GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 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 : 46,754: 33,542 40,869 7,455 375 5,201 0 0 0 394 0 0: 162 309
Old : 46,754: 33,542 40,869 7,455 375 5,201 0 0 0 394 0 0: 162 309
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 764: 484 1,154 597 -91 -266 0 0 0 0 0 0: -51 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 87.4 15.9 0.8 11.1 0.0 0.0 0.0 0.8 0.0 0.0: 0.3 0.7
Old : 100.0: 71.7 87.4 15.9 0.8 11.1 0.0 0.0 0.0 0.8 0.0 0.0: 0.3 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: 27 37 13 . 11 0 0 0 . 0 0:
Old : 61: 27 37 13 . 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 : 36.0 33.0 60.2 50.4 16.7 15.4 24.9 24.2
Old : 36.0 33.0 60.2 50.4 16.7 15.4 24.9 24.2
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 27, 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 : 18,619: 14,213 15,877 1,856 230 2,423 0 0 0 0 0 0: 127 89
Old : 18,619: 14,213 15,877 1,856 230 2,423 0 0 0 0 0 0: 127 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -133: -294 -65 256 0 -73 0 0 0 0 0 0: -22 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 85.3 10.0 1.2 13.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.5
Old : 100.0: 76.3 85.3 10.0 1.2 13.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 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 : 34: 19 23 5 . 5 0 0 0 0 0 0:
Old : 34: 19 23 5 . 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 : 42.9 45.1 75.2 70.8 14.6 13.8 20.5 19.2
Old : 42.9 45.1 75.2 70.8 14.6 13.8 20.5 19.2
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 27, 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 : 11,010: 6,461 6,480 616 417 2,680 0 0 0 160 483 155: 938 795
Old : 11,010: 6,461 6,480 616 417 2,680 0 0 0 160 483 155: 938 795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 95: 80 150 -24 13 -57 0 0 0 19 25 0: 77 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 58.9 5.6 3.8 24.3 0.0 0.0 0.0 1.5 4.4 1.4: 8.5 7.2
Old : 100.0: 58.7 58.9 5.6 3.8 24.3 0.0 0.0 0.0 1.5 4.4 1.4: 8.5 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 : 46: 24 29 6 7 13 0 0 0 . . .:
Old : 46: 24 29 6 7 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 : 33.1 26.5 51.5 41.9 14.2 9.0 17.4 13.7
Old : 33.1 26.5 51.5 41.9 14.2 9.0 17.4 13.7
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 27, 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 : 6,966: 3,750 4,745 987 224 795 0 46 25 478 0 342: 589 789
Old : 6,966: 3,750 4,745 987 224 795 0 46 25 478 0 342: 589 789
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 221: 129 144 4 -8 51 0 0 0 25 -40 55: -43 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 68.1 14.2 3.2 11.4 0.0 0.7 0.4 6.9 0.0 4.9: 8.5 11.3
Old : 100.0: 53.8 68.1 14.2 3.2 11.4 0.0 0.7 0.4 6.9 0.0 4.9: 8.5 11.3
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 : 53: 31 32 8 4 11 0 . . . 0 .:
Old : 53: 31 32 8 4 11 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 : 28.3 29.1 43.7 45.5 18.0 28.0 29.0 35.0
Old : 28.3 29.1 43.7 45.5 18.0 28.0 29.0 35.0
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 27, 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 : 3,891: 2,547 1,911 409 382 292 105 0 0 21 0 62: 455 1,244
Old : 3,891: 2,547 1,911 409 382 292 105 0 0 21 0 62: 455 1,244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 5: 5 -10 0 0 0 0 0 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 49.1 10.5 9.8 7.5 2.7 0.0 0.0 0.5 0.0 1.6: 11.7 32.0
Old : 100.0: 65.5 49.1 10.5 9.8 7.5 2.7 0.0 0.0 0.5 0.0 1.6: 11.7 32.0
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 : 23: 12 15 . 4 6 . 0 0 . 0 .:
Old : 23: 12 15 . 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 : 54.1 30.6 69.0 47.5 45.2 18.6 50.3 26.3
Old : 54.1 30.6 69.0 47.5 45.2 18.6 50.3 26.3
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 27, 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 : 3,095: 1,533 1,504 149 245 484 0 0 0 140 528 6: 783 328
Old : 3,095: 1,533 1,504 149 245 484 0 0 0 140 528 6: 783 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 40: 20 0 5 0 0 0 0 0 0 35 0: 15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 48.6 4.8 7.9 15.6 0.0 0.0 0.0 4.5 17.1 0.2: 25.3 10.6
Old : 100.0: 49.5 48.6 4.8 7.9 15.6 0.0 0.0 0.0 4.5 17.1 0.2: 25.3 10.6
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 : 31: 14 15 4 . 6 0 0 0 . . .:
Old : 31: 14 15 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 : 22.7 41.2 39.4 62.0 19.4 32.2 29.3 43.7
Old : 22.7 41.2 39.4 62.0 19.4 32.2 29.3 43.7
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, December 27, 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 : 1,490: 520 871 100 35 227 0 0 0 40 38 30: 573 289
Old : 1,490: 520 871 100 35 227 0 0 0 40 38 30: 573 289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 58.5 6.7 2.3 15.2 0.0 0.0 0.0 2.7 2.6 2.0: 38.5 19.4
Old : 100.0: 34.9 58.5 6.7 2.3 15.2 0.0 0.0 0.0 2.7 2.6 2.0: 38.5 19.4
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: 11 11 . . 4 0 0 0 . . .:
Old : 20: 11 11 . . 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 : 33.9 44.6 48.5 59.3 21.9 37.8 29.2 47.4
Old : 33.9 44.6 48.5 59.3 21.9 37.8 29.2 47.4
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 27, 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 : 9,280: 7,711 8,408 983 326 415 0 0 0 0 0 0: 171 131
Old : 9,280: 7,711 8,408 983 326 415 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 20, 2011 :
: 175: 0 175 175 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 90.6 10.6 3.5 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 1.4
Old : 100.0: 83.1 90.6 10.6 3.5 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 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 : 27: 14 12 . 4 . 0 0 0 0 0 0:
Old : 27: 14 12 . 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 : 50.3 76.0 79.7 90.0 45.3 63.9 67.9 69.7
Old : 50.3 76.0 79.7 90.0 45.3 63.9 67.9 69.7
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 27, 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 : 24,585: 18,619 19,586 2,838 1,423 3,002 0 0 0 0 448 126: 0 0
Old : 24,585: 18,619 19,586 2,838 1,423 3,002 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 20, 2011 :
: 282: 332 132 -200 0 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 79.7 11.5 5.8 12.2 0.0 0.0 0.0 0.0 1.8 0.5: 0.0 0.0
Old : 100.0: 75.7 79.7 11.5 5.8 12.2 0.0 0.0 0.0 0.0 1.8 0.5: 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 : 36: 17 16 6 5 10 0 0 0 0 . .:
Old : 36: 17 16 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 : 43.8 47.7 64.1 69.9 24.6 27.3 37.3 35.8
Old : 43.8 47.7 64.1 69.9 24.6 27.3 37.3 35.8
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 27, 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 : 302,028: 103,377 167,387 49,416 7,484 22,378 33,553 13,909 19,347 10,568 19,362 22,578: 40,811 29,583
Old : 302,028: 103,377 167,387 49,416 7,484 22,378 33,553 13,909 19,347 10,568 19,362 22,578: 40,811 29,583
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -7,494: 1,677 4,882 -1,646 550 -2,833 1,857 -1,395 1,223 -1,179 -175 -7,765: 1,171 -1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 55.4 16.4 2.5 7.4 11.1 4.6 6.4 3.5 6.4 7.5: 13.5 9.8
Old : 100.0: 34.2 55.4 16.4 2.5 7.4 11.1 4.6 6.4 3.5 6.4 7.5: 13.5 9.8
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 : 152: 58 72 13 4 15 25 12 21 9 9 14:
Old : 152: 58 72 13 4 15 25 12 21 9 9 14:
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 : 13.0 19.5 23.0 31.9 9.1 11.5 16.3 17.4
Old : 13.0 19.5 23.0 31.9 9.1 11.5 16.3 17.4
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 27, 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 : 48,352: 12,704 10,497 8,034 1,453 10,413 0 0 0 0 9,317 15,799: 1,402 873
Old : 48,352: 12,704 10,497 8,034 1,453 10,413 0 0 0 0 9,317 15,799: 1,402 873
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -18: 6 -282 264 -211 73 0 0 0 -30 730 -336: 5 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 21.7 16.6 3.0 21.5 0.0 0.0 0.0 0.0 19.3 32.7: 2.9 1.8
Old : 100.0: 26.3 21.7 16.6 3.0 21.5 0.0 0.0 0.0 0.0 19.3 32.7: 2.9 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 : 44.6 54.6 69.7 74.4 23.0 20.7 26.8 26.2
Old : 44.6 54.6 69.7 74.4 23.0 20.7 26.8 26.2
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 27, 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 : 14,120: 9,478 7,915 1,028 1,223 3,064 100 0 0 300 1,618 150: 0 150
Old : 14,120: 9,478 7,915 1,028 1,223 3,064 100 0 0 300 1,618 150: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 1,016: 595 358 53 -16 518 0 0 0 0 306 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 56.1 7.3 8.7 21.7 0.7 0.0 0.0 2.1 11.5 1.1: 0.0 1.1
Old : 100.0: 67.1 56.1 7.3 8.7 21.7 0.7 0.0 0.0 2.1 11.5 1.1: 0.0 1.1
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 : 67: 35 32 8 4 9 . 0 0 4 5 .:
Old : 67: 35 32 8 4 9 . 0 0 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 : 27.5 25.4 45.0 42.1 21.6 17.0 33.4 30.1
Old : 27.5 25.4 45.0 42.1 21.6 17.0 33.4 30.1
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 27, 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 : 9,396: 5,555 6,004 1,170 1,087 1,580 683 0 0 250 580 0: 158 145
Old : 9,396: 5,555 6,004 1,170 1,087 1,580 683 0 0 250 580 0: 158 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 414: -84 429 170 -505 415 -87 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 63.9 12.5 11.6 16.8 7.3 0.0 0.0 2.7 6.2 0.0: 1.7 1.5
Old : 100.0: 59.1 63.9 12.5 11.6 16.8 7.3 0.0 0.0 2.7 6.2 0.0: 1.7 1.5
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 : 43: 17 13 6 5 9 4 0 0 . 4 0:
Old : 43: 17 13 6 5 9 4 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 : 39.9 44.5 56.3 63.0 27.5 34.6 40.0 47.6
Old : 39.9 44.5 56.3 63.0 27.5 34.6 40.0 47.6
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 27, 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 : 9,798: 7,053 6,531 0 589 85 791 96 229 323 1,038 723: 594 507
Old : 9,798: 7,053 6,531 0 589 85 791 96 229 323 1,038 723: 594 507
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -74: -20 -16 0 27 -6 7 18 8 -27 -103 10: -46 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 66.7 0.0 6.0 0.9 8.1 1.0 2.3 3.3 10.6 7.4: 6.1 5.2
Old : 100.0: 72.0 66.7 0.0 6.0 0.9 8.1 1.0 2.3 3.3 10.6 7.4: 6.1 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 : 32: 17 16 0 . . . . . 4 . 4:
Old : 32: 17 16 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 : 50.5 51.9 67.6 74.1 25.3 22.6 34.1 35.0
Old : 50.5 51.9 67.6 74.1 25.3 22.6 34.1 35.0
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 27, 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 : 14,435: 13,314 12,159 2 517 512 18 0 40 290 929 154: 105 124
Old : 14,435: 13,314 12,159 2 517 512 18 0 40 290 929 154: 105 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -506: -711 -384 2 -181 145 0 0 0 97 -87 16: -54 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 84.2 0.0 3.6 3.5 0.1 0.0 0.3 2.0 6.4 1.1: 0.7 0.9
Old : 100.0: 92.2 84.2 0.0 3.6 3.5 0.1 0.0 0.3 2.0 6.4 1.1: 0.7 0.9
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 : 56: 35 35 . . . . 0 . . 6 4:
Old : 56: 35 35 . . . . 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 : 34.0 28.2 53.6 50.5 20.7 24.4 32.0 35.7
Old : 34.0 28.2 53.6 50.5 20.7 24.4 32.0 35.7
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 27, 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 : 2,656: 1,807 1,934 30 84 26 101 0 51 62 93 0: 579 468
Old : 2,656: 1,807 1,934 30 84 26 101 0 51 62 93 0: 579 468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 74: 92 154 30 0 20 -12 0 -5 0 0 0: -51 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 72.8 1.1 3.2 1.0 3.8 0.0 1.9 2.3 3.5 0.0: 21.8 17.6
Old : 100.0: 68.0 72.8 1.1 3.2 1.0 3.8 0.0 1.9 2.3 3.5 0.0: 21.8 17.6
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 : 29: 21 21 . . . . 0 . . . 0:
Old : 29: 21 21 . . . . 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 32.3 44.9 46.9 16.9 18.3 23.8 24.6
Old : 26.3 32.3 44.9 46.9 16.9 18.3 23.8 24.6
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 27, 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 : 1,843: 1,077 1,093 302 0 26 0 0 0 45 415 0: 393 309
Old : 1,843: 1,077 1,093 302 0 26 0 0 0 45 415 0: 393 309
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 156: 24 79 132 0 0 0 0 0 -48 100 -25: 73 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 59.3 16.4 0.0 1.4 0.0 0.0 0.0 2.4 22.5 0.0: 21.3 16.8
Old : 100.0: 58.4 59.3 16.4 0.0 1.4 0.0 0.0 0.0 2.4 22.5 0.0: 21.3 16.8
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 : 31: 21 21 . 0 . 0 0 0 . . 0:
Old : 31: 21 21 . 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 : 31.3 36.0 50.9 50.7 29.3 34.0 44.2 46.2
Old : 31.3 36.0 50.9 50.7 29.3 34.0 44.2 46.2
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 27, 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 : 448,245: 137,378 135,465 32,715 71,413 75,159 31,504 16,123 21,221 14,685 1,905 86,153: 49,430 40,806
Old : 448,245: 137,378 135,465 32,715 71,413 75,159 31,504 16,123 21,221 14,685 1,905 86,153: 49,430 40,806
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -2,118: -1,259 -26 -2,840 955 3,032 3,964 2,157 -1,887 287 -561 1,342: -4,757 -7,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 30.2 7.3 15.9 16.8 7.0 3.6 4.7 3.3 0.4 19.2: 11.0 9.1
Old : 100.0: 30.6 30.2 7.3 15.9 16.8 7.0 3.6 4.7 3.3 0.4 19.2: 11.0 9.1
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 : 116: 33 32 9 19 23 15 8 14 22 5 27:
Old : 116: 33 32 9 19 23 15 8 14 22 5 27:
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 : 19.6 19.3 32.1 32.1 9.1 10.2 13.6 15.2
Old : 19.6 19.3 32.1 32.1 9.1 10.2 13.6 15.2
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 27, 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 : 2,241,970: 239,642 358,211 199,836 309,871 644,876 231,779 39,313 294,747 90,723 72,911 452,619: 87,749 69,422
Old : 2,241,970: 239,642 358,211 199,836 309,871 644,876 231,779 39,313 294,747 90,723 72,911 452,619: 87,749 69,422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 34,441: 2,297 594 286 7,270 1,810 13,980 396 4,616 -5,136 3,149 13,876: 2,711 2,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.0 8.9 13.8 28.8 10.3 1.8 13.1 4.0 3.3 20.2: 3.9 3.1
Old : 100.0: 10.7 16.0 8.9 13.8 28.8 10.3 1.8 13.1 4.0 3.3 20.2: 3.9 3.1
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 : 343: 45 51 17 33 42 88 32 78 51 56 95:
Old : 343: 45 51 17 33 42 88 32 78 51 56 95:
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 : 20.0 14.3 30.1 26.5 9.5 7.4 12.9 11.7
Old : 20.0 14.3 30.1 26.5 9.5 7.4 12.9 11.7
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 27, 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 : 171,695: 49,654 106,653 13,310 13,328 9,003 164 11,686 7,032 70,321 697 20,957: 1,255 2,340
Old : 171,695: 49,654 106,653 13,310 13,328 9,003 164 11,686 7,032 70,321 697 20,957: 1,255 2,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -154: -3,019 1,067 150 -330 -1,066 -136 -237 -471 3,159 -20 1,285: -56 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 62.1 7.8 7.8 5.2 0.1 6.8 4.1 41.0 0.4 12.2: 0.7 1.4
Old : 100.0: 28.9 62.1 7.8 7.8 5.2 0.1 6.8 4.1 41.0 0.4 12.2: 0.7 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 : 31: 12 11 . 5 7 . . 4 . . 5:
Old : 31: 12 11 . 5 7 . . 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 : 73.8 62.8 87.3 78.2 59.8 57.1 68.3 65.4
Old : 73.8 62.8 87.3 78.2 59.8 57.1 68.3 65.4
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 27, 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 : 200,860: 41,234 28,327 39,183 74,082 31,772 1,273 0 426 47,984 15,054 2,761: 36,227 48,438
Old : 200,860: 41,234 28,327 39,183 74,082 31,772 1,273 0 426 47,984 15,054 2,761: 36,227 48,438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 293: 279 3 -861 -51 615 348 0 -342 755 -330 -29: -472 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 14.1 19.5 36.9 15.8 0.6 0.0 0.2 23.9 7.5 1.4: 18.0 24.1
Old : 100.0: 20.5 14.1 19.5 36.9 15.8 0.6 0.0 0.2 23.9 7.5 1.4: 18.0 24.1
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 : 35: 8 8 7 8 13 . 0 . 4 6 7:
Old : 35: 8 8 7 8 13 . 0 . 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 : 40.6 30.6 58.9 47.9 39.0 26.7 52.6 39.7
Old : 40.6 30.6 58.9 47.9 39.0 26.7 52.6 39.7
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 27, 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 : 84,960: 6,306 7,245 6,623 23,224 34,783 13,777 681 7,592 3,918 508 7,817: 4,144 3,110
Old : 84,960: 6,306 7,245 6,623 23,224 34,783 13,777 681 7,592 3,918 508 7,817: 4,144 3,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 1,359: 215 197 740 1,109 -195 71 -232 68 47 25 180: 233 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.5 7.8 27.3 40.9 16.2 0.8 8.9 4.6 0.6 9.2: 4.9 3.7
Old : 100.0: 7.4 8.5 7.8 27.3 40.9 16.2 0.8 8.9 4.6 0.6 9.2: 4.9 3.7
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 : 44: 4 4 10 9 18 8 . 7 5 . 9:
Old : 44: 4 4 10 9 18 8 . 7 5 . 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 : 35.7 46.4 57.6 71.6 17.9 22.9 23.5 27.6
Old : 35.7 46.4 57.6 71.6 17.9 22.9 23.5 27.6
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 27, 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 : 513,956: 67,494 60,199 46,302 82,068 267,908 0 2,149 17,011 31,618 227 73,019: 10,604 11,374
Old : 513,956: 67,494 60,199 46,302 82,068 267,908 0 2,149 17,011 31,618 227 73,019: 10,604 11,374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 7,157: 697 538 717 1,001 4,544 0 151 -32 250 -17 835: 147 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 11.7 9.0 16.0 52.1 0.0 0.4 3.3 6.2 0.0 14.2: 2.1 2.2
Old : 100.0: 13.1 11.7 9.0 16.0 52.1 0.0 0.4 3.3 6.2 0.0 14.2: 2.1 2.2
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 : 50: 7 8 10 18 28 0 . . 12 . 13:
Old : 50: 7 8 10 18 28 0 . . 12 . 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 : 30.6 26.0 51.0 43.7 8.1 5.7 13.4 10.0
Old : 30.6 26.0 51.0 43.7 8.1 5.7 13.4 10.0
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 27, 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 : 21,508: 10,229 12,750 5,321 1,570 4,962 0 25 25 200 1,425 750: 21 1
Old : 21,508: 10,229 12,750 5,321 1,570 4,962 0 25 25 200 1,425 750: 21 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -331: -26 43 69 0 -374 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 59.3 24.7 7.3 23.1 0.0 0.1 0.1 0.9 6.6 3.5: 0.1 0.0
Old : 100.0: 47.6 59.3 24.7 7.3 23.1 0.0 0.1 0.1 0.9 6.6 3.5: 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 : 47: 19 17 7 8 14 0 . . . 4 .:
Old : 47: 19 17 7 8 14 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 : 35.9 38.9 56.0 59.9 23.2 31.1 36.3 40.5
Old : 35.9 38.9 56.0 59.9 23.2 31.1 36.3 40.5
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 27, 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 : 59,216: 4,628 1,920 25,791 17,547 17,550 3,215 4,927 59 1,485 7,092 2,787: 3,701 7,334
Old : 59,216: 4,628 1,920 25,791 17,547 17,550 3,215 4,927 59 1,485 7,092 2,787: 3,701 7,334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -561: 0 0 -959 0 278 109 -1,235 0 0 -44 40: -29 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.2 43.6 29.6 29.6 5.4 8.3 0.1 2.5 12.0 4.7: 6.3 12.4
Old : 100.0: 7.8 3.2 43.6 29.6 29.6 5.4 8.3 0.1 2.5 12.0 4.7: 6.3 12.4
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 : 29: . . 8 9 14 . . . . . 5:
Old : 29: . . 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 : 53.4 44.9 70.0 64.6 38.9 37.9 52.6 47.8
Old : 53.4 44.9 70.0 64.6 38.9 37.9 52.6 47.8
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 27, 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 : 30,131: 200 2,515 12,160 10,713 9,894 2,703 1,127 1,816 0 875 1,075: 2,283 2,116
Old : 30,131: 200 2,515 12,160 10,713 9,894 2,703 1,127 1,816 0 875 1,075: 2,283 2,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -553: 0 0 -133 -836 183 -1,102 0 100 0 0 0: 399 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.3 40.4 35.6 32.8 9.0 3.7 6.0 0.0 2.9 3.6: 7.6 7.0
Old : 100.0: 0.7 8.3 40.4 35.6 32.8 9.0 3.7 6.0 0.0 2.9 3.6: 7.6 7.0
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 : 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 : 51.1 52.7 68.6 70.4 41.2 32.1 49.3 42.8
Old : 51.1 52.7 68.6 70.4 41.2 32.1 49.3 42.8
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 27, 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 20, 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: 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 27, 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 : 23,386: 743 1,885 2,340 2,113 5,412 2,271 1,607 3,849 2,749 2,181 2,336: 3,686 4,002
Old : 23,386: 743 1,885 2,340 2,113 5,412 2,271 1,607 3,849 2,749 2,181 2,336: 3,686 4,002
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -349: 20 17 -239 41 -116 -6 -231 -105 -10 196 -167: 274 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.1 10.0 9.0 23.1 9.7 6.9 16.5 11.8 9.3 10.0: 15.8 17.1
Old : 100.0: 3.2 8.1 10.0 9.0 23.1 9.7 6.9 16.5 11.8 9.3 10.0: 15.8 17.1
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: . . . 4 8 4 4 5 . . .:
Old : 23: . . . 4 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 : 53.3 40.2 69.1 60.2 30.3 20.2 31.4 29.5
Old : 53.3 40.2 69.1 60.2 30.3 20.2 31.4 29.5
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 27, 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 : 16,075: 140 0 2,439 2,161 9,920 1,362 1,559 1,020 167 415 94: 932 905
Old : 16,075: 140 0 2,439 2,161 9,920 1,362 1,559 1,020 167 415 94: 932 905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -1,482: -17 0 -265 -68 -898 -67 -143 -94 -5 -190 -2: -134 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 15.2 13.4 61.7 8.5 9.7 6.3 1.0 2.6 0.6: 5.8 5.6
Old : 100.0: 0.9 0.0 15.2 13.4 61.7 8.5 9.7 6.3 1.0 2.6 0.6: 5.8 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 : 32: . 0 8 7 13 5 4 4 . 4 .:
Old : 32: . 0 8 7 13 5 4 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 : 46.4 44.0 70.7 67.2 16.0 17.1 21.3 22.8
Old : 46.4 44.0 70.7 67.2 16.0 17.1 21.3 22.8
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 27, 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 : 94,771: 9,010 9,137 16,977 18,893 44,468 2,239 0 4,105 2,803 255 6,004: 9,164 11,908
Old : 94,771: 9,010 9,137 16,977 18,893 44,468 2,239 0 4,105 2,803 255 6,004: 9,164 11,908
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -330: -79 -95 903 453 -738 -440 0 -67 -148 79 76: 165 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.6 17.9 19.9 46.9 2.4 0.0 4.3 3.0 0.3 6.3: 9.7 12.6
Old : 100.0: 9.5 9.6 17.9 19.9 46.9 2.4 0.0 4.3 3.0 0.3 6.3: 9.7 12.6
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 : 29: 5 6 5 11 15 . 0 . 5 . 5:
Old : 29: 5 6 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 : 38.4 34.2 55.7 54.3 19.0 16.0 24.4 19.5
Old : 38.4 34.2 55.7 54.3 19.0 16.0 24.4 19.5
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 27, 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 : 284,003: 103,267 189,970 32,842 9,192 15,894 67,205 5,917 19,585 12,185 17,425 11,135: 21,890 14,885
Old : 284,003: 103,267 189,970 32,842 9,192 15,894 67,205 5,917 19,585 12,185 17,425 11,135: 21,890 14,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -11,115: -13,356 -2,754 132 -660 -1,174 5,156 -2,332 -2,283 -322 1,073 -1,888: 2,621 -1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 66.9 11.6 3.2 5.6 23.7 2.1 6.9 4.3 6.1 3.9: 7.7 5.2
Old : 100.0: 36.4 66.9 11.6 3.2 5.6 23.7 2.1 6.9 4.3 6.1 3.9: 7.7 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 : 184: 62 68 14 . 10 60 10 33 12 8 11:
Old : 184: 62 68 14 . 10 60 10 33 12 8 11:
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 : 14.7 23.2 23.7 38.1 9.8 15.6 16.6 23.0
Old : 14.7 23.2 23.7 38.1 9.8 15.6 16.6 23.0
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, December 27, 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 : 20,735: 5,958 9,868 0 2,924 625 2,610 0 1,053 5,152 0 90: 5,247 6,175
Old : 20,735: 5,958 9,868 0 2,924 625 2,610 0 1,053 5,152 0 90: 5,247 6,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 575: -58 575 0 -58 58 500 0 0 -176 0 0: 251 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 47.6 0.0 14.1 3.0 12.6 0.0 5.1 24.8 0.0 0.4: 25.3 29.8
Old : 100.0: 28.7 47.6 0.0 14.1 3.0 12.6 0.0 5.1 24.8 0.0 0.4: 25.3 29.8
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: 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 : 52.4 41.7 66.4 59.4 47.1 39.3 59.3 53.3
Old : 52.4 41.7 66.4 59.4 47.1 39.3 59.3 53.3
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, December 27, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1000 U.S. Barrels) :
: : Positions :
All : 9,846: 7,880 8,341 934 0 133 0 0 0 0 0 0: 899 1,372
Old : 9,846: 7,880 8,341 934 0 133 0 0 0 0 0 0: 899 1,372
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 45: 68 43 125 0 -75 0 0 0 0 0 0: -73 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 84.7 9.5 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 13.9
Old : 100.0: 80.0 84.7 9.5 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 13.9
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 : 20: 15 14 . 0 . 0 0 0 0 0 0:
Old : 20: 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 : 42.3 48.2 67.4 71.5 40.5 43.0 61.3 57.3
Old : 42.3 48.2 67.4 71.5 40.5 43.0 61.3 57.3
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 27, 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 : 8,330: 4,579 5,045 1,684 548 1,497 0 0 0 450 1,120 100: 20 20
Old : 8,330: 4,579 5,045 1,684 548 1,497 0 0 0 450 1,120 100: 20 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 600: 424 298 76 0 50 0 0 0 50 252 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 60.6 20.2 6.6 18.0 0.0 0.0 0.0 5.4 13.4 1.2: 0.2 0.2
Old : 100.0: 55.0 60.6 20.2 6.6 18.0 0.0 0.0 0.0 5.4 13.4 1.2: 0.2 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 : 42: 16 22 7 5 7 0 0 0 . . .:
Old : 42: 16 22 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 : 39.4 35.1 62.2 56.8 32.3 29.1 46.4 39.3
Old : 39.4 35.1 62.2 56.8 32.3 29.1 46.4 39.3
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 27, 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 : 52,440: 45,710 27,974 4,090 22,860 1,093 500 134 0 0 0 0: 1,047 379
Old : 52,440: 45,710 27,974 4,090 22,860 1,093 500 134 0 0 0 0: 1,047 379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -375: -245 219 -35 -499 -95 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 53.3 7.8 43.6 2.1 1.0 0.3 0.0 0.0 0.0 0.0: 2.0 0.7
Old : 100.0: 87.2 53.3 7.8 43.6 2.1 1.0 0.3 0.0 0.0 0.0 0.0: 2.0 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 : 57: 33 29 6 8 8 . . 0 0 0 0:
Old : 57: 33 29 6 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 : 56.2 56.1 69.8 70.4 54.5 54.6 64.1 65.5
Old : 56.2 56.1 69.8 70.4 54.5 54.6 64.1 65.5
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 27, 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 : 14,059: 9,628 8,661 3,482 4,511 587 0 150 0 0 0 0: 362 150
Old : 14,059: 9,628 8,661 3,482 4,511 587 0 150 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: December 20, 2011 :
: 30: -50 0 50 0 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 61.6 24.8 32.1 4.2 0.0 1.1 0.0 0.0 0.0 0.0: 2.6 1.1
Old : 100.0: 68.5 61.6 24.8 32.1 4.2 0.0 1.1 0.0 0.0 0.0 0.0: 2.6 1.1
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 : 27: 10 14 8 . 4 0 . 0 0 0 0:
Old : 27: 10 14 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 : 60.0 73.8 80.2 87.7 43.8 63.8 58.7 69.9
Old : 60.0 73.8 80.2 87.7 43.8 63.8 58.7 69.9
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 27, 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 : 7,065: 4,395 2,560 1,790 950 680 0 0 0 200 2,875 0: 0 0
Old : 7,065: 4,395 2,560 1,790 950 680 0 0 0 200 2,875 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -25: 0 0 -5 -5 -20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 36.2 25.3 13.4 9.6 0.0 0.0 0.0 2.8 40.7 0.0: 0.0 0.0
Old : 100.0: 62.2 36.2 25.3 13.4 9.6 0.0 0.0 0.0 2.8 40.7 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 : 41: 20 11 7 4 7 0 0 0 . 4 0:
Old : 41: 20 11 7 4 7 0 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 : 37.1 70.9 59.7 85.2 35.7 60.3 52.2 72.0
Old : 37.1 70.9 59.7 85.2 35.7 60.3 52.2 72.0
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 27, 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 20, 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: 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 27, 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 : 26,278: 16,464 14,595 5,622 3,728 2,462 0 3,597 0 720 779 1,000: 10 117
Old : 26,278: 16,464 14,595 5,622 3,728 2,462 0 3,597 0 720 779 1,000: 10 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 259: 224 96 0 96 0 0 0 0 -32 0 67: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 55.5 21.4 14.2 9.4 0.0 13.7 0.0 2.7 3.0 3.8: 0.0 0.4
Old : 100.0: 62.7 55.5 21.4 14.2 9.4 0.0 13.7 0.0 2.7 3.0 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 : 62: 25 29 8 9 11 0 . 0 . . 5:
Old : 62: 25 29 8 9 11 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 : 36.1 37.7 54.0 53.0 31.3 37.1 47.1 48.8
Old : 36.1 37.7 54.0 53.0 31.3 37.1 47.1 48.8
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 27, 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 : 4,396: 3,343 1,583 614 514 143 0 1,866 0 264 160 0: 32 130
Old : 4,396: 3,343 1,583 614 514 143 0 1,866 0 264 160 0: 32 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -24: -24 0 0 0 0 0 0 0 0 0 0: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 36.0 14.0 11.7 3.3 0.0 42.4 0.0 6.0 3.6 0.0: 0.7 3.0
Old : 100.0: 76.0 36.0 14.0 11.7 3.3 0.0 42.4 0.0 6.0 3.6 0.0: 0.7 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 : 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 : 86.1 59.7 98.5 83.5 76.6 59.7 84.3 75.1
Old : 86.1 59.7 98.5 83.5 76.6 59.7 84.3 75.1
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 27, 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 : 13,449: 10,309 8,784 352 3,222 146 1,844 511 500 135 159 112: 51 15
Old : 13,449: 10,309 8,784 352 3,222 146 1,844 511 500 135 159 112: 51 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 614: 614 436 0 133 0 0 45 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 65.3 2.6 24.0 1.1 13.7 3.8 3.7 1.0 1.2 0.8: 0.4 0.1
Old : 100.0: 76.7 65.3 2.6 24.0 1.1 13.7 3.8 3.7 1.0 1.2 0.8: 0.4 0.1
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 : 45: 24 20 . 8 5 . . . . . .:
Old : 45: 24 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 : 42.2 45.5 66.6 69.1 42.2 43.2 60.7 62.4
Old : 42.2 45.5 66.6 69.1 42.2 43.2 60.7 62.4
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 27, 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 : 33,293: 14,929 16,813 3,460 9,882 2,983 25 2,321 175 10,846 75 665: 210 379
Old : 33,293: 14,929 16,813 3,460 9,882 2,983 25 2,321 175 10,846 75 665: 210 379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -75: -99 0 0 -75 0 0 0 0 0 0 24: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 50.5 10.4 29.7 9.0 0.1 7.0 0.5 32.6 0.2 2.0: 0.6 1.1
Old : 100.0: 44.8 50.5 10.4 29.7 9.0 0.1 7.0 0.5 32.6 0.2 2.0: 0.6 1.1
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 : 52: 14 22 8 10 9 . . . 5 . 5:
Old : 52: 14 22 8 10 9 . . . 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 : 62.4 49.3 74.0 64.4 59.7 48.0 68.2 59.3
Old : 62.4 49.3 74.0 64.4 59.7 48.0 68.2 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011