GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 41,189: 28,070 33,093 6,592 2,766 4,076 0 600 0 1,803 60 0: 648 594
Old : 41,189: 28,070 33,093 6,592 2,766 4,076 0 600 0 1,803 60 0: 648 594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,110: 1,426 1,073 172 608 132 0 0 0 60 0 0: 320 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 80.3 16.0 6.7 9.9 0.0 1.5 0.0 4.4 0.1 0.0: 1.6 1.4
Old : 100.0: 68.1 80.3 16.0 6.7 9.9 0.0 1.5 0.0 4.4 0.1 0.0: 1.6 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 : 50: 26 27 7 6 10 0 . 0 . . 0:
Old : 50: 26 27 7 6 10 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 : 42.4 32.1 61.1 56.6 30.3 21.6 39.4 33.0
Old : 42.4 32.1 61.1 56.6 30.3 21.6 39.4 33.0
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 20,010: 9,537 18,350 8,899 133 1,497 50 0 0 0 0 0: 27 30
Old : 20,010: 9,537 18,350 8,899 133 1,497 50 0 0 0 0 0: 27 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 593: 796 543 -253 0 150 0 0 0 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 91.7 44.5 0.7 7.5 0.2 0.0 0.0 0.0 0.0 0.0: 0.1 0.1
Old : 100.0: 47.7 91.7 44.5 0.7 7.5 0.2 0.0 0.0 0.0 0.0 0.0: 0.1 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 : 37: 19 20 9 . 9 . 0 0 0 0 0:
Old : 37: 19 20 9 . 9 . 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 : 57.3 62.5 76.6 80.2 45.5 53.8 56.3 61.1
Old : 57.3 62.5 76.6 80.2 45.5 53.8 56.3 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,242: 2,745 5,022 2,264 151 567 0 0 0 377 216 242: 1,047 1,044
Old : 7,242: 2,745 5,022 2,264 151 567 0 0 0 377 216 242: 1,047 1,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 198: 7 76 20 42 48 0 0 0 -108 0 76: 155 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 69.3 31.3 2.1 7.8 0.0 0.0 0.0 5.2 3.0 3.3: 14.5 14.4
Old : 100.0: 37.9 69.3 31.3 2.1 7.8 0.0 0.0 0.0 5.2 3.0 3.3: 14.5 14.4
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 : 25: 13 12 6 . 8 0 0 0 . . .:
Old : 25: 13 12 6 . 8 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 58.0 57.0 69.8 33.1 50.6 46.9 54.7
Old : 38.4 58.0 57.0 69.8 33.1 50.6 46.9 54.7
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,908: 5,654 7,623 2,166 774 2,157 240 0 165 390 210 55: 1,081 924
Old : 11,908: 5,654 7,623 2,166 774 2,157 240 0 165 390 210 55: 1,081 924
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 565: 259 463 63 62 125 0 0 0 110 20 0: 8 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 64.0 18.2 6.5 18.1 2.0 0.0 1.4 3.3 1.8 0.5: 9.1 7.8
Old : 100.0: 47.5 64.0 18.2 6.5 18.1 2.0 0.0 1.4 3.3 1.8 0.5: 9.1 7.8
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 : 52: 25 30 12 4 16 . 0 . . . .:
Old : 52: 25 30 12 4 16 . 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 : 20.7 30.6 37.1 46.7 13.8 19.4 23.8 27.5
Old : 20.7 30.6 37.1 46.7 13.8 19.4 23.8 27.5
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,180: 5,414 7,377 1,928 62 960 0 0 0 40 45 74: 764 662
Old : 9,180: 5,414 7,377 1,928 62 960 0 0 0 40 45 74: 764 662
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 408: 330 415 73 47 89 0 0 0 0 25 16: -100 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 80.4 21.0 0.7 10.5 0.0 0.0 0.0 0.4 0.5 0.8: 8.3 7.2
Old : 100.0: 59.0 80.4 21.0 0.7 10.5 0.0 0.0 0.0 0.4 0.5 0.8: 8.3 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 : 60: 37 42 12 . 14 0 0 0 . . .:
Old : 60: 37 42 12 . 14 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 21.1 47.6 35.0 21.9 12.7 28.2 20.9
Old : 31.3 21.1 47.6 35.0 21.9 12.7 28.2 20.9
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 3,297: 1,022 1,665 362 982 195 900 0 0 0 0 0: 818 455
Old : 3,297: 1,022 1,665 362 982 195 900 0 0 0 0 0: 818 455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 50.5 11.0 29.8 5.9 27.3 0.0 0.0 0.0 0.0 0.0: 24.8 13.8
Old : 100.0: 31.0 50.5 11.0 29.8 5.9 27.3 0.0 0.0 0.0 0.0 0.0: 24.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 11 . 4 4 . 0 0 0 0 0:
Old : 20: 8 11 . 4 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 : 54.7 52.6 69.2 68.8 51.5 44.3 54.0 56.7
Old : 54.7 52.6 69.2 68.8 51.5 44.3 54.0 56.7
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 8,917: 7,278 6,577 970 1,679 661 0 0 0 0 0 0: 8 0
Old : 8,917: 7,278 6,577 970 1,679 661 0 0 0 0 0 0: 8 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 622: 609 592 75 155 -65 0 0 0 0 0 0: 3 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 73.8 10.9 18.8 7.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 81.6 73.8 10.9 18.8 7.4 0.0 0.0 0.0 0.0 0.0 0.0: 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 : 24: 12 12 . 5 4 0 0 0 0 0 0:
Old : 24: 12 12 . 5 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 : 54.8 60.4 81.2 80.7 52.5 37.2 61.3 52.8
Old : 54.8 60.4 81.2 80.7 52.5 37.2 61.3 52.8
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 302,303: 89,557 193,493 73,246 868 21,570 26,145 16,662 17,205 18,962 3,424 15,559: 40,059 33,522
Old : 302,303: 89,557 193,493 73,246 868 21,570 26,145 16,662 17,205 18,962 3,424 15,559: 40,059 33,522
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -9,346: -5,216 -9,944 5,689 216 -1,184 -3,393 4,107 -1,071 2,162 261 -2,266: -4,067 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 64.0 24.2 0.3 7.1 8.6 5.5 5.7 6.3 1.1 5.1: 13.3 11.1
Old : 100.0: 29.6 64.0 24.2 0.3 7.1 8.6 5.5 5.7 6.3 1.1 5.1: 13.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 155: 55 62 18 . 12 21 16 22 12 10 24:
Old : 155: 55 62 18 . 12 21 16 22 12 10 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 24.3 35.8 35.4 18.3 15.1 27.2 21.9
Old : 25.0 24.3 35.8 35.4 18.3 15.1 27.2 21.9
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 20,912: 10,412 16,811 4,769 440 2,299 264 0 0 600 310 550: 2,018 502
Old : 20,912: 10,412 16,811 4,769 440 2,299 264 0 0 600 310 550: 2,018 502
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,093: 468 1,043 135 -40 240 0 0 0 -50 -50 50: 250 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 80.4 22.8 2.1 11.0 1.3 0.0 0.0 2.9 1.5 2.6: 9.6 2.4
Old : 100.0: 49.8 80.4 22.8 2.1 11.0 1.3 0.0 0.0 2.9 1.5 2.6: 9.6 2.4
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 : 65: 29 37 12 . 11 . 0 0 . . 5:
Old : 65: 29 37 12 . 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 : 28.4 26.7 43.7 41.4 19.7 22.0 27.9 31.9
Old : 28.4 26.7 43.7 41.4 19.7 22.0 27.9 31.9
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 19,467: 11,160 4,956 3,875 8,475 2,456 0 900 300 375 300 75: 1,226 2,005
Old : 19,467: 11,160 4,956 3,875 8,475 2,456 0 900 300 375 300 75: 1,226 2,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 90: -60 0 390 90 0 0 0 0 0 0 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 25.5 19.9 43.5 12.6 0.0 4.6 1.5 1.9 1.5 0.4: 6.3 10.3
Old : 100.0: 57.3 25.5 19.9 43.5 12.6 0.0 4.6 1.5 1.9 1.5 0.4: 6.3 10.3
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 : 37: 12 11 11 8 8 0 . . . . .:
Old : 37: 12 11 11 8 8 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 : 51.6 52.1 66.8 71.2 39.7 41.7 51.4 53.1
Old : 51.6 52.1 66.8 71.2 39.7 41.7 51.4 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,796: 8,707 7,055 1,015 3,374 1,005 300 50 300 2,434 0 1,005: 30 2,007
Old : 14,796: 8,707 7,055 1,015 3,374 1,005 300 50 300 2,434 0 1,005: 30 2,007
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 795: 975 -75 0 -75 45 0 0 0 -1,125 0 900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 47.7 6.9 22.8 6.8 2.0 0.3 2.0 16.5 0.0 6.8: 0.2 13.6
Old : 100.0: 58.8 47.7 6.9 22.8 6.8 2.0 0.3 2.0 16.5 0.0 6.8: 0.2 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 10 . 4 4 . . . . 0 .:
Old : 20: 7 10 . 4 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 : 75.5 50.8 90.5 70.2 62.2 45.3 68.8 54.3
Old : 75.5 50.8 90.5 70.2 62.2 45.3 68.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 METRIC TONS) :
: : Positions :
All : 5,064: 1,986 1,889 370 730 319 0 0 0 681 0 342: 1,366 1,784
Old : 5,064: 1,986 1,889 370 730 319 0 0 0 681 0 342: 1,366 1,784
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 115: -119 -28 6 3 0 0 0 0 1 0 15: 212 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 37.3 7.3 14.4 6.3 0.0 0.0 0.0 13.4 0.0 6.8: 27.0 35.2
Old : 100.0: 39.2 37.3 7.3 14.4 6.3 0.0 0.0 0.0 13.4 0.0 6.8: 27.0 35.2
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 : 20: 7 10 . . 4 0 0 0 4 0 .:
Old : 20: 7 10 . . 4 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 : 46.7 30.1 62.5 49.3 38.3 27.2 48.3 41.2
Old : 46.7 30.1 62.5 49.3 38.3 27.2 48.3 41.2
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,014: 5,923 5,646 308 616 252 0 0 0 75 113 185: 271 202
Old : 7,014: 5,923 5,646 308 616 252 0 0 0 75 113 185: 271 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 80.5 4.4 8.8 3.6 0.0 0.0 0.0 1.1 1.6 2.6: 3.9 2.9
Old : 100.0: 84.4 80.5 4.4 8.8 3.6 0.0 0.0 0.0 1.1 1.6 2.6: 3.9 2.9
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 : 21: 13 16 . . . 0 0 0 . . .:
Old : 21: 13 16 . . . 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 : 66.0 68.5 84.3 85.4 25.3 28.2 30.8 31.8
Old : 66.0 68.5 84.3 85.4 25.3 28.2 30.8 31.8
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 3,518: 3,164 2,153 46 434 42 0 0 0 86 675 52: 128 162
Old : 3,518: 3,164 2,153 46 434 42 0 0 0 86 675 52: 128 162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 421: 428 320 7 87 -7 0 0 0 6 -11 -7: -6 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 61.2 1.3 12.3 1.2 0.0 0.0 0.0 2.4 19.2 1.5: 3.6 4.6
Old : 100.0: 89.9 61.2 1.3 12.3 1.2 0.0 0.0 0.0 2.4 19.2 1.5: 3.6 4.6
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 : 23: 10 12 . . . 0 0 0 . . .:
Old : 23: 10 12 . . . 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 : 74.4 42.2 91.0 71.9 70.4 40.8 81.0 67.7
Old : 74.4 42.2 91.0 71.9 70.4 40.8 81.0 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,835: 847 1,169 48 76 141 0 0 0 0 0 0: 799 449
Old : 1,835: 847 1,169 48 76 141 0 0 0 0 0 0: 799 449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 6: -84 3 1 18 12 0 0 0 0 0 0: 77 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 63.7 2.6 4.1 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 43.5 24.5
Old : 100.0: 46.2 63.7 2.6 4.1 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 43.5 24.5
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 : 23: 18 19 . . . 0 0 0 0 0 0:
Old : 23: 18 19 . . . 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 : 20.3 34.7 33.2 50.3 12.4 25.8 19.1 36.1
Old : 20.3 34.7 33.2 50.3 12.4 25.8 19.1 36.1
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 523,069: 121,488 198,283 97,256 45,942 150,009 35,592 5,848 39,662 10,368 15,860 49,577: 19,117 17,888
Old : 523,069: 121,488 198,283 97,256 45,942 150,009 35,592 5,848 39,662 10,368 15,860 49,577: 19,117 17,888
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -11,829: -8,889 812 3,636 16,029 -7,312 4,013 -4,889 -6,964 6,197 -6,053 -1,321: -1,189 -2,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 37.9 18.6 8.8 28.7 6.8 1.1 7.6 2.0 3.0 9.5: 3.7 3.4
Old : 100.0: 23.2 37.9 18.6 8.8 28.7 6.8 1.1 7.6 2.0 3.0 9.5: 3.7 3.4
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 : 119: 34 39 17 14 26 16 8 16 13 9 22:
Old : 119: 34 39 17 14 26 16 8 16 13 9 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 19.5 38.7 32.3 14.1 10.3 19.3 16.4
Old : 25.0 19.5 38.7 32.3 14.1 10.3 19.3 16.4
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,217,100: 138,374 381,612 271,083 99,817 218,428 158,633 65,420 144,767 80,968 120,989 117,151: 87,696 68,916
Old : 1,217,100: 138,374 381,612 271,083 99,817 218,428 158,633 65,420 144,767 80,968 120,989 117,151: 87,696 68,916
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -808: -13,504 446 23,004 -6,179 4,645 4,285 12,815 -12,599 -2,222 3,873 3,552: -7,969 -7,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 31.4 22.3 8.2 17.9 13.0 5.4 11.9 6.7 9.9 9.6: 7.2 5.7
Old : 100.0: 11.4 31.4 22.3 8.2 17.9 13.0 5.4 11.9 6.7 9.9 9.6: 7.2 5.7
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 : 313: 46 60 23 19 36 60 38 53 47 52 78:
Old : 313: 46 60 23 19 36 60 38 53 47 52 78:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 14.2 31.1 23.8 17.2 10.2 23.0 16.4
Old : 21.2 14.2 31.1 23.8 17.2 10.2 23.0 16.4
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 216,318: 64,385 29,333 53,246 77,307 33,482 15,985 0 420 23,367 33,243 1,513: 23,920 41,020
Old : 216,318: 64,385 29,333 53,246 77,307 33,482 15,985 0 420 23,367 33,243 1,513: 23,920 41,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 5,236: 1,159 -464 2,000 1,165 -1,085 0 0 0 200 4,182 136: 2,826 1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.6 24.6 35.7 15.5 7.4 0.0 0.2 10.8 15.4 0.7: 11.1 19.0
Old : 100.0: 29.8 13.6 24.6 35.7 15.5 7.4 0.0 0.2 10.8 15.4 0.7: 11.1 19.0
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 : 44: 14 14 9 8 17 . 0 . . 6 5:
Old : 44: 14 14 9 8 17 . 0 . . 6 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 : 36.4 36.6 56.3 51.7 36.1 31.5 51.7 45.6
Old : 36.4 36.6 56.3 51.7 36.1 31.5 51.7 45.6
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 83,163: 39,277 59,977 25,156 3,444 16,342 0 225 0 100 1,135 200: 2,088 1,840
Old : 83,163: 39,277 59,977 25,156 3,444 16,342 0 225 0 100 1,135 200: 2,088 1,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,370: 1,105 1,030 -50 -50 -225 0 25 0 0 50 -50: 590 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 72.1 30.2 4.1 19.7 0.0 0.3 0.0 0.1 1.4 0.2: 2.5 2.2
Old : 100.0: 47.2 72.1 30.2 4.1 19.7 0.0 0.3 0.0 0.1 1.4 0.2: 2.5 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 : 61: 28 34 10 8 17 0 . 0 . . .:
Old : 61: 28 34 10 8 17 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 : 45.3 31.8 62.5 50.0 28.1 12.9 32.7 19.5
Old : 45.3 31.8 62.5 50.0 28.1 12.9 32.7 19.5
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 137,778: 15,654 11,540 36,252 24,237 52,087 15,230 22,843 9,839 842 8,212 2,241: 5,633 6,779
Old : 137,778: 15,654 11,540 36,252 24,237 52,087 15,230 22,843 9,839 842 8,212 2,241: 5,633 6,779
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 5,487: -58 57 895 70 2,461 -248 1,186 1,898 0 357 213: 326 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.4 26.3 17.6 37.8 11.1 16.6 7.1 0.6 6.0 1.6: 4.1 4.9
Old : 100.0: 11.4 8.4 26.3 17.6 37.8 11.1 16.6 7.1 0.6 6.0 1.6: 4.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 6 7 7 11 17 7 7 10 . 7 4:
Old : 47: 6 7 7 11 17 7 7 10 . 7 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 : 44.8 35.3 60.3 52.7 27.9 20.2 34.9 28.0
Old : 44.8 35.3 60.3 52.7 27.9 20.2 34.9 28.0
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 28,621: 1,530 2,630 7,903 3,468 14,342 96 3,941 1,670 516 200 500: 2,064 1,870
Old : 28,621: 1,530 2,630 7,903 3,468 14,342 96 3,941 1,670 516 200 500: 2,064 1,870
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -28: 0 0 -200 -20 122 96 -297 -203 0 0 0: 157 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 9.2 27.6 12.1 50.1 0.3 13.8 5.8 1.8 0.7 1.7: 7.2 6.5
Old : 100.0: 5.3 9.2 27.6 12.1 50.1 0.3 13.8 5.8 1.8 0.7 1.7: 7.2 6.5
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 : 25: . . 9 6 14 . . . . . .:
Old : 25: . . 9 6 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 : 39.5 36.2 64.7 58.2 19.3 19.7 27.5 27.7
Old : 39.5 36.2 64.7 58.2 19.3 19.7 27.5 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 102,861: 12,174 16,305 29,930 36,264 26,529 0 0 0 1,902 1,302 2,020: 30,306 20,441
Old : 102,861: 12,174 16,305 29,930 36,264 26,529 0 0 0 1,902 1,302 2,020: 30,306 20,441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,228: 163 383 288 638 -122 0 0 0 0 -65 45: 854 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 15.9 29.1 35.3 25.8 0.0 0.0 0.0 1.8 1.3 2.0: 29.5 19.9
Old : 100.0: 11.8 15.9 29.1 35.3 25.8 0.0 0.0 0.0 1.8 1.3 2.0: 29.5 19.9
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 : 29: 10 10 8 8 15 0 0 0 . . .:
Old : 29: 10 10 8 8 15 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 : 33.2 32.1 46.2 51.1 24.6 27.3 32.6 38.3
Old : 33.2 32.1 46.2 51.1 24.6 27.3 32.6 38.3
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 40,211: 10,860 20,355 22,571 10,961 6,565 0 1,830 0 0 300 0: 215 200
Old : 40,211: 10,860 20,355 22,571 10,961 6,565 0 1,830 0 0 300 0: 215 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 165: 425 -275 -115 585 -145 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 50.6 56.1 27.3 16.3 0.0 4.6 0.0 0.0 0.7 0.0: 0.5 0.5
Old : 100.0: 27.0 50.6 56.1 27.3 16.3 0.0 4.6 0.0 0.0 0.7 0.0: 0.5 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 : 45: 12 20 9 12 14 0 . 0 0 . 0:
Old : 45: 12 20 9 12 14 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 : 66.5 35.4 77.8 51.0 59.2 34.6 65.9 46.1
Old : 66.5 35.4 77.8 51.0 59.2 34.6 65.9 46.1
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 234,450: 79,401 168,532 44,140 1,301 10,034 48,624 11,610 16,403 14,258 6,704 4,793: 16,797 15,073
Old : 234,450: 79,401 168,532 44,140 1,301 10,034 48,624 11,610 16,403 14,258 6,704 4,793: 16,797 15,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -6,984: -217 -4,933 372 60 -201 -3,688 236 865 -181 -174 -356: -3,578 -2,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 71.9 18.8 0.6 4.3 20.7 5.0 7.0 6.1 2.9 2.0: 7.2 6.4
Old : 100.0: 33.9 71.9 18.8 0.6 4.3 20.7 5.0 7.0 6.1 2.9 2.0: 7.2 6.4
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 : 186: 59 73 17 4 14 41 16 26 12 9 20:
Old : 186: 59 73 17 4 14 41 16 26 12 9 20:
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 : 20.9 18.4 31.0 29.7 14.4 9.9 22.8 17.5
Old : 20.9 18.4 31.0 29.7 14.4 9.9 22.8 17.5
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 21,986: 13,229 12,963 842 2,415 814 0 0 450 650 0 237: 5,764 5,107
Old : 21,986: 13,229 12,963 842 2,415 814 0 0 450 650 0 237: 5,764 5,107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 37: 588 1,142 0 -206 0 -775 0 0 0 0 0: 224 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 59.0 3.8 11.0 3.7 0.0 0.0 2.0 3.0 0.0 1.1: 26.2 23.2
Old : 100.0: 60.2 59.0 3.8 11.0 3.7 0.0 0.0 2.0 3.0 0.0 1.1: 26.2 23.2
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 : 27: 15 17 . . 5 0 0 . . 0 .:
Old : 27: 15 17 . . 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 : 46.9 30.9 58.2 51.0 44.9 29.0 52.6 47.0
Old : 46.9 30.9 58.2 51.0 44.9 29.0 52.6 47.0
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 8,837: 3,748 6,862 1,425 516 1,209 1,372 0 0 300 0 75: 708 175
Old : 8,837: 3,748 6,862 1,425 516 1,209 1,372 0 0 300 0 75: 708 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 95: -5 45 50 0 0 0 0 0 50 0 -100: 100 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 77.7 16.1 5.8 13.7 15.5 0.0 0.0 3.4 0.0 0.8: 8.0 2.0
Old : 100.0: 42.4 77.7 16.1 5.8 13.7 15.5 0.0 0.0 3.4 0.0 0.8: 8.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 17 25 9 5 9 . 0 0 4 0 .:
Old : 47: 17 25 9 5 9 . 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 : 36.3 33.8 51.2 53.5 22.1 24.3 31.4 37.0
Old : 36.3 33.8 51.2 53.5 22.1 24.3 31.4 37.0
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 41,311: 29,379 31,118 6,596 6,712 2,358 480 0 678 270 0 0: 1,550 445
Old : 41,311: 29,379 31,118 6,596 6,712 2,358 480 0 678 270 0 0: 1,550 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,012: 1,714 1,750 105 260 -118 0 0 0 0 0 0: 311 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 75.3 16.0 16.2 5.7 1.2 0.0 1.6 0.7 0.0 0.0: 3.8 1.1
Old : 100.0: 71.1 75.3 16.0 16.2 5.7 1.2 0.0 1.6 0.7 0.0 0.0: 3.8 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 : 47: 27 25 9 . 6 . 0 . . 0 0:
Old : 47: 27 25 9 . 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 : 46.0 51.9 64.6 73.1 28.4 34.6 39.5 44.4
Old : 46.0 51.9 64.6 73.1 28.4 34.6 39.5 44.4
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 22,675: 12,815 21,440 6,525 15 620 2,630 0 0 0 0 0: 85 600
Old : 22,675: 12,815 21,440 6,525 15 620 2,630 0 0 0 0 0: 85 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -215: -5 -170 -125 -85 40 -150 0 0 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 94.6 28.8 0.1 2.7 11.6 0.0 0.0 0.0 0.0 0.0: 0.4 2.6
Old : 100.0: 56.5 94.6 28.8 0.1 2.7 11.6 0.0 0.0 0.0 0.0 0.0: 0.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 15 13 12 . . . 0 0 0 0 0:
Old : 35: 15 13 12 . . . 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 : 54.2 86.7 75.5 93.8 51.7 77.2 67.1 80.4
Old : 54.2 86.7 75.5 93.8 51.7 77.2 67.1 80.4
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 15,989: 6,220 7,779 3,819 4,594 2,473 3,384 0 0 50 50 0: 43 1,093
Old : 15,989: 6,220 7,779 3,819 4,594 2,473 3,384 0 0 50 50 0: 43 1,093
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 153: 200 310 0 -50 0 450 0 0 0 0 0: -497 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 48.7 23.9 28.7 15.5 21.2 0.0 0.0 0.3 0.3 0.0: 0.3 6.8
Old : 100.0: 38.9 48.7 23.9 28.7 15.5 21.2 0.0 0.0 0.3 0.3 0.0: 0.3 6.8
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 : 49: 12 17 12 6 10 6 0 0 . . 0:
Old : 49: 12 17 12 6 10 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 : 46.8 52.2 65.2 69.6 29.8 34.1 40.1 46.0
Old : 46.8 52.2 65.2 69.6 29.8 34.1 40.1 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 3,863: 1,163 2,849 1,386 114 136 0 63 0 206 0 0: 972 701
Old : 3,863: 1,163 2,849 1,386 114 136 0 63 0 206 0 0: 972 701
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 143: 28 64 328 1 3 0 4 0 2 0 -31: -187 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 73.8 35.9 3.0 3.5 0.0 1.6 0.0 5.3 0.0 0.0: 25.2 18.1
Old : 100.0: 30.1 73.8 35.9 3.0 3.5 0.0 1.6 0.0 5.3 0.0 0.0: 25.2 18.1
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 : 26: 9 14 7 . . 0 . 0 . 0 0:
Old : 26: 9 14 7 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 37.5 63.5 61.3 46.1 37.0 61.1 56.1
Old : 46.1 37.5 63.5 61.3 46.1 37.0 61.1 56.1
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 13,973: 10,205 9,831 3,054 3,483 504 0 0 0 0 0 0: 210 155
Old : 13,973: 10,205 9,831 3,054 3,483 504 0 0 0 0 0 0: 210 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 402: 577 387 230 0 -35 -420 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 70.4 21.9 24.9 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 1.1
Old : 100.0: 73.0 70.4 21.9 24.9 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 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 : 26: 14 14 5 . 4 0 0 0 0 0 0:
Old : 26: 14 14 5 . 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 : 60.0 60.8 78.6 84.4 58.2 50.6 70.1 70.0
Old : 60.0 60.8 78.6 84.4 58.2 50.6 70.1 70.0
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 17,449: 11,738 6,580 1,747 7,940 2,618 275 0 0 826 96 7: 238 208
Old : 17,449: 11,738 6,580 1,747 7,940 2,618 275 0 0 826 96 7: 238 208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 362: 132 5 114 472 -139 0 0 0 57 0 0: 198 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 37.7 10.0 45.5 15.0 1.6 0.0 0.0 4.7 0.6 0.0: 1.4 1.2
Old : 100.0: 67.3 37.7 10.0 45.5 15.0 1.6 0.0 0.0 4.7 0.6 0.0: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 20 17 5 14 12 . 0 0 . . .:
Old : 47: 20 17 5 14 12 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 34.6 50.6 56.6 23.8 30.8 36.3 45.3
Old : 30.2 34.6 50.6 56.6 23.8 30.8 36.3 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 10,455: 6,550 8,731 1,519 423 505 897 543 0 939 116 0: 45 137
Old : 10,455: 6,550 8,731 1,519 423 505 897 543 0 939 116 0: 45 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,381: 1,014 1,611 151 -223 -7 0 0 0 223 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 83.5 14.5 4.0 4.8 8.6 5.2 0.0 9.0 1.1 0.0: 0.4 1.3
Old : 100.0: 62.6 83.5 14.5 4.0 4.8 8.6 5.2 0.0 9.0 1.1 0.0: 0.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 13 16 6 . 4 . . 0 . . 0:
Old : 34: 13 16 6 . 4 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 51.2 71.2 72.2 36.9 43.4 55.6 55.8
Old : 42.7 51.2 71.2 72.2 36.9 43.4 55.6 55.8
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 - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 51,945: 15,047 30,140 13,067 6,160 11,443 4,849 0 410 3,755 1,599 1,050: 2,324 1,143
Old : 51,945: 15,047 30,140 13,067 6,160 11,443 4,849 0 410 3,755 1,599 1,050: 2,324 1,143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 874: 1,281 591 -72 -222 -30 0 0 0 -171 669 45: -179 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 58.0 25.2 11.9 22.0 9.3 0.0 0.8 7.2 3.1 2.0: 4.5 2.2
Old : 100.0: 29.0 58.0 25.2 11.9 22.0 9.3 0.0 0.8 7.2 3.1 2.0: 4.5 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 : 52: 19 18 12 8 17 . 0 . . . .:
Old : 52: 19 18 12 8 17 . 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 : 31.0 31.2 49.7 53.2 23.5 26.1 37.1 41.8
Old : 31.0 31.2 49.7 53.2 23.5 26.1 37.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 22,113: 12,481 10,600 75 4,319 345 1,120 600 420 2,159 1,350 835: 4,678 3,644
Old : 22,113: 12,481 10,600 75 4,319 345 1,120 600 420 2,159 1,350 835: 4,678 3,644
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -802: -81 -921 45 -120 0 -150 0 0 -630 300 -225: 239 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 47.9 0.3 19.5 1.6 5.1 2.7 1.9 9.8 6.1 3.8: 21.2 16.5
Old : 100.0: 56.4 47.9 0.3 19.5 1.6 5.1 2.7 1.9 9.8 6.1 3.8: 21.2 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 . . . . . . . . .:
Old : 20: 9 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 : 56.5 50.7 71.2 65.1 50.9 49.4 55.1 58.4
Old : 56.5 50.7 71.2 65.1 50.9 49.4 55.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009