Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 46,872 : : Positions : : 33,651 41,495 7,965 118 2,176 102 397 0 563 580 2,106 : : : : Changes from: December 18, 2012 : : 710 948 68 0 -80 102 0 0 15 0 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 88.5 17.0 0.3 4.6 0.2 0.8 0.0 1.2 1.2 4.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 37 12 . 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 17,107 : : Positions : : 15,644 15,126 733 1,301 515 0 0 0 0 0 0 : : : : Changes from: December 18, 2012 : : 670 807 0 -130 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 88.4 4.3 7.6 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 6 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 15,944 : : Positions : : 10,511 10,591 1,093 604 2,344 0 37 213 230 625 386 : : : : Changes from: December 18, 2012 : : -188 -130 9 5 -5 0 0 0 83 41 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 66.4 6.9 3.8 14.7 0.0 0.2 1.3 1.4 3.9 2.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 32 9 5 14 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 8,501 : : Positions : : 4,230 6,094 1,460 69 1,132 32 0 27 363 113 561 : : : : Changes from: December 18, 2012 : : -72 56 102 5 -40 0 0 0 66 25 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 71.7 17.2 0.8 13.3 0.4 0.0 0.3 4.3 1.3 6.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 40 10 . 13 . 0 . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 6,184 : : Positions : : 4,478 5,014 533 6 533 0 0 0 15 0 105 : : : : Changes from: December 18, 2012 : : -16 -41 -10 0 22 -15 0 -120 15 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 81.1 8.6 0.1 8.6 0.0 0.0 0.0 0.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 4 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 8,190 : : Positions : : 4,472 5,632 1,250 110 1,053 115 0 540 0 280 366 : : : : Changes from: December 18, 2012 : : 193 183 -10 0 0 0 0 0 0 -15 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 68.8 15.3 1.3 12.9 1.4 0.0 6.6 0.0 3.4 4.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 10 . 9 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 3,491 : : Positions : : 2,688 1,870 106 627 305 0 0 0 135 45 10 : : : : Changes from: December 18, 2012 : : 15 -35 0 -19 14 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 53.6 3.0 18.0 8.7 0.0 0.0 0.0 3.9 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 3,000 : : Positions : : 2,007 1,693 12 252 352 0 0 0 40 55 87 : : : : Changes from: December 18, 2012 : : 132 17 -3 57 -15 0 0 0 5 -29 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 56.4 0.4 8.4 11.7 0.0 0.0 0.0 1.3 1.8 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 21 . 5 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 2,756 : : Positions : : 2,746 2,096 0 640 0 0 0 0 0 0 0 : : : : Changes from: December 18, 2012 : : 175 100 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 76.1 0.0 23.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,412 : : Positions : : 7,861 9,250 1,732 430 694 0 0 0 0 0 0 : : : : Changes from: December 18, 2012 : : 957 892 -65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 88.8 16.6 4.1 6.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 16 8 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012 : 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 8,479 : : Positions : : 1,356 4,021 4,993 2,272 1,575 0 0 240 0 207 20 : : : : Changes from: December 18, 2012 : : 0 0 60 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 47.4 58.9 26.8 18.6 0.0 0.0 2.8 0.0 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 6 7 7 10 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 30,203 : : Positions : : 25,043 18,192 2,080 6,302 2,235 0 0 0 0 2,649 825 : : : : Changes from: December 18, 2012 : : 624 24 -35 250 455 0 0 0 0 315 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 60.2 6.9 20.9 7.4 0.0 0.0 0.0 0.0 8.8 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 4 7 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 272,956 : : Positions : : 79,604 150,903 42,870 8,287 13,192 38,400 14,415 22,289 12,280 11,475 26,521 : : : : Changes from: December 18, 2012 : : -6,130 1,069 1,167 193 -524 1,344 -268 1,913 -200 -1,851 -119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 55.3 15.7 3.0 4.8 14.1 5.3 8.2 4.5 4.2 9.7 : : : : Number of Traders in Each Category Total Traders: 157 : : 57 63 14 . 12 24 18 20 10 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 11,350 : : Positions : : 5,493 3,537 2,324 629 346 0 418 0 0 3,598 0 : : : : Changes from: December 18, 2012 : : 192 242 104 -50 -1 0 0 0 0 38 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 31.2 20.5 5.5 3.0 0.0 3.7 0.0 0.0 31.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 8,624 : : Positions : : 4,662 5,757 188 0 718 644 72 112 553 480 808 : : : : Changes from: December 18, 2012 : : -192 19 -227 -105 6 292 72 0 195 -78 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 66.8 2.2 0.0 8.3 7.5 0.8 1.3 6.4 5.6 9.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 17 . 0 . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 21,981 : : Positions : : 19,041 18,536 167 1,364 196 812 0 260 500 618 676 : : : : Changes from: December 18, 2012 : : -186 51 20 -329 43 -100 -55 -45 -13 91 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 84.3 0.8 6.2 0.9 3.7 0.0 1.2 2.3 2.8 3.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 35 . . . . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,842 : : Positions : : 1,725 1,990 70 0 125 58 0 0 0 0 35 : : : : Changes from: December 18, 2012 : : 49 63 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 70.0 2.5 0.0 4.4 2.0 0.0 0.0 0.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 17 . 0 . . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 2,708 : : Positions : : 1,788 1,769 309 0 55 0 0 0 141 563 76 : : : : Changes from: December 18, 2012 : : 141 113 15 0 10 0 0 0 5 -21 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 65.3 11.4 0.0 2.0 0.0 0.0 0.0 5.2 20.8 2.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 27 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 458,807 : : Positions : : 160,601 121,315 30,383 87,103 55,827 47,319 34,061 34,125 23,500 25,295 83,860 : : : : Changes from: December 18, 2012 : : -4,267 -14,816 786 7,391 -8,039 -1,582 821 -2,252 -2,068 2,666 -10,681 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 26.4 6.6 19.0 12.2 10.3 7.4 7.4 5.1 5.5 18.3 : : : : Number of Traders in Each Category Total Traders: 140 : : 40 38 7 19 24 15 14 18 12 23 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 1,476,652 : : Positions : : 249,144 268,103 170,076 343,422 173,966 185,839 68,358 252,017 159,041 81,815 216,062 : : : : Changes from: December 18, 2012 : : -8,206 -4,839 35 5,021 -2,668 1,210 -13,248 1,410 2,041 4,703 -7,486 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 18.2 11.5 23.3 11.8 12.6 4.6 17.1 10.8 5.5 14.6 : : : : Number of Traders in Each Category Total Traders: 306 : : 44 53 16 29 41 53 39 56 49 44 71 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 174,733 : : Positions : : 19,254 12,472 28,309 77,985 18,522 10,704 0 0 49,068 14,193 3,592 : : : : Changes from: December 18, 2012 : : 114 1,181 -4,525 2,420 -968 1,464 0 0 2,536 -1,633 3,179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 7.1 16.2 44.6 10.6 6.1 0.0 0.0 28.1 8.1 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 7 6 8 12 . 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 67,362 : : Positions : : 1,322 0 12,690 14,177 38,348 6,344 1,347 2,115 602 1,206 3,666 : : : : Changes from: December 18, 2012 : : -500 -600 834 465 -3,576 133 0 -239 -95 1,206 -1,206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 0.0 18.8 21.0 56.9 9.4 2.0 3.1 0.9 1.8 5.4 : : : : Number of Traders in Each Category Total Traders: 27 : : . 0 6 10 15 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 53,772 : : Positions : : 1,597 75 6,928 8,850 29,048 3,029 125 3,134 0 2,398 8,100 : : : : Changes from: December 18, 2012 : : 0 0 -822 -193 769 104 -825 0 0 0 -2,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 0.1 12.9 16.5 54.0 5.6 0.2 5.8 0.0 4.5 15.1 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 6 6 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 54,506 : : Positions : : 4,703 5,320 14,336 11,518 10,675 0 0 0 0 3,532 496 : : : : Changes from: December 18, 2012 : : 33 0 534 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 9.8 26.3 21.1 19.6 0.0 0.0 0.0 0.0 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 8 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 28,953 : : Positions : : 3,263 1,558 3,147 1,984 6,601 1,100 0 2,700 3,068 7,138 6,082 : : : : Changes from: December 18, 2012 : : 0 250 307 0 -169 250 0 0 -5 31 1,052 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 5.4 10.9 6.9 22.8 3.8 0.0 9.3 10.6 24.7 21.0 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 5 6 9 . 0 . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 293,239 : : Positions : : 82,010 194,763 36,542 3,496 12,389 73,315 8,900 27,938 22,287 18,449 13,415 : : : : Changes from: December 18, 2012 : : -5,685 2,262 286 -539 -2,226 5,607 -124 4,753 -100 224 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 66.4 12.5 1.2 4.2 25.0 3.0 9.5 7.6 6.3 4.6 : : : : Number of Traders in Each Category Total Traders: 200 : : 56 71 16 . 12 59 13 34 16 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 13,140 : : Positions : : 5,879 7,134 846 456 456 0 212 0 3,874 759 245 : : : : Changes from: December 18, 2012 : : 0 0 -129 0 113 0 0 0 60 -24 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 54.3 6.4 3.5 3.5 0.0 1.6 0.0 29.5 5.8 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 9,488 : : Positions : : 7,946 8,204 175 0 0 0 0 0 0 0 200 : : : : Changes from: December 18, 2012 : : 603 494 -42 0 -258 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 86.5 1.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 18 16 . 0 0 0 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 20,819 : : Positions : : 8,087 14,231 3 3,011 580 0 400 0 10,551 0 216 : : : : Changes from: December 18, 2012 : : -459 1,363 0 0 0 0 0 0 2,155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 68.4 0.0 14.5 2.8 0.0 1.9 0.0 50.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 12 . 4 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #26265A Open Interest is 8,495 : : Positions : : 4,452 5,904 1,424 172 1,819 150 0 0 485 465 135 : : : : Changes from: December 18, 2012 : : 0 20 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 69.5 16.8 2.0 21.4 1.8 0.0 0.0 5.7 5.5 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 8 4 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 10,455 : : Positions : : 4,544 5,156 4,564 583 729 0 656 0 150 2,666 468 : : : : Changes from: December 18, 2012 : : 103 162 75 -44 -9 0 0 0 100 160 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 49.3 43.7 5.6 7.0 0.0 6.3 0.0 1.4 25.5 4.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 19 11 . 8 0 . 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 44,151 : : Positions : : 36,122 29,277 3,961 13,196 838 1,090 800 0 1,622 0 0 : : : : Changes from: December 18, 2012 : : 1,426 1,396 31 143 -123 0 125 0 207 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 66.3 9.0 29.9 1.9 2.5 1.8 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 26 10 4 7 . . 0 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A66 Open Interest is 8,133 : : Positions : : 6,393 7,295 746 0 188 0 0 0 650 650 0 : : : : Changes from: December 18, 2012 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 89.7 9.2 0.0 2.3 0.0 0.0 0.0 8.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 16,056 : : Positions : : 11,683 13,778 2,352 619 1,259 0 150 0 539 250 0 : : : : Changes from: December 18, 2012 : : 265 510 245 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 85.8 14.6 3.9 7.8 0.0 0.9 0.0 3.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 15 6 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 15,729 : : Positions : : 8,960 4,930 4,484 1,385 885 225 0 0 1,075 8,429 100 : : : : Changes from: December 18, 2012 : : 250 300 -75 0 0 0 0 0 -25 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 31.3 28.5 8.8 5.6 1.4 0.0 0.0 6.8 53.6 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 15 8 4 6 . 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 7,224 : : Positions : : 4,401 5,022 661 140 134 300 0 0 1,698 1,928 0 : : : : Changes from: December 18, 2012 : : -150 -1,678 0 0 0 0 0 0 375 1,903 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 69.5 9.2 1.9 1.9 4.2 0.0 0.0 23.5 26.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 64,788 : : Positions : : 33,024 38,328 7,603 1,157 8,786 1,444 338 11,116 1,747 3,952 914 : : : : Changes from: December 18, 2012 : : -123 1,602 -12 -96 128 712 -806 560 204 106 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 59.2 11.7 1.8 13.6 2.2 0.5 17.2 2.7 6.1 1.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 29 31 13 . 14 . . . 5 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012 : 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 5,800 : : Positions : : 3,938 4,445 796 567 279 144 0 0 377 0 50 : : : : Changes from: December 18, 2012 : : 64 64 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 76.6 13.7 9.8 4.8 2.5 0.0 0.0 6.5 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565N Open Interest is 3,849 : : Positions : : 1,838 3,084 217 255 60 825 0 0 719 0 180 : : : : Changes from: December 18, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 80.1 5.6 6.6 1.6 21.4 0.0 0.0 18.7 0.0 4.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 18,620 : : Positions : : 10,601 10,500 4,851 0 1,499 0 4,994 89 385 81 1,063 : : : : Changes from: December 18, 2012 : : 124 112 0 0 0 0 101 -101 27 0 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 56.4 26.1 0.0 8.1 0.0 26.8 0.5 2.1 0.4 5.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 20 7 0 4 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 26,953 : : Positions : : 19,688 14,851 383 3,726 1,776 3,005 1,000 0 621 924 785 : : : : Changes from: December 18, 2012 : : 1,710 1,869 0 -186 333 0 0 0 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 55.1 1.4 13.8 6.6 11.1 3.7 0.0 2.3 3.4 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 . 5 5 . . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 28, 2012