GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 44,745: 31,318 37,359 6,729 1,924 4,560 0 600 0 1,803 75 0: 335 227
Old : 44,745: 31,318 37,359 6,729 1,924 4,560 0 600 0 1,803 75 0: 335 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,702: 1,371 1,648 25 -192 231 0 0 0 0 15 0: 75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 83.5 15.0 4.3 10.2 0.0 1.3 0.0 4.0 0.2 0.0: 0.7 0.5
Old : 100.0: 70.0 83.5 15.0 4.3 10.2 0.0 1.3 0.0 4.0 0.2 0.0: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 27 27 6 6 8 0 . 0 . . 0:
Old : 49: 27 27 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 : 42.7 33.3 62.7 56.7 29.2 22.0 39.3 33.8
Old : 42.7 33.3 62.7 56.7 29.2 22.0 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 29, 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 : 21,205: 10,306 19,767 9,449 35 1,358 50 0 0 0 0 0: 42 45
Old : 21,205: 10,306 19,767 9,449 35 1,358 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 22, 2009 :
: 320: 330 305 -25 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 93.2 44.6 0.2 6.4 0.2 0.0 0.0 0.0 0.0 0.0: 0.2 0.2
Old : 100.0: 48.6 93.2 44.6 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: 18 23 10 . 10 . 0 0 0 0 0:
Old : 39: 18 23 10 . 10 . 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 : 57.0 62.3 74.8 79.8 45.4 51.2 54.8 58.7
Old : 57.0 62.3 74.8 79.8 45.4 51.2 54.8 58.7
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 29, 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 : 7,427: 3,075 5,192 2,342 141 565 0 0 0 377 216 242: 826 1,071
Old : 7,427: 3,075 5,192 2,342 141 565 0 0 0 377 216 242: 826 1,071
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 67: 9 126 48 -10 -2 0 0 0 0 0 0: 12 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 69.9 31.5 1.9 7.6 0.0 0.0 0.0 5.1 2.9 3.3: 11.1 14.4
Old : 100.0: 41.4 69.9 31.5 1.9 7.6 0.0 0.0 0.0 5.1 2.9 3.3: 11.1 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 : 27: 14 14 6 . 8 0 0 0 . . .:
Old : 27: 14 14 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 : 38.6 55.3 56.9 67.8 33.9 48.1 47.4 52.9
Old : 38.6 55.3 56.9 67.8 33.9 48.1 47.4 52.9
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 29, 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 : 12,132: 5,811 7,908 2,219 734 2,280 240 0 0 418 296 55: 1,109 859
Old : 12,132: 5,811 7,908 2,219 734 2,280 240 0 0 418 296 55: 1,109 859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 84: 78 98 -19 -15 28 0 0 0 11 5 0: -14 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 65.2 18.3 6.1 18.8 2.0 0.0 0.0 3.4 2.4 0.5: 9.1 7.1
Old : 100.0: 47.9 65.2 18.3 6.1 18.8 2.0 0.0 0.0 3.4 2.4 0.5: 9.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 26 30 12 4 16 . 0 0 . . .:
Old : 52: 26 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 : 22.3 31.9 38.1 48.1 14.9 21.2 24.5 29.3
Old : 22.3 31.9 38.1 48.1 14.9 21.2 24.5 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 29, 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 : 9,886: 6,071 8,115 1,956 57 1,026 0 0 0 80 120 74: 679 494
Old : 9,886: 6,071 8,115 1,956 57 1,026 0 0 0 80 120 74: 679 494
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 219: 310 318 23 5 -15 0 0 0 15 65 0: -114 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 82.1 19.8 0.6 10.4 0.0 0.0 0.0 0.8 1.2 0.7: 6.9 5.0
Old : 100.0: 61.4 82.1 19.8 0.6 10.4 0.0 0.0 0.0 0.8 1.2 0.7: 6.9 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 : 63: 37 43 12 . 14 0 0 0 . . .:
Old : 63: 37 43 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 : 33.2 20.9 50.1 35.7 23.3 14.0 29.2 23.5
Old : 33.2 20.9 50.1 35.7 23.3 14.0 29.2 23.5
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 29, 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 : 3,591: 1,307 1,858 375 1,002 192 900 0 0 0 40 0: 817 499
Old : 3,591: 1,307 1,858 375 1,002 192 900 0 0 0 40 0: 817 499
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 19: 10 20 10 0 0 0 0 0 0 0 0: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 51.7 10.4 27.9 5.3 25.1 0.0 0.0 0.0 1.1 0.0: 22.8 13.9
Old : 100.0: 36.4 51.7 10.4 27.9 5.3 25.1 0.0 0.0 0.0 1.1 0.0: 22.8 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.5 50.8 70.3 67.6 50.3 40.8 53.3 51.8
Old : 53.5 50.8 70.3 67.6 50.3 40.8 53.3 51.8
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 29, 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 : 10,187: 8,596 7,722 670 1,554 911 0 0 0 0 0 0: 10 0
Old : 10,187: 8,596 7,722 670 1,554 911 0 0 0 0 0 0: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 575: 575 615 0 0 0 0 0 0 0 0 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 75.8 6.6 15.3 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 84.4 75.8 6.6 15.3 8.9 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: 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 : 56.2 61.4 80.7 81.7 53.3 39.5 60.8 52.9
Old : 56.2 61.4 80.7 81.7 53.3 39.5 60.8 52.9
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 29, 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 : 314,896: 87,370 220,307 75,475 1,670 21,285 42,575 11,555 13,423 17,117 3,576 14,716: 42,935 28,364
Old : 314,896: 87,370 220,307 75,475 1,670 21,285 42,575 11,555 13,423 17,117 3,576 14,716: 42,935 28,364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 7,694: -4,015 14,935 2,188 162 -1,358 12,980 -1,215 -1,445 -1,780 373 -143: 1,267 -3,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 70.0 24.0 0.5 6.8 13.5 3.7 4.3 5.4 1.1 4.7: 13.6 9.0
Old : 100.0: 27.7 70.0 24.0 0.5 6.8 13.5 3.7 4.3 5.4 1.1 4.7: 13.6 9.0
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 : 158: 57 69 17 . 10 32 7 17 11 10 20:
Old : 158: 57 69 17 . 10 32 7 17 11 10 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 : 23.9 25.4 34.6 36.4 18.4 18.4 27.1 25.9
Old : 23.9 25.4 34.6 36.4 18.4 18.4 27.1 25.9
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 29, 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 : 22,835: 11,555 18,259 4,735 521 2,544 264 0 0 732 310 625: 2,380 576
Old : 22,835: 11,555 18,259 4,735 521 2,544 264 0 0 732 310 625: 2,380 576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 775: 418 600 0 0 0 0 0 0 32 50 25: 300 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 80.0 20.7 2.3 11.1 1.2 0.0 0.0 3.2 1.4 2.7: 10.4 2.5
Old : 100.0: 50.6 80.0 20.7 2.3 11.1 1.2 0.0 0.0 3.2 1.4 2.7: 10.4 2.5
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 : 65: 29 37 11 . 12 . 0 0 . . 6:
Old : 65: 29 37 11 . 12 . 0 0 . . 6:
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 25.1 42.3 39.1 17.9 21.1 25.5 29.7
Old : 28.4 25.1 42.3 39.1 17.9 21.1 25.5 29.7
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 29, 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 22, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 29, 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 22, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 29, 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 : 5,102: 2,021 1,888 370 730 319 0 0 0 703 0 349: 1,340 1,816
Old : 5,102: 2,021 1,888 370 730 319 0 0 0 703 0 349: 1,340 1,816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 16: 30 0 0 0 0 0 0 0 2 0 0: -16 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 37.0 7.3 14.3 6.3 0.0 0.0 0.0 13.8 0.0 6.8: 26.3 35.6
Old : 100.0: 39.6 37.0 7.3 14.3 6.3 0.0 0.0 0.0 13.8 0.0 6.8: 26.3 35.6
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 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 : 47.5 29.8 63.2 48.9 39.0 27.1 49.1 40.8
Old : 47.5 29.8 63.2 48.9 39.0 27.1 49.1 40.8
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 29, 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 : 6,726: 5,694 5,294 536 601 105 0 0 0 0 376 155: 236 195
Old : 6,726: 5,694 5,294 536 601 105 0 0 0 0 376 155: 236 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -694: -392 -736 140 22 -177 0 0 0 -166 296 2: -101 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 78.7 8.0 8.9 1.6 0.0 0.0 0.0 0.0 5.6 2.3: 3.5 2.9
Old : 100.0: 84.7 78.7 8.0 8.9 1.6 0.0 0.0 0.0 0.0 5.6 2.3: 3.5 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 : 20: 12 15 . . . 0 0 0 0 . .:
Old : 20: 12 15 . . . 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 : 71.3 66.2 86.7 84.3 29.5 25.0 34.0 32.8
Old : 71.3 66.2 86.7 84.3 29.5 25.0 34.0 32.8
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 29, 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 : 3,942: 3,598 2,357 34 388 54 0 0 0 86 960 42: 128 141
Old : 3,942: 3,598 2,357 34 388 54 0 0 0 86 960 42: 128 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 175: 145 -15 0 10 0 0 0 0 0 195 0: 30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 59.8 0.9 9.8 1.4 0.0 0.0 0.0 2.2 24.4 1.1: 3.2 3.6
Old : 100.0: 91.3 59.8 0.9 9.8 1.4 0.0 0.0 0.0 2.2 24.4 1.1: 3.2 3.6
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 : 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 : 71.1 43.6 90.0 71.1 66.5 42.4 75.9 66.4
Old : 71.1 43.6 90.0 71.1 66.5 42.4 75.9 66.4
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 29, 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 : 1,826: 803 1,067 57 98 148 0 0 0 0 0 0: 818 513
Old : 1,826: 803 1,067 57 98 148 0 0 0 0 0 0: 818 513
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -70: -45 -39 -1 17 -3 0 0 0 0 0 0: -21 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 58.4 3.1 5.4 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 44.8 28.1
Old : 100.0: 44.0 58.4 3.1 5.4 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 44.8 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 19 19 . . . 0 0 0 0 0 0:
Old : 23: 19 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 : 22.9 35.0 35.5 50.0 14.9 24.6 22.5 34.7
Old : 22.9 35.0 35.5 50.0 14.9 24.6 22.5 34.7
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 29, 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 : 503,092: 113,218 193,791 96,778 46,765 144,062 39,834 4,029 38,693 11,333 16,035 41,161: 18,013 18,556
Old : 503,092: 113,218 193,791 96,778 46,765 144,062 39,834 4,029 38,693 11,333 16,035 41,161: 18,013 18,556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 2,534: -1,952 4,150 1,684 99 -1,743 2,019 -2,049 -177 3,251 -1,100 2,056: -2,604 1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 38.5 19.2 9.3 28.6 7.9 0.8 7.7 2.3 3.2 8.2: 3.6 3.7
Old : 100.0: 22.5 38.5 19.2 9.3 28.6 7.9 0.8 7.7 2.3 3.2 8.2: 3.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 111: 33 37 16 13 23 16 5 16 14 7 18:
Old : 111: 33 37 16 13 23 16 5 16 14 7 18:
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 : 26.2 20.7 41.0 32.7 15.5 9.5 21.7 16.7
Old : 26.2 20.7 41.0 32.7 15.5 9.5 21.7 16.7
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 29, 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 : 1,185,208: 136,934 392,490 249,809 100,548 225,648 172,733 39,194 144,177 74,766 114,227 106,313: 74,828 62,611
Old : 1,185,208: 136,934 392,490 249,809 100,548 225,648 172,733 39,194 144,177 74,766 114,227 106,313: 74,828 62,611
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 25,772: 5,479 3,140 -13,877 10,631 7,953 13,848 -10,635 5,921 -2,117 3,550 4,299: 4,266 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 33.1 21.1 8.5 19.0 14.6 3.3 12.2 6.3 9.6 9.0: 6.3 5.3
Old : 100.0: 11.6 33.1 21.1 8.5 19.0 14.6 3.3 12.2 6.3 9.6 9.0: 6.3 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 : 305: 45 57 22 21 35 67 34 56 36 53 69:
Old : 305: 45 57 22 21 35 67 34 56 36 53 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 : 21.9 16.6 32.4 26.9 16.7 10.9 22.4 17.5
Old : 21.9 16.6 32.4 26.9 16.7 10.9 22.4 17.5
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 29, 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 : 220,816: 66,274 31,878 53,148 76,014 38,269 15,985 0 420 23,337 31,492 1,396: 21,987 41,347
Old : 220,816: 66,274 31,878 53,148 76,014 38,269 15,985 0 420 23,337 31,492 1,396: 21,987 41,347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,676: 1,092 1,242 -224 402 2,841 0 0 0 165 637 5: -203 -1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.4 24.1 34.4 17.3 7.2 0.0 0.2 10.6 14.3 0.6: 10.0 18.7
Old : 100.0: 30.0 14.4 24.1 34.4 17.3 7.2 0.0 0.2 10.6 14.3 0.6: 10.0 18.7
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 : 45: 15 15 9 9 18 . 0 . . 5 4:
Old : 45: 15 15 9 9 18 . 0 . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 36.6 55.6 51.9 35.5 31.3 50.9 45.6
Old : 35.7 36.6 55.6 51.9 35.5 31.3 50.9 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 29, 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 : 86,755: 42,698 63,671 25,524 3,744 17,170 0 625 0 100 680 200: 1,063 665
Old : 86,755: 42,698 63,671 25,524 3,744 17,170 0 625 0 100 680 200: 1,063 665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,891: 1,766 2,166 500 100 -100 0 0 0 0 0 0: -275 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 73.4 29.4 4.3 19.8 0.0 0.7 0.0 0.1 0.8 0.2: 1.2 0.8
Old : 100.0: 49.2 73.4 29.4 4.3 19.8 0.0 0.7 0.0 0.1 0.8 0.2: 1.2 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 : 65: 32 35 10 8 18 0 . 0 . . .:
Old : 65: 32 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 : 43.3 30.5 60.7 47.5 27.3 13.7 31.9 20.4
Old : 43.3 30.5 60.7 47.5 27.3 13.7 31.9 20.4
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 29, 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 : 130,344: 15,654 11,412 36,478 23,111 48,848 13,764 22,677 7,808 842 8,488 1,667: 5,283 6,333
Old : 130,344: 15,654 11,412 36,478 23,111 48,848 13,764 22,677 7,808 842 8,488 1,667: 5,283 6,333
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 15: 0 0 211 -100 100 -369 0 25 0 50 -66: 114 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 8.8 28.0 17.7 37.5 10.6 17.4 6.0 0.6 6.5 1.3: 4.1 4.9
Old : 100.0: 12.0 8.8 28.0 17.7 37.5 10.6 17.4 6.0 0.6 6.5 1.3: 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 : 46: 6 7 8 10 17 7 6 9 . 7 .:
Old : 46: 6 7 8 10 17 7 6 9 . 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 35.7 62.9 51.9 29.2 21.4 36.6 30.1
Old : 46.7 35.7 62.9 51.9 29.2 21.4 36.6 30.1
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 29, 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 : 33,544: 1,380 2,630 7,073 3,923 16,635 145 2,441 5,368 516 200 500: 1,927 1,847
Old : 33,544: 1,380 2,630 7,073 3,923 16,635 145 2,441 5,368 516 200 500: 1,927 1,847
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 100: 0 0 0 400 -200 145 -698 46 0 0 0: 109 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.8 21.1 11.7 49.6 0.4 7.3 16.0 1.5 0.6 1.5: 5.7 5.5
Old : 100.0: 4.1 7.8 21.1 11.7 49.6 0.4 7.3 16.0 1.5 0.6 1.5: 5.7 5.5
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 : 37.5 43.6 63.1 64.4 15.7 14.8 21.2 21.4
Old : 37.5 43.6 63.1 64.4 15.7 14.8 21.2 21.4
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 29, 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 : 104,186: 12,618 16,986 29,919 36,710 26,577 0 0 0 1,902 1,159 2,334: 30,836 20,420
Old : 104,186: 12,618 16,986 29,919 36,710 26,577 0 0 0 1,902 1,159 2,334: 30,836 20,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 338: 96 192 -81 125 0 0 0 0 0 -143 113: 210 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.3 28.7 35.2 25.5 0.0 0.0 0.0 1.8 1.1 2.2: 29.6 19.6
Old : 100.0: 12.1 16.3 28.7 35.2 25.5 0.0 0.0 0.0 1.8 1.1 2.2: 29.6 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 : 32.9 32.0 45.8 51.3 24.3 27.1 32.1 38.3
Old : 32.9 32.0 45.8 51.3 24.3 27.1 32.1 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 29, 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 : 40,811: 11,660 20,330 22,480 11,561 6,656 0 1,830 0 0 300 0: 15 134
Old : 40,811: 11,660 20,330 22,480 11,561 6,656 0 1,830 0 0 300 0: 15 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 145: 300 -100 31 315 -96 0 0 0 0 0 0: -90 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 49.8 55.1 28.3 16.3 0.0 4.5 0.0 0.0 0.7 0.0: 0.0 0.3
Old : 100.0: 28.6 49.8 55.1 28.3 16.3 0.0 4.5 0.0 0.0 0.7 0.0: 0.0 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 9 12 14 0 . 0 0 . 0:
Old : 45: 12 19 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 : 64.0 37.1 76.8 51.8 58.0 36.3 65.1 48.3
Old : 64.0 37.1 76.8 51.8 58.0 36.3 65.1 48.3
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 29, 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 : 235,180: 74,942 181,788 46,231 1,451 9,786 58,273 7,864 12,348 14,258 5,983 4,990: 14,352 10,970
Old : 235,180: 74,942 181,788 46,231 1,451 9,786 58,273 7,864 12,348 14,258 5,983 4,990: 14,352 10,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,171: -8,465 8,488 842 256 -816 11,205 -3,331 -1,478 108 -424 -772: 547 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 77.3 19.7 0.6 4.2 24.8 3.3 5.3 6.1 2.5 2.1: 6.1 4.7
Old : 100.0: 31.9 77.3 19.7 0.6 4.2 24.8 3.3 5.3 6.1 2.5 2.1: 6.1 4.7
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 : 193: 59 73 17 5 14 49 11 24 11 11 22:
Old : 193: 59 73 17 5 14 49 11 24 11 11 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 : 20.6 19.7 30.3 31.7 14.6 10.8 23.1 18.4
Old : 20.6 19.7 30.3 31.7 14.6 10.8 23.1 18.4
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 29, 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 : 23,263: 13,914 14,089 842 2,380 814 0 0 450 2,093 0 213: 4,937 5,317
Old : 23,263: 13,914 14,089 842 2,380 814 0 0 450 2,093 0 213: 4,937 5,317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 174: 174 168 0 -31 0 0 0 0 0 0 0: 0 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 60.6 3.6 10.2 3.5 0.0 0.0 1.9 9.0 0.0 0.9: 21.2 22.9
Old : 100.0: 59.8 60.6 3.6 10.2 3.5 0.0 0.0 1.9 9.0 0.0 0.9: 21.2 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 : 45.5 30.9 59.8 52.5 44.6 29.7 54.9 47.3
Old : 45.5 30.9 59.8 52.5 44.6 29.7 54.9 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 9,547: 4,258 7,281 1,375 466 1,369 1,372 0 0 209 0 316: 648 115
Old : 9,547: 4,258 7,281 1,375 466 1,369 1,372 0 0 209 0 316: 648 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 240: 140 99 0 0 0 0 0 0 -41 0 141: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 76.3 14.4 4.9 14.3 14.4 0.0 0.0 2.2 0.0 3.3: 6.8 1.2
Old : 100.0: 44.6 76.3 14.4 4.9 14.3 14.4 0.0 0.0 2.2 0.0 3.3: 6.8 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 : 33.7 31.9 48.1 50.7 20.4 22.5 28.0 33.7
Old : 33.7 31.9 48.1 50.7 20.4 22.5 28.0 33.7
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 29, 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 : 42,901: 31,154 32,571 6,584 7,037 2,158 480 0 690 270 0 0: 1,565 445
Old : 42,901: 31,154 32,571 6,584 7,037 2,158 480 0 690 270 0 0: 1,565 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 862: 975 787 -3 200 -125 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 75.9 15.3 16.4 5.0 1.1 0.0 1.6 0.6 0.0 0.0: 3.6 1.0
Old : 100.0: 72.6 75.9 15.3 16.4 5.0 1.1 0.0 1.6 0.6 0.0 0.0: 3.6 1.0
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 : 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 : 46.2 49.2 65.7 71.6 27.2 36.1 38.1 45.6
Old : 46.2 49.2 65.7 71.6 27.2 36.1 38.1 45.6
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 29, 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 : 23,626: 13,060 22,291 7,116 0 735 2,630 0 0 25 0 0: 60 600
Old : 23,626: 13,060 22,291 7,116 0 735 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 22, 2009 :
: 106: 0 156 141 -15 -35 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 94.3 30.1 0.0 3.1 11.1 0.0 0.0 0.1 0.0 0.0: 0.3 2.5
Old : 100.0: 55.3 94.3 30.1 0.0 3.1 11.1 0.0 0.0 0.1 0.0 0.0: 0.3 2.5
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 : 36: 15 13 13 0 . . 0 0 . 0 0:
Old : 36: 15 13 13 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 : 52.8 85.8 75.1 93.1 49.8 76.1 65.5 79.5
Old : 52.8 85.8 75.1 93.1 49.8 76.1 65.5 79.5
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 29, 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 : 15,461: 6,192 7,351 3,819 4,551 2,466 2,934 0 0 50 50 0: 0 1,043
Old : 15,461: 6,192 7,351 3,819 4,551 2,466 2,934 0 0 50 50 0: 0 1,043
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -50: -50 0 0 0 0 0 0 0 0 0 0: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 47.5 24.7 29.4 15.9 19.0 0.0 0.0 0.3 0.3 0.0: 0.0 6.7
Old : 100.0: 40.0 47.5 24.7 29.4 15.9 19.0 0.0 0.0 0.3 0.3 0.0: 0.0 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 : 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 : 48.1 51.5 67.7 68.9 32.1 36.6 45.5 48.5
Old : 48.1 51.5 67.7 68.9 32.1 36.6 45.5 48.5
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 29, 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 : 3,928: 1,149 2,836 1,391 114 150 0 63 0 235 0 0: 1,003 765
Old : 3,928: 1,149 2,836 1,391 114 150 0 63 0 235 0 0: 1,003 765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 26: -4 -39 -10 0 14 0 0 0 0 0 0: 26 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 72.2 35.4 2.9 3.8 0.0 1.6 0.0 6.0 0.0 0.0: 25.5 19.5
Old : 100.0: 29.3 72.2 35.4 2.9 3.8 0.0 1.6 0.0 6.0 0.0 0.0: 25.5 19.5
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: 8 13 7 . 4 0 . 0 . 0 0:
Old : 25: 8 13 7 . 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 : 45.2 36.4 63.6 60.1 45.2 36.3 60.2 55.4
Old : 45.2 36.4 63.6 60.1 45.2 36.3 60.2 55.4
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 29, 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 : 15,215: 11,282 11,048 2,814 3,543 519 0 0 0 0 0 0: 600 105
Old : 15,215: 11,282 11,048 2,814 3,543 519 0 0 0 0 0 0: 600 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 932: 917 917 -240 0 15 0 0 0 0 0 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 72.6 18.5 23.3 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 0.7
Old : 100.0: 74.2 72.6 18.5 23.3 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 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: 14 15 5 . 5 0 0 0 0 0 0:
Old : 26: 14 15 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 : 60.5 57.9 77.2 85.8 58.1 51.0 70.6 72.8
Old : 60.5 57.9 77.2 85.8 58.1 51.0 70.6 72.8
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 29, 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 : 18,313: 12,175 6,484 1,531 8,464 3,059 275 0 150 826 96 7: 290 53
Old : 18,313: 12,175 6,484 1,531 8,464 3,059 275 0 150 826 96 7: 290 53
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 171: 96 75 -32 96 16 0 0 0 0 0 0: 91 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 35.4 8.4 46.2 16.7 1.5 0.0 0.8 4.5 0.5 0.0: 1.6 0.3
Old : 100.0: 66.5 35.4 8.4 46.2 16.7 1.5 0.0 0.8 4.5 0.5 0.0: 1.6 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 : 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 : 29.4 32.9 49.3 52.9 22.0 29.3 35.0 42.4
Old : 29.4 32.9 49.3 52.9 22.0 29.3 35.0 42.4
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 29, 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 : 11,918: 8,299 10,197 1,519 590 476 719 463 0 805 0 0: 100 192
Old : 11,918: 8,299 10,197 1,519 590 476 719 463 0 805 0 0: 100 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 109: 634 -113 -206 318 -196 -89 0 0 -134 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 85.6 12.7 5.0 4.0 6.0 3.9 0.0 6.8 0.0 0.0: 0.8 1.6
Old : 100.0: 69.6 85.6 12.7 5.0 4.0 6.0 3.9 0.0 6.8 0.0 0.0: 0.8 1.6
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: 16 18 6 . 4 . . 0 . 0 0:
Old : 35: 16 18 6 . 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 : 46.1 51.6 69.0 73.0 35.8 40.1 51.4 52.7
Old : 46.1 51.6 69.0 73.0 35.8 40.1 51.4 52.7
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 29, 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 : 52,649: 16,135 31,501 14,350 6,234 11,915 3,008 0 410 4,235 1,491 885: 1,711 213
Old : 52,649: 16,135 31,501 14,350 6,234 11,915 3,008 0 410 4,235 1,491 885: 1,711 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 422: 74 647 611 74 1 64 0 0 0 150 0: -328 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 59.8 27.3 11.8 22.6 5.7 0.0 0.8 8.0 2.8 1.7: 3.2 0.4
Old : 100.0: 30.6 59.8 27.3 11.8 22.6 5.7 0.0 0.8 8.0 2.8 1.7: 3.2 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 : 53: 19 19 13 7 17 . 0 . . . .:
Old : 53: 19 19 13 7 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 : 28.9 30.7 48.1 52.8 20.9 25.7 35.2 42.3
Old : 28.9 30.7 48.1 52.8 20.9 25.7 35.2 42.3
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 29, 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 : 22,548: 12,465 10,969 1,180 4,205 550 1,195 0 375 1,899 1,250 1,205: 3,679 3,994
Old : 22,548: 12,465 10,969 1,180 4,205 550 1,195 0 375 1,899 1,250 1,205: 3,679 3,994
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 135: -5 20 45 -119 110 0 0 0 100 -25 -75: -40 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 48.6 5.2 18.6 2.4 5.3 0.0 1.7 8.4 5.5 5.3: 16.3 17.7
Old : 100.0: 55.3 48.6 5.2 18.6 2.4 5.3 0.0 1.7 8.4 5.5 5.3: 16.3 17.7
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 : 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 : 54.7 49.5 72.1 63.8 49.7 47.9 58.5 56.5
Old : 54.7 49.5 72.1 63.8 49.7 47.9 58.5 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010