Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 44,745 : : Positions : : 31,318 37,359 6,729 1,924 4,560 0 600 0 1,803 75 0 : : : : Changes from: December 22, 2009 : : 1,371 1,648 25 -192 231 0 0 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 83.5 15.0 4.3 10.2 0.0 1.3 0.0 4.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 27 6 6 8 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 21,205 : : Positions : : 10,306 19,767 9,449 35 1,358 50 0 0 0 0 0 : : : : Changes from: December 22, 2009 : : 330 305 -25 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 93.2 44.6 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 : : 18 23 10 . 10 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 7,427 : : Positions : : 3,075 5,192 2,342 141 565 0 0 0 377 216 242 : : : : Changes from: December 22, 2009 : : 9 126 48 -10 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 69.9 31.5 1.9 7.6 0.0 0.0 0.0 5.1 2.9 3.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 6 . 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 12,132 : : Positions : : 5,811 7,908 2,219 734 2,280 240 0 0 418 296 55 : : : : Changes from: December 22, 2009 : : 78 98 -19 -15 28 0 0 0 11 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 65.2 18.3 6.1 18.8 2.0 0.0 0.0 3.4 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 30 12 4 16 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 9,886 : : Positions : : 6,071 8,115 1,956 57 1,026 0 0 0 80 120 74 : : : : Changes from: December 22, 2009 : : 310 318 23 5 -15 0 0 0 15 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 82.1 19.8 0.6 10.4 0.0 0.0 0.0 0.8 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 43 12 . 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 3,591 : : Positions : : 1,307 1,858 375 1,002 192 900 0 0 0 40 0 : : : : Changes from: December 22, 2009 : : 10 20 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 51.7 10.4 27.9 5.3 25.1 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 29, 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 10,187 : : Positions : : 8,596 7,722 670 1,554 911 0 0 0 0 0 0 : : : : Changes from: December 22, 2009 : : 575 615 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 75.8 6.6 15.3 8.9 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 29, 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 359,836 : : Positions : : 100,902 233,489 77,236 1,670 27,224 42,502 14,590 17,398 16,239 3,226 31,516 : : : : Changes from: December 22, 2009 : : -4,340 14,803 2,815 162 -2,613 12,731 -1,260 -1,245 -950 522 -3,523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 64.9 21.5 0.5 7.6 11.8 4.1 4.8 4.5 0.9 8.8 : : : : Number of Traders in Each Category Total Traders: 159 : : 57 69 17 . 13 32 7 18 10 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 85,982 : : Positions : : 34,108 34,073 4,734 146 17,029 0 1,923 0 1,951 5,474 23,479 : : : : Changes from: December 22, 2009 : : 658 1,435 111 -13 304 0 263 0 418 -293 1,173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 39.6 5.5 0.2 19.8 0.0 2.2 0.0 2.3 6.4 27.3 : : : : 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 29, 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 22,835 : : Positions : : 11,555 18,259 4,735 521 2,544 264 0 0 732 310 625 : : : : Changes from: December 22, 2009 : : 418 600 0 0 0 0 0 0 32 50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 80.0 20.7 2.3 11.1 1.2 0.0 0.0 3.2 1.4 2.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 29 37 11 . 12 . 0 0 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 22, 2009 : : 0 0 0 0 0 0 0 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 29, 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 22, 2009 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 29, 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 5,102 : : Positions : : 2,021 1,888 370 730 319 0 0 0 703 0 349 : : : : Changes from: December 22, 2009 : : 30 0 0 0 0 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 37.0 7.3 14.3 6.3 0.0 0.0 0.0 13.8 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 29, 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 6,726 : : Positions : : 5,694 5,294 536 601 105 0 0 0 0 376 155 : : : : Changes from: December 22, 2009 : : -392 -736 140 22 -177 0 0 0 -166 296 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 78.7 8.0 8.9 1.6 0.0 0.0 0.0 0.0 5.6 2.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 3,942 : : Positions : : 3,598 2,357 34 388 54 0 0 0 86 960 42 : : : : Changes from: December 22, 2009 : : 145 -15 0 10 0 0 0 0 0 195 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 59.8 0.9 9.8 1.4 0.0 0.0 0.0 2.2 24.4 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 29, 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 1,826 : : Positions : : 803 1,067 57 98 148 0 0 0 0 0 0 : : : : Changes from: December 22, 2009 : : -45 -39 -1 17 -3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 58.4 3.1 5.4 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 504,152 : : Positions : : 113,367 194,102 96,796 46,585 144,458 39,834 4,029 38,693 11,278 16,176 41,474 : : : : Changes from: December 22, 2009 : : -2,133 4,203 1,820 -191 -1,705 2,019 -2,049 -177 3,107 -959 2,015 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 38.5 19.2 9.2 28.7 7.9 0.8 7.7 2.2 3.2 8.2 : : : : Number of Traders in Each Category Total Traders: 111 : : 33 37 16 13 23 16 5 16 13 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 2,438,030 : : Positions : : 305,365 542,879 225,906 161,876 811,859 182,003 48,261 269,431 82,154 53,155 472,725 : : : : Changes from: December 22, 2009 : : 8,623 5,393 -10,787 11,608 6,686 16,009 -9,323 2,963 1,958 7,773 -1,581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 22.3 9.3 6.6 33.3 7.5 2.0 11.1 3.4 2.2 19.4 : : : : Number of Traders in Each Category Total Traders: 332 : : 46 60 22 21 38 72 39 70 55 52 88 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 87,479 : : Positions : : 56,291 35,550 3,822 7,042 3,891 551 18,129 6,248 4,005 3,932 9,443 : : : : Changes from: December 22, 2009 : : -186 513 501 374 702 447 -489 194 -225 -18 643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 40.6 4.4 8.1 4.4 0.6 20.7 7.1 4.6 4.5 10.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 12 . . 5 . . 5 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 220,816 : : Positions : : 66,274 31,878 53,148 76,014 38,269 15,985 0 420 23,337 31,492 1,396 : : : : Changes from: December 22, 2009 : : 1,092 1,242 -224 402 2,841 0 0 0 165 637 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 14.4 24.1 34.4 17.3 7.2 0.0 0.2 10.6 14.3 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 15 15 9 9 18 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 159,667 : : Positions : : 12,810 14,612 13,356 36,135 64,516 26,738 5,060 25,544 3,606 622 9,218 : : : : Changes from: December 22, 2009 : : 327 312 801 1,984 531 225 -587 620 412 34 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 9.2 8.4 22.6 40.4 16.7 3.2 16.0 2.3 0.4 5.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 7 7 7 10 15 15 5 15 8 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 645,567 : : Positions : : 101,116 102,842 73,355 111,626 339,303 0 754 3,378 39,017 44 70,089 : : : : Changes from: December 22, 2009 : : 2,129 2,091 6,039 6,287 8,730 0 281 -981 554 26 3,644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 15.9 11.4 17.3 52.6 0.0 0.1 0.5 6.0 0.0 10.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 9 9 10 18 27 0 . . 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 86,755 : : Positions : : 42,698 63,671 25,524 3,744 17,170 0 625 0 100 680 200 : : : : Changes from: December 22, 2009 : : 1,766 2,166 500 100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 73.4 29.4 4.3 19.8 0.0 0.7 0.0 0.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 35 10 8 18 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 130,344 : : Positions : : 15,654 11,412 36,478 23,111 48,848 13,764 22,677 7,808 842 8,488 1,667 : : : : Changes from: December 22, 2009 : : 0 0 211 -100 100 -369 0 25 0 50 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 8.8 28.0 17.7 37.5 10.6 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 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 33,544 : : Positions : : 1,380 2,630 7,073 3,923 16,635 145 2,441 5,368 516 200 500 : : : : Changes from: December 22, 2009 : : 0 0 0 400 -200 145 -698 46 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.1 7.8 21.1 11.7 49.6 0.4 7.3 16.0 1.5 0.6 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 6 14 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 104,186 : : Positions : : 12,618 16,986 29,919 36,710 26,577 0 0 0 1,902 1,159 2,334 : : : : Changes from: December 22, 2009 : : 96 192 -81 125 0 0 0 0 0 -143 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 16.3 28.7 35.2 25.5 0.0 0.0 0.0 1.8 1.1 2.2 : : : : 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 29, 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 40,811 : : Positions : : 11,660 20,330 22,480 11,561 6,656 0 1,830 0 0 300 0 : : : : Changes from: December 22, 2009 : : 300 -100 31 315 -96 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 49.8 55.1 28.3 16.3 0.0 4.5 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 12 19 9 12 14 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 52,352 : : Positions : : 5,621 3,435 16,941 16,675 24,397 0 0 0 0 0 0 : : : : Changes from: December 22, 2009 : : 43 -15 335 828 773 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 6.6 32.4 31.9 46.6 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 29, 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 260,688 : : Positions : : 83,360 189,651 47,187 1,386 12,656 58,709 7,946 13,493 12,438 6,021 16,856 : : : : Changes from: December 22, 2009 : : -9,463 7,335 835 254 -1,121 11,247 -3,033 -2,002 40 -450 -2,418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 72.8 18.1 0.5 4.9 22.5 3.0 5.2 4.8 2.3 6.5 : : : : Number of Traders in Each Category Total Traders: 193 : : 59 73 17 5 14 49 12 24 10 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 23,263 : : Positions : : 13,914 14,089 842 2,380 814 0 0 450 2,093 0 213 : : : : Changes from: December 22, 2009 : : 174 168 0 -31 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 60.6 3.6 10.2 3.5 0.0 0.0 1.9 9.0 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 29, 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 9,547 : : Positions : : 4,258 7,281 1,375 466 1,369 1,372 0 0 209 0 316 : : : : Changes from: December 22, 2009 : : 140 99 0 0 0 0 0 0 -41 0 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 76.3 14.4 4.9 14.3 14.4 0.0 0.0 2.2 0.0 3.3 : : : : 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 29, 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 42,901 : : Positions : : 31,154 32,571 6,584 7,037 2,158 480 0 690 270 0 0 : : : : Changes from: December 22, 2009 : : 975 787 -3 200 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 75.9 15.3 16.4 5.0 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 29, 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 23,626 : : Positions : : 13,060 22,291 7,116 0 735 2,630 0 0 25 0 0 : : : : Changes from: December 22, 2009 : : 0 156 141 -15 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 94.3 30.1 0.0 3.1 11.1 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 13 13 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 15,461 : : Positions : : 6,192 7,351 3,819 4,551 2,466 2,934 0 0 50 50 0 : : : : Changes from: December 22, 2009 : : -50 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 47.5 24.7 29.4 15.9 19.0 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 29, 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 3,928 : : Positions : : 1,149 2,836 1,391 114 150 0 63 0 235 0 0 : : : : Changes from: December 22, 2009 : : -4 -39 -10 0 14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 72.2 35.4 2.9 3.8 0.0 1.6 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 13 7 . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 15,215 : : Positions : : 11,282 11,048 2,814 3,543 519 0 0 0 0 0 0 : : : : Changes from: December 22, 2009 : : 917 917 -240 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 72.6 18.5 23.3 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 18,313 : : Positions : : 12,175 6,484 1,531 8,464 3,059 275 0 150 826 96 7 : : : : Changes from: December 22, 2009 : : 96 75 -32 96 16 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 35.4 8.4 46.2 16.7 1.5 0.0 0.8 4.5 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 29, 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 11,918 : : Positions : : 8,299 10,197 1,519 590 476 719 463 0 805 0 0 : : : : Changes from: December 22, 2009 : : 634 -113 -206 318 -196 -89 0 0 -134 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 85.6 12.7 5.0 4.0 6.0 3.9 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 6 . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 52,649 : : Positions : : 16,135 31,501 14,350 6,234 11,915 3,008 0 410 4,235 1,491 885 : : : : Changes from: December 22, 2009 : : 74 647 611 74 1 64 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 59.8 27.3 11.8 22.6 5.7 0.0 0.8 8.0 2.8 1.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 19 19 13 7 17 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 22,548 : : Positions : : 12,465 10,969 1,180 4,205 550 1,195 0 375 1,899 1,250 1,205 : : : : Changes from: December 22, 2009 : : -5 20 45 -119 110 0 0 0 100 -25 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 48.6 5.2 18.6 2.4 5.3 0.0 1.7 8.4 5.5 5.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 7, 2010