GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, December 22, 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 : 43,043: 29,947 35,711 6,704 2,116 4,329 0 600 0 1,803 60 0: 260 227
Old : 43,043: 29,947 35,711 6,704 2,116 4,329 0 600 0 1,803 60 0: 260 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 1,854: 1,877 2,618 112 -650 253 0 0 0 0 0 0: -388 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 83.0 15.6 4.9 10.1 0.0 1.4 0.0 4.2 0.1 0.0: 0.6 0.5
Old : 100.0: 69.6 83.0 15.6 4.9 10.1 0.0 1.4 0.0 4.2 0.1 0.0: 0.6 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 : 48: 25 26 6 6 8 0 . 0 . . 0:
Old : 48: 25 26 6 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 : 43.0 33.6 62.9 57.0 29.8 22.1 39.3 33.8
Old : 43.0 33.6 62.9 57.0 29.8 22.1 39.3 33.8
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 22, 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 : 20,885: 9,976 19,462 9,474 35 1,343 50 0 0 0 0 0: 42 45
Old : 20,885: 9,976 19,462 9,474 35 1,343 50 0 0 0 0 0: 42 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 875: 439 1,112 575 -98 -154 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 93.2 45.4 0.2 6.4 0.2 0.0 0.0 0.0 0.0 0.0: 0.2 0.2
Old : 100.0: 47.8 93.2 45.4 0.2 6.4 0.2 0.0 0.0 0.0 0.0 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 23 10 . 9 . 0 0 0 0 0:
Old : 39: 19 23 10 . 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 : 56.9 61.7 75.4 79.3 45.7 51.9 55.8 59.8
Old : 56.9 61.7 75.4 79.3 45.7 51.9 55.8 59.8
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 22, 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 : 7,360: 3,066 5,066 2,294 151 567 0 0 0 377 216 242: 814 1,118
Old : 7,360: 3,066 5,066 2,294 151 567 0 0 0 377 216 242: 814 1,118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 118: 321 44 30 0 0 0 0 0 0 0 0: -233 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 68.8 31.2 2.1 7.7 0.0 0.0 0.0 5.1 2.9 3.3: 11.1 15.2
Old : 100.0: 41.7 68.8 31.2 2.1 7.7 0.0 0.0 0.0 5.1 2.9 3.3: 11.1 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 13 6 . 8 0 0 0 . . .:
Old : 26: 14 13 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 : 38.5 55.5 56.9 68.0 33.6 47.9 47.0 52.2
Old : 38.5 55.5 56.9 68.0 33.6 47.9 47.0 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Futures Only, December 22, 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 : 12,048: 5,733 7,810 2,238 749 2,252 240 0 0 407 291 55: 1,123 891
Old : 12,048: 5,733 7,810 2,238 749 2,252 240 0 0 407 291 55: 1,123 891
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 140: 79 187 72 -25 95 0 0 -165 17 81 0: 42 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 64.8 18.6 6.2 18.7 2.0 0.0 0.0 3.4 2.4 0.5: 9.3 7.4
Old : 100.0: 47.6 64.8 18.6 6.2 18.7 2.0 0.0 0.0 3.4 2.4 0.5: 9.3 7.4
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 : 52: 25 30 12 4 16 . 0 0 . . .:
Old : 52: 25 30 12 4 16 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 31.7 37.8 47.9 14.4 21.2 24.2 29.3
Old : 22.2 31.7 37.8 47.9 14.4 21.2 24.2 29.3
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 22, 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 : 9,667: 5,761 7,797 1,933 52 1,041 0 0 0 65 55 74: 793 648
Old : 9,667: 5,761 7,797 1,933 52 1,041 0 0 0 65 55 74: 793 648
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 487: 347 420 5 -10 81 0 0 0 25 10 0: 29 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 80.7 20.0 0.5 10.8 0.0 0.0 0.0 0.7 0.6 0.8: 8.2 6.7
Old : 100.0: 59.6 80.7 20.0 0.5 10.8 0.0 0.0 0.0 0.7 0.6 0.8: 8.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 35 42 12 . 14 0 0 0 . . .:
Old : 61: 35 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 : 32.4 21.0 49.1 35.0 22.9 13.3 28.9 22.3
Old : 32.4 21.0 49.1 35.0 22.9 13.3 28.9 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Futures Only, December 22, 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 : 3,572: 1,297 1,838 365 1,002 192 900 0 0 0 40 0: 818 500
Old : 3,572: 1,297 1,838 365 1,002 192 900 0 0 0 40 0: 818 500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 275: 275 173 3 20 -3 0 0 0 0 40 0: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 51.5 10.2 28.1 5.4 25.2 0.0 0.0 0.0 1.1 0.0: 22.9 14.0
Old : 100.0: 36.3 51.5 10.2 28.1 5.4 25.2 0.0 0.0 0.0 1.1 0.0: 22.9 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 11 . 4 4 . 0 0 0 . 0:
Old : 21: 8 11 . 4 4 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 51.0 70.1 67.9 50.6 41.3 53.3 52.4
Old : 53.6 51.0 70.1 67.9 50.6 41.3 53.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Futures Only, December 22, 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 : 9,612: 8,021 7,107 670 1,554 911 0 0 0 0 0 0: 10 40
Old : 9,612: 8,021 7,107 670 1,554 911 0 0 0 0 0 0: 10 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 695: 743 530 -300 -125 250 0 0 0 0 0 0: 2 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 73.9 7.0 16.2 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.4
Old : 100.0: 83.4 73.9 7.0 16.2 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . 5 5 0 0 0 0 0 0:
Old : 24: 13 11 . 5 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 60.7 77.9 80.7 50.5 37.5 58.2 51.3
Old : 54.1 60.7 77.9 80.7 50.5 37.5 58.2 51.3
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 22, 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 : 307,202: 91,385 205,372 73,287 1,508 22,643 29,595 12,770 14,868 18,897 3,203 14,859: 41,668 31,979
Old : 307,202: 91,385 205,372 73,287 1,508 22,643 29,595 12,770 14,868 18,897 3,203 14,859: 41,668 31,979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 4,899: 1,828 11,879 41 640 1,073 3,450 -3,892 -2,337 -65 -221 -700: 1,609 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 66.9 23.9 0.5 7.4 9.6 4.2 4.8 6.2 1.0 4.8: 13.6 10.4
Old : 100.0: 29.7 66.9 23.9 0.5 7.4 9.6 4.2 4.8 6.2 1.0 4.8: 13.6 10.4
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 : 152: 55 66 18 . 11 23 10 19 14 8 21:
Old : 152: 55 66 18 . 11 23 10 19 14 8 21:
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 : 24.7 23.9 35.4 34.3 18.1 16.4 27.0 23.4
Old : 24.7 23.9 35.4 34.3 18.1 16.4 27.0 23.4
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 22, 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 : 22,060: 11,137 17,659 4,735 521 2,544 264 0 0 700 260 600: 2,080 476
Old : 22,060: 11,137 17,659 4,735 521 2,544 264 0 0 700 260 600: 2,080 476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 1,148: 725 848 -34 81 245 0 0 0 100 -50 50: 62 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 80.0 21.5 2.4 11.5 1.2 0.0 0.0 3.2 1.2 2.7: 9.4 2.2
Old : 100.0: 50.5 80.0 21.5 2.4 11.5 1.2 0.0 0.0 3.2 1.2 2.7: 9.4 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 : 65: 29 37 11 . 12 . 0 0 4 . 5:
Old : 65: 29 37 11 . 12 . 0 0 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 25.0 42.4 39.1 19.0 20.7 26.6 29.2
Old : 28.0 25.0 42.4 39.1 19.0 20.7 26.6 29.2
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 22, 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 5,856 3,875 8,475 2,456 0 0 300 375 300 75: 1,226 2,005
Old : 19,467: 11,160 5,856 3,875 8,475 2,456 0 0 300 375 300 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 15, 2009 :
: 0: 0 900 0 0 0 0 -900 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 30.1 19.9 43.5 12.6 0.0 0.0 1.5 1.9 1.5 0.4: 6.3 10.3
Old : 100.0: 57.3 30.1 19.9 43.5 12.6 0.0 0.0 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 0 . . . .:
Old : 37: 12 11 11 8 8 0 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 54.2 66.8 72.0 39.7 46.4 51.4 54.6
Old : 51.6 54.2 66.8 72.0 39.7 46.4 51.4 54.6
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 22, 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 : 15,021: 8,482 6,980 1,315 3,299 1,080 300 50 300 2,209 0 1,305: 30 2,007
Old : 15,021: 8,482 6,980 1,315 3,299 1,080 300 50 300 2,209 0 1,305: 30 2,007
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 225: -225 -75 300 -75 75 0 0 0 -225 0 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 46.5 8.8 22.0 7.2 2.0 0.3 2.0 14.7 0.0 8.7: 0.2 13.4
Old : 100.0: 56.5 46.5 8.8 22.0 7.2 2.0 0.3 2.0 14.7 0.0 8.7: 0.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 74.4 50.0 90.1 70.7 59.3 42.7 65.8 51.5
Old : 74.4 50.0 90.1 70.7 59.3 42.7 65.8 51.5
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 22, 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 : 5,086: 1,991 1,888 370 730 319 0 0 0 701 0 349: 1,356 1,800
Old : 5,086: 1,991 1,888 370 730 319 0 0 0 701 0 349: 1,356 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 22: 5 -1 0 0 0 0 0 0 20 0 7: -10 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 37.1 7.3 14.4 6.3 0.0 0.0 0.0 13.8 0.0 6.9: 26.7 35.4
Old : 100.0: 39.1 37.1 7.3 14.4 6.3 0.0 0.0 0.0 13.8 0.0 6.9: 26.7 35.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 47.1 29.9 62.8 49.1 38.5 27.2 48.6 41.0
Old : 47.1 29.9 62.8 49.1 38.5 27.2 48.6 41.0
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 22, 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 : 7,420: 6,086 6,030 396 579 282 0 0 0 166 80 153: 337 296
Old : 7,420: 6,086 6,030 396 579 282 0 0 0 166 80 153: 337 296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 406: 163 384 88 -37 30 0 0 0 91 -33 -32: 66 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 81.3 5.3 7.8 3.8 0.0 0.0 0.0 2.2 1.1 2.1: 4.5 4.0
Old : 100.0: 82.0 81.3 5.3 7.8 3.8 0.0 0.0 0.0 2.2 1.1 2.1: 4.5 4.0
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 : 20: 12 15 . . . 0 0 0 . . .:
Old : 20: 12 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 : 67.7 69.3 83.9 84.3 27.8 29.9 33.8 33.4
Old : 67.7 69.3 83.9 84.3 27.8 29.9 33.8 33.4
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 22, 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 : 3,767: 3,453 2,372 34 378 54 0 0 0 86 765 42: 98 156
Old : 3,767: 3,453 2,372 34 378 54 0 0 0 86 765 42: 98 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 249: 289 219 -12 -56 12 0 0 0 0 90 -10: -30 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 63.0 0.9 10.0 1.4 0.0 0.0 0.0 2.3 20.3 1.1: 2.6 4.1
Old : 100.0: 91.7 63.0 0.9 10.0 1.4 0.0 0.0 0.0 2.3 20.3 1.1: 2.6 4.1
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 : 25: 11 14 . . . 0 0 0 . . .:
Old : 25: 11 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 : 72.2 39.4 90.3 68.6 66.9 38.2 76.7 64.0
Old : 72.2 39.4 90.3 68.6 66.9 38.2 76.7 64.0
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 22, 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 : 1,896: 848 1,106 58 81 151 0 0 0 0 0 0: 839 558
Old : 1,896: 848 1,106 58 81 151 0 0 0 0 0 0: 839 558
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 61: 1 -63 10 5 10 0 0 0 0 0 0: 40 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 58.3 3.1 4.3 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 44.3 29.4
Old : 100.0: 44.7 58.3 3.1 4.3 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 44.3 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 23.3 34.2 35.8 48.6 15.4 23.7 22.8 34.9
Old : 23.3 34.2 35.8 48.6 15.4 23.7 22.8 34.9
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 22, 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 : 500,558: 115,170 189,641 95,094 46,666 145,805 37,815 6,078 38,870 8,082 17,135 39,105: 20,617 17,258
Old : 500,558: 115,170 189,641 95,094 46,666 145,805 37,815 6,078 38,870 8,082 17,135 39,105: 20,617 17,258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -22,511: -6,318 -8,642 -2,162 724 -4,204 2,223 230 -792 -2,286 1,275 -10,472: 1,500 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 37.9 19.0 9.3 29.1 7.6 1.2 7.8 1.6 3.4 7.8: 4.1 3.4
Old : 100.0: 23.0 37.9 19.0 9.3 29.1 7.6 1.2 7.8 1.6 3.4 7.8: 4.1 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 : 111: 35 37 16 13 23 15 8 18 10 8 16:
Old : 111: 35 37 16 13 23 15 8 18 10 8 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 21.1 41.2 33.1 15.6 9.7 21.5 16.2
Old : 26.3 21.1 41.2 33.1 15.6 9.7 21.5 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Futures Only, December 22, 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 : 1,159,436: 131,455 389,350 263,686 89,917 217,695 158,885 49,829 138,256 76,883 110,677 102,014: 70,562 61,698
Old : 1,159,436: 131,455 389,350 263,686 89,917 217,695 158,885 49,829 138,256 76,883 110,677 102,014: 70,562 61,698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -57,664: -6,919 7,738 -7,397 -9,900 -733 252 -15,591 -6,511 -4,085 -10,312 -15,137: -17,134 -7,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 33.6 22.7 7.8 18.8 13.7 4.3 11.9 6.6 9.5 8.8: 6.1 5.3
Old : 100.0: 11.3 33.6 22.7 7.8 18.8 13.7 4.3 11.9 6.6 9.5 8.8: 6.1 5.3
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 : 301: 46 61 25 18 35 64 33 58 31 51 69:
Old : 301: 46 61 25 18 35 64 33 58 31 51 69:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 15.7 32.7 25.5 17.5 10.7 23.6 17.8
Old : 22.2 15.7 32.7 25.5 17.5 10.7 23.6 17.8
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 22, 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 : 217,140: 65,182 30,636 53,372 75,612 35,428 15,985 0 420 23,172 30,855 1,391: 22,190 42,798
Old : 217,140: 65,182 30,636 53,372 75,612 35,428 15,985 0 420 23,172 30,855 1,391: 22,190 42,798
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 822: 797 1,303 126 -1,695 1,946 0 0 0 -195 -2,388 -122: -1,730 1,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.1 24.6 34.8 16.3 7.4 0.0 0.2 10.7 14.2 0.6: 10.2 19.7
Old : 100.0: 30.0 14.1 24.6 34.8 16.3 7.4 0.0 0.2 10.7 14.2 0.6: 10.2 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 15 15 9 8 17 . 0 . . 5 5:
Old : 44: 15 15 9 8 17 . 0 . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 36.6 56.4 51.8 36.0 31.2 51.7 45.3
Old : 36.2 36.6 56.4 51.8 36.0 31.2 51.7 45.3
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 22, 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 : 84,864: 40,932 61,505 25,024 3,644 17,270 0 625 0 100 680 200: 1,338 940
Old : 84,864: 40,932 61,505 25,024 3,644 17,270 0 625 0 100 680 200: 1,338 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 1,701: 1,655 1,528 -132 200 928 0 400 0 0 -455 0: -750 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 72.5 29.5 4.3 20.4 0.0 0.7 0.0 0.1 0.8 0.2: 1.6 1.1
Old : 100.0: 48.2 72.5 29.5 4.3 20.4 0.0 0.7 0.0 0.1 0.8 0.2: 1.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 29 35 10 8 18 0 . 0 . . .:
Old : 65: 29 35 10 8 18 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 30.5 62.1 48.7 27.2 13.1 31.6 19.8
Old : 43.9 30.5 62.1 48.7 27.2 13.1 31.6 19.8
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 22, 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 : 130,329: 15,654 11,412 36,267 23,211 48,748 14,133 22,677 7,783 842 8,438 1,733: 5,169 6,327
Old : 130,329: 15,654 11,412 36,267 23,211 48,748 14,133 22,677 7,783 842 8,438 1,733: 5,169 6,327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -7,449: 0 -128 15 -1,026 -3,339 -1,097 -166 -2,056 0 226 -508: -464 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 8.8 27.8 17.8 37.4 10.8 17.4 6.0 0.6 6.5 1.3: 4.0 4.9
Old : 100.0: 12.0 8.8 27.8 17.8 37.4 10.8 17.4 6.0 0.6 6.5 1.3: 4.0 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 : 46: 6 7 8 10 17 7 6 9 . 7 4:
Old : 46: 6 7 8 10 17 7 6 9 . 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 : 46.5 35.8 62.7 51.9 29.0 21.5 36.5 30.0
Old : 46.5 35.8 62.7 51.9 29.0 21.5 36.5 30.0
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 22, 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 : 33,444: 1,380 2,630 7,073 3,523 16,835 0 3,139 5,322 516 200 500: 1,818 1,295
Old : 33,444: 1,380 2,630 7,073 3,523 16,835 0 3,139 5,322 516 200 500: 1,818 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 4,823: -150 0 -830 55 2,493 -96 -802 3,652 0 0 0: -246 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.9 21.1 10.5 50.3 0.0 9.4 15.9 1.5 0.6 1.5: 5.4 3.9
Old : 100.0: 4.1 7.9 21.1 10.5 50.3 0.0 9.4 15.9 1.5 0.6 1.5: 5.4 3.9
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 : 26: . . 9 6 14 0 4 4 . . .:
Old : 26: . . 9 6 14 0 4 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 43.1 63.9 64.0 15.8 14.9 21.3 21.6
Old : 37.6 43.1 63.9 64.0 15.8 14.9 21.3 21.6
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 22, 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 : 103,848: 12,522 16,794 30,000 36,585 26,577 0 0 0 1,902 1,302 2,221: 30,626 20,369
Old : 103,848: 12,522 16,794 30,000 36,585 26,577 0 0 0 1,902 1,302 2,221: 30,626 20,369
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 987: 348 489 70 321 48 0 0 0 0 0 201: 320 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.2 28.9 35.2 25.6 0.0 0.0 0.0 1.8 1.3 2.1: 29.5 19.6
Old : 100.0: 12.1 16.2 28.9 35.2 25.6 0.0 0.0 0.0 1.8 1.3 2.1: 29.5 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 33.0 32.0 45.9 51.4 24.4 27.3 32.2 38.4
Old : 33.0 32.0 45.9 51.4 24.4 27.3 32.2 38.4
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 22, 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 : 40,666: 11,360 20,430 22,449 11,246 6,752 0 1,830 0 0 300 0: 105 108
Old : 40,666: 11,360 20,430 22,449 11,246 6,752 0 1,830 0 0 300 0: 105 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 455: 500 75 -122 285 187 0 0 0 0 0 0: -110 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 50.2 55.2 27.7 16.6 0.0 4.5 0.0 0.0 0.7 0.0: 0.3 0.3
Old : 100.0: 27.9 50.2 55.2 27.7 16.6 0.0 4.5 0.0 0.0 0.7 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 12 19 10 11 14 0 . 0 0 . 0:
Old : 45: 12 19 10 11 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 : 64.3 37.2 76.8 51.6 57.0 36.4 64.1 48.8
Old : 64.3 37.2 76.8 51.6 57.0 36.4 64.1 48.8
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 22, 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 : 234,009: 83,407 173,300 45,389 1,195 10,602 47,068 11,195 13,826 14,150 6,407 5,762: 13,805 11,722
Old : 234,009: 83,407 173,300 45,389 1,195 10,602 47,068 11,195 13,826 14,150 6,407 5,762: 13,805 11,722
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -441: 4,006 4,768 1,249 -106 568 -1,556 -415 -2,577 -108 -297 969: -2,992 -3,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 74.1 19.4 0.5 4.5 20.1 4.8 5.9 6.0 2.7 2.5: 5.9 5.0
Old : 100.0: 35.6 74.1 19.4 0.5 4.5 20.1 4.8 5.9 6.0 2.7 2.5: 5.9 5.0
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 : 190: 60 75 17 4 14 40 15 23 14 8 22:
Old : 190: 60 75 17 4 14 40 15 23 14 8 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 : 21.3 19.1 31.9 30.1 14.7 10.0 23.6 17.4
Old : 21.3 19.1 31.9 30.1 14.7 10.0 23.6 17.4
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 22, 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 : 23,089: 13,740 13,921 842 2,411 814 0 0 450 2,093 0 213: 4,937 5,280
Old : 23,089: 13,740 13,921 842 2,411 814 0 0 450 2,093 0 213: 4,937 5,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 1,103: 511 958 0 -4 0 0 0 0 1,443 0 -24: -827 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 60.3 3.6 10.4 3.5 0.0 0.0 1.9 9.1 0.0 0.9: 21.4 22.9
Old : 100.0: 59.5 60.3 3.6 10.4 3.5 0.0 0.0 1.9 9.1 0.0 0.9: 21.4 22.9
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 : 27: 15 16 . . 5 0 0 . . 0 .:
Old : 27: 15 16 . . 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 : 45.8 31.5 60.2 52.5 45.0 30.3 55.3 47.2
Old : 45.8 31.5 60.2 52.5 45.0 30.3 55.3 47.2
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 22, 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 : 9,307: 4,118 7,182 1,375 466 1,369 1,372 0 0 250 0 175: 648 115
Old : 9,307: 4,118 7,182 1,375 466 1,369 1,372 0 0 250 0 175: 648 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 470: 370 320 -50 -50 160 0 0 0 -50 0 100: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 77.2 14.8 5.0 14.7 14.7 0.0 0.0 2.7 0.0 1.9: 7.0 1.2
Old : 100.0: 44.2 77.2 14.8 5.0 14.7 14.7 0.0 0.0 2.7 0.0 1.9: 7.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 17 25 9 5 10 . 0 0 . 0 .:
Old : 47: 17 25 9 5 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 : 34.6 32.7 49.3 51.9 20.9 23.1 28.7 34.6
Old : 34.6 32.7 49.3 51.9 20.9 23.1 28.7 34.6
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 22, 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 : 42,039: 30,179 31,784 6,587 6,837 2,283 480 0 690 270 0 0: 1,550 445
Old : 42,039: 30,179 31,784 6,587 6,837 2,283 480 0 690 270 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 15, 2009 :
: 728: 800 666 -9 125 -75 0 0 12 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 75.6 15.7 16.3 5.4 1.1 0.0 1.6 0.6 0.0 0.0: 3.7 1.1
Old : 100.0: 71.8 75.6 15.7 16.3 5.4 1.1 0.0 1.6 0.6 0.0 0.0: 3.7 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 : 49: 28 25 9 4 6 . 0 . . 0 0:
Old : 49: 28 25 9 4 6 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 49.3 64.9 71.1 26.9 35.2 38.0 44.4
Old : 46.0 49.3 64.9 71.1 26.9 35.2 38.0 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 22, 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 : 23,520: 13,060 22,135 6,975 15 770 2,630 0 0 25 0 0: 60 600
Old : 23,520: 13,060 22,135 6,975 15 770 2,630 0 0 25 0 0: 60 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 845: 245 695 450 0 150 0 0 0 25 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 94.1 29.7 0.1 3.3 11.2 0.0 0.0 0.1 0.0 0.0: 0.3 2.6
Old : 100.0: 55.5 94.1 29.7 0.1 3.3 11.2 0.0 0.0 0.1 0.0 0.0: 0.3 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 : 36: 15 13 12 . . . 0 0 . 0 0:
Old : 36: 15 13 12 . . . 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 : 52.7 85.6 75.1 92.8 49.7 75.8 65.5 79.2
Old : 52.7 85.6 75.1 92.8 49.7 75.8 65.5 79.2
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 22, 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 : 15,511: 6,242 7,351 3,819 4,551 2,466 2,934 0 0 50 50 0: 0 1,093
Old : 15,511: 6,242 7,351 3,819 4,551 2,466 2,934 0 0 50 50 0: 0 1,093
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -478: 22 -428 0 -43 -7 -450 0 0 0 0 0: -43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 47.4 24.6 29.3 15.9 18.9 0.0 0.0 0.3 0.3 0.0: 0.0 7.0
Old : 100.0: 40.2 47.4 24.6 29.3 15.9 18.9 0.0 0.0 0.3 0.3 0.0: 0.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 14 17 11 7 9 4 0 0 . . 0:
Old : 47: 14 17 11 7 9 4 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 51.3 67.4 68.7 32.0 36.5 45.4 48.4
Old : 47.9 51.3 67.4 68.7 32.0 36.5 45.4 48.4
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 22, 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 : 3,902: 1,153 2,875 1,401 114 136 0 63 0 235 0 0: 977 714
Old : 3,902: 1,153 2,875 1,401 114 136 0 63 0 235 0 0: 977 714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 39: -10 26 15 0 0 0 0 0 29 0 0: 5 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 73.7 35.9 2.9 3.5 0.0 1.6 0.0 6.0 0.0 0.0: 25.0 18.3
Old : 100.0: 29.5 73.7 35.9 2.9 3.5 0.0 1.6 0.0 6.0 0.0 0.0: 25.0 18.3
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 : 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 : 45.5 36.8 63.8 60.7 45.5 36.6 60.9 55.9
Old : 45.5 36.8 63.8 60.7 45.5 36.6 60.9 55.9
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 22, 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 : 14,283: 10,365 10,131 3,054 3,543 504 0 0 0 0 0 0: 360 105
Old : 14,283: 10,365 10,131 3,054 3,543 504 0 0 0 0 0 0: 360 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 310: 160 300 0 60 0 0 0 0 0 0 0: 150 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 70.9 21.4 24.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 0.7
Old : 100.0: 72.6 70.9 21.4 24.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 5 . 4 0 0 0 0 0 0:
Old : 26: 15 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 : 58.5 59.4 75.4 85.7 56.8 51.8 69.1 70.2
Old : 58.5 59.4 75.4 85.7 56.8 51.8 69.1 70.2
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 22, 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 : 18,142: 12,079 6,409 1,563 8,368 3,043 275 0 150 826 96 7: 199 69
Old : 18,142: 12,079 6,409 1,563 8,368 3,043 275 0 150 826 96 7: 199 69
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 693: 341 -171 -184 428 425 0 0 150 0 0 0: -39 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 35.3 8.6 46.1 16.8 1.5 0.0 0.8 4.6 0.5 0.0: 1.1 0.4
Old : 100.0: 66.6 35.3 8.6 46.1 16.8 1.5 0.0 0.8 4.6 0.5 0.0: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 20 17 4 16 13 . 0 . . . .:
Old : 49: 20 17 4 16 13 . 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 33.7 50.3 53.9 22.2 30.1 35.0 43.3
Old : 30.2 33.7 50.3 53.9 22.2 30.1 35.0 43.3
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 22, 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 : 11,809: 7,665 10,310 1,725 272 672 808 463 0 939 0 0: 0 92
Old : 11,809: 7,665 10,310 1,725 272 672 808 463 0 939 0 0: 0 92
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 1,354: 1,115 1,579 206 -151 167 -89 -80 0 0 -116 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 87.3 14.6 2.3 5.7 6.8 3.9 0.0 8.0 0.0 0.0: 0.0 0.8
Old : 100.0: 64.9 87.3 14.6 2.3 5.7 6.8 3.9 0.0 8.0 0.0 0.0: 0.0 0.8
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 : 35: 15 18 7 . 4 . . 0 . 0 0:
Old : 35: 15 18 7 . 4 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 52.6 67.6 73.9 34.2 40.7 50.9 54.0
Old : 41.1 52.6 67.6 73.9 34.2 40.7 50.9 54.0
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 22, 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 : 52,227: 16,061 30,854 13,739 6,160 11,914 2,944 0 410 4,235 1,341 885: 2,039 663
Old : 52,227: 16,061 30,854 13,739 6,160 11,914 2,944 0 410 4,235 1,341 885: 2,039 663
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 282: 1,014 714 672 0 471 -1,905 0 0 480 -258 -165: -285 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 59.1 26.3 11.8 22.8 5.6 0.0 0.8 8.1 2.6 1.7: 3.9 1.3
Old : 100.0: 30.8 59.1 26.3 11.8 22.8 5.6 0.0 0.8 8.1 2.6 1.7: 3.9 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 : 52: 19 19 12 8 17 . 0 . . . .:
Old : 52: 19 19 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 : 28.6 31.0 48.0 53.4 20.7 26.5 35.0 42.9
Old : 28.6 31.0 48.0 53.4 20.7 26.5 35.0 42.9
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 22, 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 : 22,413: 12,470 10,949 1,135 4,324 440 1,195 0 375 1,799 1,275 1,280: 3,719 3,770
Old : 22,413: 12,470 10,949 1,135 4,324 440 1,195 0 375 1,799 1,275 1,280: 3,719 3,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 300: -11 349 1,060 5 95 75 -600 -45 -360 -75 445: -959 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 48.9 5.1 19.3 2.0 5.3 0.0 1.7 8.0 5.7 5.7: 16.6 16.8
Old : 100.0: 55.6 48.9 5.1 19.3 2.0 5.3 0.0 1.7 8.0 5.7 5.7: 16.6 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 11 . . . . 0 . . . .:
Old : 21: 9 11 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 50.0 72.5 64.5 49.7 48.4 58.8 57.4
Old : 55.1 50.0 72.5 64.5 49.7 48.4 58.8 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009