Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 48,831 : : Positions : : 35,025 42,401 7,558 429 5,219 0 0 400 394 0 0 : : : : Changes from: December 27, 2011 : : 1,483 1,532 103 54 18 0 0 400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 86.8 15.5 0.9 10.7 0.0 0.0 0.8 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 28 38 12 4 11 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 18,154 : : Positions : : 13,830 15,480 1,856 230 2,341 0 0 0 0 0 0 : : : : Changes from: December 27, 2011 : : -383 -397 0 0 -82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 85.3 10.2 1.3 12.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 22 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 11,241 : : Positions : : 6,575 6,576 756 348 2,622 0 0 45 138 533 157 : : : : Changes from: December 27, 2011 : : 114 96 140 -69 -58 0 0 45 -22 50 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 58.5 6.7 3.1 23.3 0.0 0.0 0.4 1.2 4.7 1.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 27 7 6 13 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,134 : : Positions : : 3,798 4,851 1,115 234 825 0 46 25 433 69 382 : : : : Changes from: December 27, 2011 : : 48 106 128 10 30 0 0 0 -45 69 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 68.0 15.6 3.3 11.6 0.0 0.6 0.4 6.1 1.0 5.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 31 10 4 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,962 : : Positions : : 2,641 2,049 503 382 313 105 0 0 21 0 62 : : : : Changes from: December 27, 2011 : : 94 138 94 0 21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 51.7 12.7 9.6 7.9 2.7 0.0 0.0 0.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . 4 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,147 : : Positions : : 1,560 1,552 189 260 473 75 0 0 140 528 6 : : : : Changes from: December 27, 2011 : : 27 48 40 15 -11 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 49.3 6.0 8.3 15.0 2.4 0.0 0.0 4.4 16.8 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 15 5 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,854 : : Positions : : 826 1,141 100 118 243 0 0 0 40 2 76 : : : : Changes from: December 27, 2011 : : 306 270 0 83 16 0 0 0 0 -36 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 61.5 5.4 6.4 13.1 0.0 0.0 0.0 2.2 0.1 4.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,110 : : Positions : : 8,466 9,163 983 326 490 0 0 0 0 0 0 : : : : Changes from: December 27, 2011 : : 755 755 0 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 90.6 9.7 3.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 28,178 : : Positions : : 22,362 23,279 2,788 1,423 2,902 0 0 0 0 448 126 : : : : Changes from: December 27, 2011 : : 3,743 3,693 -50 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 82.6 9.9 5.1 10.3 0.0 0.0 0.0 0.0 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 295,744 : : Positions : : 92,370 166,195 48,441 6,871 21,858 37,585 11,323 18,153 10,384 19,066 24,808 : : : : Changes from: December 27, 2011 : : -11,007 -1,191 -975 -613 -520 4,032 -2,586 -1,194 -184 -296 2,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 56.2 16.4 2.3 7.4 12.7 3.8 6.1 3.5 6.4 8.4 : : : : Number of Traders in Each Category Total Traders: 161 : : 52 75 12 4 14 31 12 20 10 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 16,309 : : Positions : : 10,746 9,958 1,693 1,173 3,270 100 0 0 300 1,458 200 : : : : Changes from: December 27, 2011 : : 1,268 2,043 665 -50 206 0 0 0 0 -160 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 61.1 10.4 7.2 20.1 0.6 0.0 0.0 1.8 8.9 1.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 36 34 8 4 9 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,954 : : Positions : : 4,490 5,654 1,275 870 1,355 570 0 0 150 0 0 : : : : Changes from: December 27, 2011 : : -1,065 -350 105 -217 -225 -113 0 0 -100 -580 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 71.1 16.0 10.9 17.0 7.2 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 11 5 4 9 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,981 : : Positions : : 1,700 1,500 277 425 0 0 0 0 0 52 0 : : : : Changes from: December 27, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 75.7 14.0 21.5 0.0 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 5 4 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,050 : : Positions : : 7,224 6,838 0 560 109 765 0 235 344 968 805 : : : : Changes from: December 27, 2011 : : 171 307 0 -29 24 -26 -96 6 21 -70 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 68.0 0.0 5.6 1.1 7.6 0.0 2.3 3.4 9.6 8.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 0 . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 8,994 : : Positions : : 7,924 7,718 194 123 296 0 0 0 207 498 181 : : : : Changes from: December 27, 2011 : : -5,391 -4,441 192 -395 -216 -18 0 -40 -83 -431 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 85.8 2.2 1.4 3.3 0.0 0.0 0.0 2.3 5.5 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 27 . . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,669 : : Positions : : 1,775 1,934 27 89 27 71 0 56 62 98 3 : : : : Changes from: December 27, 2011 : : -32 0 -3 5 1 -30 0 5 0 5 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 72.5 1.0 3.3 1.0 2.7 0.0 2.1 2.3 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,957 : : Positions : : 1,241 1,216 302 0 26 0 0 0 47 415 28 : : : : Changes from: December 27, 2011 : : 164 123 0 0 0 0 0 0 2 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 62.1 15.4 0.0 1.3 0.0 0.0 0.0 2.4 21.2 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 24 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 450,595 : : Positions : : 144,810 141,232 31,705 75,644 74,955 34,057 18,910 19,979 20,525 1,850 91,554 : : : : Changes from: December 27, 2011 : : 7,432 5,766 -1,010 4,231 -204 2,553 2,787 -1,242 5,840 -54 5,401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 31.3 7.0 16.8 16.6 7.6 4.2 4.4 4.6 0.4 20.3 : : : : Number of Traders in Each Category Total Traders: 114 : : 33 32 8 19 22 15 8 14 18 8 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,319,687 : : Positions : : 250,584 364,433 192,635 319,656 648,766 239,048 38,741 326,363 88,248 74,180 477,982 : : : : Changes from: December 27, 2011 : : 10,943 6,222 -7,200 9,786 3,890 7,269 -572 31,616 -2,474 1,269 25,362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 15.7 8.3 13.8 28.0 10.3 1.7 14.1 3.8 3.2 20.6 : : : : Number of Traders in Each Category Total Traders: 351 : : 44 53 16 31 41 88 40 83 48 61 100 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 170,124 : : Positions : : 49,521 104,651 13,046 13,719 8,876 0 11,693 7,000 69,541 657 20,939 : : : : Changes from: December 27, 2011 : : -133 -2,002 -263 391 -128 -164 7 -31 -780 -39 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 61.5 7.7 8.1 5.2 0.0 6.9 4.1 40.9 0.4 12.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 11 . 4 6 0 5 5 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 185,446 : : Positions : : 35,584 21,126 29,734 71,607 25,057 0 0 0 46,407 8,408 465 : : : : Changes from: December 27, 2011 : : -5,650 -7,201 -9,449 -2,475 -6,715 -1,273 0 -426 -1,577 -6,646 -2,296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 11.4 16.0 38.6 13.5 0.0 0.0 0.0 25.0 4.5 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 4 5 5 7 9 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 87,511 : : Positions : : 6,475 7,483 7,096 23,142 36,836 13,416 636 7,748 3,900 524 7,979 : : : : Changes from: December 27, 2011 : : 169 239 473 -82 2,053 -361 -45 155 -18 17 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 8.6 8.1 26.4 42.1 15.3 0.7 8.9 4.5 0.6 9.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 4 4 10 9 18 10 . 7 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 481,113 : : Positions : : 62,516 53,509 44,375 79,772 252,009 0 1,800 16,963 29,762 0 61,749 : : : : Changes from: December 27, 2011 : : -4,978 -6,690 -1,927 -2,297 -15,898 0 -349 -48 -1,855 -227 -11,270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 11.1 9.2 16.6 52.4 0.0 0.4 3.5 6.2 0.0 12.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 6 9 17 26 0 . . 10 0 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 17,523 : : Positions : : 10,493 10,323 3,386 2,289 3,169 0 25 25 0 1,242 450 : : : : Changes from: December 27, 2011 : : 264 -2,427 -1,935 719 -1,793 0 0 0 -200 -183 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 58.9 19.3 13.1 18.1 0.0 0.1 0.1 0.0 7.1 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 13 9 5 9 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 59,452 : : Positions : : 4,628 1,920 25,760 17,506 18,093 3,355 5,312 59 1,485 7,081 2,397 : : : : Changes from: December 27, 2011 : : 0 0 -31 -41 543 140 385 0 0 -11 -390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 3.2 43.3 29.4 30.4 5.6 8.9 0.1 2.5 11.9 4.0 : : : : Number of Traders in Each Category Total Traders: 30 : : . . 8 9 14 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 30,201 : : Positions : : 200 2,515 12,094 10,564 10,413 3,230 1,127 1,816 0 1,100 450 : : : : Changes from: December 27, 2011 : : 0 0 -66 -149 519 527 0 0 0 225 -625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 8.3 40.0 35.0 34.5 10.7 3.7 6.0 0.0 3.6 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 6 6 12 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 23,551 : : Positions : : 766 2,086 1,937 2,100 5,806 2,293 801 3,815 2,757 2,708 2,246 : : : : Changes from: December 27, 2011 : : 23 200 -403 -13 394 22 -806 -34 8 527 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 8.9 8.2 8.9 24.7 9.7 3.4 16.2 11.7 11.5 9.5 : : : : Number of Traders in Each Category Total Traders: 23 : : . . . 4 8 5 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 16,691 : : Positions : : 134 0 2,210 2,379 10,205 1,443 1,561 1,116 404 323 150 : : : : Changes from: December 27, 2011 : : -6 0 -229 218 285 81 2 95 237 -92 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 0.0 13.2 14.3 61.1 8.6 9.4 6.7 2.4 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : . 0 8 7 13 5 4 4 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 89,780 : : Positions : : 8,744 8,491 16,209 18,222 42,179 2,479 0 3,043 2,536 624 5,430 : : : : Changes from: December 27, 2011 : : -266 -647 -768 -671 -2,289 240 0 -1,062 -267 369 -575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 9.5 18.1 20.3 47.0 2.8 0.0 3.4 2.8 0.7 6.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 5 5 10 15 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 289,092 : : Positions : : 99,143 197,553 34,007 8,347 16,411 71,885 4,532 19,126 13,041 16,898 11,830 : : : : Changes from: December 27, 2011 : : -4,124 7,583 1,164 -845 518 4,681 -1,385 -460 856 -527 695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 68.3 11.8 2.9 5.7 24.9 1.6 6.6 4.5 5.8 4.1 : : : : Number of Traders in Each Category Total Traders: 191 : : 62 75 14 . 15 62 9 26 15 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 8,413 : : Positions : : 4,658 5,124 1,684 548 1,501 0 0 0 450 1,120 100 : : : : Changes from: December 27, 2011 : : 79 79 0 0 4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 60.9 20.0 6.5 17.8 0.0 0.0 0.0 5.3 13.3 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 23 7 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 52,112 : : Positions : : 45,405 28,284 4,245 22,125 1,240 225 134 0 0 0 0 : : : : Changes from: December 27, 2011 : : -305 310 155 -735 147 -275 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 54.3 8.1 42.5 2.4 0.4 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 29 7 7 10 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 14,770 : : Positions : : 10,066 9,424 3,807 4,511 535 0 150 0 0 0 0 : : : : Changes from: December 27, 2011 : : 438 763 325 0 -52 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 63.8 25.8 30.5 3.6 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 14 8 . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,465 : : Positions : : 4,795 2,660 1,790 900 680 0 0 0 200 3,225 0 : : : : Changes from: December 27, 2011 : : 400 100 0 -50 0 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 35.6 24.0 12.1 9.1 0.0 0.0 0.0 2.7 43.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 11 7 4 7 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 4,026 : : Positions : : 1,972 2,685 673 235 926 138 0 0 9 0 78 : : : : Changes from: December 27, 2011 : : 75 290 217 -42 83 138 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 66.7 16.7 5.8 23.0 3.4 0.0 0.0 0.2 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 7 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 22,315 : : Positions : : 14,588 11,612 4,789 4,043 1,777 0 3,405 0 884 1,123 274 : : : : Changes from: December 27, 2011 : : -1,876 -2,983 -833 315 -685 0 -192 0 164 344 -726 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 52.0 21.5 18.1 8.0 0.0 15.3 0.0 4.0 5.0 1.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 22 27 8 7 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,206 : : Positions : : 8,483 7,312 287 2,560 119 1,567 471 471 135 271 0 : : : : Changes from: December 27, 2011 : : -1,826 -1,472 -65 -662 -27 -277 -40 -29 0 112 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 65.3 2.6 22.8 1.1 14.0 4.2 4.2 1.2 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 18 . 6 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 29,846 : : Positions : : 13,072 14,657 3,561 9,308 2,219 0 2,280 0 9,978 0 596 : : : : Changes from: December 27, 2011 : : -1,857 -2,156 101 -574 -764 -25 -41 -175 -868 -75 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 49.1 11.9 31.2 7.4 0.0 7.6 0.0 33.4 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 16 8 9 8 0 . 0 5 0 5 : ----------------------------------------------------------------------------------------------------------------
Updated January 6, 2012