Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 46,162 : : Positions : : 34,008 40,041 6,250 662 4,638 0 0 400 356 0 95 : : : : Changes from: January 10, 2012 : : 699 1,081 198 -47 50 0 0 0 137 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 86.7 13.5 1.4 10.0 0.0 0.0 0.9 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 33 8 4 11 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 15,580 : : Positions : : 13,183 12,569 449 1,190 1,781 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : -34 -34 0 0 0 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: 33 : : 14 23 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 10,032 : : Positions : : 5,625 5,774 828 299 2,405 0 0 117 0 405 138 : : : : Changes from: January 10, 2012 : : 44 -43 4 1 22 0 0 72 0 48 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 57.6 8.3 3.0 24.0 0.0 0.0 1.2 0.0 4.0 1.4 : : : : 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 17, 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 6,353 : : Positions : : 3,150 4,445 1,080 383 667 0 0 25 761 64 133 : : : : Changes from: January 10, 2012 : : 369 457 -11 -11 80 0 0 0 69 30 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 70.0 17.0 6.0 10.5 0.0 0.0 0.4 12.0 1.0 2.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 29 7 6 11 0 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 3,730 : : Positions : : 2,402 1,840 590 680 262 105 0 0 0 0 62 : : : : Changes from: January 10, 2012 : : -134 -75 15 223 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 49.3 15.8 18.2 7.0 2.8 0.0 0.0 0.0 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 5 6 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 2,821 : : Positions : : 1,418 1,186 145 295 469 75 0 0 15 533 10 : : : : Changes from: January 10, 2012 : : 55 -25 0 0 52 0 0 -40 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 42.0 5.1 10.5 16.6 2.7 0.0 0.0 0.5 18.9 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 1,949 : : Positions : : 1,336 837 49 684 100 0 0 0 23 5 48 : : : : Changes from: January 10, 2012 : : 510 -304 -51 566 -143 0 0 0 -17 3 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 42.9 2.5 35.1 5.1 0.0 0.0 0.0 1.2 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 7,511 : : Positions : : 6,495 6,694 735 596 95 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 364 594 230 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 89.1 9.8 7.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 27,808 : : Positions : : 22,115 22,702 2,648 1,808 2,754 0 0 0 0 493 51 : : : : Changes from: January 10, 2012 : : 2,557 2,342 75 140 146 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 81.6 9.5 6.5 9.9 0.0 0.0 0.0 0.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 6 6 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 309,105 : : Positions : : 89,830 164,111 42,116 11,001 21,439 38,520 10,505 21,939 15,211 22,739 31,064 : : : : Changes from: January 10, 2012 : : -1,247 -4,072 -2,971 2,172 -112 -2,971 -882 2,984 5,704 760 2,430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 53.1 13.6 3.6 6.9 12.5 3.4 7.1 4.9 7.4 10.0 : : : : Number of Traders in Each Category Total Traders: 161 : : 55 70 12 4 15 36 8 18 14 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 46,778 : : Positions : : 12,807 9,726 7,343 1,346 11,015 0 0 0 0 9,316 13,911 : : : : Changes from: January 10, 2012 : : -179 -647 -371 -87 256 0 0 0 0 148 -490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 20.8 15.7 2.9 23.5 0.0 0.0 0.0 0.0 19.9 29.7 : : : : 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 17, 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 14,096 : : Positions : : 8,607 8,878 3,229 230 1,797 0 0 150 195 2,441 100 : : : : Changes from: January 10, 2012 : : 150 423 143 -85 -315 0 0 50 45 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 63.0 22.9 1.6 12.7 0.0 0.0 1.1 1.4 17.3 0.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 30 10 . 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 9,825 : : Positions : : 5,861 6,500 1,275 1,445 1,880 570 0 0 200 0 0 : : : : Changes from: January 10, 2012 : : 766 741 0 125 225 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 66.2 13.0 14.7 19.1 5.8 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 14 5 5 9 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 3,605 : : Positions : : 3,530 3,305 50 300 0 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 190 190 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 91.7 1.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 10,070 : : Positions : : 6,692 7,652 0 248 138 755 0 245 412 137 1,210 : : : : Changes from: January 10, 2012 : : -540 250 0 -269 48 -20 0 20 104 -361 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 76.0 0.0 2.5 1.4 7.5 0.0 2.4 4.1 1.4 12.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 0 . . 4 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 11,143 : : Positions : : 9,871 9,707 315 212 129 29 0 82 172 657 99 : : : : Changes from: January 10, 2012 : : 1,519 1,305 169 32 -61 -20 0 0 -158 275 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 87.1 2.8 1.9 1.2 0.3 0.0 0.7 1.5 5.9 0.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 33 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 1,650 : : Positions : : 996 946 319 0 24 0 0 0 3 425 28 : : : : Changes from: January 10, 2012 : : 126 156 4 0 18 0 0 0 -107 -2 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 57.3 19.3 0.0 1.5 0.0 0.0 0.0 0.2 25.8 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 418,564 : : Positions : : 132,317 111,651 32,216 77,881 80,000 39,562 16,731 19,004 12,156 15,042 74,732 : : : : Changes from: January 10, 2012 : : -18,892 -20,461 912 1,820 682 2,374 -4,154 -2,553 19 8,425 -3,566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 26.7 7.7 18.6 19.1 9.5 4.0 4.5 2.9 3.6 17.9 : : : : Number of Traders in Each Category Total Traders: 110 : : 32 33 8 17 22 18 7 16 15 8 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 2,270,314 : : Positions : : 274,927 375,595 172,208 348,404 631,268 225,076 31,111 306,758 121,576 72,607 443,608 : : : : Changes from: January 10, 2012 : : 1,889 -10,706 -7,911 12,440 -13,965 -9,185 -1,478 -12,142 18,801 2,082 -46,758 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 16.5 7.6 15.3 27.8 9.9 1.4 13.5 5.4 3.2 19.5 : : : : Number of Traders in Each Category Total Traders: 351 : : 50 52 15 31 41 91 33 81 62 51 104 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 180,671 : : Positions : : 53,008 94,616 11,370 17,785 13,811 0 12,362 10,439 64,879 2,561 26,166 : : : : Changes from: January 10, 2012 : : 1,505 -2,164 -1,402 2,200 3,192 0 224 2,517 1,804 1,800 1,521 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 52.4 6.3 9.8 7.6 0.0 6.8 5.8 35.9 1.4 14.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 11 . 5 6 0 5 5 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 192,457 : : Positions : : 36,233 21,925 29,403 72,016 26,480 0 997 18 49,878 8,480 897 : : : : Changes from: January 10, 2012 : : 556 824 -790 -271 1,296 0 997 18 843 132 516 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 11.4 15.3 37.4 13.8 0.0 0.5 0.0 25.9 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 5 5 7 9 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 87,925 : : Positions : : 6,475 7,408 7,868 21,870 37,020 11,066 664 8,722 4,040 600 8,128 : : : : Changes from: January 10, 2012 : : -103 -230 -299 -905 -680 -817 42 300 149 -10 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 8.4 8.9 24.9 42.1 12.6 0.8 9.9 4.6 0.7 9.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 4 4 10 10 18 12 . 11 6 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 483,424 : : Positions : : 61,954 52,808 45,651 80,329 252,526 0 386 18,282 27,909 352 63,327 : : : : Changes from: January 10, 2012 : : -821 -27 716 -688 1 0 -942 434 -1,413 337 571 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 10.9 9.4 16.6 52.2 0.0 0.1 3.8 5.8 0.1 13.1 : : : : 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 17, 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 16,356 : : Positions : : 9,724 8,446 2,684 3,129 3,364 0 0 25 0 842 550 : : : : Changes from: January 10, 2012 : : -600 -675 -100 0 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 51.6 16.4 19.1 20.6 0.0 0.0 0.2 0.0 5.1 3.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 14 8 5 8 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 63,108 : : Positions : : 4,628 1,920 26,076 17,676 20,064 3,454 5,915 1,547 1,485 7,048 1,979 : : : : Changes from: January 10, 2012 : : 0 0 701 145 -272 74 603 1,488 0 12 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 3.0 41.3 28.0 31.8 5.5 9.4 2.5 2.4 11.2 3.1 : : : : 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 17, 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 30,530 : : Positions : : 200 2,451 11,953 11,102 10,566 4,016 897 1,581 0 1,013 400 : : : : Changes from: January 10, 2012 : : 0 -64 -44 736 -879 704 0 -120 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 8.0 39.2 36.4 34.6 13.2 2.9 5.2 0.0 3.3 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 6 12 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 7,290 : : Positions : : 2,192 750 1,768 5,485 825 2,373 181 0 0 0 0 : : : : Changes from: January 10, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 10.3 24.3 75.2 11.3 32.6 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 4 . 6 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 25,936 : : Positions : : 984 2,091 1,618 2,311 6,984 2,687 418 4,131 3,003 2,559 3,406 : : : : Changes from: January 10, 2012 : : -1 -6 25 -249 555 106 260 353 160 -87 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 8.1 6.2 8.9 26.9 10.4 1.6 15.9 11.6 9.9 13.1 : : : : Number of Traders in Each Category Total Traders: 28 : : . . 4 4 9 7 . 5 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 14,822 : : Positions : : 121 0 1,704 2,219 9,078 1,454 1,384 963 354 223 140 : : : : Changes from: January 10, 2012 : : -1 0 -128 -132 -556 -159 9 -53 7 -25 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 0.0 11.5 15.0 61.2 9.8 9.3 6.5 2.4 1.5 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : . 0 6 7 12 6 4 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 93,779 : : Positions : : 10,140 9,572 16,891 17,999 44,506 2,095 169 4,565 2,249 541 5,725 : : : : Changes from: January 10, 2012 : : -177 -385 910 794 382 -289 169 1,562 -82 -61 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 10.2 18.0 19.2 47.5 2.2 0.2 4.9 2.4 0.6 6.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 6 5 10 15 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 318,901 : : Positions : : 112,250 218,314 33,429 10,801 18,474 75,825 4,523 23,297 15,446 13,992 14,971 : : : : Changes from: January 10, 2012 : : 5,164 4,731 -873 1,891 482 633 614 1,096 2,192 -292 -233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 68.5 10.5 3.4 5.8 23.8 1.4 7.3 4.8 4.4 4.7 : : : : Number of Traders in Each Category Total Traders: 200 : : 59 70 14 5 17 71 7 32 16 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 22,039 : : Positions : : 8,054 11,531 0 3,441 211 2,500 0 1,053 6,069 0 147 : : : : Changes from: January 10, 2012 : : 2,242 2,626 0 0 0 -150 0 150 937 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 52.3 0.0 15.6 1.0 11.3 0.0 4.8 27.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 14 0 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 8,351 : : Positions : : 7,245 7,002 35 0 325 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 83.8 0.4 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 7,313 : : Positions : : 4,121 4,148 1,352 459 1,284 0 0 0 296 1,168 204 : : : : Changes from: January 10, 2012 : : 654 450 -27 131 19 0 0 0 -54 0 204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 56.7 18.5 6.3 17.6 0.0 0.0 0.0 4.0 16.0 2.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 20 4 6 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 46,409 : : Positions : : 40,257 23,128 4,015 22,115 877 325 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 1,304 584 -50 550 -108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 49.8 8.7 47.7 1.9 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 24 7 7 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 13,859 : : Positions : : 9,448 9,381 3,627 3,906 422 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 867 1,032 105 -60 82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 67.7 26.2 28.2 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 7,750 : : Positions : : 4,170 2,725 1,855 630 950 275 0 300 150 3,075 50 : : : : Changes from: January 10, 2012 : : 150 250 25 0 0 275 0 0 0 200 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 35.2 23.9 8.1 12.3 3.5 0.0 3.9 1.9 39.7 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 9 8 . 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 24,600 : : Positions : : 15,438 13,075 5,113 3,909 1,918 149 3,507 90 1,012 1,301 759 : : : : Changes from: January 10, 2012 : : -60 771 234 -383 84 149 102 90 -32 -78 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 53.2 20.8 15.9 7.8 0.6 14.3 0.4 4.1 5.3 3.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 22 30 8 9 10 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 13,090 : : Positions : : 9,502 8,717 202 2,529 451 2,167 471 459 185 394 0 : : : : Changes from: January 10, 2012 : : 599 711 -85 58 136 400 0 -12 0 78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 66.6 1.5 19.3 3.4 16.6 3.6 3.5 1.4 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 19 . 5 . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 30,477 : : Positions : : 13,708 14,974 3,541 9,207 2,234 0 2,280 0 9,978 400 596 : : : : Changes from: January 10, 2012 : : 100 29 0 -329 185 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 49.1 11.6 30.2 7.3 0.0 7.5 0.0 32.7 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 10 18 8 9 9 0 . 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 24,286 : : Positions : : 13,860 14,879 208 1,854 1,725 2,423 0 24 1,139 0 352 : : : : Changes from: January 10, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 61.3 0.9 7.6 7.1 10.0 0.0 0.1 4.7 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 4 4 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated January 20, 2012