260 353 160 -87 92: -511 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.1 6.2 8.9 26.9 10.4 1.6 15.9 11.6 9.9 13.1: 12.0 15.6
Old : 100.0: 3.8 8.1 6.2 8.9 26.9 10.4 1.6 15.9 11.6 9.9 13.1: 12.0 15.6
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 : 28: . . 4 4 9 7 . 5 . 4 4:
Old : 28: . . 4 4 9 7 . 5 . 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 : 50.9 41.8 68.3 63.6 24.8 18.7 27.0 23.9
Old : 50.9 41.8 68.3 63.6 24.8 18.7 27.0 23.9
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 17, 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 : 14,822: 121 0 1,704 2,219 9,078 1,454 1,384 963 354 223 140: 1,008 814
Old : 14,822: 121 0 1,704 2,219 9,078 1,454 1,384 963 354 223 140: 1,008 814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -946: -1 0 -128 -132 -556 -159 9 -53 7 -25 -12: -44 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 11.5 15.0 61.2 9.8 9.3 6.5 2.4 1.5 0.9: 6.8 5.5
Old : 100.0: 0.8 0.0 11.5 15.0 61.2 9.8 9.3 6.5 2.4 1.5 0.9: 6.8 5.5
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: . 0 6 7 12 6 4 6 . . .:
Old : 31: . 0 6 7 12 6 4 6 . . .:
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 : 44.5 45.9 69.8 70.4 14.8 18.6 20.4 23.5
Old : 44.5 45.9 69.8 70.4 14.8 18.6 20.4 23.5
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 17, 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 : 93,779: 10,140 9,572 16,891 17,999 44,506 2,095 169 4,565 2,249 541 5,725: 7,607 10,701
Old : 93,779: 10,140 9,572 16,891 17,999 44,506 2,095 169 4,565 2,249 541 5,725: 7,607 10,701
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,488: -177 -385 910 794 382 -289 169 1,562 -82 -61 -112: -706 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.2 18.0 19.2 47.5 2.2 0.2 4.9 2.4 0.6 6.1: 8.1 11.4
Old : 100.0: 10.8 10.2 18.0 19.2 47.5 2.2 0.2 4.9 2.4 0.6 6.1: 8.1 11.4
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 : 27: 5 6 5 10 15 . . . . . .:
Old : 27: 5 6 5 10 15 . . . . . .:
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 : 40.6 34.6 57.8 55.6 19.7 16.0 24.7 19.4
Old : 40.6 34.6 57.8 55.6 19.7 16.0 24.7 19.4
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 17, 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 : 318,901: 112,250 218,314 33,429 10,801 18,474 75,825 4,523 23,297 15,446 13,992 14,971: 25,208 14,528
Old : 318,901: 112,250 218,314 33,429 10,801 18,474 75,825 4,523 23,297 15,446 13,992 14,971: 25,208 14,528
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 9,269: 5,164 4,731 -873 1,891 482 633 614 1,096 2,192 -292 -233: 809 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 68.5 10.5 3.4 5.8 23.8 1.4 7.3 4.8 4.4 4.7: 7.9 4.6
Old : 100.0: 35.2 68.5 10.5 3.4 5.8 23.8 1.4 7.3 4.8 4.4 4.7: 7.9 4.6
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 : 200: 59 70 14 5 17 71 7 32 16 9 12:
Old : 200: 59 70 14 5 17 71 7 32 16 9 12:
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 : 14.6 23.8 23.4 38.2 8.6 15.2 14.1 22.7
Old : 14.6 23.8 23.4 38.2 8.6 15.2 14.1 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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 : 22,039: 8,054 11,531 0 3,441 211 2,500 0 1,053 6,069 0 147: 4,005 5,656
Old : 22,039: 8,054 11,531 0 3,441 211 2,500 0 1,053 6,069 0 147: 4,005 5,656
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,890: 2,242 2,626 0 0 0 -150 0 150 937 0 0: -289 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 52.3 0.0 15.6 1.0 11.3 0.0 4.8 27.5 0.0 0.7: 18.2 25.7
Old : 100.0: 36.5 52.3 0.0 15.6 1.0 11.3 0.0 4.8 27.5 0.0 0.7: 18.2 25.7
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 : 23: 6 14 0 . . . 0 . 5 0 .:
Old : 23: 6 14 0 . . . 0 . 5 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 : 51.6 37.2 71.2 58.2 46.9 37.1 64.2 55.9
Old : 51.6 37.2 71.2 58.2 46.9 37.1 64.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1000 U.S. Barrels) :
: : Positions :
All : 8,351: 7,245 7,002 35 0 325 0 0 0 0 0 0: 746 1,024
Old : 8,351: 7,245 7,002 35 0 325 0 0 0 0 0 0: 746 1,024
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 83.8 0.4 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 8.9 12.3
Old : 100.0: 86.8 83.8 0.4 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 8.9 12.3
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 : 20: 15 12 . 0 . 0 0 0 0 0 0:
Old : 20: 15 12 . 0 . 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 : 48.9 50.7 75.2 76.4 48.9 47.0 70.2 71.0
Old : 48.9 50.7 75.2 76.4 48.9 47.0 70.2 71.0
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 17, 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 : 7,313: 4,121 4,148 1,352 459 1,284 0 0 0 296 1,168 204: 56 50
Old : 7,313: 4,121 4,148 1,352 459 1,284 0 0 0 296 1,168 204: 56 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 796: 654 450 -27 131 19 0 0 0 -54 0 204: 0 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 56.7 18.5 6.3 17.6 0.0 0.0 0.0 4.0 16.0 2.8: 0.8 0.7
Old : 100.0: 56.4 56.7 18.5 6.3 17.6 0.0 0.0 0.0 4.0 16.0 2.8: 0.8 0.7
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 : 39: 17 20 4 6 8 0 0 0 . . .:
Old : 39: 17 20 4 6 8 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 : 35.8 40.4 56.5 60.6 30.5 35.0 44.0 45.8
Old : 35.8 40.4 56.5 60.6 30.5 35.0 44.0 45.8
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 17, 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 : 46,409: 40,257 23,128 4,015 22,115 877 325 0 0 0 0 0: 935 289
Old : 46,409: 40,257 23,128 4,015 22,115 877 325 0 0 0 0 0: 935 289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,146: 1,304 584 -50 550 -108 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 49.8 8.7 47.7 1.9 0.7 0.0 0.0 0.0 0.0 0.0: 2.0 0.6
Old : 100.0: 86.7 49.8 8.7 47.7 1.9 0.7 0.0 0.0 0.0 0.0 0.0: 2.0 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 : 55: 30 24 7 7 8 . 0 0 0 0 0:
Old : 55: 30 24 7 7 8 . 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 : 55.7 57.4 71.7 72.1 53.6 56.9 66.8 69.6
Old : 55.7 57.4 71.7 72.1 53.6 56.9 66.8 69.6
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 17, 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 : 13,859: 9,448 9,381 3,627 3,906 422 0 0 0 0 0 0: 362 150
Old : 13,859: 9,448 9,381 3,627 3,906 422 0 0 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: January 10, 2012 :
: 1,054: 867 1,032 105 -60 82 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 67.7 26.2 28.2 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 1.1
Old : 100.0: 68.2 67.7 26.2 28.2 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 1.1
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: 12 10 7 . 4 0 0 0 0 0 0:
Old : 25: 12 10 7 . 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 : 49.8 81.3 71.4 93.4 29.2 63.5 45.8 64.7
Old : 49.8 81.3 71.4 93.4 29.2 63.5 45.8 64.7
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 17, 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 : 7,750: 4,170 2,725 1,855 630 950 275 0 300 150 3,075 50: 0 20
Old : 7,750: 4,170 2,725 1,855 630 950 275 0 300 150 3,075 50: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 500: 150 250 25 0 0 275 0 0 0 200 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 35.2 23.9 8.1 12.3 3.5 0.0 3.9 1.9 39.7 0.6: 0.0 0.3
Old : 100.0: 53.8 35.2 23.9 8.1 12.3 3.5 0.0 3.9 1.9 39.7 0.6: 0.0 0.3
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 : 37: 17 9 8 . 6 . 0 . . . .:
Old : 37: 17 9 8 . 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 : 39.9 70.6 64.2 85.9 37.4 62.9 52.6 71.7
Old : 39.9 70.6 64.2 85.9 37.4 62.9 52.6 71.7
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 17, 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 : 24,600: 15,438 13,075 5,113 3,909 1,918 149 3,507 90 1,012 1,301 759: 121 41
Old : 24,600: 15,438 13,075 5,113 3,909 1,918 149 3,507 90 1,012 1,301 759: 121 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 711: -60 771 234 -383 84 149 102 90 -32 -78 185: 61 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 53.2 20.8 15.9 7.8 0.6 14.3 0.4 4.1 5.3 3.1: 0.5 0.2
Old : 100.0: 62.8 53.2 20.8 15.9 7.8 0.6 14.3 0.4 4.1 5.3 3.1: 0.5 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 : 62: 22 30 8 9 10 . . . . . 4:
Old : 62: 22 30 8 9 10 . . . . . 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 : 40.2 35.2 56.2 49.8 35.2 33.8 49.8 45.2
Old : 40.2 35.2 56.2 49.8 35.2 33.8 49.8 45.2
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 17, 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 : 13,090: 9,502 8,717 202 2,529 451 2,167 471 459 185 394 0: 124 69
Old : 13,090: 9,502 8,717 202 2,529 451 2,167 471 459 185 394 0: 124 69
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,038: 599 711 -85 58 136 400 0 -12 0 78 0: 0 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 66.6 1.5 19.3 3.4 16.6 3.6 3.5 1.4 3.0 0.0: 0.9 0.5
Old : 100.0: 72.6 66.6 1.5 19.3 3.4 16.6 3.6 3.5 1.4 3.0 0.0: 0.9 0.5
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 : 43: 21 19 . 5 . . . . . 4 0:
Old : 43: 21 19 . 5 . . . . . 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 : 44.4 49.8 67.9 71.0 44.4 47.8 58.9 62.2
Old : 44.4 49.8 67.9 71.0 44.4 47.8 58.9 62.2
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 17, 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 : 30,477: 13,708 14,974 3,541 9,207 2,234 0 2,280 0 9,978 400 596: 420 786
Old : 30,477: 13,708 14,974 3,541 9,207 2,234 0 2,280 0 9,978 400 596: 420 786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 285: 100 29 0 -329 185 0 0 0 0 400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 49.1 11.6 30.2 7.3 0.0 7.5 0.0 32.7 1.3 2.0: 1.4 2.6
Old : 100.0: 45.0 49.1 11.6 30.2 7.3 0.0 7.5 0.0 32.7 1.3 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 : 44: 10 18 8 9 9 0 . 0 5 . 5:
Old : 44: 10 18 8 9 9 0 . 0 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 : 63.7 51.2 74.9 66.6 61.8 50.9 70.4 63.6
Old : 63.7 51.2 74.9 66.6 61.8 50.9 70.4 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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 : 24,286: 13,860 14,879 208 1,854 1,725 2,423 0 24 1,139 0 352: 4,555 5,452
Old : 24,286: 13,860 14,879 208 1,854 1,725 2,423 0 24 1,139 0 352: 4,555 5,452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 61.3 0.9 7.6 7.1 10.0 0.0 0.1 4.7 0.0 1.4: 18.8 22.4
Old : 100.0: 57.1 61.3 0.9 7.6 7.1 10.0 0.0 0.1 4.7 0.0 1.4: 18.8 22.4
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 : 21: 11 10 . 4 4 . 0 . . 0 .:
Old : 21: 11 10 . 4 4 . 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 : 38.4 49.8 62.6 68.4 35.7 43.9 52.8 52.9
Old : 38.4 49.8 62.6 68.4 35.7 43.9 52.8 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012