Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 43,043 : : Positions : : 29,947 35,711 6,704 2,116 4,329 0 600 0 1,803 60 0 : : : : Changes from: December 15, 2009 : : 1,877 2,618 112 -650 253 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 83.0 15.6 4.9 10.1 0.0 1.4 0.0 4.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 6 6 8 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 20,885 : : Positions : : 9,976 19,462 9,474 35 1,343 50 0 0 0 0 0 : : : : Changes from: December 15, 2009 : : 439 1,112 575 -98 -154 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 93.2 45.4 0.2 6.4 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 23 10 . 9 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 7,360 : : Positions : : 3,066 5,066 2,294 151 567 0 0 0 377 216 242 : : : : Changes from: December 15, 2009 : : 321 44 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 68.8 31.2 2.1 7.7 0.0 0.0 0.0 5.1 2.9 3.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 6 . 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 12,048 : : Positions : : 5,733 7,810 2,238 749 2,252 240 0 0 407 291 55 : : : : Changes from: December 15, 2009 : : 79 187 72 -25 95 0 0 -165 17 81 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 64.8 18.6 6.2 18.7 2.0 0.0 0.0 3.4 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 30 12 4 16 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 9,667 : : Positions : : 5,761 7,797 1,933 52 1,041 0 0 0 65 55 74 : : : : Changes from: December 15, 2009 : : 347 420 5 -10 81 0 0 0 25 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 80.7 20.0 0.5 10.8 0.0 0.0 0.0 0.7 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 42 12 . 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 3,572 : : Positions : : 1,297 1,838 365 1,002 192 900 0 0 0 40 0 : : : : Changes from: December 15, 2009 : : 275 173 3 20 -3 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 51.5 10.2 28.1 5.4 25.2 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . 4 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 9,612 : : Positions : : 8,021 7,107 670 1,554 911 0 0 0 0 0 0 : : : : Changes from: December 15, 2009 : : 743 530 -300 -125 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 73.9 7.0 16.2 9.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 356,361 : : Positions : : 105,241 218,686 74,421 1,508 29,837 29,771 15,850 18,642 17,189 2,703 35,039 : : : : Changes from: December 15, 2009 : : 3,425 13,109 358 640 1,207 3,476 -3,441 -2,366 -291 82 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 61.4 20.9 0.4 8.4 8.4 4.4 5.2 4.8 0.8 9.8 : : : : Number of Traders in Each Category Total Traders: 153 : : 55 66 18 . 13 23 10 19 13 10 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 82,846 : : Positions : : 33,449 32,639 4,623 159 16,725 0 1,660 0 1,533 5,766 22,307 : : : : Changes from: December 15, 2009 : : -130 -256 -425 -11 -120 0 38 0 165 -87 -347 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 39.4 5.6 0.2 20.2 0.0 2.0 0.0 1.8 7.0 26.9 : : : : 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 22, 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 22,060 : : Positions : : 11,137 17,659 4,735 521 2,544 264 0 0 700 260 600 : : : : Changes from: December 15, 2009 : : 725 848 -34 81 245 0 0 0 100 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 80.0 21.5 2.4 11.5 1.2 0.0 0.0 3.2 1.2 2.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 29 37 11 . 12 . 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 5,856 3,875 8,475 2,456 0 0 300 375 300 75 : : : : Changes from: December 15, 2009 : : 0 900 0 0 0 0 -900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 30.1 19.9 43.5 12.6 0.0 0.0 1.5 1.9 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 11 11 8 8 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 15,021 : : Positions : : 8,482 6,980 1,315 3,299 1,080 300 50 300 2,209 0 1,305 : : : : Changes from: December 15, 2009 : : -225 -75 300 -75 75 0 0 0 -225 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 46.5 8.8 22.0 7.2 2.0 0.3 2.0 14.7 0.0 8.7 : : : : 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 22, 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 5,086 : : Positions : : 1,991 1,888 370 730 319 0 0 0 701 0 349 : : : : Changes from: December 15, 2009 : : 5 -1 0 0 0 0 0 0 20 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 37.1 7.3 14.4 6.3 0.0 0.0 0.0 13.8 0.0 6.9 : : : : 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 22, 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 7,420 : : Positions : : 6,086 6,030 396 579 282 0 0 0 166 80 153 : : : : Changes from: December 15, 2009 : : 163 384 88 -37 30 0 0 0 91 -33 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 81.3 5.3 7.8 3.8 0.0 0.0 0.0 2.2 1.1 2.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 3,767 : : Positions : : 3,453 2,372 34 378 54 0 0 0 86 765 42 : : : : Changes from: December 15, 2009 : : 289 219 -12 -56 12 0 0 0 0 90 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 63.0 0.9 10.0 1.4 0.0 0.0 0.0 2.3 20.3 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1,896 : : Positions : : 848 1,106 58 81 151 0 0 0 0 0 0 : : : : Changes from: December 15, 2009 : : 1 -63 10 5 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 58.3 3.1 4.3 8.0 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 22, 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 501,746 : : Positions : : 115,500 189,899 94,976 46,776 146,163 37,815 6,078 38,870 8,171 17,135 39,459 : : : : Changes from: December 15, 2009 : : -6,266 -8,708 -2,258 674 -4,077 2,223 230 -792 -2,404 1,275 -10,492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 37.8 18.9 9.3 29.1 7.5 1.2 7.7 1.6 3.4 7.9 : : : : Number of Traders in Each Category Total Traders: 111 : : 35 37 16 13 23 15 8 18 10 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 2,406,250 : : Positions : : 296,742 537,486 236,693 150,268 805,173 165,994 57,585 266,468 80,197 45,382 474,307 : : : : Changes from: December 15, 2009 : : -11,552 -108 -3,006 -12,680 -29,754 3,274 -13,992 -15,551 -2,523 299 -61,544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 22.3 9.8 6.2 33.5 6.9 2.4 11.1 3.3 1.9 19.7 : : : : Number of Traders in Each Category Total Traders: 325 : : 47 63 23 20 39 75 33 72 56 41 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 85,973 : : Positions : : 56,478 35,037 3,320 6,669 3,189 103 18,618 6,054 4,230 3,950 8,801 : : : : Changes from: December 15, 2009 : : -8,211 -8,808 -831 1,492 -1,271 -162 -2,783 -806 -267 541 -3,294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 40.8 3.9 7.8 3.7 0.1 21.7 7.0 4.9 4.6 10.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 12 . 5 5 . . 4 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 217,140 : : Positions : : 65,182 30,636 53,372 75,612 35,428 15,985 0 420 23,172 30,855 1,391 : : : : Changes from: December 15, 2009 : : 797 1,303 126 -1,695 1,946 0 0 0 -195 -2,388 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 14.1 24.6 34.8 16.3 7.4 0.0 0.2 10.7 14.2 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 15 15 9 8 17 . 0 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 156,533 : : Positions : : 12,482 14,301 12,554 34,151 63,985 26,513 5,647 24,925 3,194 588 9,084 : : : : Changes from: December 15, 2009 : : -158 -391 441 1,650 -3,641 1,265 15 -1,551 146 163 -4,606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 9.1 8.0 21.8 40.9 16.9 3.6 15.9 2.0 0.4 5.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 7 7 7 10 15 15 6 15 8 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 625,342 : : Positions : : 98,987 100,751 67,316 105,339 330,574 0 473 4,359 38,463 18 66,445 : : : : Changes from: December 15, 2009 : : -1,200 -1,548 1,022 435 166 0 264 -416 -1,157 -32 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 16.1 10.8 16.8 52.9 0.0 0.1 0.7 6.2 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 22, 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 84,864 : : Positions : : 40,932 61,505 25,024 3,644 17,270 0 625 0 100 680 200 : : : : Changes from: December 15, 2009 : : 1,655 1,528 -132 200 928 0 400 0 0 -455 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 72.5 29.5 4.3 20.4 0.0 0.7 0.0 0.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 29 35 10 8 18 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 130,329 : : Positions : : 15,654 11,412 36,267 23,211 48,748 14,133 22,677 7,783 842 8,438 1,733 : : : : Changes from: December 15, 2009 : : 0 -128 15 -1,026 -3,339 -1,097 -166 -2,056 0 226 -508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 8.8 27.8 17.8 37.4 10.8 17.4 6.0 0.6 6.5 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 6 7 8 10 17 7 6 9 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 33,444 : : Positions : : 1,380 2,630 7,073 3,523 16,835 0 3,139 5,322 516 200 500 : : : : Changes from: December 15, 2009 : : -150 0 -830 55 2,493 -96 -802 3,652 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.1 7.9 21.1 10.5 50.3 0.0 9.4 15.9 1.5 0.6 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 9 6 14 0 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 103,848 : : Positions : : 12,522 16,794 30,000 36,585 26,577 0 0 0 1,902 1,302 2,221 : : : : Changes from: December 15, 2009 : : 348 489 70 321 48 0 0 0 0 0 201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 16.2 28.9 35.2 25.6 0.0 0.0 0.0 1.8 1.3 2.1 : : : : 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 22, 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 40,666 : : Positions : : 11,360 20,430 22,449 11,246 6,752 0 1,830 0 0 300 0 : : : : Changes from: December 15, 2009 : : 500 75 -122 285 187 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 50.2 55.2 27.7 16.6 0.0 4.5 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 12 19 10 11 14 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 50,804 : : Positions : : 5,577 3,451 16,606 15,848 23,624 0 0 0 0 0 0 : : : : Changes from: December 15, 2009 : : -106 -57 255 194 -138 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 6.8 32.7 31.2 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 22, 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 263,040 : : Positions : : 92,823 182,316 46,352 1,133 13,777 47,462 10,980 15,495 12,398 6,472 19,274 : : : : Changes from: December 15, 2009 : : 4,083 4,699 1,318 -107 674 -1,659 -663 -2,071 -28 -225 1,479 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 69.3 17.6 0.4 5.2 18.0 4.2 5.9 4.7 2.5 7.3 : : : : Number of Traders in Each Category Total Traders: 192 : : 61 75 17 4 14 42 15 23 9 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 23,089 : : Positions : : 13,740 13,921 842 2,411 814 0 0 450 2,093 0 213 : : : : Changes from: December 15, 2009 : : 511 958 0 -4 0 0 0 0 1,443 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 60.3 3.6 10.4 3.5 0.0 0.0 1.9 9.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . 5 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 9,307 : : Positions : : 4,118 7,182 1,375 466 1,369 1,372 0 0 250 0 175 : : : : Changes from: December 15, 2009 : : 370 320 -50 -50 160 0 0 0 -50 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 77.2 14.8 5.0 14.7 14.7 0.0 0.0 2.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 17 25 9 5 10 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 42,039 : : Positions : : 30,179 31,784 6,587 6,837 2,283 480 0 690 270 0 0 : : : : Changes from: December 15, 2009 : : 800 666 -9 125 -75 0 0 12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 75.6 15.7 16.3 5.4 1.1 0.0 1.6 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 25 9 4 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 23,520 : : Positions : : 13,060 22,135 6,975 15 770 2,630 0 0 25 0 0 : : : : Changes from: December 15, 2009 : : 245 695 450 0 150 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 94.1 29.7 0.1 3.3 11.2 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 13 12 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 15,511 : : Positions : : 6,242 7,351 3,819 4,551 2,466 2,934 0 0 50 50 0 : : : : Changes from: December 15, 2009 : : 22 -428 0 -43 -7 -450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 47.4 24.6 29.3 15.9 18.9 0.0 0.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 14 17 11 7 9 4 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 3,902 : : Positions : : 1,153 2,875 1,401 114 136 0 63 0 235 0 0 : : : : Changes from: December 15, 2009 : : -10 26 15 0 0 0 0 0 29 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 73.7 35.9 2.9 3.5 0.0 1.6 0.0 6.0 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 22, 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 14,283 : : Positions : : 10,365 10,131 3,054 3,543 504 0 0 0 0 0 0 : : : : Changes from: December 15, 2009 : : 160 300 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 70.9 21.4 24.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 18,142 : : Positions : : 12,079 6,409 1,563 8,368 3,043 275 0 150 826 96 7 : : : : Changes from: December 15, 2009 : : 341 -171 -184 428 425 0 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 35.3 8.6 46.1 16.8 1.5 0.0 0.8 4.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 20 17 4 16 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 11,809 : : Positions : : 7,665 10,310 1,725 272 672 808 463 0 939 0 0 : : : : Changes from: December 15, 2009 : : 1,115 1,579 206 -151 167 -89 -80 0 0 -116 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 87.3 14.6 2.3 5.7 6.8 3.9 0.0 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 18 7 . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 52,227 : : Positions : : 16,061 30,854 13,739 6,160 11,914 2,944 0 410 4,235 1,341 885 : : : : Changes from: December 15, 2009 : : 1,014 714 672 0 471 -1,905 0 0 480 -258 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 59.1 26.3 11.8 22.8 5.6 0.0 0.8 8.1 2.6 1.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 19 19 12 8 17 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 22,413 : : Positions : : 12,470 10,949 1,135 4,324 440 1,195 0 375 1,799 1,275 1,280 : : : : Changes from: December 15, 2009 : : -11 349 1,060 5 95 75 -600 -45 -360 -75 445 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 48.9 5.1 19.3 2.0 5.3 0.0 1.7 8.0 5.7 5.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 28, 2009