GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 41,641: 29,893 36,212 6,583 442 4,700 0 0 0 394 0 0: 71 287
Old : 41,641: 29,893 36,212 6,583 442 4,700 0 0 0 394 0 0: 71 287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 2,049: 2,031 2,696 292 -412 -223 0 0 0 0 0 -12: -39 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 87.0 15.8 1.1 11.3 0.0 0.0 0.0 0.9 0.0 0.0: 0.2 0.7
Old : 100.0: 71.8 87.0 15.8 1.1 11.3 0.0 0.0 0.0 0.9 0.0 0.0: 0.2 0.7
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 : 61: 25 38 12 4 11 0 0 0 . 0 0:
Old : 61: 25 38 12 4 11 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 : 35.6 33.2 61.8 50.3 17.4 14.2 25.3 23.2
Old : 35.6 33.2 61.8 50.3 17.4 14.2 25.3 23.2
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,231: 10,964 12,016 1,217 230 2,901 0 0 0 0 0 0: 149 84
Old : 15,231: 10,964 12,016 1,217 230 2,901 0 0 0 0 0 0: 149 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,402: 1,402 1,452 25 -25 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 78.9 8.0 1.5 19.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.6
Old : 100.0: 72.0 78.9 8.0 1.5 19.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 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 : 32: 19 23 . . 4 0 0 0 0 0 0:
Old : 32: 19 23 . . 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 : 46.8 47.5 72.4 69.7 14.5 18.2 21.6 24.6
Old : 46.8 47.5 72.4 69.7 14.5 18.2 21.6 24.6
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,366: 5,902 5,960 586 336 2,659 0 0 0 97 373 175: 947 863
Old : 10,366: 5,902 5,960 586 336 2,659 0 0 0 97 373 175: 947 863
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 206: 85 -6 9 32 199 0 0 0 -15 55 10: -82 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 57.5 5.7 3.2 25.7 0.0 0.0 0.0 0.9 3.6 1.7: 9.1 8.3
Old : 100.0: 56.9 57.5 5.7 3.2 25.7 0.0 0.0 0.0 0.9 3.6 1.7: 9.1 8.3
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 : 43: 22 26 6 7 13 0 0 0 . . 4:
Old : 43: 22 26 6 7 13 0 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 : 32.2 26.8 51.8 42.7 14.7 8.6 17.5 13.8
Old : 32.2 26.8 51.8 42.7 14.7 8.6 17.5 13.8
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,326: 3,306 4,230 1,006 176 762 0 46 25 370 35 302: 555 750
Old : 6,326: 3,306 4,230 1,006 176 762 0 46 25 370 35 302: 555 750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 389: 252 318 13 -5 93 0 0 0 15 10 5: 11 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 66.9 15.9 2.8 12.0 0.0 0.7 0.4 5.8 0.6 4.8: 8.8 11.9
Old : 100.0: 52.3 66.9 15.9 2.8 12.0 0.0 0.7 0.4 5.8 0.6 4.8: 8.8 11.9
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 : 55: 31 32 10 . 12 0 . . . . .:
Old : 55: 31 32 10 . 12 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 : 31.2 30.2 46.4 46.2 21.7 27.9 31.0 34.7
Old : 31.2 30.2 46.4 46.2 21.7 27.9 31.0 34.7
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 3,786: 2,422 1,788 409 367 292 90 0 0 21 0 62: 490 1,277
Old : 3,786: 2,422 1,788 409 367 292 90 0 0 21 0 62: 490 1,277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -27: -163 -171 46 192 -44 90 0 0 21 0 62: -39 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 47.2 10.8 9.7 7.7 2.4 0.0 0.0 0.6 0.0 1.6: 12.9 33.7
Old : 100.0: 64.0 47.2 10.8 9.7 7.7 2.4 0.0 0.0 0.6 0.0 1.6: 12.9 33.7
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 : 21: 11 13 . 4 6 . 0 0 . 0 .:
Old : 21: 11 13 . 4 6 . 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 : 55.6 31.0 70.2 47.9 46.1 18.6 50.4 26.5
Old : 55.6 31.0 70.2 47.9 46.1 18.6 50.4 26.5
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,968: 1,408 1,379 169 260 447 0 0 0 95 493 6: 843 383
Old : 2,968: 1,408 1,379 169 260 447 0 0 0 95 493 6: 843 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 73: 60 95 107 -18 24 0 0 -90 0 0 0: -28 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 46.5 5.7 8.8 15.1 0.0 0.0 0.0 3.2 16.6 0.2: 28.4 12.9
Old : 100.0: 47.4 46.5 5.7 8.8 15.1 0.0 0.0 0.0 3.2 16.6 0.2: 28.4 12.9
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 : 28: 14 14 4 . 6 0 0 0 . . .:
Old : 28: 14 14 4 . 6 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 : 21.5 43.3 38.3 63.8 17.7 34.0 28.7 45.4
Old : 21.5 43.3 38.3 63.8 17.7 34.0 28.7 45.4
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,130: 7,836 8,233 708 351 415 0 0 0 0 0 0: 171 131
Old : 9,130: 7,836 8,233 708 351 415 0 0 0 0 0 0: 171 131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 490: 500 450 -50 0 40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 90.2 7.8 3.8 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.4
Old : 100.0: 85.8 90.2 7.8 3.8 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.4
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 : 28: 14 12 . 5 . 0 0 0 0 0 0:
Old : 28: 14 12 . 5 . 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 : 51.0 75.3 79.1 89.6 44.4 62.7 67.1 68.7
Old : 51.0 75.3 79.1 89.6 44.4 62.7 67.1 68.7
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 22,359: 17,466 17,902 2,397 1,513 2,370 0 0 0 0 448 126: 0 0
Old : 22,359: 17,466 17,902 2,397 1,513 2,370 0 0 0 0 448 126: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -25: 50 -160 -210 0 135 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 80.1 10.7 6.8 10.6 0.0 0.0 0.0 0.0 2.0 0.6: 0.0 0.0
Old : 100.0: 78.1 80.1 10.7 6.8 10.6 0.0 0.0 0.0 0.0 2.0 0.6: 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 : 34: 15 15 6 5 10 0 0 0 0 . .:
Old : 34: 15 15 6 5 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 : 48.4 46.6 67.7 71.3 29.2 31.4 43.0 43.8
Old : 48.4 46.6 67.7 71.3 29.2 31.4 43.0 43.8
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 316,446: 105,301 177,679 51,419 6,503 24,274 36,383 9,870 16,730 9,603 22,037 31,438: 41,298 27,914
Old : 316,446: 105,301 177,679 51,419 6,503 24,274 36,383 9,870 16,730 9,603 22,037 31,438: 41,298 27,914
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 5,660: 9,675 2,296 -443 214 -427 -3,827 876 -782 852 -1,466 1,992: -1,379 2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 56.1 16.2 2.1 7.7 11.5 3.1 5.3 3.0 7.0 9.9: 13.1 8.8
Old : 100.0: 33.3 56.1 16.2 2.1 7.7 11.5 3.1 5.3 3.0 7.0 9.9: 13.1 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 : 167: 65 74 15 4 16 28 11 21 13 11 15:
Old : 167: 65 74 15 4 16 28 11 21 13 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 : 13.2 20.0 24.0 33.5 9.1 12.0 16.2 18.6
Old : 13.2 20.0 24.0 33.5 9.1 12.0 16.2 18.6
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 49,190: 12,355 10,880 8,036 1,358 10,966 0 0 0 0 8,734 16,362: 1,471 890
Old : 49,190: 12,355 10,880 8,036 1,358 10,966 0 0 0 0 8,734 16,362: 1,471 890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -1,125: -53 -830 44 34 -366 0 0 0 -0 676 -668: -83 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 22.1 16.3 2.8 22.3 0.0 0.0 0.0 0.0 17.8 33.3: 3.0 1.8
Old : 100.0: 25.1 22.1 16.3 2.8 22.3 0.0 0.0 0.0 0.0 17.8 33.3: 3.0 1.8
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: 7 7 6 4 10 0 0 0 . 7 7:
Old : 25: 7 7 6 4 10 0 0 0 . 7 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 : 43.8 54.5 68.8 74.4 21.6 20.1 25.2 25.3
Old : 43.8 54.5 68.8 74.4 21.6 20.1 25.2 25.3
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,040: 8,257 7,174 1,075 1,352 2,058 100 0 0 200 956 350: 0 150
Old : 12,040: 8,257 7,174 1,075 1,352 2,058 100 0 0 200 956 350: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 805: 468 675 182 -410 155 0 0 0 -200 135 200: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 59.6 8.9 11.2 17.1 0.8 0.0 0.0 1.7 7.9 2.9: 0.0 1.2
Old : 100.0: 68.6 59.6 8.9 11.2 17.1 0.8 0.0 0.0 1.7 7.9 2.9: 0.0 1.2
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 : 63: 32 30 7 5 10 . 0 0 . 5 .:
Old : 63: 32 30 7 5 10 . 0 0 . 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 : 25.0 28.5 40.5 44.6 23.3 20.0 34.9 33.7
Old : 25.0 28.5 40.5 44.6 23.3 20.0 34.9 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 8,607: 5,564 5,350 850 1,892 1,015 770 0 0 250 205 0: 158 145
Old : 8,607: 5,564 5,350 850 1,892 1,015 770 0 0 250 205 0: 158 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 500: 350 425 75 0 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 62.2 9.9 22.0 11.8 8.9 0.0 0.0 2.9 2.4 0.0: 1.8 1.7
Old : 100.0: 64.6 62.2 9.9 22.0 11.8 8.9 0.0 0.0 2.9 2.4 0.0: 1.8 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 : 42: 17 13 5 6 8 4 0 0 . . 0:
Old : 42: 17 13 5 6 8 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 : 44.5 40.1 60.5 62.2 31.5 38.0 45.0 55.4
Old : 44.5 40.1 60.5 62.2 31.5 38.0 45.0 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Disaggregated Commitments of Traders - Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 5,954: 3,839 3,885 300 1,475 50 125 94 0 1,211 0 429: 0 21
Old : 5,954: 3,839 3,885 300 1,475 50 125 94 0 1,211 0 429: 0 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 65.3 5.0 24.8 0.8 2.1 1.6 0.0 20.3 0.0 7.2: 0.0 0.4
Old : 100.0: 64.5 65.3 5.0 24.8 0.8 2.1 1.6 0.0 20.3 0.0 7.2: 0.0 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 : 20: 10 7 . . . . . 0 . 0 .:
Old : 20: 10 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 : 59.4 72.8 85.3 94.7 43.9 52.8 56.1 57.9
Old : 59.4 72.8 85.3 94.7 43.9 52.8 56.1 57.9
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,138: 7,199 6,626 0 682 106 857 78 208 360 1,114 756: 652 568
Old : 10,138: 7,199 6,626 0 682 106 857 78 208 360 1,114 756: 652 568
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 66: -169 294 0 -264 -1 36 3 23 14 -151 155: 8 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 65.4 0.0 6.7 1.0 8.5 0.8 2.1 3.6 11.0 7.5: 6.4 5.6
Old : 100.0: 71.0 65.4 0.0 6.7 1.0 8.5 0.8 2.1 3.6 11.0 7.5: 6.4 5.6
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 : 35: 18 18 0 . . 5 . . 4 . 4:
Old : 35: 18 18 0 . . 5 . . 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 : 46.9 48.0 64.9 72.4 27.3 24.0 35.9 36.9
Old : 46.9 48.0 64.9 72.4 27.3 24.0 35.9 36.9
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,721: 13,718 12,316 20 562 399 18 0 40 193 1,055 120: 213 229
Old : 14,721: 13,718 12,316 20 562 399 18 0 40 193 1,055 120: 213 229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 302: 162 400 20 -139 6 18 -22 12 0 -101 28: 56 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 83.7 0.1 3.8 2.7 0.1 0.0 0.3 1.3 7.2 0.8: 1.4 1.6
Old : 100.0: 93.2 83.7 0.1 3.8 2.7 0.1 0.0 0.3 1.3 7.2 0.8: 1.4 1.6
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 : 53: 32 34 . . . . 0 . . 6 4:
Old : 53: 32 34 . . . . 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 : 32.8 30.5 52.4 50.7 23.1 23.7 35.8 33.6
Old : 32.8 30.5 52.4 50.7 23.1 23.7 35.8 33.6
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,632: 1,781 1,817 0 83 6 63 0 146 62 93 0: 574 487
Old : 2,632: 1,781 1,817 0 83 6 63 0 146 62 93 0: 574 487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 134: 146 266 0 5 0 49 0 -28 32 -30 0: -65 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 69.0 0.0 3.2 0.2 2.4 0.0 5.5 2.4 3.5 0.0: 21.8 18.5
Old : 100.0: 67.7 69.0 0.0 3.2 0.2 2.4 0.0 5.5 2.4 3.5 0.0: 21.8 18.5
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 : 30: 22 21 0 . . . 0 . . . 0:
Old : 30: 22 21 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 : 25.6 30.7 42.1 43.7 15.9 18.7 21.6 24.9
Old : 25.6 30.7 42.1 43.7 15.9 18.7 21.6 24.9
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,551: 981 984 119 0 32 0 0 0 73 239 0: 346 296
Old : 1,551: 981 984 119 0 32 0 0 0 73 239 0: 346 296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 60: 102 -30 -10 0 0 0 0 0 27 57 0: -59 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 63.4 7.7 0.0 2.1 0.0 0.0 0.0 4.7 15.4 0.0: 22.3 19.1
Old : 100.0: 63.2 63.4 7.7 0.0 2.1 0.0 0.0 0.0 4.7 15.4 0.0: 22.3 19.1
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 : 29: 16 18 . 0 . 0 0 0 . . 0:
Old : 29: 16 18 . 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 : 29.0 31.1 49.5 47.6 27.5 30.2 41.0 44.6
Old : 29.0 31.1 49.5 47.6 27.5 30.2 41.0 44.6
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 487,785: 153,096 148,834 35,024 74,314 78,901 31,163 14,966 28,204 12,458 1,038 126,725: 22,213 14,802
Old : 487,785: 153,096 148,834 35,024 74,314 78,901 31,163 14,966 28,204 12,458 1,038 126,725: 22,213 14,802
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 5,976: 2,929 -5,186 -8,309 6,091 -3,376 3,816 1,714 1,026 1,265 -1,403 9,128: -503 -2,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 30.5 7.2 15.2 16.2 6.4 3.1 5.8 2.6 0.2 26.0: 4.6 3.0
Old : 100.0: 31.4 30.5 7.2 15.2 16.2 6.4 3.1 5.8 2.6 0.2 26.0: 4.6 3.0
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 : 119: 36 35 12 18 24 14 9 16 20 5 28:
Old : 119: 36 35 12 18 24 14 9 16 20 5 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 : 26.3 25.4 38.6 37.3 8.8 9.6 13.2 14.5
Old : 26.3 25.4 38.6 37.3 8.8 9.6 13.2 14.5
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,320,348: 241,783 374,294 197,085 313,991 649,692 235,993 35,007 302,939 93,712 71,033 497,140: 102,003 76,251
Old : 2,320,348: 241,783 374,294 197,085 313,991 649,692 235,993 35,007 302,939 93,712 71,033 497,140: 102,003 76,251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 23,123: 1,697 2,334 349 -5,529 9,287 3,978 5,726 -1,802 -4,425 -2,367 8,506: 5,533 6,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.1 8.5 13.5 28.0 10.2 1.5 13.1 4.0 3.1 21.4: 4.4 3.3
Old : 100.0: 10.4 16.1 8.5 13.5 28.0 10.2 1.5 13.1 4.0 3.1 21.4: 4.4 3.3
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 : 356: 44 52 15 34 46 88 38 85 55 61 103:
Old : 356: 44 52 15 34 46 88 38 85 55 61 103:
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 : 19.2 13.8 28.8 26.0 9.2 7.4 12.3 11.6
Old : 19.2 13.8 28.8 26.0 9.2 7.4 12.3 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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 191,243: 55,778 114,769 14,006 17,999 11,573 236 11,934 10,213 77,069 1,036 20,458: 1,910 3,260
Old : 191,243: 55,778 114,769 14,006 17,999 11,573 236 11,934 10,213 77,069 1,036 20,458: 1,910 3,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 2,685: 2,694 107 -1,086 -2,929 75 -766 -455 595 -4,175 29 5,128: 220 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 60.0 7.3 9.4 6.1 0.1 6.2 5.3 40.3 0.5 10.7: 1.0 1.7
Old : 100.0: 29.2 60.0 7.3 9.4 6.1 0.1 6.2 5.3 40.3 0.5 10.7: 1.0 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 : 33: 12 11 . 6 7 . . 4 5 . 6:
Old : 33: 12 11 . 6 7 . . 4 5 . 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 : 70.9 58.5 86.4 75.9 58.2 56.1 67.9 64.4
Old : 70.9 58.5 86.4 75.9 58.2 56.1 67.9 64.4
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 199,908: 40,257 28,152 40,291 73,985 31,216 685 0 1,008 47,412 16,258 2,673: 36,366 46,616
Old : 199,908: 40,257 28,152 40,291 73,985 31,216 685 0 1,008 47,412 16,258 2,673: 36,366 46,616
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 2,962: 294 -615 -568 -586 1,256 12 0 -12 1,647 782 -294: 627 2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 14.1 20.2 37.0 15.6 0.3 0.0 0.5 23.7 8.1 1.3: 18.2 23.3
Old : 100.0: 20.1 14.1 20.2 37.0 15.6 0.3 0.0 0.5 23.7 8.1 1.3: 18.2 23.3
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 : 36: 7 8 7 8 13 . 0 . 4 7 6:
Old : 36: 7 8 7 8 13 . 0 . 4 7 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 : 40.3 30.5 58.8 48.2 39.0 27.1 53.0 40.5
Old : 40.3 30.5 58.8 48.2 39.0 27.1 53.0 40.5
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 85,766: 6,299 7,255 6,565 23,361 35,357 14,142 892 7,667 4,143 508 7,635: 3,958 3,092
Old : 85,766: 6,299 7,255 6,565 23,361 35,357 14,142 892 7,667 4,143 508 7,635: 3,958 3,092
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -1,835: -71 -104 -217 -674 -1,075 -427 52 -62 -26 18 170: -127 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.5 7.7 27.2 41.2 16.5 1.0 8.9 4.8 0.6 8.9: 4.6 3.6
Old : 100.0: 7.3 8.5 7.7 27.2 41.2 16.5 1.0 8.9 4.8 0.6 8.9: 4.6 3.6
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 : 47: 4 4 10 9 18 10 . 9 7 4 9:
Old : 47: 4 4 10 9 18 10 . 9 7 4 9:
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 : 35.8 46.2 57.7 71.4 18.0 22.5 23.6 27.5
Old : 35.8 46.2 57.7 71.4 18.0 22.5 23.6 27.5
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 516,195: 68,543 60,265 45,411 86,339 264,964 0 2,128 17,896 35,768 0 72,877: 10,737 11,726
Old : 516,195: 68,543 60,265 45,411 86,339 264,964 0 2,128 17,896 35,768 0 72,877: 10,737 11,726
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 3,596: -1,336 -584 503 -905 -1,397 0 91 4,284 -411 0 2,391: -436 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 11.7 8.8 16.7 51.3 0.0 0.4 3.5 6.9 0.0 14.1: 2.1 2.3
Old : 100.0: 13.3 11.7 8.8 16.7 51.3 0.0 0.4 3.5 6.9 0.0 14.1: 2.1 2.3
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 : 50: 7 8 10 18 28 0 . . 13 0 13:
Old : 50: 7 8 10 18 28 0 . . 13 0 13:
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 26.1 50.8 43.7 8.4 6.0 13.7 10.2
Old : 30.4 26.1 50.8 43.7 8.4 6.0 13.7 10.2
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 19,631: 8,793 11,810 5,200 1,128 4,642 0 50 25 200 1,225 750: 21 1
Old : 19,631: 8,793 11,810 5,200 1,128 4,642 0 50 25 200 1,225 750: 21 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 3,103: 618 811 199 -94 2,086 0 0 0 0 100 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 60.2 26.5 5.7 23.6 0.0 0.3 0.1 1.0 6.2 3.8: 0.1 0.0
Old : 100.0: 44.8 60.2 26.5 5.7 23.6 0.0 0.3 0.1 1.0 6.2 3.8: 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 : 45: 18 16 7 7 13 0 . . . 4 .:
Old : 45: 18 16 7 7 13 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 : 34.5 41.6 55.7 65.3 26.5 34.0 38.5 43.3
Old : 34.5 41.6 55.7 65.3 26.5 34.0 38.5 43.3
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 61,272: 5,307 2,076 25,488 16,781 19,505 3,284 5,927 59 1,620 7,178 2,747: 3,262 6,999
Old : 61,272: 5,307 2,076 25,488 16,781 19,505 3,284 5,927 59 1,620 7,178 2,747: 3,262 6,999
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,091: 264 0 783 23 1,618 178 1,000 -164 720 0 940: -248 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.4 41.6 27.4 31.8 5.4 9.7 0.1 2.6 11.7 4.5: 5.3 11.4
Old : 100.0: 8.7 3.4 41.6 27.4 31.8 5.4 9.7 0.1 2.6 11.7 4.5: 5.3 11.4
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 : 31: 4 . 8 9 14 . . . . . 5:
Old : 31: 4 . 8 9 14 . . . . . 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 : 52.7 43.9 71.1 64.9 37.1 34.8 50.7 45.3
Old : 52.7 43.9 71.1 64.9 37.1 34.8 50.7 45.3
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 31,198: 200 2,515 12,163 11,252 11,170 3,686 1,127 970 0 875 1,075: 1,934 2,214
Old : 31,198: 200 2,515 12,163 11,252 11,170 3,686 1,127 970 0 875 1,075: 1,934 2,214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 2,224: 0 264 -55 1,635 648 1,054 0 -48 0 -700 675: -50 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.1 39.0 36.1 35.8 11.8 3.6 3.1 0.0 2.8 3.4: 6.2 7.1
Old : 100.0: 0.6 8.1 39.0 36.1 35.8 11.8 3.6 3.1 0.0 2.8 3.4: 6.2 7.1
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 : 23: . . 6 6 12 . . . 0 . .:
Old : 23: . . 6 6 12 . . . 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 56.6 69.2 73.7 40.0 33.1 49.7 44.5
Old : 53.9 56.6 69.2 73.7 40.0 33.1 49.7 44.5
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,270: 2,655 1,260 2,755 6,350 1,585 2,227 0 0 0 50 0: 48 25
Old : 9,270: 2,655 1,260 2,755 6,350 1,585 2,227 0 0 0 50 0: 48 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 0: 0 0 0 -30 30 0 0 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 13.6 29.7 68.5 17.1 24.0 0.0 0.0 0.0 0.5 0.0: 0.5 0.3
Old : 100.0: 28.6 13.6 29.7 68.5 17.1 24.0 0.0 0.0 0.0 0.5 0.0: 0.5 0.3
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 : 30: 8 8 5 8 4 . 0 0 0 . 0:
Old : 30: 8 8 5 8 4 . 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 : 60.1 76.1 83.4 88.6 59.1 62.5 73.2 73.3
Old : 60.1 76.1 83.4 88.6 59.1 62.5 73.2 73.3
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 26,736: 1,132 1,308 1,351 2,444 6,886 2,568 2,007 4,156 2,203 1,672 3,884: 4,555 4,378
Old : 26,736: 1,132 1,308 1,351 2,444 6,886 2,568 2,007 4,156 2,203 1,672 3,884: 4,555 4,378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 2,472: -2 63 -689 412 677 327 -388 863 5 -151 1,096: 196 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.9 5.1 9.1 25.8 9.6 7.5 15.5 8.2 6.3 14.5: 17.0 16.4
Old : 100.0: 4.2 4.9 5.1 9.1 25.8 9.6 7.5 15.5 8.2 6.3 14.5: 17.0 16.4
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 : 23: . . . 5 8 4 4 5 . . .:
Old : 23: . . . 5 8 4 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 : 47.7 43.5 66.9 62.1 20.8 15.0 22.9 22.2
Old : 47.7 43.5 66.9 62.1 20.8 15.0 22.9 22.2
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 17,472: 138 0 2,374 1,962 10,965 1,516 1,947 1,112 127 528 99: 1,142 859
Old : 17,472: 138 0 2,374 1,962 10,965 1,516 1,947 1,112 127 528 99: 1,142 859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -539: 1 0 -111 -610 -255 -54 62 -63 -23 221 -7: -27 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 13.6 11.2 62.8 8.7 11.1 6.4 0.7 3.0 0.6: 6.5 4.9
Old : 100.0: 0.8 0.0 13.6 11.2 62.8 8.7 11.1 6.4 0.7 3.0 0.6: 6.5 4.9
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 : 32: . 0 8 7 13 5 5 5 . 4 .:
Old : 32: . 0 8 7 13 5 5 5 . 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 : 45.2 43.1 69.0 65.6 15.3 14.3 20.2 20.9
Old : 45.2 43.1 69.0 65.6 15.3 14.3 20.2 20.9
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 95,167: 7,997 7,242 15,687 18,667 45,150 3,468 0 3,871 3,081 769 5,711: 10,203 13,757
Old : 95,167: 7,997 7,242 15,687 18,667 45,150 3,468 0 3,871 3,081 769 5,711: 10,203 13,757
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 798: 1,770 2,527 903 62 200 -772 0 458 -103 -16 -183: -1,474 -2,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 7.6 16.5 19.6 47.4 3.6 0.0 4.1 3.2 0.8 6.0: 10.7 14.5
Old : 100.0: 8.4 7.6 16.5 19.6 47.4 3.6 0.0 4.1 3.2 0.8 6.0: 10.7 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 : 27: 4 4 5 11 15 . 0 . 5 . 5:
Old : 27: 4 4 5 11 15 . 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 : 39.4 33.3 56.6 53.6 18.9 15.8 24.3 19.2
Old : 39.4 33.3 56.6 53.6 18.9 15.8 24.3 19.2
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 284,632: 103,107 187,154 30,733 9,865 16,568 66,165 5,585 22,965 12,474 15,354 13,595: 19,026 13,547
Old : 284,632: 103,107 187,154 30,733 9,865 16,568 66,165 5,585 22,965 12,474 15,354 13,595: 19,026 13,547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,143: -2,226 980 1,602 -827 1,121 817 -911 4,912 -242 -418 -1,048: -794 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 65.8 10.8 3.5 5.8 23.2 2.0 8.1 4.4 5.4 4.8: 6.7 4.8
Old : 100.0: 36.2 65.8 10.8 3.5 5.8 23.2 2.0 8.1 4.4 5.4 4.8: 6.7 4.8
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 : 201: 64 77 15 5 14 61 9 38 14 9 16:
Old : 201: 64 77 15 5 14 61 9 38 14 9 16:
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 : 15.2 21.5 23.7 36.2 9.9 14.8 16.6 22.1
Old : 15.2 21.5 23.7 36.2 9.9 14.8 16.6 22.1
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 19,880: 6,016 9,145 0 2,982 567 2,360 0 903 5,292 0 90: 4,652 6,193
Old : 19,880: 6,016 9,145 0 2,982 567 2,360 0 903 5,292 0 90: 4,652 6,193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 600: 176 398 -67 8 67 -150 0 0 561 0 0: 13 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 46.0 0.0 15.0 2.9 11.9 0.0 4.5 26.6 0.0 0.5: 23.4 31.2
Old : 100.0: 30.3 46.0 0.0 15.0 2.9 11.9 0.0 4.5 26.6 0.0 0.5: 23.4 31.2
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: 9 11 0 . . . 0 . 4 0 .:
Old : 22: 9 11 0 . . . 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 : 52.1 40.5 67.2 58.3 48.6 38.0 61.6 51.9
Old : 52.1 40.5 67.2 58.3 48.6 38.0 61.6 51.9
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,339: 4,230 4,680 1,226 543 1,313 0 0 0 400 633 150: 20 20
Old : 7,339: 4,230 4,680 1,226 543 1,313 0 0 0 400 633 150: 20 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 175: 379 329 0 50 -154 0 0 0 0 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 63.8 16.7 7.4 17.9 0.0 0.0 0.0 5.5 8.6 2.0: 0.3 0.3
Old : 100.0: 57.6 63.8 16.7 7.4 17.9 0.0 0.0 0.0 5.5 8.6 2.0: 0.3 0.3
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 : 41: 16 21 7 5 7 0 0 0 . . .:
Old : 41: 16 21 7 5 7 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 : 42.6 32.6 63.1 55.4 37.7 28.6 48.3 41.2
Old : 42.6 32.6 63.1 55.4 37.7 28.6 48.3 41.2
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 52,916: 46,672 27,362 3,608 23,690 1,396 575 134 0 0 0 0: 665 334
Old : 52,916: 46,672 27,362 3,608 23,690 1,396 575 134 0 0 0 0: 665 334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,601: 1,870 1,183 62 777 -335 0 0 0 0 0 0: 4 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 51.7 6.8 44.8 2.6 1.1 0.3 0.0 0.0 0.0 0.0: 1.3 0.6
Old : 100.0: 88.2 51.7 6.8 44.8 2.6 1.1 0.3 0.0 0.0 0.0 0.0: 1.3 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 : 56: 34 26 5 8 8 . . 0 0 0 0:
Old : 56: 34 26 5 8 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 : 58.9 55.8 72.6 70.6 58.3 54.1 67.1 66.7
Old : 58.9 55.8 72.6 70.6 58.3 54.1 67.1 66.7
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 13,295: 9,880 7,786 2,666 4,705 629 0 150 0 0 0 0: 120 25
Old : 13,295: 9,880 7,786 2,666 4,705 629 0 150 0 0 0 0: 120 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 219: -140 0 315 0 44 0 150 0 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 58.6 20.1 35.4 4.7 0.0 1.1 0.0 0.0 0.0 0.0: 0.9 0.2
Old : 100.0: 74.3 58.6 20.1 35.4 4.7 0.0 1.1 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 : 26: 10 13 8 . 4 0 . 0 0 0 0:
Old : 26: 10 13 8 . 4 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 : 64.0 77.3 82.8 90.7 46.5 67.0 63.5 72.5
Old : 64.0 77.3 82.8 90.7 46.5 67.0 63.5 72.5
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,490: 4,395 2,410 1,330 1,040 565 0 0 0 200 2,475 0: 0 0
Old : 6,490: 4,395 2,410 1,330 1,040 565 0 0 0 200 2,475 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 475: 50 200 200 150 75 0 0 0 150 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 37.1 20.5 16.0 8.7 0.0 0.0 0.0 3.1 38.1 0.0: 0.0 0.0
Old : 100.0: 67.7 37.1 20.5 16.0 8.7 0.0 0.0 0.0 3.1 38.1 0.0: 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 : 39: 20 11 7 4 7 0 0 0 . . 0:
Old : 39: 20 11 7 4 7 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 : 37.3 69.5 60.4 84.7 35.7 57.9 53.1 71.3
Old : 37.3 69.5 60.4 84.7 35.7 57.9 53.1 71.3
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 3,695: 1,897 2,395 456 277 843 0 0 0 9 0 78: 412 102
Old : 3,695: 1,897 2,395 456 277 843 0 0 0 9 0 78: 412 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 64.8 12.3 7.5 22.8 0.0 0.0 0.0 0.2 0.0 2.1: 11.2 2.8
Old : 100.0: 51.3 64.8 12.3 7.5 22.8 0.0 0.0 0.0 0.2 0.0 2.1: 11.2 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 : 22: 10 8 5 . . 0 0 0 . 0 .:
Old : 22: 10 8 5 . . 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 62.8 70.9 88.5 28.2 41.7 38.3 52.3
Old : 53.9 62.8 70.9 88.5 28.2 41.7 38.3 52.3
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 24,640: 15,109 13,334 5,557 3,615 2,279 0 3,597 0 752 779 933: 10 103
Old : 24,640: 15,109 13,334 5,557 3,615 2,279 0 3,597 0 752 779 933: 10 103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,146: 795 363 135 -75 216 0 0 0 0 642 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 54.1 22.6 14.7 9.2 0.0 14.6 0.0 3.1 3.2 3.8: 0.0 0.4
Old : 100.0: 61.3 54.1 22.6 14.7 9.2 0.0 14.6 0.0 3.1 3.2 3.8: 0.0 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 : 60: 24 28 9 8 11 0 . 0 . . 4:
Old : 60: 24 28 9 8 11 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 : 35.4 38.6 54.3 54.9 29.8 37.6 45.9 50.2
Old : 35.4 38.6 54.3 54.9 29.8 37.6 45.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Disaggregated Commitments of Traders - Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,370: 3,317 1,533 614 514 143 0 1,866 0 264 160 0: 32 154
Old : 4,370: 3,317 1,533 614 514 143 0 1,866 0 264 160 0: 32 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 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: 75.9 35.1 14.1 11.8 3.3 0.0 42.7 0.0 6.0 3.7 0.0: 0.7 3.5
Old : 100.0: 75.9 35.1 14.1 11.8 3.3 0.0 42.7 0.0 6.0 3.7 0.0: 0.7 3.5
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 : 21: 5 8 . 5 . 0 . 0 . . 0:
Old : 21: 5 8 . 5 . 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 : 86.0 60.1 98.5 84.0 76.5 60.0 84.3 74.9
Old : 86.0 60.1 98.5 84.0 76.5 60.0 84.3 74.9
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,387: 9,254 7,485 257 3,134 146 1,844 676 500 135 159 112: 139 175
Old : 12,387: 9,254 7,485 257 3,134 146 1,844 676 500 135 159 112: 139 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 784: 456 412 0 51 75 165 91 0 0 -5 0: 88 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 60.4 2.1 25.3 1.2 14.9 5.5 4.0 1.1 1.3 0.9: 1.1 1.4
Old : 100.0: 74.7 60.4 2.1 25.3 1.2 14.9 5.5 4.0 1.1 1.3 0.9: 1.1 1.4
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 : 45: 23 20 . 8 5 . . . . . .:
Old : 45: 23 20 . 8 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 : 46.5 43.4 69.8 69.1 46.5 40.3 64.6 61.1
Old : 46.5 43.4 69.8 69.1 46.5 40.3 64.6 61.1
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 33,135: 14,945 16,841 3,460 9,696 2,983 25 2,321 175 10,696 75 641: 210 403
Old : 33,135: 14,945 16,841 3,460 9,696 2,983 25 2,321 175 10,696 75 641: 210 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 295: 430 175 0 60 -60 0 120 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 50.8 10.4 29.3 9.0 0.1 7.0 0.5 32.3 0.2 1.9: 0.6 1.2
Old : 100.0: 45.1 50.8 10.4 29.3 9.0 0.1 7.0 0.5 32.3 0.2 1.9: 0.6 1.2
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 : 52: 15 22 8 10 9 . . . 5 . 4:
Old : 52: 15 22 8 10 9 . . . 5 . 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 : 62.3 49.3 73.8 64.5 58.8 48.0 67.3 59.5
Old : 62.3 49.3 73.8 64.5 58.8 48.0 67.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011