GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 52,455: 38,054 44,944 6,853 671 6,242 0 0 0 486 0 347: 473 251
Old : 52,455: 38,054 44,944 6,853 671 6,242 0 0 0 486 0 347: 473 251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,587: 2,587 2,929 243 75 845 0 0 -400 121 0 195: -4 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 85.7 13.1 1.3 11.9 0.0 0.0 0.0 0.9 0.0 0.7: 0.9 0.5
Old : 100.0: 72.5 85.7 13.1 1.3 11.9 0.0 0.0 0.0 0.9 0.0 0.7: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 25 32 8 4 12 0 0 0 . 0 .:
Old : 53: 25 32 8 4 12 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 37.3 62.1 59.0 13.4 13.8 22.1 20.2
Old : 38.2 37.3 62.1 59.0 13.4 13.8 22.1 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 18,701: 15,862 15,665 504 828 2,168 0 0 0 0 0 0: 167 40
Old : 18,701: 15,862 15,665 504 828 2,168 0 0 0 0 0 0: 167 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,921: 1,579 1,871 55 -237 287 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 83.8 2.7 4.4 11.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.2
Old : 100.0: 84.8 83.8 2.7 4.4 11.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 24 4 4 6 0 0 0 0 0 0:
Old : 33: 14 24 4 4 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 46.0 75.3 70.4 10.1 11.8 17.1 16.9
Old : 49.8 46.0 75.3 70.4 10.1 11.8 17.1 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 10,826: 5,963 6,051 870 317 2,700 0 0 90 0 532 159: 1,044 977
Old : 10,826: 5,963 6,051 870 317 2,700 0 0 90 0 532 159: 1,044 977
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 435: 94 84 43 30 214 0 0 -27 0 73 24: 87 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 55.9 8.0 2.9 24.9 0.0 0.0 0.8 0.0 4.9 1.5: 9.6 9.0
Old : 100.0: 55.1 55.9 8.0 2.9 24.9 0.0 0.0 0.8 0.0 4.9 1.5: 9.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 26 8 5 13 0 0 . 0 . .:
Old : 42: 21 26 8 5 13 0 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 22.4 50.1 38.8 16.6 13.9 20.2 18.0
Old : 30.4 22.4 50.1 38.8 16.6 13.9 20.2 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 6,898: 3,387 4,794 1,195 475 635 0 0 25 771 38 167: 718 764
Old : 6,898: 3,387 4,794 1,195 475 635 0 0 25 771 38 167: 718 764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 137: 49 168 93 102 -42 0 0 0 8 -31 -25: 54 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 69.5 17.3 6.9 9.2 0.0 0.0 0.4 11.2 0.6 2.4: 10.4 11.1
Old : 100.0: 49.1 69.5 17.3 6.9 9.2 0.0 0.0 0.4 11.2 0.6 2.4: 10.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 31 32 7 7 12 0 0 . 4 . 4:
Old : 54: 31 32 7 7 12 0 0 . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 30.9 42.3 44.4 22.3 26.8 33.4 35.4
Old : 25.9 30.9 42.3 44.4 22.3 26.8 33.4 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 4,051: 2,615 2,128 615 617 344 85 0 0 0 0 62: 330 900
Old : 4,051: 2,615 2,128 615 617 344 85 0 0 0 0 62: 330 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 64: 30 93 0 -15 15 0 0 0 0 0 0: 19 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 52.5 15.2 15.2 8.5 2.1 0.0 0.0 0.0 0.0 1.5: 8.1 22.2
Old : 100.0: 64.6 52.5 15.2 15.2 8.5 2.1 0.0 0.0 0.0 0.0 1.5: 8.1 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 16 . 5 6 . 0 0 0 0 .:
Old : 26: 13 16 . 5 6 . 0 0 0 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 31.2 68.8 48.5 46.7 23.0 53.1 33.4
Old : 52.7 31.2 68.8 48.5 46.7 23.0 53.1 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,984: 1,491 1,374 199 325 482 105 0 0 19 512 6: 682 285
Old : 2,984: 1,491 1,374 199 325 482 105 0 0 19 512 6: 682 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 62: 6 62 32 26 -2 30 0 0 4 20 -4: -4 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 46.0 6.7 10.9 16.2 3.5 0.0 0.0 0.6 17.2 0.2: 22.9 9.6
Old : 100.0: 50.0 46.0 6.7 10.9 16.2 3.5 0.0 0.0 0.6 17.2 0.2: 22.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 14 5 . 7 . 0 0 . . .:
Old : 30: 13 14 5 . 7 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 43.2 43.9 65.7 22.9 35.5 33.4 46.3
Old : 26.3 43.2 43.9 65.7 22.9 35.5 33.4 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,036: 1,403 906 41 695 127 0 0 0 13 0 13: 439 295
Old : 2,036: 1,403 906 41 695 127 0 0 0 13 0 13: 439 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2: 32 16 -13 11 12 0 0 0 -10 -5 -35: 16 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 44.5 2.0 34.1 6.2 0.0 0.0 0.0 0.6 0.0 0.6: 21.6 14.5
Old : 100.0: 68.9 44.5 2.0 34.1 6.2 0.0 0.0 0.0 0.6 0.0 0.6: 21.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 . . . 0 0 0 . 0 .:
Old : 20: 13 10 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 58.8 66.2 76.1 53.8 55.7 59.1 66.9
Old : 55.1 58.8 66.2 76.1 53.8 55.7 59.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 9,447: 8,461 8,523 598 596 202 0 0 0 0 0 0: 186 126
Old : 9,447: 8,461 8,523 598 596 202 0 0 0 0 0 0: 186 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 673: 673 736 63 0 -63 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 90.2 6.3 6.3 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.3
Old : 100.0: 89.6 90.2 6.3 6.3 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 4 . . 0 0 0 0 0 0:
Old : 25: 12 11 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 75.3 82.8 89.8 42.3 67.5 65.0 75.6
Old : 52.4 75.3 82.8 89.8 42.3 67.5 65.0 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 29,665: 23,233 24,080 3,153 1,608 3,004 0 0 0 0 938 35: 240 0
Old : 29,665: 23,233 24,080 3,153 1,608 3,004 0 0 0 0 938 35: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 463: 120 280 255 -100 100 0 0 0 0 195 -12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 81.2 10.6 5.4 10.1 0.0 0.0 0.0 0.0 3.2 0.1: 0.8 0.0
Old : 100.0: 78.3 81.2 10.6 5.4 10.1 0.0 0.0 0.0 0.0 3.2 0.1: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 16 6 6 8 0 0 0 0 . .:
Old : 36: 19 16 6 6 8 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 49.5 65.8 71.1 22.1 22.9 31.8 33.3
Old : 43.2 49.5 65.8 71.1 22.1 22.9 31.8 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 303,896: 98,654 173,846 44,006 11,782 19,600 40,761 7,019 22,648 8,436 21,644 24,683: 45,108 22,674
Old : 303,896: 98,654 173,846 44,006 11,782 19,600 40,761 7,019 22,648 8,436 21,644 24,683: 45,108 22,674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -9,502: -2,109 -112 2,075 264 -1,736 -913 -1,496 3,165 -239 -42 -6,146: -3,600 -3,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 57.2 14.5 3.9 6.4 13.4 2.3 7.5 2.8 7.1 8.1: 14.8 7.5
Old : 100.0: 32.5 57.2 14.5 3.9 6.4 13.4 2.3 7.5 2.8 7.1 8.1: 14.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 160: 51 69 15 5 16 34 13 23 10 11 15:
Old : 160: 51 69 15 5 16 34 13 23 10 11 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 23.2 25.7 33.9 8.5 12.0 15.4 17.9
Old : 16.7 23.2 25.7 33.9 8.5 12.0 15.4 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 44,277: 12,073 8,638 6,396 1,166 10,862 0 0 0 0 8,975 13,386: 1,560 1,250
Old : 44,277: 12,073 8,638 6,396 1,166 10,862 0 0 0 0 8,975 13,386: 1,560 1,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -2,562: -1,045 -331 -954 -189 -311 0 0 0 0 -1,363 -249: -4 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.5 14.4 2.6 24.5 0.0 0.0 0.0 0.0 20.3 30.2: 3.5 2.8
Old : 100.0: 27.3 19.5 14.4 2.6 24.5 0.0 0.0 0.0 0.0 20.3 30.2: 3.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 6 5 4 9 0 0 0 0 5 5:
Old : 20: 6 6 5 4 9 0 0 0 0 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 54.3 70.4 75.2 18.2 20.7 21.6 22.8
Old : 45.7 54.3 70.4 75.2 18.2 20.7 21.6 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 16,158: 9,428 9,694 3,583 253 2,670 0 100 150 259 3,241 50: 18 0
Old : 16,158: 9,428 9,694 3,583 253 2,670 0 100 150 259 3,241 50: 18 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,858: 731 453 104 23 1,073 0 100 0 0 800 -50: 0 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 60.0 22.2 1.6 16.5 0.0 0.6 0.9 1.6 20.1 0.3: 0.1 0.0
Old : 100.0: 58.3 60.0 22.2 1.6 16.5 0.0 0.6 0.9 1.6 20.1 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 30 33 9 . 9 0 . . . . .:
Old : 62: 30 33 9 . 9 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 33.1 52.5 49.8 21.1 28.1 33.0 36.1
Old : 34.7 33.1 52.5 49.8 21.1 28.1 33.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 10,203: 6,186 6,500 1,230 1,678 1,925 708 0 0 50 50 50: 54 0
Old : 10,203: 6,186 6,500 1,230 1,678 1,925 708 0 0 50 50 50: 54 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 258: 250 0 0 158 0 138 0 0 -150 50 50: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 63.7 12.1 16.4 18.9 6.9 0.0 0.0 0.5 0.5 0.5: 0.5 0.0
Old : 100.0: 60.6 63.7 12.1 16.4 18.9 6.9 0.0 0.0 0.5 0.5 0.5: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 12 14 5 5 9 . 0 0 . . .:
Old : 34: 12 14 5 5 9 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 38.8 63.0 59.6 34.0 32.6 48.1 48.2
Old : 42.4 38.8 63.0 59.6 34.0 32.6 48.1 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 3,620: 3,530 3,320 50 300 0 0 0 0 0 0 0: 40 0
Old : 3,620: 3,530 3,320 50 300 0 0 0 0 0 0 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 91.7 1.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 97.5 91.7 1.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . . 0 0 0 0 0 0 0:
Old : 21: 11 12 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
Old : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 10,608: 7,211 8,018 0 436 112 710 0 253 490 182 1,130: 702 477
Old : 10,608: 7,211 8,018 0 436 112 710 0 253 490 182 1,130: 702 477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 376: 251 335 0 206 -5 29 0 0 129 -30 -87: 59 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 75.6 0.0 4.1 1.1 6.7 0.0 2.4 4.6 1.7 10.7: 6.6 4.5
Old : 100.0: 68.0 75.6 0.0 4.1 1.1 6.7 0.0 2.4 4.6 1.7 10.7: 6.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 21 0 . . 4 0 . 6 . 4:
Old : 37: 17 21 0 . . 4 0 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 47.4 70.9 70.8 18.1 17.7 23.4 25.2
Old : 53.2 47.4 70.9 70.8 18.1 17.7 23.4 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 13,071: 11,562 11,463 381 335 122 74 0 49 283 601 276: 324 225
Old : 13,071: 11,562 11,463 381 335 122 74 0 49 283 601 276: 324 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 635: 626 504 12 -23 7 45 0 -32 11 94 31: -65 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 87.7 2.9 2.6 0.9 0.6 0.0 0.4 2.2 4.6 2.1: 2.5 1.7
Old : 100.0: 88.5 87.7 2.9 2.6 0.9 0.6 0.0 0.4 2.2 4.6 2.1: 2.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 34 35 . . . . 0 . . 4 4:
Old : 55: 34 35 . . . . 0 . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 32.5 52.8 53.6 20.3 26.3 32.2 38.0
Old : 35.3 32.5 52.8 53.6 20.3 26.3 32.2 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,132: 1,176 1,353 0 54 0 99 0 29 32 0 0: 796 696
Old : 2,132: 1,176 1,353 0 54 0 99 0 29 32 0 0: 796 696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2: 16 -64 0 0 0 0 0 0 0 0 0: -14 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 63.5 0.0 2.5 0.0 4.6 0.0 1.4 1.5 0.0 0.0: 37.3 32.6
Old : 100.0: 55.2 63.5 0.0 2.5 0.0 4.6 0.0 1.4 1.5 0.0 0.0: 37.3 32.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 16 0 . 0 . 0 . . 0 0:
Old : 20: 16 16 0 . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 32.1 45.3 48.0 17.3 20.2 23.6 29.2
Old : 27.2 32.1 45.3 48.0 17.3 20.2 23.6 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,894: 1,231 1,128 310 0 6 0 0 0 25 432 46: 276 282
Old : 1,894: 1,231 1,128 310 0 6 0 0 0 25 432 46: 276 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 215: 215 240 -10 0 -16 0 0 0 -24 3 22: 28 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 59.6 16.4 0.0 0.3 0.0 0.0 0.0 1.3 22.8 2.4: 14.6 14.9
Old : 100.0: 65.0 59.6 16.4 0.0 0.3 0.0 0.0 0.0 1.3 22.8 2.4: 14.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 19 . 0 . 0 0 0 . . .:
Old : 31: 20 19 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 40.4 47.5 56.5 29.4 38.5 44.4 51.4
Old : 29.9 40.4 47.5 56.5 29.4 38.5 44.4 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 415,022: 137,107 122,270 29,108 78,502 78,658 40,328 15,454 15,569 14,949 8,524 78,515: 20,788 17,529
Old : 415,022: 137,107 122,270 29,108 78,502 78,658 40,328 15,454 15,569 14,949 8,524 78,515: 20,788 17,529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,342: 1,021 262 -1,114 1,510 1,552 -1,155 1,119 -2,225 1,004 -2,922 6,098: -6,523 -6,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 29.5 7.0 18.9 19.0 9.7 3.7 3.8 3.6 2.1 18.9: 5.0 4.2
Old : 100.0: 33.0 29.5 7.0 18.9 19.0 9.7 3.7 3.8 3.6 2.1 18.9: 5.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 117: 35 32 10 17 24 18 6 12 17 9 28:
Old : 117: 35 32 10 17 24 18 6 12 17 9 28:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 23.1 32.9 37.6 10.8 13.2 17.6 18.7
Old : 19.7 23.1 32.9 37.6 10.8 13.2 17.6 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,320,615: 276,264 376,562 167,925 344,152 636,101 230,148 28,879 334,828 112,151 69,771 467,223: 95,974 63,097
Old : 2,320,615: 276,264 376,562 167,925 344,152 636,101 230,148 28,879 334,828 112,151 69,771 467,223: 95,974 63,097
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 75,378: 21,854 22,083 2,496 689 3,817 -1,177 1,599 28,204 -987 1,396 21,060: 111 -3,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 16.2 7.2 14.8 27.4 9.9 1.2 14.4 4.8 3.0 20.1: 4.1 2.7
Old : 100.0: 11.9 16.2 7.2 14.8 27.4 9.9 1.2 14.4 4.8 3.0 20.1: 4.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 361: 48 52 17 31 42 87 37 90 75 44 105:
Old : 361: 48 52 17 31 42 87 37 90 75 44 105:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 14.0 27.8 26.8 8.6 7.3 11.5 11.6
Old : 18.6 14.0 27.8 26.8 8.6 7.3 11.5 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 208,646: 62,938 89,173 11,333 16,393 16,911 789 29,436 12,933 65,421 2,365 37,246: 1,075 4,189
Old : 208,646: 62,938 89,173 11,333 16,393 16,911 789 29,436 12,933 65,421 2,365 37,246: 1,075 4,189
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 15,591: 6,809 451 2,236 1,334 1,504 608 584 1,770 -6,796 222 9,379: 82 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 42.7 5.4 7.9 8.1 0.4 14.1 6.2 31.4 1.1 17.9: 0.5 2.0
Old : 100.0: 30.2 42.7 5.4 7.9 8.1 0.4 14.1 6.2 31.4 1.1 17.9: 0.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 13 14 . 5 6 . 5 4 6 . 7:
Old : 38: 13 14 . 5 6 . 5 4 6 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 46.9 82.8 72.5 44.4 37.9 53.3 50.1
Old : 63.6 46.9 82.8 72.5 44.4 37.9 53.3 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 198,113: 36,193 21,459 29,619 72,920 26,590 0 997 18 52,399 8,405 1,155: 52,139 66,569
Old : 198,113: 36,193 21,459 29,619 72,920 26,590 0 997 18 52,399 8,405 1,155: 52,139 66,569
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,775: -74 28 -460 -412 169 0 0 0 7,487 -90 135: -5,482 1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 10.8 15.0 36.8 13.4 0.0 0.5 0.0 26.4 4.2 0.6: 26.3 33.6
Old : 100.0: 18.3 10.8 15.0 36.8 13.4 0.0 0.5 0.0 26.4 4.2 0.6: 26.3 33.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 4 5 5 7 9 0 . . 4 . 4:
Old : 25: 4 5 5 7 9 0 . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 32.1 60.5 49.1 43.2 27.7 53.8 41.0
Old : 43.5 32.1 60.5 49.1 43.2 27.7 53.8 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 88,456: 6,373 7,197 7,349 19,132 40,600 8,880 757 9,048 3,981 402 7,718: 4,506 3,600
Old : 88,456: 6,373 7,197 7,349 19,132 40,600 8,880 757 9,048 3,981 402 7,718: 4,506 3,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,300: -22 -108 -138 -720 -460 -572 96 -33 -10 -185 -17: -50 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.1 8.3 21.6 45.9 10.0 0.9 10.2 4.5 0.5 8.7: 5.1 4.1
Old : 100.0: 7.2 8.1 8.3 21.6 45.9 10.0 0.9 10.2 4.5 0.5 8.7: 5.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 4 4 10 10 18 10 4 10 5 . 10:
Old : 49: 4 4 10 10 18 10 4 10 5 . 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.6 58.6 70.6 14.4 17.6 18.9 21.4
Old : 39.7 46.6 58.6 70.6 14.4 17.6 18.9 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 453,618: 58,289 50,087 44,915 77,107 235,924 0 717 16,885 27,017 529 57,976: 12,611 14,393
Old : 453,618: 58,289 50,087 44,915 77,107 235,924 0 717 16,885 27,017 529 57,976: 12,611 14,393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -24,339: -2,768 -2,294 -1,601 -3,135 -12,762 0 578 -958 -358 88 -5,067: -823 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.0 9.9 17.0 52.0 0.0 0.2 3.7 6.0 0.1 12.8: 2.8 3.2
Old : 100.0: 12.8 11.0 9.9 17.0 52.0 0.0 0.2 3.7 6.0 0.1 12.8: 2.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 6 6 9 17 26 0 . . 9 . 10:
Old : 43: 6 6 9 17 26 0 . . 9 . 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 26.0 52.6 43.5 9.7 6.3 14.5 11.3
Old : 31.7 26.0 52.6 43.5 9.7 6.3 14.5 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 20,190: 11,764 10,070 2,376 3,237 5,466 0 0 25 0 842 550: 9 0
Old : 20,190: 11,764 10,070 2,376 3,237 5,466 0 0 25 0 842 550: 9 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2,911: 1,482 1,374 -108 0 1,537 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 49.9 11.8 16.0 27.1 0.0 0.0 0.1 0.0 4.2 2.7: 0.0 0.0
Old : 100.0: 58.3 49.9 11.8 16.0 27.1 0.0 0.0 0.1 0.0 4.2 2.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 18 16 8 5 9 0 0 . 0 . .:
Old : 40: 18 16 8 5 9 0 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 44.0 64.3 68.7 31.5 40.5 43.1 51.8
Old : 43.4 44.0 64.3 68.7 31.5 40.5 43.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 73,759: 5,968 2,751 25,404 16,264 24,460 3,440 6,715 3,271 1,350 7,078 6,699: 3,167 6,521
Old : 73,759: 5,968 2,751 25,404 16,264 24,460 3,440 6,715 3,271 1,350 7,078 6,699: 3,167 6,521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 9,321: 545 495 -312 303 3,887 -23 -388 1,024 0 0 4,400: -200 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.7 34.4 22.1 33.2 4.7 9.1 4.4 1.8 9.6 9.1: 4.3 8.8
Old : 100.0: 8.1 3.7 34.4 22.1 33.2 4.7 9.1 4.4 1.8 9.6 9.1: 4.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 5 . 8 9 15 . . 4 . . 6:
Old : 35: 5 . 8 9 15 . . 4 . . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 39.1 67.7 62.1 30.6 28.8 41.7 38.5
Old : 47.8 39.1 67.7 62.1 30.6 28.8 41.7 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 44,055: 200 2,551 12,467 12,243 15,969 5,070 897 7,084 0 750 1,400: 1,865 3,161
Old : 44,055: 200 2,551 12,467 12,243 15,969 5,070 897 7,084 0 750 1,400: 1,865 3,161
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 11,324: 0 100 -240 -500 5,512 -124 0 5,653 0 -213 500: 23 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.8 28.3 27.8 36.2 11.5 2.0 16.1 0.0 1.7 3.2: 4.2 7.2
Old : 100.0: 0.5 5.8 28.3 27.8 36.2 11.5 2.0 16.1 0.0 1.7 3.2: 4.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: . . 6 6 12 . . 4 0 . .:
Old : 23: . . 6 6 12 . . 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 53.9 77.5 74.4 31.9 24.7 39.1 33.2
Old : 63.3 53.9 77.5 74.4 31.9 24.7 39.1 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,460: 2,192 1,050 1,500 5,747 1,363 2,775 0 282 300 0 0: 48 18
Old : 8,460: 2,192 1,050 1,500 5,747 1,363 2,775 0 282 300 0 0: 48 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 270: 0 300 0 230 -30 0 -181 0 300 0 0: 0 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 12.4 17.7 67.9 16.1 32.8 0.0 3.3 3.5 0.0 0.0: 0.6 0.2
Old : 100.0: 25.9 12.4 17.7 67.9 16.1 32.8 0.0 3.3 3.5 0.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 6 5 . 7 4 . 0 . . 0 0:
Old : 22: 6 5 . 7 4 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 67.4 84.4 84.0 62.9 59.8 76.1 72.9
Old : 62.9 67.4 84.4 84.0 62.9 59.8 76.1 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 24,991: 901 1,918 1,486 2,054 6,680 2,304 417 3,702 3,557 2,964 3,210: 3,151 4,046
Old : 24,991: 901 1,918 1,486 2,054 6,680 2,304 417 3,702 3,557 2,964 3,210: 3,151 4,046
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -110: -81 -154 -207 -172 181 -275 -8 -410 563 515 323: -204 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.7 5.9 8.2 26.7 9.2 1.7 14.8 14.2 11.9 12.8: 12.6 16.2
Old : 100.0: 3.6 7.7 5.9 8.2 26.7 9.2 1.7 14.8 14.2 11.9 12.8: 12.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: . . 4 4 9 6 . 4 4 5 5:
Old : 29: . . 4 4 9 6 . 4 4 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 41.7 68.3 62.3 26.4 19.4 28.6 25.1
Old : 51.4 41.7 68.3 62.3 26.4 19.4 28.6 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,262: 118 171 1,491 1,975 8,141 1,139 1,209 844 351 106 127: 1,053 690
Old : 13,262: 118 171 1,491 1,975 8,141 1,139 1,209 844 351 106 127: 1,053 690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -885: -7 18 -91 -47 -552 -143 -166 -72 -37 -70 -10: 28 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.3 11.2 14.9 61.4 8.6 9.1 6.4 2.6 0.8 1.0: 7.9 5.2
Old : 100.0: 0.9 1.3 11.2 14.9 61.4 8.6 9.1 6.4 2.6 0.8 1.0: 7.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: . . 6 7 12 5 4 5 . . .:
Old : 30: . . 6 7 12 5 4 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 46.6 69.3 70.9 15.5 19.8 20.0 24.4
Old : 44.6 46.6 69.3 70.9 15.5 19.8 20.0 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 93,227: 10,440 9,620 16,212 17,114 43,227 1,999 14 5,682 975 288 6,537: 8,156 10,746
Old : 93,227: 10,440 9,620 16,212 17,114 43,227 1,999 14 5,682 975 288 6,537: 8,156 10,746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,512: -19 -6 -1,089 -1,105 -1,200 362 -137 143 -1,088 -166 432: 947 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.3 17.4 18.4 46.4 2.1 0.0 6.1 1.0 0.3 7.0: 8.7 11.5
Old : 100.0: 11.2 10.3 17.4 18.4 46.4 2.1 0.0 6.1 1.0 0.3 7.0: 8.7 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 6 7 5 10 15 . . . . . 4:
Old : 28: 6 7 5 10 15 . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 33.0 56.5 54.9 18.7 15.9 23.2 18.9
Old : 40.2 33.0 56.5 54.9 18.7 15.9 23.2 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 339,777: 118,785 237,423 35,183 11,706 15,883 87,056 3,336 24,545 13,336 14,413 18,794: 26,195 13,676
Old : 339,777: 118,785 237,423 35,183 11,706 15,883 87,056 3,336 24,545 13,336 14,413 18,794: 26,195 13,676
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -12,075: -11,302 -4,938 -176 -1,266 -2,995 6,243 -440 -1,985 -197 1,705 -698: -967 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 69.9 10.4 3.4 4.7 25.6 1.0 7.2 3.9 4.2 5.5: 7.7 4.0
Old : 100.0: 35.0 69.9 10.4 3.4 4.7 25.6 1.0 7.2 3.9 4.2 5.5: 7.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 219: 61 75 15 5 15 82 8 33 18 11 19:
Old : 219: 61 75 15 5 15 82 8 33 18 11 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 21.4 23.4 35.0 8.4 13.3 13.5 21.0
Old : 14.6 21.4 23.4 35.0 8.4 13.3 13.5 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 23,714: 8,564 13,375 0 3,591 211 3,151 0 477 6,596 690 111: 4,604 5,259
Old : 23,714: 8,564 13,375 0 3,591 211 3,151 0 477 6,596 690 111: 4,604 5,259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 669: 178 580 0 0 0 76 0 -126 -85 690 -30: 656 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 56.4 0.0 15.1 0.9 13.3 0.0 2.0 27.8 2.9 0.5: 19.4 22.2
Old : 100.0: 36.1 56.4 0.0 15.1 0.9 13.3 0.0 2.0 27.8 2.9 0.5: 19.4 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 8 17 0 . . . 0 . 4 . .:
Old : 28: 8 17 0 . . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 36.2 68.3 56.6 47.0 36.2 62.1 53.6
Old : 50.2 36.2 68.3 56.6 47.0 36.2 62.1 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1000 U.S. Barrels) :
: : Positions :
All : 9,013: 8,074 7,497 0 165 360 0 0 0 0 0 0: 579 991
Old : 9,013: 8,074 7,497 0 165 360 0 0 0 0 0 0: 579 991
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 533: 733 458 0 150 0 0 0 0 0 0 0: -200 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 83.2 0.0 1.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 11.0
Old : 100.0: 89.6 83.2 0.0 1.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 14 0 . . 0 0 0 0 0 0:
Old : 21: 15 14 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 47.1 69.2 72.5 42.8 39.6 60.9 58.8
Old : 43.9 47.1 69.2 72.5 42.8 39.6 60.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,827: 4,071 4,098 1,766 505 1,334 100 0 0 296 1,636 204: 56 50
Old : 7,827: 4,071 4,098 1,766 505 1,334 100 0 0 296 1,636 204: 56 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 468: -50 -50 414 46 4 100 0 0 0 468 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 52.4 22.6 6.5 17.0 1.3 0.0 0.0 3.8 20.9 2.6: 0.7 0.6
Old : 100.0: 52.0 52.4 22.6 6.5 17.0 1.3 0.0 0.0 3.8 20.9 2.6: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 17 19 5 6 8 . 0 0 . . .:
Old : 41: 17 19 5 6 8 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 37.2 51.8 58.0 27.3 34.0 42.7 47.6
Old : 32.3 37.2 51.8 58.0 27.3 34.0 42.7 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 53,359: 45,930 27,336 4,210 24,285 1,445 650 0 0 0 0 0: 1,124 293
Old : 53,359: 45,930 27,336 4,210 24,285 1,445 650 0 0 0 0 0: 1,124 293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 4,813: 3,646 3,157 145 1,096 546 275 0 0 0 0 0: 201 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 51.2 7.9 45.5 2.7 1.2 0.0 0.0 0.0 0.0 0.0: 2.1 0.5
Old : 100.0: 86.1 51.2 7.9 45.5 2.7 1.2 0.0 0.0 0.0 0.0 0.0: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 31 27 7 7 7 . 0 0 0 0 0:
Old : 56: 31 27 7 7 7 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 54.9 67.7 70.9 53.0 52.9 65.0 67.3
Old : 53.9 54.9 67.7 70.9 53.0 52.9 65.0 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 18,625: 13,370 13,662 4,136 4,056 757 0 0 0 0 0 0: 362 150
Old : 18,625: 13,370 13,662 4,136 4,056 757 0 0 0 0 0 0: 362 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2,586: 1,967 2,401 484 50 135 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 73.4 22.2 21.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 0.8
Old : 100.0: 71.8 73.4 22.2 21.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 7 . 4 0 0 0 0 0 0:
Old : 25: 12 11 7 . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 79.5 72.1 93.7 29.8 56.8 44.4 60.5
Old : 51.8 79.5 72.1 93.7 29.8 56.8 44.4 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,275: 4,745 2,900 1,905 630 950 275 0 300 50 3,425 50: 0 20
Old : 8,275: 4,745 2,900 1,905 630 950 275 0 300 50 3,425 50: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 475: 525 175 50 0 0 0 0 0 -100 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 35.0 23.0 7.6 11.5 3.3 0.0 3.6 0.6 41.4 0.6: 0.0 0.2
Old : 100.0: 57.3 35.0 23.0 7.6 11.5 3.3 0.0 3.6 0.6 41.4 0.6: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 8 8 . 6 . 0 . . . .:
Old : 36: 17 8 8 . 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 70.4 65.9 85.9 41.0 63.1 55.9 73.2
Old : 42.5 70.4 65.9 85.9 41.0 63.1 55.9 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 3,648: 1,852 2,679 614 286 500 123 0 0 369 115 21: 169 47
Old : 3,648: 1,852 2,679 614 286 500 123 0 0 369 115 21: 169 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 142: 130 180 0 -150 0 0 0 0 15 115 -3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 73.4 16.8 7.8 13.7 3.4 0.0 0.0 10.1 3.2 0.6: 4.6 1.3
Old : 100.0: 50.8 73.4 16.8 7.8 13.7 3.4 0.0 0.0 10.1 3.2 0.6: 4.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 8 . . 4 . 0 0 . . .:
Old : 20: 8 8 . . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 78.1 82.5 91.5 55.3 69.3 70.5 76.8
Old : 60.1 78.1 82.5 91.5 55.3 69.3 70.5 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 26,545: 16,691 14,466 6,036 4,208 1,840 0 3,707 0 724 1,018 1,197: 57 109
Old : 26,545: 16,691 14,466 6,036 4,208 1,840 0 3,707 0 724 1,018 1,197: 57 109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 632: 538 416 624 104 -34 -329 0 0 -224 -42 120: -63 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 54.5 22.7 15.9 6.9 0.0 14.0 0.0 2.7 3.8 4.5: 0.2 0.4
Old : 100.0: 62.9 54.5 22.7 15.9 6.9 0.0 14.0 0.0 2.7 3.8 4.5: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 24 30 9 8 10 0 . 0 . . 4:
Old : 61: 24 30 9 8 10 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 34.1 53.8 48.9 33.9 32.7 48.1 44.6
Old : 38.2 34.1 53.8 48.9 33.9 32.7 48.1 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,276: 10,718 8,315 252 2,754 406 1,307 560 459 0 780 0: 134 2
Old : 13,276: 10,718 8,315 252 2,754 406 1,307 560 459 0 780 0: 134 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -382: 773 -811 25 90 -45 -950 45 0 -185 339 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 62.6 1.9 20.7 3.1 9.8 4.2 3.5 0.0 5.9 0.0: 1.0 0.0
Old : 100.0: 80.7 62.6 1.9 20.7 3.1 9.8 4.2 3.5 0.0 5.9 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 22 . 6 . . . . 0 4 0:
Old : 43: 22 22 . 6 . . . . 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 43.8 63.9 65.0 35.9 39.6 54.6 55.7
Old : 41.2 43.8 63.9 65.0 35.9 39.6 54.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 30,786: 14,031 14,936 3,541 9,077 2,229 0 2,391 0 9,969 693 596: 420 864
Old : 30,786: 14,031 14,936 3,541 9,077 2,229 0 2,391 0 9,969 693 596: 420 864
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 115: 266 -95 0 -30 -105 0 111 0 -46 150 0: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 48.5 11.5 29.5 7.2 0.0 7.8 0.0 32.4 2.3 1.9: 1.4 2.8
Old : 100.0: 45.6 48.5 11.5 29.5 7.2 0.0 7.8 0.0 32.4 2.3 1.9: 1.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 10 17 8 9 9 0 4 0 5 . 5:
Old : 46: 10 17 8 9 9 0 4 0 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 50.4 74.9 65.7 62.0 50.1 70.6 62.9
Old : 63.7 50.4 74.9 65.7 62.0 50.1 70.6 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 26,896: 18,086 14,998 309 3,837 723 2,632 0 24 600 0 1,350: 3,172 5,964
Old : 26,896: 18,086 14,998 309 3,837 723 2,632 0 24 600 0 1,350: 3,172 5,964
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,443: 2,205 -51 17 603 -348 368 0 0 -250 0 250: -799 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 55.8 1.1 14.3 2.7 9.8 0.0 0.1 2.2 0.0 5.0: 11.8 22.2
Old : 100.0: 67.2 55.8 1.1 14.3 2.7 9.8 0.0 0.1 2.2 0.0 5.0: 11.8 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 13 . 4 . . 0 . . 0 .:
Old : 23: 14 13 . 4 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 45.6 68.1 65.3 39.6 42.4 57.1 54.0
Old : 41.4 45.6 68.1 65.3 39.6 42.4 57.1 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012