GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 359,836: 100,902 233,489 77,236 1,670 27,224 42,502 14,590 17,398 16,239 3,226 31,516: 46,820 30,723
Old : 359,836: 100,902 233,489 77,236 1,670 27,224 42,502 14,590 17,398 16,239 3,226 31,516: 46,820 30,723
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,475: -4,340 14,803 2,815 162 -2,613 12,731 -1,260 -1,245 -950 522 -3,523: 599 -3,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 64.9 21.5 0.5 7.6 11.8 4.1 4.8 4.5 0.9 8.8: 13.0 8.5
Old : 100.0: 28.0 64.9 21.5 0.5 7.6 11.8 4.1 4.8 4.5 0.9 8.8: 13.0 8.5
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 : 159: 57 69 17 . 13 32 7 18 10 12 22:
Old : 159: 57 69 17 . 13 32 7 18 10 12 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 : 22.7 24.5 33.3 36.1 16.5 15.8 24.2 22.2
Old : 22.7 24.5 33.3 36.1 16.5 15.8 24.2 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 85,982: 34,108 34,073 4,734 146 17,029 0 1,923 0 1,951 5,474 23,479: 4,681 3,858
Old : 85,982: 34,108 34,073 4,734 146 17,029 0 1,923 0 1,951 5,474 23,479: 4,681 3,858
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,136: 658 1,435 111 -13 304 0 263 0 418 -293 1,173: 472 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 39.6 5.5 0.2 19.8 0.0 2.2 0.0 2.3 6.4 27.3: 5.4 4.5
Old : 100.0: 39.7 39.6 5.5 0.2 19.8 0.0 2.2 0.0 2.3 6.4 27.3: 5.4 4.5
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 : 26: 6 6 9 . 10 0 . 0 5 4 9:
Old : 26: 6 6 9 . 10 0 . 0 5 4 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 50.7 68.2 70.5 5.3 9.7 8.7 11.6
Old : 46.9 50.7 68.2 70.5 5.3 9.7 8.7 11.6
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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 504,152: 113,367 194,102 96,796 46,585 144,458 39,834 4,029 38,693 11,278 16,176 41,474: 18,252 18,635
Old : 504,152: 113,367 194,102 96,796 46,585 144,458 39,834 4,029 38,693 11,278 16,176 41,474: 18,252 18,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 2,406: -2,133 4,203 1,820 -191 -1,705 2,019 -2,049 -177 3,107 -959 2,015: -2,540 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 38.5 19.2 9.2 28.7 7.9 0.8 7.7 2.2 3.2 8.2: 3.6 3.7
Old : 100.0: 22.5 38.5 19.2 9.2 28.7 7.9 0.8 7.7 2.2 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 13 8 19:
Old : 111: 33 37 16 13 23 16 5 16 13 8 19:
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 32.6 15.5 9.5 21.7 16.6
Old : 26.2 20.7 41.0 32.6 15.5 9.5 21.7 16.6
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 - Options and Futures Combined, 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 : 2,438,030: 305,365 542,879 225,906 161,876 811,859 182,003 48,261 269,431 82,154 53,155 472,725: 88,585 77,842
Old : 2,438,030: 305,365 542,879 225,906 161,876 811,859 182,003 48,261 269,431 82,154 53,155 472,725: 88,585 77,842
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 31,780: 8,623 5,393 -10,787 11,608 6,686 16,009 -9,323 2,963 1,958 7,773 -1,581: 7,909 8,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.3 9.3 6.6 33.3 7.5 2.0 11.1 3.4 2.2 19.4: 3.6 3.2
Old : 100.0: 12.5 22.3 9.3 6.6 33.3 7.5 2.0 11.1 3.4 2.2 19.4: 3.6 3.2
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 : 332: 46 60 22 21 38 72 39 70 55 52 88:
Old : 332: 46 60 22 21 38 72 39 70 55 52 88:
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 : 22.8 18.7 35.7 33.7 8.1 5.4 10.7 8.8
Old : 22.8 18.7 35.7 33.7 8.1 5.4 10.7 8.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 87,479: 56,291 35,550 3,822 7,042 3,891 551 18,129 6,248 4,005 3,932 9,443: 3,229 3,244
Old : 87,479: 56,291 35,550 3,822 7,042 3,891 551 18,129 6,248 4,005 3,932 9,443: 3,229 3,244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,506: -186 513 501 374 702 447 -489 194 -225 -18 643: -570 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 40.6 4.4 8.1 4.4 0.6 20.7 7.1 4.6 4.5 10.8: 3.7 3.7
Old : 100.0: 64.3 40.6 4.4 8.1 4.4 0.6 20.7 7.1 4.6 4.5 10.8: 3.7 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 : 32: 13 12 . . 5 . . 5 . 4 6:
Old : 32: 13 12 . . 5 . . 5 . 4 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 : 57.9 58.5 77.6 76.7 50.4 46.0 59.6 59.0
Old : 57.9 58.5 77.6 76.7 50.4 46.0 59.6 59.0
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 - Options and Futures Combined, 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
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 159,667: 12,810 14,612 13,356 36,135 64,516 26,738 5,060 25,544 3,606 622 9,218: 3,879 3,958
Old : 159,667: 12,810 14,612 13,356 36,135 64,516 26,738 5,060 25,544 3,606 622 9,218: 3,879 3,958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,134: 327 312 801 1,984 531 225 -587 620 412 34 134: 84 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.2 8.4 22.6 40.4 16.7 3.2 16.0 2.3 0.4 5.8: 2.4 2.5
Old : 100.0: 8.0 9.2 8.4 22.6 40.4 16.7 3.2 16.0 2.3 0.4 5.8: 2.4 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 : 58: 7 7 7 10 15 15 5 15 8 4 11:
Old : 58: 7 7 7 10 15 15 5 15 8 4 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 44.6 53.2 65.3 16.4 21.1 22.2 25.7
Old : 32.5 44.6 53.2 65.3 16.4 21.1 22.2 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 645,567: 101,116 102,842 73,355 111,626 339,303 0 754 3,378 39,017 44 70,089: 19,309 17,530
Old : 645,567: 101,116 102,842 73,355 111,626 339,303 0 754 3,378 39,017 44 70,089: 19,309 17,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 20,225: 2,129 2,091 6,039 6,287 8,730 0 281 -981 554 26 3,644: 111 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 15.9 11.4 17.3 52.6 0.0 0.1 0.5 6.0 0.0 10.9: 3.0 2.7
Old : 100.0: 15.7 15.9 11.4 17.3 52.6 0.0 0.1 0.5 6.0 0.0 10.9: 3.0 2.7
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: 9 9 10 18 27 0 . . 8 . 9:
Old : 47: 9 9 10 18 27 0 . . 8 . 9:
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 : 34.9 26.1 56.6 46.4 11.9 8.7 16.0 13.9
Old : 34.9 26.1 56.6 46.4 11.9 8.7 16.0 13.9
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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 52,352: 5,621 3,435 16,941 16,675 24,397 0 0 0 0 0 0: 5,393 7,844
Old : 52,352: 5,621 3,435 16,941 16,675 24,397 0 0 0 0 0 0: 5,393 7,844
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,548: 43 -15 335 828 773 0 0 0 0 0 0: 396 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.6 32.4 31.9 46.6 0.0 0.0 0.0 0.0 0.0 0.0: 10.3 15.0
Old : 100.0: 10.7 6.6 32.4 31.9 46.6 0.0 0.0 0.0 0.0 0.0 0.0: 10.3 15.0
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: . . 8 9 17 0 0 0 0 0 0:
Old : 20: . . 8 9 17 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 : 50.1 41.6 67.0 61.9 33.4 25.1 35.9 31.7
Old : 50.1 41.6 67.0 61.9 33.4 25.1 35.9 31.7
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 - Options and Futures Combined, 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 : 260,688: 83,360 189,651 47,187 1,386 12,656 58,709 7,946 13,493 12,438 6,021 16,856: 15,989 12,678
Old : 260,688: 83,360 189,651 47,187 1,386 12,656 58,709 7,946 13,493 12,438 6,021 16,856: 15,989 12,678
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -2,352: -9,463 7,335 835 254 -1,121 11,247 -3,033 -2,002 40 -450 -2,418: 530 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 72.8 18.1 0.5 4.9 22.5 3.0 5.2 4.8 2.3 6.5: 6.1 4.9
Old : 100.0: 32.0 72.8 18.1 0.5 4.9 22.5 3.0 5.2 4.8 2.3 6.5: 6.1 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 : 193: 59 73 17 5 14 49 12 24 10 12 22:
Old : 193: 59 73 17 5 14 49 12 24 10 12 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 : 19.1 18.2 29.0 29.8 13.5 9.7 21.2 16.6
Old : 19.1 18.2 29.0 29.8 13.5 9.7 21.2 16.6
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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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