Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 41,189 : : Positions : : 28,070 33,093 6,592 2,766 4,076 0 600 0 1,803 60 0 : : : : Changes from: December 8, 2009 : : 1,426 1,073 172 608 132 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 80.3 16.0 6.7 9.9 0.0 1.5 0.0 4.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 27 7 6 10 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 20,010 : : Positions : : 9,537 18,350 8,899 133 1,497 50 0 0 0 0 0 : : : : Changes from: December 8, 2009 : : 796 543 -253 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 91.7 44.5 0.7 7.5 0.2 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 15, 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 7,242 : : Positions : : 2,745 5,022 2,264 151 567 0 0 0 377 216 242 : : : : Changes from: December 8, 2009 : : 7 76 20 42 48 0 0 0 -108 0 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 69.3 31.3 2.1 7.8 0.0 0.0 0.0 5.2 3.0 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 6 . 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 11,908 : : Positions : : 5,654 7,623 2,166 774 2,157 240 0 165 390 210 55 : : : : Changes from: December 8, 2009 : : 259 463 63 62 125 0 0 0 110 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 64.0 18.2 6.5 18.1 2.0 0.0 1.4 3.3 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 30 12 4 16 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 9,180 : : Positions : : 5,414 7,377 1,928 62 960 0 0 0 40 45 74 : : : : Changes from: December 8, 2009 : : 330 415 73 47 89 0 0 0 0 25 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 80.4 21.0 0.7 10.5 0.0 0.0 0.0 0.4 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 37 42 12 . 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,297 : : Positions : : 1,022 1,665 362 982 195 900 0 0 0 0 0 : : : : Changes from: December 8, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 50.5 11.0 29.8 5.9 27.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . 4 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 8,917 : : Positions : : 7,278 6,577 970 1,679 661 0 0 0 0 0 0 : : : : Changes from: December 8, 2009 : : 609 592 75 155 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 73.8 10.9 18.8 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 348,584 : : Positions : : 101,816 205,577 74,063 868 28,630 26,295 19,292 21,008 17,480 2,621 34,993 : : : : Changes from: December 8, 2009 : : -5,190 -9,036 4,827 216 -606 -3,244 2,738 253 1,713 -331 -1,067 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 59.0 21.2 0.2 8.2 7.5 5.5 6.0 5.0 0.8 10.0 : : : : Number of Traders in Each Category Total Traders: 156 : : 55 62 18 . 14 21 16 22 12 11 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 83,702 : : Positions : : 33,579 32,894 5,048 169 16,845 0 1,622 0 1,367 5,853 22,654 : : : : Changes from: December 8, 2009 : : 698 -312 359 -11 -413 0 1,622 0 347 380 -903 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 39.3 6.0 0.2 20.1 0.0 1.9 0.0 1.6 7.0 27.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 6 9 . 10 0 . 0 5 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 20,912 : : Positions : : 10,412 16,811 4,769 440 2,299 264 0 0 600 310 550 : : : : Changes from: December 8, 2009 : : 468 1,043 135 -40 240 0 0 0 -50 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 80.4 22.8 2.1 11.0 1.3 0.0 0.0 2.9 1.5 2.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 29 37 12 . 11 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 19,467 : : Positions : : 11,160 4,956 3,875 8,475 2,456 0 900 300 375 300 75 : : : : Changes from: December 8, 2009 : : -60 0 390 90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 25.5 19.9 43.5 12.6 0.0 4.6 1.5 1.9 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 11 11 8 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 14,796 : : Positions : : 8,707 7,055 1,015 3,374 1,005 300 50 300 2,434 0 1,005 : : : : Changes from: December 8, 2009 : : 975 -75 0 -75 45 0 0 0 -1,125 0 900 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 47.7 6.9 22.8 6.8 2.0 0.3 2.0 16.5 0.0 6.8 : : : : 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 15, 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 5,064 : : Positions : : 1,986 1,889 370 730 319 0 0 0 681 0 342 : : : : Changes from: December 8, 2009 : : -119 -28 6 3 0 0 0 0 1 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 37.3 7.3 14.4 6.3 0.0 0.0 0.0 13.4 0.0 6.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . . 4 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,014 : : Positions : : 5,923 5,646 308 616 252 0 0 0 75 113 185 : : : : Changes from: December 8, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 80.5 4.4 8.8 3.6 0.0 0.0 0.0 1.1 1.6 2.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 3,518 : : Positions : : 3,164 2,153 46 434 42 0 0 0 86 675 52 : : : : Changes from: December 8, 2009 : : 428 320 7 87 -7 0 0 0 6 -11 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 61.2 1.3 12.3 1.2 0.0 0.0 0.0 2.4 19.2 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 1,835 : : Positions : : 847 1,169 48 76 141 0 0 0 0 0 0 : : : : Changes from: December 8, 2009 : : -84 3 1 18 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 63.7 2.6 4.1 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 524,269 : : Positions : : 121,766 198,606 97,234 46,102 150,240 35,592 5,848 39,662 10,575 15,860 49,951 : : : : Changes from: December 8, 2009 : : -8,843 802 3,616 16,139 -7,357 4,013 -4,889 -6,964 6,345 -6,026 -1,378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 37.9 18.5 8.8 28.7 6.8 1.1 7.6 2.0 3.0 9.5 : : : : Number of Traders in Each Category Total Traders: 119 : : 34 39 17 14 26 16 8 16 13 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 2,549,500 : : Positions : : 308,294 537,594 239,699 162,948 834,928 162,720 71,576 282,020 82,720 45,082 535,851 : : : : Changes from: December 8, 2009 : : -12,217 1,696 21,215 -6,533 2,924 3,970 13,273 -15,094 -775 2,690 10,698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 21.1 9.4 6.4 32.7 6.4 2.8 11.1 3.2 1.8 21.0 : : : : Number of Traders in Each Category Total Traders: 342 : : 47 60 22 20 38 73 37 72 70 48 103 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 101,724 : : Positions : : 64,689 43,845 4,151 5,177 4,460 265 21,402 6,860 4,497 3,408 12,094 : : : : Changes from: December 8, 2009 : : 684 -93 -92 3,300 -471 -33 -2,039 166 187 -182 224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 43.1 4.1 5.1 4.4 0.3 21.0 6.7 4.4 3.4 11.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 11 . . 4 . . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 216,318 : : Positions : : 64,385 29,333 53,246 77,307 33,482 15,985 0 420 23,367 33,243 1,513 : : : : Changes from: December 8, 2009 : : 1,159 -464 2,000 1,165 -1,085 0 0 0 200 4,182 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 13.6 24.6 35.7 15.5 7.4 0.0 0.2 10.8 15.4 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 14 9 8 17 . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 164,831 : : Positions : : 12,640 14,691 12,114 32,501 67,626 25,248 5,632 26,475 3,049 426 13,690 : : : : Changes from: December 8, 2009 : : 362 187 -170 -1,917 -785 -883 201 -0 -683 -87 271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 8.9 7.3 19.7 41.0 15.3 3.4 16.1 1.8 0.3 8.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 7 7 8 10 16 16 7 16 11 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 628,066 : : Positions : : 100,187 102,300 66,294 104,904 330,408 0 209 4,776 39,620 50 66,309 : : : : Changes from: December 8, 2009 : : -1,520 -1,259 -2,478 1,934 -2,716 0 -97 479 2,064 -3,261 -1,142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 16.3 10.6 16.7 52.6 0.0 0.0 0.8 6.3 0.0 10.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 9 9 11 17 27 0 . . 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 83,163 : : Positions : : 39,277 59,977 25,156 3,444 16,342 0 225 0 100 1,135 200 : : : : Changes from: December 8, 2009 : : 1,105 1,030 -50 -50 -225 0 25 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 72.1 30.2 4.1 19.7 0.0 0.3 0.0 0.1 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 34 10 8 17 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 137,778 : : Positions : : 15,654 11,540 36,252 24,237 52,087 15,230 22,843 9,839 842 8,212 2,241 : : : : Changes from: December 8, 2009 : : -58 57 895 70 2,461 -248 1,186 1,898 0 357 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 8.4 26.3 17.6 37.8 11.1 16.6 7.1 0.6 6.0 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 6 7 7 11 17 7 7 10 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 28,621 : : Positions : : 1,530 2,630 7,903 3,468 14,342 96 3,941 1,670 516 200 500 : : : : Changes from: December 8, 2009 : : 0 0 -200 -20 122 96 -297 -203 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.3 9.2 27.6 12.1 50.1 0.3 13.8 5.8 1.8 0.7 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 6 14 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 102,861 : : Positions : : 12,174 16,305 29,930 36,264 26,529 0 0 0 1,902 1,302 2,020 : : : : Changes from: December 8, 2009 : : 163 383 288 638 -122 0 0 0 0 -65 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 15.9 29.1 35.3 25.8 0.0 0.0 0.0 1.8 1.3 2.0 : : : : 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 15, 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 40,211 : : Positions : : 10,860 20,355 22,571 10,961 6,565 0 1,830 0 0 300 0 : : : : Changes from: December 8, 2009 : : 425 -275 -115 585 -145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 50.6 56.1 27.3 16.3 0.0 4.6 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 12 20 9 12 14 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 50,726 : : Positions : : 5,683 3,507 16,351 15,653 23,762 0 0 0 0 0 0 : : : : Changes from: December 8, 2009 : : -138 -28 -54 -820 19 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 6.9 32.2 30.9 46.8 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 15, 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 262,071 : : Positions : : 88,740 177,616 45,034 1,240 13,103 49,121 11,643 17,566 12,426 6,697 17,795 : : : : Changes from: December 8, 2009 : : 159 -4,108 287 61 197 -3,394 423 702 151 -193 316 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 67.8 17.2 0.5 5.0 18.7 4.4 6.7 4.7 2.6 6.8 : : : : Number of Traders in Each Category Total Traders: 188 : : 59 73 17 4 14 42 17 26 9 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 21,986 : : Positions : : 13,229 12,963 842 2,415 814 0 0 450 650 0 237 : : : : Changes from: December 8, 2009 : : 588 1,142 0 -206 0 -775 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 59.0 3.8 11.0 3.7 0.0 0.0 2.0 3.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . 5 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 8,837 : : Positions : : 3,748 6,862 1,425 516 1,209 1,372 0 0 300 0 75 : : : : Changes from: December 8, 2009 : : -5 45 50 0 0 0 0 0 50 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 77.7 16.1 5.8 13.7 15.5 0.0 0.0 3.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 17 25 9 5 9 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 41,311 : : Positions : : 29,379 31,118 6,596 6,712 2,358 480 0 678 270 0 0 : : : : Changes from: December 8, 2009 : : 1,714 1,750 105 260 -118 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 75.3 16.0 16.2 5.7 1.2 0.0 1.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 25 9 . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 22,675 : : Positions : : 12,815 21,440 6,525 15 620 2,630 0 0 0 0 0 : : : : Changes from: December 8, 2009 : : -5 -170 -125 -85 40 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 94.6 28.8 0.1 2.7 11.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 13 12 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 15,989 : : Positions : : 6,220 7,779 3,819 4,594 2,473 3,384 0 0 50 50 0 : : : : Changes from: December 8, 2009 : : 200 310 0 -50 0 450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 48.7 23.9 28.7 15.5 21.2 0.0 0.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 12 17 12 6 10 6 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 3,863 : : Positions : : 1,163 2,849 1,386 114 136 0 63 0 206 0 0 : : : : Changes from: December 8, 2009 : : 28 64 328 1 3 0 4 0 2 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 73.8 35.9 3.0 3.5 0.0 1.6 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 14 7 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 13,973 : : Positions : : 10,205 9,831 3,054 3,483 504 0 0 0 0 0 0 : : : : Changes from: December 8, 2009 : : 577 387 230 0 -35 -420 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 70.4 21.9 24.9 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 17,449 : : Positions : : 11,738 6,580 1,747 7,940 2,618 275 0 0 826 96 7 : : : : Changes from: December 8, 2009 : : 132 5 114 472 -139 0 0 0 57 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 37.7 10.0 45.5 15.0 1.6 0.0 0.0 4.7 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 17 5 14 12 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 10,455 : : Positions : : 6,550 8,731 1,519 423 505 897 543 0 939 116 0 : : : : Changes from: December 8, 2009 : : 1,014 1,611 151 -223 -7 0 0 0 223 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 83.5 14.5 4.0 4.8 8.6 5.2 0.0 9.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 16 6 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 51,945 : : Positions : : 15,047 30,140 13,067 6,160 11,443 4,849 0 410 3,755 1,599 1,050 : : : : Changes from: December 8, 2009 : : 1,281 591 -72 -222 -30 0 0 0 -171 669 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 58.0 25.2 11.9 22.0 9.3 0.0 0.8 7.2 3.1 2.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 19 18 12 8 17 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 22,113 : : Positions : : 12,481 10,600 75 4,319 345 1,120 600 420 2,159 1,350 835 : : : : Changes from: December 8, 2009 : : -81 -921 45 -120 0 -150 0 0 -630 300 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 47.9 0.3 19.5 1.6 5.1 2.7 1.9 9.8 6.1 3.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 18, 2009