Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 39,079 : : Positions : : 26,644 32,020 6,420 2,158 3,944 0 600 0 1,743 60 0 : : : : Changes from: December 1, 2009 : : -7,872 -5,212 2,140 -772 -2,068 -216 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 81.9 16.4 5.5 10.1 0.0 1.5 0.0 4.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 26 7 6 9 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 19,417 : : Positions : : 8,741 17,807 9,152 133 1,347 50 0 0 0 0 0 : : : : Changes from: December 1, 2009 : : -383 -879 -506 -35 -207 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 91.7 47.1 0.7 6.9 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 9 . 9 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 7,044 : : Positions : : 2,738 4,946 2,244 109 519 0 0 0 485 216 166 : : : : Changes from: December 1, 2009 : : 158 -479 -267 38 -65 0 0 0 9 0 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 70.2 31.9 1.5 7.4 0.0 0.0 0.0 6.9 3.1 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 5 . 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 11,343 : : Positions : : 5,395 7,160 2,103 712 2,032 240 0 165 280 190 55 : : : : Changes from: December 1, 2009 : : -470 -774 -262 5 -51 220 0 -245 -111 85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 63.1 18.5 6.3 17.9 2.1 0.0 1.5 2.5 1.7 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 29 12 . 15 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,772 : : Positions : : 5,084 6,962 1,855 15 871 0 0 0 40 20 58 : : : : Changes from: December 1, 2009 : : -524 -1,335 -758 15 -57 0 0 0 5 -134 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 79.4 21.1 0.2 9.9 0.0 0.0 0.0 0.5 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 37 42 12 . 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 8,295 : : Positions : : 6,669 5,985 895 1,524 726 0 0 0 0 0 0 : : : : Changes from: December 1, 2009 : : -714 -759 34 94 -194 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 72.2 10.8 18.4 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 356,482 : : Positions : : 107,006 214,614 69,236 652 29,237 29,539 16,554 20,755 15,767 2,952 36,060 : : : : Changes from: December 1, 2009 : : 1,153 22 1,435 568 -1,757 -4,021 -3,063 -3,146 369 222 -374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 60.2 19.4 0.2 8.2 8.3 4.6 5.8 4.4 0.8 10.1 : : : : Number of Traders in Each Category Total Traders: 156 : : 50 60 18 . 12 25 10 20 9 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 84,364 : : Positions : : 32,881 33,207 4,689 181 17,258 0 0 0 1,020 5,473 23,557 : : : : Changes from: December 1, 2009 : : -2,457 -1,524 993 128 -1,187 0 0 0 16 -128 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 39.4 5.6 0.2 20.5 0.0 0.0 0.0 1.2 6.5 27.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 6 9 . 10 0 0 0 4 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 19,819 : : Positions : : 9,944 15,768 4,634 480 2,059 264 0 0 650 360 500 : : : : Changes from: December 1, 2009 : : -3,052 -3,922 -690 225 -943 0 0 0 -150 -33 -237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 79.6 23.4 2.4 10.4 1.3 0.0 0.0 3.3 1.8 2.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 28 34 12 . 9 . 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 19,377 : : Positions : : 11,220 4,956 3,485 8,385 2,456 0 900 300 375 300 75 : : : : Changes from: December 1, 2009 : : 150 150 75 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 25.6 18.0 43.3 12.7 0.0 4.6 1.5 1.9 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 11 10 8 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 14,001 : : Positions : : 7,732 7,130 1,015 3,449 960 300 50 300 3,559 0 105 : : : : Changes from: December 1, 2009 : : 240 -510 0 -750 60 0 0 0 -1,575 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 50.9 7.2 24.6 6.9 2.1 0.4 2.1 25.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 4,949 : : Positions : : 2,105 1,917 364 727 319 0 0 0 680 0 327 : : : : Changes from: December 1, 2009 : : -107 -195 -18 50 -34 0 0 0 -58 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 38.7 7.4 14.7 6.4 0.0 0.0 0.0 13.7 0.0 6.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . 4 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 3,097 : : Positions : : 2,736 1,833 39 347 49 0 0 0 80 686 59 : : : : Changes from: December 1, 2009 : : 676 699 5 14 20 0 0 0 0 -6 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 59.2 1.3 11.2 1.6 0.0 0.0 0.0 2.6 22.2 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,829 : : Positions : : 931 1,166 47 58 129 0 0 0 0 0 0 : : : : Changes from: December 1, 2009 : : -180 -231 -55 -52 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 63.8 2.6 3.2 7.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 20 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 536,091 : : Positions : : 130,609 197,805 93,618 29,963 157,597 31,579 10,737 46,626 4,230 21,886 51,329 : : : : Changes from: December 1, 2009 : : 17,447 31,106 -824 -5,621 12,681 -1,762 -9,852 8,949 -204 -1,660 7,519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 36.9 17.5 5.6 29.4 5.9 2.0 8.7 0.8 4.1 9.6 : : : : Number of Traders in Each Category Total Traders: 117 : : 33 39 17 13 26 14 9 18 8 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,549,095 : : Positions : : 320,511 535,898 218,484 169,481 832,004 158,750 58,303 297,113 83,494 42,392 525,153 : : : : Changes from: December 1, 2009 : : 2,340 4,341 2,500 -3,292 10,474 -17,019 9,090 15,998 7,147 -10,987 13,451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 21.0 8.6 6.6 32.6 6.2 2.3 11.7 3.3 1.7 20.6 : : : : Number of Traders in Each Category Total Traders: 335 : : 48 58 21 20 37 72 38 77 71 42 97 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 100,794 : : Positions : : 64,005 43,938 4,244 1,877 4,931 299 23,440 6,694 4,309 3,591 11,870 : : : : Changes from: December 1, 2009 : : 6,716 3,921 924 1,863 3,216 299 866 354 630 -275 1,810 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 43.6 4.2 1.9 4.9 0.3 23.3 6.6 4.3 3.6 11.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 10 . . 4 . . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 211,082 : : Positions : : 63,226 29,797 51,246 76,142 34,567 15,985 0 420 23,167 29,061 1,377 : : : : Changes from: December 1, 2009 : : 2,426 7,705 1,774 223 918 0 0 0 446 653 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 14.1 24.3 36.1 16.4 7.6 0.0 0.2 11.0 13.8 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 14 10 8 18 . 0 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 167,574 : : Positions : : 12,279 14,505 12,284 34,418 68,411 26,131 5,431 26,475 3,732 512 13,419 : : : : Changes from: December 1, 2009 : : -323 -278 42 -3,515 54 -2,342 384 -59 -456 93 -561 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 8.7 7.3 20.5 40.8 15.6 3.2 15.8 2.2 0.3 8.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 6 6 7 11 16 14 6 16 10 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 633,378 : : Positions : : 101,707 103,559 68,772 102,970 333,123 0 306 4,296 37,556 3,311 67,452 : : : : Changes from: December 1, 2009 : : 2,492 367 -4,382 -4,015 -5,209 0 -149 778 -1,628 -96 -947 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 16.4 10.9 16.3 52.6 0.0 0.0 0.7 5.9 0.5 10.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 9 9 10 17 26 0 . . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 81,793 : : Positions : : 38,172 58,947 25,206 3,494 16,567 0 200 0 100 1,085 250 : : : : Changes from: December 1, 2009 : : 720 680 392 102 893 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 72.1 30.8 4.3 20.3 0.0 0.2 0.0 0.1 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 34 10 8 17 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 132,291 : : Positions : : 15,712 11,483 35,357 24,167 49,626 15,478 21,657 7,941 842 7,855 2,028 : : : : Changes from: December 1, 2009 : : 100 100 525 175 -725 -121 -591 -16 0 134 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 8.7 26.7 18.3 37.5 11.7 16.4 6.0 0.6 5.9 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 6 7 7 11 17 7 6 9 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 28,649 : : Positions : : 1,530 2,630 8,103 3,488 14,220 0 4,238 1,873 516 200 500 : : : : Changes from: December 1, 2009 : : 0 0 773 0 1,067 0 322 -486 0 200 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.3 9.2 28.3 12.2 49.6 0.0 14.8 6.5 1.8 0.7 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 9 6 13 0 5 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 101,633 : : Positions : : 12,011 15,922 29,642 35,626 26,651 0 0 0 1,902 1,367 1,975 : : : : Changes from: December 1, 2009 : : 946 2,529 -300 -950 546 0 0 0 -74 28 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 15.7 29.2 35.1 26.2 0.0 0.0 0.0 1.9 1.3 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 10 8 8 15 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 40,046 : : Positions : : 10,435 20,630 22,686 10,376 6,710 0 1,830 0 0 300 0 : : : : Changes from: December 1, 2009 : : 360 460 65 165 870 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 51.5 56.6 25.9 16.8 0.0 4.6 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 12 20 8 13 14 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 51,064 : : Positions : : 5,821 3,535 16,405 16,474 23,742 0 0 0 0 0 0 : : : : Changes from: December 1, 2009 : : -160 124 -182 -744 -386 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 6.9 32.1 32.3 46.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 8 9 17 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 267,124 : : Positions : : 88,582 181,725 44,747 1,179 12,906 52,516 11,220 16,864 12,275 6,890 17,480 : : : : Changes from: December 1, 2009 : : 1,485 -13,455 -1,458 -384 595 -11,113 -330 -1,511 -858 -773 -239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 68.0 16.8 0.4 4.8 19.7 4.2 6.3 4.6 2.6 6.5 : : : : Number of Traders in Each Category Total Traders: 193 : : 54 73 17 . 13 49 14 25 11 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 21,949 : : Positions : : 12,641 11,821 842 2,621 814 775 0 450 650 0 237 : : : : Changes from: December 1, 2009 : : 307 161 -42 -121 42 0 0 450 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 53.9 3.8 11.9 3.7 3.5 0.0 2.1 3.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 8,742 : : Positions : : 3,753 6,817 1,375 516 1,209 1,372 0 0 250 0 175 : : : : Changes from: December 1, 2009 : : -1,017 -831 -73 106 -77 84 0 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 78.0 15.7 5.9 13.8 15.7 0.0 0.0 2.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 16 25 9 5 9 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 39,299 : : Positions : : 27,665 29,368 6,491 6,452 2,476 480 0 678 270 0 0 : : : : Changes from: December 1, 2009 : : -2,280 -5,397 -315 957 -846 -1,944 0 678 195 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 74.7 16.5 16.4 6.3 1.2 0.0 1.7 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 23 9 . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 22,890 : : Positions : : 12,820 21,610 6,650 100 580 2,780 0 0 0 0 0 : : : : Changes from: December 1, 2009 : : 1,730 -545 -2,605 0 20 -230 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 94.4 29.1 0.4 2.5 12.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 13 12 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 15,836 : : Positions : : 6,020 7,469 3,819 4,644 2,473 2,934 0 0 50 50 0 : : : : Changes from: December 1, 2009 : : -405 524 -135 -140 -495 534 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 47.2 24.1 29.3 15.6 18.5 0.0 0.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 12 16 12 6 10 5 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 3,720 : : Positions : : 1,135 2,785 1,058 113 133 0 59 0 204 0 31 : : : : Changes from: December 1, 2009 : : -20 29 24 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 74.9 28.4 3.0 3.6 0.0 1.6 0.0 5.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 14 5 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 13,571 : : Positions : : 9,628 9,444 2,824 3,483 539 420 0 0 0 0 0 : : : : Changes from: December 1, 2009 : : -1,640 -1,403 -807 -1,224 -215 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 69.6 20.8 25.7 4.0 3.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 5 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 17,087 : : Positions : : 11,606 6,575 1,633 7,468 2,757 275 0 0 769 96 7 : : : : Changes from: December 1, 2009 : : 310 -210 93 -71 167 -456 0 0 0 96 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 38.5 9.6 43.7 16.1 1.6 0.0 0.0 4.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 16 5 14 11 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 9,074 : : Positions : : 5,536 7,120 1,368 646 512 897 543 0 716 116 0 : : : : Changes from: December 1, 2009 : : -349 452 375 65 -155 672 270 0 89 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 78.5 15.1 7.1 5.6 9.9 6.0 0.0 7.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 18 6 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 51,071 : : Positions : : 13,766 29,549 13,139 6,382 11,473 4,849 0 410 3,926 930 1,005 : : : : Changes from: December 1, 2009 : : 0 -150 111 0 114 0 0 0 120 261 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 57.9 25.7 12.5 22.5 9.5 0.0 0.8 7.7 1.8 2.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 16 18 12 8 17 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967652 Open Interest is 22,915 : : Positions : : 12,562 11,521 30 4,439 345 1,270 600 420 2,789 1,050 1,060 : : : : Changes from: December 1, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 50.3 0.1 19.4 1.5 5.5 2.6 1.8 12.2 4.6 4.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 11, 2009