Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 46,349 : : Positions : : 33,867 40,267 6,207 217 5,250 0 0 0 269 0 352 : : : : Changes from: January 31, 2012 : : -4,187 -4,677 -646 -454 -992 0 0 0 -217 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 86.9 13.4 0.5 11.3 0.0 0.0 0.0 0.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 33 11 . 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 17,456 : : Positions : : 14,771 14,645 505 763 2,020 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -1,091 -1,020 1 -65 -148 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 83.9 2.9 4.4 11.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 24 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 9,712 : : Positions : : 5,112 5,267 875 310 2,563 0 0 110 0 483 86 : : : : Changes from: January 31, 2012 : : -851 -784 5 -7 -137 0 0 20 0 -49 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 54.2 9.0 3.2 26.4 0.0 0.0 1.1 0.0 5.0 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 8 5 13 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 5,263 : : Positions : : 2,447 3,549 893 262 425 25 0 0 367 0 154 : : : : Changes from: January 31, 2012 : : -940 -1,245 -302 -213 -210 25 0 -25 -404 -38 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 67.4 17.0 5.0 8.1 0.5 0.0 0.0 7.0 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 31 6 4 9 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 2,438 : : Positions : : 1,017 776 125 357 425 80 0 0 0 369 0 : : : : Changes from: January 31, 2012 : : -474 -598 -74 32 -57 -25 0 0 -19 -143 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 31.8 5.1 14.6 17.4 3.3 0.0 0.0 0.0 15.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 4 . 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 8,438 : : Positions : : 7,952 7,609 180 583 120 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -509 -914 -418 -13 -82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 90.2 2.1 6.9 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 24,283 : : Positions : : 18,450 19,175 2,737 1,517 2,781 0 0 0 0 715 95 : : : : Changes from: January 31, 2012 : : -4,783 -4,905 -416 -91 -223 0 0 0 0 -223 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 79.0 11.3 6.2 11.5 0.0 0.0 0.0 0.0 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 6 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 315,659 : : Positions : : 97,298 180,466 44,096 13,790 19,748 48,949 8,151 18,681 9,968 22,547 28,531 : : : : Changes from: January 31, 2012 : : -1,356 6,620 90 2,008 148 8,188 1,131 -3,967 1,532 902 3,848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 57.2 14.0 4.4 6.3 15.5 2.6 5.9 3.2 7.1 9.0 : : : : Number of Traders in Each Category Total Traders: 179 : : 55 74 14 5 15 46 13 27 13 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 50,396 : : Positions : : 13,131 10,110 7,368 957 12,599 0 0 0 0 9,959 15,317 : : : : Changes from: January 31, 2012 : : 1,058 1,472 971 -209 1,738 0 0 0 0 984 1,931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 20.1 14.6 1.9 25.0 0.0 0.0 0.0 0.0 19.8 30.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 5 4 9 0 0 0 0 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 12,660 : : Positions : : 8,593 6,680 1,613 666 2,152 0 100 150 59 2,797 75 : : : : Changes from: January 31, 2012 : : -835 -3,014 -1,970 413 -518 0 0 0 -200 -444 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 52.8 12.7 5.3 17.0 0.0 0.8 1.2 0.5 22.1 0.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 29 6 5 9 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 9,218 : : Positions : : 5,426 5,865 1,255 1,528 1,725 708 0 0 50 100 0 : : : : Changes from: January 31, 2012 : : -760 -635 25 -150 -200 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 63.6 13.6 16.6 18.7 7.7 0.0 0.0 0.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 14 5 6 9 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 11,140 : : Positions : : 7,486 8,430 0 587 99 719 0 242 723 204 1,044 : : : : Changes from: January 31, 2012 : : 275 412 0 151 -13 9 0 -11 233 22 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 75.7 0.0 5.3 0.9 6.5 0.0 2.2 6.5 1.8 9.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 23 0 . . 4 0 . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 12,832 : : Positions : : 11,405 11,109 402 219 175 49 0 80 220 852 199 : : : : Changes from: January 31, 2012 : : -157 -354 21 -116 53 -25 0 31 -63 251 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 86.6 3.1 1.7 1.4 0.4 0.0 0.6 1.7 6.6 1.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 34 . . . . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 1,623 : : Positions : : 1,076 1,034 257 0 33 0 0 0 28 276 61 : : : : Changes from: January 31, 2012 : : -155 -94 -53 0 27 0 0 0 3 -156 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 63.7 15.8 0.0 2.0 0.0 0.0 0.0 1.7 17.0 3.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 439,806 : : Positions : : 140,925 143,964 36,663 80,629 76,518 42,064 11,089 17,353 15,608 3,180 88,958 : : : : Changes from: January 31, 2012 : : 3,818 21,694 7,555 2,127 -2,140 1,736 -4,365 1,785 659 -5,344 10,443 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 32.7 8.3 18.3 17.4 9.6 2.5 3.9 3.5 0.7 20.2 : : : : Number of Traders in Each Category Total Traders: 124 : : 38 37 11 17 26 19 4 14 18 8 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 2,431,316 : : Positions : : 333,452 426,889 160,547 347,244 642,224 232,568 26,859 358,397 105,208 65,580 495,909 : : : : Changes from: January 31, 2012 : : 57,188 50,327 -7,379 3,091 6,123 2,420 -2,020 23,569 -6,943 -4,191 28,686 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 17.6 6.6 14.3 26.4 9.6 1.1 14.7 4.3 2.7 20.4 : : : : Number of Traders in Each Category Total Traders: 379 : : 50 52 17 32 43 84 43 94 79 53 123 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 234,249 : : Positions : : 70,123 93,119 16,827 16,946 16,553 357 38,374 17,661 69,132 5,031 41,179 : : : : Changes from: January 31, 2012 : : 7,185 3,947 5,494 553 -358 -432 8,937 4,728 3,711 2,666 3,933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 39.8 7.2 7.2 7.1 0.2 16.4 7.5 29.5 2.1 17.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 17 . 5 6 . 5 4 4 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 188,543 : : Positions : : 33,647 19,334 29,375 70,593 24,662 0 940 18 50,963 8,992 1,617 : : : : Changes from: January 31, 2012 : : -2,546 -2,125 -244 -2,327 -1,928 0 -57 0 -1,436 587 462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 10.3 15.6 37.4 13.1 0.0 0.5 0.0 27.0 4.8 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 4 5 7 9 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 89,215 : : Positions : : 6,577 7,472 7,319 19,591 40,648 9,116 864 8,983 4,458 417 7,687 : : : : Changes from: January 31, 2012 : : 203 274 -30 459 48 236 107 -66 477 16 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 8.4 8.2 22.0 45.6 10.2 1.0 10.1 5.0 0.5 8.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 5 5 10 10 18 10 5 10 5 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 455,779 : : Positions : : 59,113 50,051 44,840 77,653 237,553 0 703 16,795 27,025 741 57,856 : : : : Changes from: January 31, 2012 : : 825 -37 -75 546 1,629 0 -14 -89 8 212 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 11.0 9.8 17.0 52.1 0.0 0.2 3.7 5.9 0.2 12.7 : : : : 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 February 7, 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 17,252 : : Positions : : 10,152 9,301 3,078 4,204 2,972 0 25 0 600 300 450 : : : : Changes from: January 31, 2012 : : -1,612 -769 702 967 -2,494 0 25 -25 600 -542 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 53.9 17.8 24.4 17.2 0.0 0.1 0.0 3.5 1.7 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 12 5 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 72,111 : : Positions : : 5,968 2,751 24,519 16,894 24,989 3,468 4,927 1,878 1,350 7,078 6,349 : : : : Changes from: January 31, 2012 : : 0 0 -885 630 529 28 -1,788 -1,393 0 0 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 3.8 34.0 23.4 34.7 4.8 6.8 2.6 1.9 9.8 8.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 . 8 9 15 . . 5 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 42,649 : : Positions : : 350 2,701 12,554 10,576 17,105 3,305 897 6,550 0 1,075 550 : : : : Changes from: January 31, 2012 : : 150 150 87 -1,667 1,136 -1,765 0 -534 0 325 -850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 6.3 29.4 24.8 40.1 7.7 2.1 15.4 0.0 2.5 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 7 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 8,560 : : Positions : : 2,162 925 1,200 5,417 1,468 2,650 0 702 300 0 0 : : : : Changes from: January 31, 2012 : : -30 -125 -300 -330 105 -125 0 420 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 10.8 14.0 63.3 17.1 31.0 0.0 8.2 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 5 . 7 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 25,988 : : Positions : : 731 1,953 935 1,970 7,737 2,327 395 4,070 3,586 2,927 2,726 : : : : Changes from: January 31, 2012 : : -170 35 -551 -84 1,057 23 -22 368 29 -38 -485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 7.5 3.6 7.6 29.8 9.0 1.5 15.7 13.8 11.3 10.5 : : : : Number of Traders in Each Category Total Traders: 28 : : . . 4 4 9 6 . 4 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 13,622 : : Positions : : 155 329 1,274 2,354 8,189 1,540 771 816 562 362 142 : : : : Changes from: January 31, 2012 : : 37 158 -216 378 48 401 -438 -27 211 257 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.1 2.4 9.4 17.3 60.1 11.3 5.7 6.0 4.1 2.7 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 4 9 12 6 . 5 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 98,773 : : Positions : : 11,052 10,720 17,017 17,589 46,129 961 71 5,711 1,390 135 6,990 : : : : Changes from: January 31, 2012 : : 612 1,101 805 474 2,902 -1,038 57 29 415 -153 453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 10.9 17.2 17.8 46.7 1.0 0.1 5.8 1.4 0.1 7.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 7 6 10 16 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 348,221 : : Positions : : 120,684 242,259 34,759 13,561 15,492 90,006 2,738 25,511 14,043 13,711 21,106 : : : : Changes from: January 31, 2012 : : 1,899 4,836 -424 1,855 -391 2,950 -598 967 707 -703 2,311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 69.6 10.0 3.9 4.4 25.8 0.8 7.3 4.0 3.9 6.1 : : : : Number of Traders in Each Category Total Traders: 207 : : 65 74 15 5 15 73 . 30 16 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 21,288 : : Positions : : 8,402 13,169 0 3,665 13 2,708 0 327 5,485 209 244 : : : : Changes from: January 31, 2012 : : -162 -206 0 74 -198 -443 0 -150 -1,111 -481 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 61.9 0.0 17.2 0.1 12.7 0.0 1.5 25.8 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 18 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 7,790 : : Positions : : 3,780 4,419 2,406 380 998 100 0 0 196 1,689 254 : : : : Changes from: January 31, 2012 : : -291 321 640 -125 -336 0 0 0 -100 53 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 56.7 30.9 4.9 12.8 1.3 0.0 0.0 2.5 21.7 3.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 8 . 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 48,793 : : Positions : : 41,517 23,889 3,945 23,166 1,456 825 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -4,413 -3,447 -265 -1,119 11 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 49.0 8.1 47.5 3.0 1.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 22 7 8 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 17,081 : : Positions : : 12,643 12,468 3,479 3,731 732 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -727 -1,194 -657 -325 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 73.0 20.4 21.8 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 8,015 : : Positions : : 4,585 3,325 1,815 400 990 575 0 0 50 3,300 0 : : : : Changes from: January 31, 2012 : : -160 425 -90 -230 40 300 0 -300 0 -125 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 41.5 22.6 5.0 12.4 7.2 0.0 0.0 0.6 41.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 8 8 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 3,668 : : Positions : : 1,845 2,853 537 236 415 123 0 0 547 90 43 : : : : Changes from: January 31, 2012 : : -7 174 -77 -50 -85 0 0 0 178 -25 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 77.8 14.6 6.4 11.3 3.4 0.0 0.0 14.9 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 23,140 : : Positions : : 13,879 11,909 5,033 4,023 1,602 180 3,423 0 765 444 1,624 : : : : Changes from: January 31, 2012 : : -2,812 -2,557 -1,003 -185 -238 180 -284 0 41 -574 427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 51.5 21.8 17.4 6.9 0.8 14.8 0.0 3.3 1.9 7.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 20 26 9 8 9 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 10,600 : : Positions : : 8,769 6,296 32 2,346 408 831 227 459 45 862 0 : : : : Changes from: January 31, 2012 : : -1,949 -2,019 -220 -408 2 -476 -333 0 45 82 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 59.4 0.3 22.1 3.8 7.8 2.1 4.3 0.4 8.1 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 . 7 . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 27,674 : : Positions : : 12,524 13,200 3,528 8,055 2,037 0 2,341 0 8,680 691 520 : : : : Changes from: January 31, 2012 : : -1,507 -1,736 -13 -1,022 -192 0 -50 0 -1,289 -2 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 47.7 12.7 29.1 7.4 0.0 8.5 0.0 31.4 2.5 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 11 17 8 9 8 0 4 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 24,839 : : Positions : : 17,392 13,312 241 4,695 667 1,625 0 24 550 0 1,400 : : : : Changes from: January 31, 2012 : : -694 -1,686 -68 858 -56 -1,007 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 53.6 1.0 18.9 2.7 6.5 0.0 0.1 2.2 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . 5 4 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 10, 2012