Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 46,754 : : Positions : : 33,542 40,869 7,455 375 5,201 0 0 0 394 0 0 : : : : Changes from: December 20, 2011 : : 484 1,154 597 -91 -266 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 87.4 15.9 0.8 11.1 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 27 37 13 . 11 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 18,619 : : Positions : : 14,213 15,877 1,856 230 2,423 0 0 0 0 0 0 : : : : Changes from: December 20, 2011 : : -294 -65 256 0 -73 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 85.3 10.0 1.2 13.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 23 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 11,010 : : Positions : : 6,461 6,480 616 417 2,680 0 0 0 160 483 155 : : : : Changes from: December 20, 2011 : : 80 150 -24 13 -57 0 0 0 19 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 58.9 5.6 3.8 24.3 0.0 0.0 0.0 1.5 4.4 1.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 29 6 7 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,966 : : Positions : : 3,750 4,745 987 224 795 0 46 25 478 0 342 : : : : Changes from: December 20, 2011 : : 129 144 4 -8 51 0 0 0 25 -40 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 68.1 14.2 3.2 11.4 0.0 0.7 0.4 6.9 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 32 8 4 11 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,891 : : Positions : : 2,547 1,911 409 382 292 105 0 0 21 0 62 : : : : Changes from: December 20, 2011 : : 5 -10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 49.1 10.5 9.8 7.5 2.7 0.0 0.0 0.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,095 : : Positions : : 1,533 1,504 149 245 484 0 0 0 140 528 6 : : : : Changes from: December 20, 2011 : : 20 0 5 0 0 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 48.6 4.8 7.9 15.6 0.0 0.0 0.0 4.5 17.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 4 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,490 : : Positions : : 520 871 100 35 227 0 0 0 40 38 30 : : : : Changes from: December 20, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 58.5 6.7 2.3 15.2 0.0 0.0 0.0 2.7 2.6 2.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 9,280 : : Positions : : 7,711 8,408 983 326 415 0 0 0 0 0 0 : : : : Changes from: December 20, 2011 : : 0 175 175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 90.6 10.6 3.5 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 24,585 : : Positions : : 18,619 19,586 2,838 1,423 3,002 0 0 0 0 448 126 : : : : Changes from: December 20, 2011 : : 332 132 -200 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 79.7 11.5 5.8 12.2 0.0 0.0 0.0 0.0 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 302,028 : : Positions : : 103,377 167,387 49,416 7,484 22,378 33,553 13,909 19,347 10,568 19,362 22,578 : : : : Changes from: December 20, 2011 : : 1,677 4,882 -1,646 550 -2,833 1,857 -1,395 1,223 -1,179 -175 -7,765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 55.4 16.4 2.5 7.4 11.1 4.6 6.4 3.5 6.4 7.5 : : : : Number of Traders in Each Category Total Traders: 152 : : 58 72 13 4 15 25 12 21 9 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 48,352 : : Positions : : 12,704 10,497 8,034 1,453 10,413 0 0 0 0 9,317 15,799 : : : : Changes from: December 20, 2011 : : 6 -282 264 -211 73 0 0 0 -30 730 -336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 21.7 16.6 3.0 21.5 0.0 0.0 0.0 0.0 19.3 32.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 6 4 10 0 0 0 . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 14,120 : : Positions : : 9,478 7,915 1,028 1,223 3,064 100 0 0 300 1,618 150 : : : : Changes from: December 20, 2011 : : 595 358 53 -16 518 0 0 0 0 306 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 56.1 7.3 8.7 21.7 0.7 0.0 0.0 2.1 11.5 1.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 32 8 4 9 . 0 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 9,396 : : Positions : : 5,555 6,004 1,170 1,087 1,580 683 0 0 250 580 0 : : : : Changes from: December 20, 2011 : : -84 429 170 -505 415 -87 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 63.9 12.5 11.6 16.8 7.3 0.0 0.0 2.7 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 13 6 5 9 4 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 9,798 : : Positions : : 7,053 6,531 0 589 85 791 96 229 323 1,038 723 : : : : Changes from: December 20, 2011 : : -20 -16 0 27 -6 7 18 8 -27 -103 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 66.7 0.0 6.0 0.9 8.1 1.0 2.3 3.3 10.6 7.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 0 . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 14,435 : : Positions : : 13,314 12,159 2 517 512 18 0 40 290 929 154 : : : : Changes from: December 20, 2011 : : -711 -384 2 -181 145 0 0 0 97 -87 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 84.2 0.0 3.6 3.5 0.1 0.0 0.3 2.0 6.4 1.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 35 . . . . 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,656 : : Positions : : 1,807 1,934 30 84 26 101 0 51 62 93 0 : : : : Changes from: December 20, 2011 : : 92 154 30 0 20 -12 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 72.8 1.1 3.2 1.0 3.8 0.0 1.9 2.3 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 21 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,843 : : Positions : : 1,077 1,093 302 0 26 0 0 0 45 415 0 : : : : Changes from: December 20, 2011 : : 24 79 132 0 0 0 0 0 -48 100 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 59.3 16.4 0.0 1.4 0.0 0.0 0.0 2.4 22.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 448,245 : : Positions : : 137,378 135,465 32,715 71,413 75,159 31,504 16,123 21,221 14,685 1,905 86,153 : : : : Changes from: December 20, 2011 : : -1,259 -26 -2,840 955 3,032 3,964 2,157 -1,887 287 -561 1,342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 30.2 7.3 15.9 16.8 7.0 3.6 4.7 3.3 0.4 19.2 : : : : Number of Traders in Each Category Total Traders: 116 : : 33 32 9 19 23 15 8 14 22 5 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,241,970 : : Positions : : 239,642 358,211 199,836 309,871 644,876 231,779 39,313 294,747 90,723 72,911 452,619 : : : : Changes from: December 20, 2011 : : 2,297 594 286 7,270 1,810 13,980 396 4,616 -5,136 3,149 13,876 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 16.0 8.9 13.8 28.8 10.3 1.8 13.1 4.0 3.3 20.2 : : : : Number of Traders in Each Category Total Traders: 343 : : 45 51 17 33 42 88 32 78 51 56 95 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 171,695 : : Positions : : 49,654 106,653 13,310 13,328 9,003 164 11,686 7,032 70,321 697 20,957 : : : : Changes from: December 20, 2011 : : -3,019 1,067 150 -330 -1,066 -136 -237 -471 3,159 -20 1,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 62.1 7.8 7.8 5.2 0.1 6.8 4.1 41.0 0.4 12.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 11 . 5 7 . . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 200,860 : : Positions : : 41,234 28,327 39,183 74,082 31,772 1,273 0 426 47,984 15,054 2,761 : : : : Changes from: December 20, 2011 : : 279 3 -861 -51 615 348 0 -342 755 -330 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 14.1 19.5 36.9 15.8 0.6 0.0 0.2 23.9 7.5 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 7 8 13 . 0 . 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 84,960 : : Positions : : 6,306 7,245 6,623 23,224 34,783 13,777 681 7,592 3,918 508 7,817 : : : : Changes from: December 20, 2011 : : 215 197 740 1,109 -195 71 -232 68 47 25 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 8.5 7.8 27.3 40.9 16.2 0.8 8.9 4.6 0.6 9.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 4 4 10 9 18 8 . 7 5 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 513,956 : : Positions : : 67,494 60,199 46,302 82,068 267,908 0 2,149 17,011 31,618 227 73,019 : : : : Changes from: December 20, 2011 : : 697 538 717 1,001 4,544 0 151 -32 250 -17 835 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 11.7 9.0 16.0 52.1 0.0 0.4 3.3 6.2 0.0 14.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 7 8 10 18 28 0 . . 12 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 21,508 : : Positions : : 10,229 12,750 5,321 1,570 4,962 0 25 25 200 1,425 750 : : : : Changes from: December 20, 2011 : : -26 43 69 0 -374 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 59.3 24.7 7.3 23.1 0.0 0.1 0.1 0.9 6.6 3.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 17 7 8 14 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 59,216 : : Positions : : 4,628 1,920 25,791 17,547 17,550 3,215 4,927 59 1,485 7,092 2,787 : : : : Changes from: December 20, 2011 : : 0 0 -959 0 278 109 -1,235 0 0 -44 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 3.2 43.6 29.6 29.6 5.4 8.3 0.1 2.5 12.0 4.7 : : : : Number of Traders in Each Category Total Traders: 29 : : . . 8 9 14 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 30,131 : : Positions : : 200 2,515 12,160 10,713 9,894 2,703 1,127 1,816 0 875 1,075 : : : : Changes from: December 20, 2011 : : 0 0 -133 -836 183 -1,102 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 8.3 40.4 35.6 32.8 9.0 3.7 6.0 0.0 2.9 3.6 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 6 12 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 9,270 : : Positions : : 2,655 1,260 2,755 6,350 1,585 2,227 0 0 0 50 0 : : : : Changes from: December 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 13.6 29.7 68.5 17.1 24.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 8 5 8 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 23,386 : : Positions : : 743 1,885 2,340 2,113 5,412 2,271 1,607 3,849 2,749 2,181 2,336 : : : : Changes from: December 20, 2011 : : 20 17 -239 41 -116 -6 -231 -105 -10 196 -167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 8.1 10.0 9.0 23.1 9.7 6.9 16.5 11.8 9.3 10.0 : : : : Number of Traders in Each Category Total Traders: 23 : : . . . 4 8 4 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 16,075 : : Positions : : 140 0 2,439 2,161 9,920 1,362 1,559 1,020 167 415 94 : : : : Changes from: December 20, 2011 : : -17 0 -265 -68 -898 -67 -143 -94 -5 -190 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.9 0.0 15.2 13.4 61.7 8.5 9.7 6.3 1.0 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : . 0 8 7 13 5 4 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 94,771 : : Positions : : 9,010 9,137 16,977 18,893 44,468 2,239 0 4,105 2,803 255 6,004 : : : : Changes from: December 20, 2011 : : -79 -95 903 453 -738 -440 0 -67 -148 79 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 9.6 17.9 19.9 46.9 2.4 0.0 4.3 3.0 0.3 6.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 6 5 11 15 . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 284,003 : : Positions : : 103,267 189,970 32,842 9,192 15,894 67,205 5,917 19,585 12,185 17,425 11,135 : : : : Changes from: December 20, 2011 : : -13,356 -2,754 132 -660 -1,174 5,156 -2,332 -2,283 -322 1,073 -1,888 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 66.9 11.6 3.2 5.6 23.7 2.1 6.9 4.3 6.1 3.9 : : : : Number of Traders in Each Category Total Traders: 184 : : 62 68 14 . 10 60 10 33 12 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 20,735 : : Positions : : 5,958 9,868 0 2,924 625 2,610 0 1,053 5,152 0 90 : : : : Changes from: December 20, 2011 : : -58 575 0 -58 58 500 0 0 -176 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 47.6 0.0 14.1 3.0 12.6 0.0 5.1 24.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 0 . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 9,846 : : Positions : : 7,880 8,341 934 0 133 0 0 0 0 0 0 : : : : Changes from: December 20, 2011 : : 68 43 125 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 84.7 9.5 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 8,330 : : Positions : : 4,579 5,045 1,684 548 1,497 0 0 0 450 1,120 100 : : : : Changes from: December 20, 2011 : : 424 298 76 0 50 0 0 0 50 252 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 60.6 20.2 6.6 18.0 0.0 0.0 0.0 5.4 13.4 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 22 7 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 52,440 : : Positions : : 45,710 27,974 4,090 22,860 1,093 500 134 0 0 0 0 : : : : Changes from: December 20, 2011 : : -245 219 -35 -499 -95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 53.3 7.8 43.6 2.1 1.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 29 6 8 8 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 14,059 : : Positions : : 9,628 8,661 3,482 4,511 587 0 150 0 0 0 0 : : : : Changes from: December 20, 2011 : : -50 0 50 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 61.6 24.8 32.1 4.2 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 14 8 . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,065 : : Positions : : 4,395 2,560 1,790 950 680 0 0 0 200 2,875 0 : : : : Changes from: December 20, 2011 : : 0 0 -5 -5 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 36.2 25.3 13.4 9.6 0.0 0.0 0.0 2.8 40.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 11 7 4 7 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 3,695 : : Positions : : 1,897 2,395 456 277 843 0 0 0 9 0 78 : : : : Changes from: December 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 64.8 12.3 7.5 22.8 0.0 0.0 0.0 0.2 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 5 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 26,278 : : Positions : : 16,464 14,595 5,622 3,728 2,462 0 3,597 0 720 779 1,000 : : : : Changes from: December 20, 2011 : : 224 96 0 96 0 0 0 0 -32 0 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 55.5 21.4 14.2 9.4 0.0 13.7 0.0 2.7 3.0 3.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 25 29 8 9 11 0 . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 4,396 : : Positions : : 3,343 1,583 614 514 143 0 1,866 0 264 160 0 : : : : Changes from: December 20, 2011 : : -24 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 36.0 14.0 11.7 3.3 0.0 42.4 0.0 6.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 8 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 13,449 : : Positions : : 10,309 8,784 352 3,222 146 1,844 511 500 135 159 112 : : : : Changes from: December 20, 2011 : : 614 436 0 133 0 0 45 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 65.3 2.6 24.0 1.1 13.7 3.8 3.7 1.0 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 20 . 8 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 33,293 : : Positions : : 14,929 16,813 3,460 9,882 2,983 25 2,321 175 10,846 75 665 : : : : Changes from: December 20, 2011 : : -99 0 0 -75 0 0 0 0 0 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 50.5 10.4 29.7 9.0 0.1 7.0 0.5 32.6 0.2 2.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 14 22 8 10 9 . . . 5 . 5 : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2011