Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 44,844 : : Positions : : 31,941 39,513 6,688 670 2,968 210 412 0 1,893 410 850 : : : : Changes from: January 22, 2013 : : 3,801 3,432 46 275 315 0 54 0 -86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 88.1 14.9 1.5 6.6 0.5 0.9 0.0 4.2 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 37 10 . 8 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 23,264 : : Positions : : 20,655 20,889 593 363 1,795 0 0 0 0 0 0 : : : : Changes from: January 22, 2013 : : 1,845 1,841 38 37 406 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 89.8 2.5 1.6 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 21 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 14,146 : : Positions : : 9,138 8,704 863 883 1,907 0 0 199 267 749 445 : : : : Changes from: January 22, 2013 : : 591 653 7 -12 63 0 0 9 92 80 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 61.5 6.1 6.2 13.5 0.0 0.0 1.4 1.9 5.3 3.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 28 6 5 11 0 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 8,097 : : Positions : : 3,599 5,791 1,806 138 1,065 0 0 0 611 164 340 : : : : Changes from: January 22, 2013 : : 365 623 299 26 91 0 0 0 -39 5 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 71.5 22.3 1.7 13.2 0.0 0.0 0.0 7.5 2.0 4.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 36 10 . 12 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 6,677 : : Positions : : 3,753 4,199 658 138 929 120 0 510 0 619 42 : : : : Changes from: January 22, 2013 : : 5 65 -20 0 15 30 0 -30 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 62.9 9.9 2.1 13.9 1.8 0.0 7.6 0.0 9.3 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 7 . 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 3,460 : : Positions : : 2,511 1,763 140 749 344 0 0 0 120 90 0 : : : : Changes from: January 22, 2013 : : 8 35 40 180 6 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 51.0 4.0 21.6 9.9 0.0 0.0 0.0 3.5 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 . 7 8 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 4,233 : : Positions : : 3,052 2,382 80 899 263 0 0 0 236 7 183 : : : : Changes from: January 22, 2013 : : 438 304 -5 131 53 0 0 0 111 -10 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 56.3 1.9 21.2 6.2 0.0 0.0 0.0 5.6 0.2 4.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . 6 7 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 11,849 : : Positions : : 9,834 10,914 1,290 300 605 0 0 0 0 0 0 : : : : Changes from: January 22, 2013 : : 1,563 1,788 225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 92.1 10.9 2.5 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 7,721 : : Positions : : 677 3,650 5,314 2,189 1,038 0 0 240 0 400 0 : : : : Changes from: January 22, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 47.3 68.8 28.4 13.4 0.0 0.0 3.1 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : . 5 7 5 6 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 32,721 : : Positions : : 27,693 22,225 2,182 4,499 2,364 84 0 0 0 3,301 332 : : : : Changes from: January 22, 2013 : : -190 370 110 -150 13 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 67.9 6.7 13.7 7.2 0.3 0.0 0.0 0.0 10.1 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 4 5 4 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 324,296 : : Positions : : 97,431 181,138 41,873 7,318 16,613 52,575 19,148 30,434 10,951 14,402 30,697 : : : : Changes from: January 22, 2013 : : 374 2,480 -3,161 -487 268 5,502 1,165 239 -102 1,504 -2,427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 55.9 12.9 2.3 5.1 16.2 5.9 9.4 3.4 4.4 9.5 : : : : Number of Traders in Each Category Total Traders: 168 : : 54 64 14 4 16 34 16 20 11 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 9,294 : : Positions : : 5,921 6,987 248 102 605 599 0 87 556 641 535 : : : : Changes from: January 22, 2013 : : 183 116 54 102 -62 23 -54 -1 -108 106 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 75.2 2.7 1.1 6.5 6.4 0.0 0.9 6.0 6.9 5.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 22 . . . . 0 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 25,663 : : Positions : : 21,962 21,089 52 1,774 598 1,061 0 290 461 640 1,076 : : : : Changes from: January 22, 2013 : : 1,884 1,859 7 239 168 0 0 0 7 -246 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 82.2 0.2 6.9 2.3 4.1 0.0 1.1 1.8 2.5 4.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 34 . . . 4 0 . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,901 : : Positions : : 1,969 2,065 24 0 188 0 90 0 0 0 0 : : : : Changes from: January 22, 2013 : : 317 290 13 0 68 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 71.2 0.8 0.0 6.5 0.0 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 19 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 2,497 : : Positions : : 1,764 1,577 46 0 41 0 0 0 102 440 131 : : : : Changes from: January 22, 2013 : : 317 266 -7 0 6 0 0 0 -5 38 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 63.2 1.8 0.0 1.6 0.0 0.0 0.0 4.1 17.6 5.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 1,368 : : Positions : : 887 767 0 322 148 0 0 0 100 55 0 : : : : Changes from: January 22, 2013 : : 59 48 0 16 0 0 0 0 -4 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 56.1 0.0 23.5 10.8 0.0 0.0 0.0 7.3 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 0 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 663,432 : : Positions : : 238,833 142,600 18,100 133,465 124,287 46,209 39,784 45,977 23,720 10,670 146,663 : : : : Changes from: January 22, 2013 : : 29,240 5,556 -1,179 9,476 8,001 -1,008 6,625 5,875 -5,971 228 10,829 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 21.5 2.7 20.1 18.7 7.0 6.0 6.9 3.6 1.6 22.1 : : : : Number of Traders in Each Category Total Traders: 156 : : 42 40 9 16 22 18 16 19 20 25 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 2,293,185 : : Positions : : 315,850 305,010 125,513 448,225 492,523 241,092 22,488 350,253 154,742 64,309 523,675 : : : : Changes from: January 22, 2013 : : 14,722 14,451 -8,205 15,962 18,855 6,511 -6,189 33,296 6,415 -4,486 49,962 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 13.3 5.5 19.5 21.5 10.5 1.0 15.3 6.7 2.8 22.8 : : : : Number of Traders in Each Category Total Traders: 406 : : 50 55 20 28 44 86 37 86 85 68 140 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 109,256 : : Positions : : 58,917 30,529 540 11,093 16,987 1,611 10,532 13,056 531 8,520 16,363 : : : : Changes from: January 22, 2013 : : 4,905 2,055 540 186 3,208 761 2,179 2,902 493 3,183 1,471 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 27.9 0.5 10.2 15.5 1.5 9.6 12.0 0.5 7.8 15.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 14 . 4 5 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 177,223 : : Positions : : 16,866 12,273 30,463 78,189 18,093 7,464 0 0 55,754 14,724 3,483 : : : : Changes from: January 22, 2013 : : 236 -603 1,663 2,472 -998 0 0 0 2,100 334 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 6.9 17.2 44.1 10.2 4.2 0.0 0.0 31.5 8.3 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : . 5 6 7 10 . 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 34,994 : : Positions : : 3,041 5,142 2,188 7,093 14,517 6,186 1,305 133 2,253 502 4,902 : : : : Changes from: January 22, 2013 : : 60 -25 -35 -81 -53 -95 0 -4 41 28 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 14.7 6.3 20.3 41.5 17.7 3.7 0.4 6.4 1.4 14.0 : : : : Number of Traders in Each Category Total Traders: 31 : : . . 6 8 12 5 . . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 299,230 : : Positions : : 15,146 14,430 46,078 57,659 160,086 0 4,050 6,201 16,349 1,597 47,081 : : : : Changes from: January 22, 2013 : : -18 817 2,059 1,298 1,540 0 239 -29 613 256 770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.1 4.8 15.4 19.3 53.5 0.0 1.4 2.1 5.5 0.5 15.7 : : : : Number of Traders in Each Category Total Traders: 40 : : . . 10 15 25 0 . . 8 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 72,805 : : Positions : : 1,342 75 11,438 13,864 38,319 7,802 1,347 4,309 602 1,047 6,225 : : : : Changes from: January 22, 2013 : : 90 75 62 -320 1,840 -135 0 771 0 0 1,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.8 0.1 15.7 19.0 52.6 10.7 1.9 5.9 0.8 1.4 8.6 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 5 9 14 5 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 53,869 : : Positions : : 1,597 0 7,222 11,991 28,285 5,180 75 5,177 540 2,248 3,700 : : : : Changes from: January 22, 2013 : : 0 0 -200 1,441 -78 897 0 357 540 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 0.0 13.4 22.3 52.5 9.6 0.1 9.6 1.0 4.2 6.9 : : : : Number of Traders in Each Category Total Traders: 22 : : . 0 7 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 43,669 : : Positions : : 5,753 2,947 1,393 1,671 12,256 1,416 257 2,668 6,833 10,787 9,751 : : : : Changes from: January 22, 2013 : : 172 -16 117 163 125 66 116 76 788 1,192 -614 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 6.7 3.2 3.8 28.1 3.2 0.6 6.1 15.6 24.7 22.3 : : : : Number of Traders in Each Category Total Traders: 31 : : . . 4 7 11 . . . 7 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 5,977 : : Positions : : 396 289 644 1,449 2,351 1,192 471 293 377 394 0 : : : : Changes from: January 22, 2013 : : 36 31 -330 -42 223 167 -73 101 1 -53 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 4.8 10.8 24.2 39.3 19.9 7.9 4.9 6.3 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 7 6 13 4 5 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 79,213 : : Positions : : 9,186 7,274 10,232 18,460 42,408 0 200 140 5,025 0 2,063 : : : : Changes from: January 22, 2013 : : 156 189 745 982 371 0 -31 -30 94 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 9.2 12.9 23.3 53.5 0.0 0.3 0.2 6.3 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 5 9 13 0 . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 329,828 : : Positions : : 83,167 226,771 44,473 2,161 14,214 93,530 9,615 21,485 22,934 21,974 19,586 : : : : Changes from: January 22, 2013 : : -8,537 -102 2,702 -389 -1,602 7,309 -214 -4,376 -625 1,613 590 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 68.8 13.5 0.7 4.3 28.4 2.9 6.5 7.0 6.7 5.9 : : : : Number of Traders in Each Category Total Traders: 216 : : 62 76 18 . 12 71 8 24 14 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 13,005 : : Positions : : 12,012 11,137 0 983 325 0 0 0 100 0 100 : : : : Changes from: January 22, 2013 : : 1,817 1,232 0 483 150 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 85.6 0.0 7.6 2.5 0.0 0.0 0.0 0.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 15 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 23,461 : : Positions : : 8,027 17,531 0 2,631 90 0 0 0 13,165 0 402 : : : : Changes from: January 22, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 74.7 0.0 11.2 0.4 0.0 0.0 0.0 56.1 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #26265A Open Interest is 8,572 : : Positions : : 4,427 6,058 1,838 289 1,580 150 0 0 412 465 135 : : : : Changes from: January 22, 2013 : : 0 -6 -8 -3 5 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 70.7 21.4 3.4 18.4 1.7 0.0 0.0 4.8 5.4 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : . 7 5 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 8,699 : : Positions : : 4,448 4,349 2,435 638 932 0 0 0 439 2,071 337 : : : : Changes from: January 22, 2013 : : 383 253 134 7 187 0 0 0 50 307 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 50.0 28.0 7.3 10.7 0.0 0.0 0.0 5.0 23.8 3.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 16 6 6 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 47,975 : : Positions : : 41,041 32,674 4,019 12,266 914 150 1,725 0 987 0 350 : : : : Changes from: January 22, 2013 : : 3,874 3,735 -27 83 286 0 125 0 100 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 68.1 8.4 25.6 1.9 0.3 3.6 0.0 2.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 26 10 4 5 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A66 Open Interest is 10,191 : : Positions : : 8,109 9,947 753 0 244 0 0 0 975 0 0 : : : : Changes from: January 22, 2013 : : 500 550 50 0 -31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 97.6 7.4 0.0 2.4 0.0 0.0 0.0 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 19,716 : : Positions : : 15,368 17,446 2,299 429 1,441 0 150 0 503 250 0 : : : : Changes from: January 22, 2013 : : 1,995 2,205 285 75 22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 88.5 11.7 2.2 7.3 0.0 0.8 0.0 2.6 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 19 6 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 16,149 : : Positions : : 8,925 4,985 4,814 1,125 960 225 0 0 1,175 9,029 0 : : : : Changes from: January 22, 2013 : : 505 105 0 -100 100 0 0 0 0 500 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 30.9 29.8 7.0 5.9 1.4 0.0 0.0 7.3 55.9 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 12 8 5 6 . 0 0 4 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 7,494 : : Positions : : 5,301 4,977 461 75 34 575 0 0 1,123 2,408 0 : : : : Changes from: January 22, 2013 : : 30 -120 0 0 0 0 0 0 -170 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 66.4 6.2 1.0 0.5 7.7 0.0 0.0 15.0 32.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 56,767 : : Positions : : 25,768 34,387 8,834 1,289 6,899 3,294 357 8,991 1,878 3,823 897 : : : : Changes from: January 22, 2013 : : -765 264 -286 64 -15 1,046 0 -1,446 140 -145 247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 60.6 15.6 2.3 12.2 5.8 0.6 15.8 3.3 6.7 1.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 26 26 12 . 14 . . . 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 7,356 : : Positions : : 5,299 5,810 784 420 424 0 225 0 396 0 0 : : : : Changes from: January 22, 2013 : : 633 333 -264 36 132 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 79.0 10.7 5.7 5.8 0.0 3.1 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565N Open Interest is 3,951 : : Positions : : 2,455 3,191 167 285 30 525 0 0 589 0 185 : : : : Changes from: January 22, 2013 : : 0 -25 0 0 0 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 80.8 4.2 7.2 0.8 13.3 0.0 0.0 14.9 0.0 4.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 16,126 : : Positions : : 9,344 11,652 3,555 14 1,698 0 1,692 0 812 131 651 : : : : Changes from: January 22, 2013 : : 35 480 800 -243 159 0 600 0 25 23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 72.3 22.0 0.1 10.5 0.0 10.5 0.0 5.0 0.8 4.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 5 . 6 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2013 : 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 31,923 : : Positions : : 25,273 22,637 941 5,476 1,835 0 0 0 2,151 0 46 : : : : Changes from: January 22, 2013 : : 6,686 3,903 120 2,082 284 0 0 0 188 0 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 70.9 2.9 17.2 5.7 0.0 0.0 0.0 6.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 23 . 6 5 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 1, 2013