Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 45,014 : : Positions : : 33,309 38,960 6,052 709 4,588 0 0 400 219 0 45 : : : : Changes from: January 3, 2012 : : -1,716 -3,441 -1,506 280 -631 0 0 0 -175 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 86.6 13.4 1.6 10.2 0.0 0.0 0.9 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 33 8 4 10 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 15,614 : : Positions : : 13,217 12,603 449 1,190 1,781 0 0 0 0 0 0 : : : : Changes from: January 3, 2012 : : -613 -2,877 -1,407 960 -560 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 80.7 2.9 7.6 11.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 21 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,918 : : Positions : : 5,581 5,817 824 298 2,383 0 0 45 0 357 153 : : : : Changes from: January 3, 2012 : : -994 -759 68 -50 -239 0 0 0 -138 -176 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 58.7 8.3 3.0 24.0 0.0 0.0 0.5 0.0 3.6 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 25 7 5 12 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 5,860 : : Positions : : 2,781 3,988 1,091 394 587 0 0 25 692 34 127 : : : : Changes from: January 3, 2012 : : -1,017 -863 -24 160 -238 0 -46 0 259 -35 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 68.1 18.6 6.7 10.0 0.0 0.0 0.4 11.8 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 26 7 6 11 0 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 3,837 : : Positions : : 2,536 1,915 575 457 268 105 0 0 0 0 62 : : : : Changes from: January 3, 2012 : : -105 -134 72 75 -45 0 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 49.9 15.0 11.9 7.0 2.7 0.0 0.0 0.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 4 5 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,755 : : Positions : : 1,363 1,211 145 295 417 75 0 40 15 493 10 : : : : Changes from: January 3, 2012 : : -197 -341 -44 35 -56 0 0 40 -125 -35 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 44.0 5.3 10.7 15.1 2.7 0.0 1.5 0.5 17.9 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 14 . 4 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 6,937 : : Positions : : 6,131 6,100 505 596 115 0 0 0 0 0 0 : : : : Changes from: January 3, 2012 : : -2,335 -3,063 -478 270 -375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 87.9 7.3 8.6 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 25,030 : : Positions : : 19,558 20,360 2,573 1,668 2,608 0 0 0 0 343 51 : : : : Changes from: January 3, 2012 : : -2,804 -2,919 -215 245 -294 0 0 0 0 -105 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 81.3 10.3 6.7 10.4 0.0 0.0 0.0 0.0 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 6 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 305,708 : : Positions : : 91,077 168,183 45,087 8,829 21,551 41,491 11,388 18,956 9,507 21,979 28,634 : : : : Changes from: January 3, 2012 : : -1,294 1,987 -3,355 1,957 -307 3,906 65 803 -877 2,912 3,826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 55.0 14.7 2.9 7.0 13.6 3.7 6.2 3.1 7.2 9.4 : : : : Number of Traders in Each Category Total Traders: 157 : : 56 75 12 4 16 29 10 19 12 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 47,665 : : Positions : : 12,986 10,374 7,714 1,433 10,759 0 0 0 0 9,168 14,401 : : : : Changes from: January 3, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 21.8 16.2 3.0 22.6 0.0 0.0 0.0 0.0 19.2 30.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 6 . 9 0 0 0 0 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 13,973 : : Positions : : 8,457 8,455 3,086 315 2,112 0 0 100 150 2,441 50 : : : : Changes from: January 3, 2012 : : -2,289 -1,503 1,393 -858 -1,158 -100 0 100 -150 983 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 60.5 22.1 2.3 15.1 0.0 0.0 0.7 1.1 17.5 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 30 8 4 8 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 8,734 : : Positions : : 5,095 5,759 1,275 1,320 1,655 570 0 0 100 0 0 : : : : Changes from: January 3, 2012 : : 605 105 0 450 300 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 65.9 14.6 15.1 18.9 6.5 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 13 5 5 9 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A62 Open Interest is 3,415 : : Positions : : 3,340 3,115 50 300 0 0 0 0 0 0 0 : : : : Changes from: January 3, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 91.2 1.5 8.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 10,246 : : Positions : : 7,232 7,402 0 517 90 775 0 225 308 498 1,028 : : : : Changes from: January 3, 2012 : : 8 564 0 -43 -19 10 0 -10 -36 -470 223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 72.2 0.0 5.0 0.9 7.6 0.0 2.2 3.0 4.9 10.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 0 . . 4 0 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 9,531 : : Positions : : 8,352 8,401 146 180 190 49 0 82 330 382 155 : : : : Changes from: January 3, 2012 : : 429 683 -48 57 -106 49 0 82 123 -116 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 88.1 1.5 1.9 2.0 0.5 0.0 0.9 3.5 4.0 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 32 . . . . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 1,522 : : Positions : : 870 790 315 0 6 0 0 0 110 427 26 : : : : Changes from: January 3, 2012 : : -371 -426 13 0 -20 0 0 0 63 12 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 51.9 20.7 0.0 0.4 0.0 0.0 0.0 7.2 28.1 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 428,790 : : Positions : : 151,209 132,112 31,304 76,061 79,318 37,188 20,885 21,557 12,136 6,617 78,298 : : : : Changes from: January 3, 2012 : : 6,399 -9,120 -401 417 4,363 3,131 1,975 1,578 -8,388 4,767 -13,256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 30.8 7.3 17.7 18.5 8.7 4.9 5.0 2.8 1.5 18.3 : : : : Number of Traders in Each Category Total Traders: 117 : : 33 32 9 17 22 17 7 16 18 11 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 2,349,475 : : Positions : : 273,039 386,301 180,119 335,964 645,233 234,261 32,589 318,900 102,775 70,525 490,365 : : : : Changes from: January 3, 2012 : : 22,454 21,868 -12,517 16,307 -3,533 -4,787 -6,152 -7,463 14,526 -3,655 12,384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 16.4 7.7 14.3 27.5 10.0 1.4 13.6 4.4 3.0 20.9 : : : : Number of Traders in Each Category Total Traders: 344 : : 49 53 15 31 40 87 32 82 62 51 101 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 170,948 : : Positions : : 51,503 96,780 12,772 15,585 10,619 0 12,138 7,923 63,075 761 24,645 : : : : Changes from: January 3, 2012 : : 1,982 -7,872 -275 1,866 1,743 0 445 922 -6,466 104 3,706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 56.6 7.5 9.1 6.2 0.0 7.1 4.6 36.9 0.4 14.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 12 . 4 6 0 5 5 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 189,186 : : Positions : : 35,677 21,101 30,193 72,287 25,184 0 0 0 49,035 8,348 381 : : : : Changes from: January 3, 2012 : : 93 -25 459 680 127 0 0 0 2,628 -60 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 11.2 16.0 38.2 13.3 0.0 0.0 0.0 25.9 4.4 0.2 : : : : 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 10, 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 89,571 : : Positions : : 6,578 7,639 8,167 22,776 37,700 11,883 622 8,422 3,891 611 8,205 : : : : Changes from: January 3, 2012 : : 103 155 1,071 -367 864 -1,533 -14 674 -9 86 226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 8.5 9.1 25.4 42.1 13.3 0.7 9.4 4.3 0.7 9.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 4 4 10 10 18 13 . 11 5 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 483,903 : : Positions : : 62,774 52,835 44,936 81,017 252,526 0 1,328 17,848 29,322 14 62,757 : : : : Changes from: January 3, 2012 : : 258 -674 561 1,246 517 0 -473 885 -441 14 1,007 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 10.9 9.3 16.7 52.2 0.0 0.3 3.7 6.1 0.0 13.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 6 9 17 26 0 . . 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 17,056 : : Positions : : 10,324 9,121 2,784 3,129 3,364 0 25 25 0 842 550 : : : : Changes from: January 3, 2012 : : -169 -1,202 -602 840 195 0 0 0 0 -400 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 53.5 16.3 18.3 19.7 0.0 0.1 0.1 0.0 4.9 3.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 14 8 5 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 61,291 : : Positions : : 4,628 1,920 25,375 17,531 20,336 3,380 5,312 59 1,485 7,036 1,990 : : : : Changes from: January 3, 2012 : : 0 0 -385 25 2,243 25 0 0 0 -45 -407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 3.1 41.4 28.6 33.2 5.5 8.7 0.1 2.4 11.5 3.2 : : : : 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 10, 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 31,001 : : Positions : : 200 2,515 11,997 10,366 11,445 3,312 897 1,701 0 1,113 400 : : : : Changes from: January 3, 2012 : : 0 0 -97 -198 1,032 82 -230 -115 0 13 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.6 8.1 38.7 33.4 36.9 10.7 2.9 5.5 0.0 3.6 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 6 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 25,158 : : Positions : : 985 2,097 1,593 2,561 6,429 2,581 158 3,778 2,842 2,646 3,315 : : : : Changes from: January 3, 2012 : : 219 11 -344 461 623 289 -644 -37 86 -62 1,068 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.9 8.3 6.3 10.2 25.6 10.3 0.6 15.0 11.3 10.5 13.2 : : : : Number of Traders in Each Category Total Traders: 25 : : . . . 4 8 6 . 4 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 15,768 : : Positions : : 122 0 1,831 2,351 9,634 1,613 1,375 1,016 348 248 152 : : : : Changes from: January 3, 2012 : : -12 0 -379 -27 -571 170 -186 -100 -56 -75 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 0.0 11.6 14.9 61.1 10.2 8.7 6.4 2.2 1.6 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : . 0 8 7 13 6 4 5 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 92,291 : : Positions : : 10,317 9,957 15,981 17,205 44,124 2,384 0 3,003 2,331 602 5,837 : : : : Changes from: January 3, 2012 : : 1,573 1,466 -228 -1,017 1,944 -95 0 -40 -205 -21 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 10.8 17.3 18.6 47.8 2.6 0.0 3.3 2.5 0.7 6.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 6 5 10 15 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 309,632 : : Positions : : 107,086 213,583 34,303 8,910 17,992 75,191 3,909 22,201 13,254 14,285 15,204 : : : : Changes from: January 3, 2012 : : 7,943 16,029 296 563 1,581 3,306 -623 3,076 213 -2,613 3,374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 69.0 11.1 2.9 5.8 24.3 1.3 7.2 4.3 4.6 4.9 : : : : Number of Traders in Each Category Total Traders: 196 : : 57 71 14 5 17 69 5 34 18 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 19,149 : : Positions : : 5,812 8,905 0 3,441 211 2,650 0 903 5,132 0 147 : : : : Changes from: January 3, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 46.5 0.0 18.0 1.1 13.8 0.0 4.7 26.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 13 0 . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 6,517 : : Positions : : 3,467 3,698 1,379 328 1,265 0 0 0 350 1,168 0 : : : : Changes from: January 3, 2012 : : -1,191 -1,426 -305 -220 -236 0 0 0 -100 48 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 56.7 21.2 5.0 19.4 0.0 0.0 0.0 5.4 17.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 18 5 4 7 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 45,263 : : Positions : : 38,953 22,544 4,065 21,565 985 325 0 0 0 0 0 : : : : Changes from: January 3, 2012 : : -6,452 -5,740 -180 -560 -255 100 -134 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 49.8 9.0 47.6 2.2 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 26 7 7 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 12,805 : : Positions : : 8,581 8,349 3,522 3,966 340 0 0 0 0 0 0 : : : : Changes from: January 3, 2012 : : -1,485 -1,075 -285 -545 -195 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 65.2 27.5 31.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 7,250 : : Positions : : 4,020 2,475 1,830 630 950 0 0 300 150 2,875 0 : : : : Changes from: January 3, 2012 : : -775 -185 40 -270 270 0 0 300 -50 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 34.1 25.2 8.7 13.1 0.0 0.0 4.1 2.1 39.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 9 7 . 6 0 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 23,889 : : Positions : : 15,498 12,304 4,879 4,292 1,834 0 3,405 0 1,044 1,379 574 : : : : Changes from: January 3, 2012 : : 910 692 90 249 57 0 0 0 160 256 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 51.5 20.4 18.0 7.7 0.0 14.3 0.0 4.4 5.8 2.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 22 29 8 8 9 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 12,052 : : Positions : : 8,903 8,006 287 2,471 315 1,767 471 471 185 316 0 : : : : Changes from: January 3, 2012 : : 420 694 0 -89 196 200 0 0 50 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 66.4 2.4 20.5 2.6 14.7 3.9 3.9 1.5 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 19 . 6 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 30,192 : : Positions : : 13,608 14,945 3,541 9,536 2,049 0 2,280 0 9,978 0 596 : : : : Changes from: January 3, 2012 : : 536 288 -20 228 -170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 49.5 11.7 31.6 6.8 0.0 7.6 0.0 33.0 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 18 8 9 9 0 . 0 5 0 5 : ----------------------------------------------------------------------------------------------------------------
Updated January 13, 2012