Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 48,868 : : Positions : : 35,467 42,015 6,610 596 5,397 0 0 400 365 0 152 : : : : Changes from: January 17, 2012 : : 1,459 1,974 360 -66 759 0 0 0 9 0 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 86.0 13.5 1.2 11.0 0.0 0.0 0.8 0.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 32 8 4 12 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 16,780 : : Positions : : 14,283 13,794 449 1,065 1,881 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 1,100 1,225 0 -125 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 82.2 2.7 6.3 11.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 23 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,391 : : Positions : : 5,869 5,967 827 287 2,486 0 0 117 0 459 135 : : : : Changes from: January 17, 2012 : : 244 193 -1 -12 81 0 0 0 0 54 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 57.4 8.0 2.8 23.9 0.0 0.0 1.1 0.0 4.4 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 25 8 5 13 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,761 : : Positions : : 3,338 4,626 1,102 373 677 0 0 25 763 69 192 : : : : Changes from: January 17, 2012 : : 188 181 22 -10 10 0 0 0 2 5 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 68.4 16.3 5.5 10.0 0.0 0.0 0.4 11.3 1.0 2.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 29 7 6 11 0 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,987 : : Positions : : 2,585 2,035 615 632 329 85 0 0 0 0 62 : : : : Changes from: January 17, 2012 : : 183 195 25 -48 67 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 51.0 15.4 15.9 8.3 2.1 0.0 0.0 0.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 5 6 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,922 : : Positions : : 1,485 1,312 167 299 484 75 0 0 15 492 10 : : : : Changes from: January 17, 2012 : : 67 126 22 4 15 0 0 0 0 -41 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 44.9 5.7 10.2 16.6 2.6 0.0 0.0 0.5 16.8 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 5 . 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,034 : : Positions : : 1,371 890 54 684 115 0 0 0 23 5 48 : : : : Changes from: January 17, 2012 : : 35 53 5 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 43.8 2.7 33.6 5.7 0.0 0.0 0.0 1.1 0.2 2.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 8,774 : : Positions : : 7,788 7,787 535 596 265 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 1,293 1,093 -200 0 170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 88.8 6.1 6.8 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 29,202 : : Positions : : 23,113 23,800 2,898 1,708 2,904 0 0 0 0 743 47 : : : : Changes from: January 17, 2012 : : 998 1,098 250 -100 150 0 0 0 0 250 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 81.5 9.9 5.8 9.9 0.0 0.0 0.0 0.0 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 6 6 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 278,528 : : Positions : : 93,008 162,535 41,790 13,445 14,360 41,674 8,390 19,351 10,659 25,069 10,607 : : : : Changes from: January 17, 2012 : : 11,055 9,544 26 537 -440 3,154 -2,107 -2,418 -6,796 -607 -541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 58.4 15.0 4.8 5.2 15.0 3.0 6.9 3.8 9.0 3.8 : : : : Number of Traders in Each Category Total Traders: 157 : : 55 66 13 5 13 35 12 19 10 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 14,300 : : Positions : : 8,697 9,241 3,479 230 1,597 0 0 150 259 2,441 100 : : : : Changes from: January 17, 2012 : : 90 363 250 0 -200 0 0 0 64 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 64.6 24.3 1.6 11.2 0.0 0.0 1.0 1.8 17.1 0.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 28 10 . 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 9,945 : : Positions : : 5,936 6,500 1,230 1,520 1,925 570 0 0 200 0 0 : : : : Changes from: January 17, 2012 : : 75 0 -45 75 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 65.4 12.4 15.3 19.4 5.7 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 14 5 5 9 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A62 Open Interest is 3,620 : : Positions : : 3,530 3,320 50 300 0 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 0 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 91.7 1.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,232 : : Positions : : 6,960 7,683 0 230 117 681 0 253 361 212 1,217 : : : : Changes from: January 17, 2012 : : 268 31 0 -18 -21 -74 0 8 -51 75 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 75.1 0.0 2.2 1.1 6.7 0.0 2.5 3.5 2.1 11.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 0 . . 4 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 12,281 : : Positions : : 10,889 10,836 316 381 60 29 0 81 272 507 245 : : : : Changes from: January 17, 2012 : : 1,033 1,234 53 132 -13 0 0 -1 100 -150 146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 88.2 2.6 3.1 0.5 0.2 0.0 0.7 2.2 4.1 2.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 33 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,130 : : Positions : : 1,160 1,417 0 54 0 99 0 29 32 0 0 : : : : Changes from: January 17, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 66.5 0.0 2.5 0.0 4.6 0.0 1.4 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 16 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,679 : : Positions : : 1,016 888 320 0 22 0 0 0 49 429 24 : : : : Changes from: January 17, 2012 : : 20 -58 1 0 -2 0 0 0 46 4 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 52.9 19.1 0.0 1.3 0.0 0.0 0.0 2.9 25.6 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 359,434 : : Positions : : 116,140 97,298 32,653 77,059 61,951 41,180 14,601 16,346 12,847 16,960 51,525 : : : : Changes from: January 17, 2012 : : 3,507 9,857 -1,918 -911 -2,619 1,904 -2,352 -1,577 1,212 -3,763 -1,695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 27.1 9.1 21.4 17.2 11.5 4.1 4.5 3.6 4.7 14.3 : : : : Number of Traders in Each Category Total Traders: 113 : : 33 33 7 19 22 18 7 11 9 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,341,810 : : Positions : : 170,878 256,435 172,054 291,764 206,704 211,106 35,729 219,377 111,249 108,781 163,558 : : : : Changes from: January 17, 2012 : : -20,397 -20,679 -5,442 -3,009 -2,135 6,539 -4,668 -1,893 -7,180 -2,592 -3,199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 19.1 12.8 21.7 15.4 15.7 2.7 16.3 8.3 8.1 12.2 : : : : Number of Traders in Each Category Total Traders: 304 : : 46 49 21 25 39 67 31 59 48 43 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 196,338 : : Positions : : 36,267 21,431 30,079 73,332 26,421 0 997 18 44,912 8,495 1,020 : : : : Changes from: January 17, 2012 : : 34 -494 676 1,316 -59 0 0 0 -4,966 15 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 10.9 15.3 37.3 13.5 0.0 0.5 0.0 22.9 4.3 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 4 5 5 7 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 17,279 : : Positions : : 10,282 8,696 2,484 3,237 3,929 0 0 25 0 842 550 : : : : Changes from: January 17, 2012 : : 558 250 -200 108 565 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 50.3 14.4 18.7 22.7 0.0 0.0 0.1 0.0 4.9 3.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 14 8 5 8 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 64,438 : : Positions : : 5,423 2,256 25,716 15,961 20,573 3,463 7,103 2,247 1,350 7,078 2,299 : : : : Changes from: January 17, 2012 : : 795 336 -360 -1,715 509 9 1,188 700 -135 30 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 3.5 39.9 24.8 31.9 5.4 11.0 3.5 2.1 11.0 3.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 . 8 9 14 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 32,731 : : Positions : : 200 2,451 12,707 12,743 10,457 5,194 897 1,431 0 963 900 : : : : Changes from: January 17, 2012 : : 0 0 754 1,641 -109 1,178 0 -150 0 -50 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.6 7.5 38.8 38.9 31.9 15.9 2.7 4.4 0.0 2.9 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 6 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 8,190 : : Positions : : 2,192 750 1,500 5,517 1,393 2,775 181 282 0 0 0 : : : : Changes from: January 17, 2012 : : 0 0 -268 32 568 402 0 282 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 9.2 18.3 67.4 17.0 33.9 2.2 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 4 . 7 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 338,176 : : Positions : : 126,805 238,693 35,539 13,366 17,354 80,838 3,486 25,837 13,242 12,911 12,403 : : : : Changes from: January 17, 2012 : : 17,345 24,268 1,885 2,224 163 4,899 -1,037 2,892 -1,994 -1,931 3,626 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 70.6 10.5 4.0 5.1 23.9 1.0 7.6 3.9 3.8 3.7 : : : : Number of Traders in Each Category Total Traders: 213 : : 61 75 15 6 17 74 7 34 18 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,045 : : Positions : : 8,386 12,795 0 3,591 211 3,075 0 603 6,681 0 141 : : : : Changes from: January 17, 2012 : : 332 1,264 0 150 0 575 0 -450 612 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 55.5 0.0 15.6 0.9 13.3 0.0 2.6 29.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 16 0 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 8,480 : : Positions : : 7,341 7,039 0 15 360 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 96 37 -35 15 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 83.0 0.0 0.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 12 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 7,359 : : Positions : : 4,121 4,148 1,352 459 1,330 0 0 0 296 1,168 204 : : : : Changes from: January 17, 2012 : : 0 0 0 0 46 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 56.4 18.4 6.2 18.1 0.0 0.0 0.0 4.0 15.9 2.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 20 4 6 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 48,546 : : Positions : : 42,284 24,179 4,065 23,189 899 375 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 2,027 1,051 50 1,074 22 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 49.8 8.4 47.8 1.9 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 25 7 7 9 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 16,039 : : Positions : : 11,403 11,261 3,652 4,006 622 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 1,955 1,880 25 100 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 70.2 22.8 25.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,800 : : Positions : : 4,220 2,725 1,855 630 950 275 0 300 150 3,125 50 : : : : Changes from: January 17, 2012 : : 50 0 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 34.9 23.8 8.1 12.2 3.5 0.0 3.8 1.9 40.1 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 9 8 . 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 3,506 : : Positions : : 1,722 2,499 614 436 500 123 0 0 354 0 24 : : : : Changes from: January 17, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 71.3 17.5 12.4 14.3 3.5 0.0 0.0 10.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 25,913 : : Positions : : 16,153 14,050 5,412 4,104 1,874 329 3,707 0 948 1,060 1,077 : : : : Changes from: January 17, 2012 : : 715 975 299 195 -44 180 200 -90 -64 -241 318 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 54.2 20.9 15.8 7.2 1.3 14.3 0.0 3.7 4.1 4.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 22 30 8 9 10 . . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 13,658 : : Positions : : 9,945 9,126 227 2,664 451 2,257 515 459 185 441 0 : : : : Changes from: January 17, 2012 : : 443 409 25 135 0 90 44 0 0 47 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 66.8 1.7 19.5 3.3 16.5 3.8 3.4 1.4 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 21 . 6 . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 30,671 : : Positions : : 13,765 15,031 3,541 9,107 2,334 0 2,280 0 10,015 543 596 : : : : Changes from: January 17, 2012 : : 57 57 0 -100 100 0 0 0 37 143 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 49.0 11.5 29.7 7.6 0.0 7.4 0.0 32.7 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 10 18 8 9 9 0 . 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 25,453 : : Positions : : 15,881 15,049 292 3,234 1,071 2,264 0 24 850 0 1,100 : : : : Changes from: January 17, 2012 : : 2,021 170 84 1,380 -654 -159 0 0 -289 0 748 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 59.1 1.1 12.7 4.2 8.9 0.0 0.1 3.3 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 4 . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated January 27, 2012