GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 38,538: 26,554 32,125 5,729 1,251 4,242 147 600 0 1,833 280 0: 33 40 Old : 38,538: 26,554 32,125 5,729 1,251 4,242 147 600 0 1,833 280 0: 33 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 1,143: 288 547 436 137 389 0 0 0 30 70 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 83.4 14.9 3.2 11.0 0.4 1.6 0.0 4.8 0.7 0.0: 0.1 0.1 Old : 100.0: 68.9 83.4 14.9 3.2 11.0 0.4 1.6 0.0 4.8 0.7 0.0: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 23 27 7 5 11 . . 0 . . 0: Old : 51: 23 27 7 5 11 . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 31.7 68.5 51.7 33.3 25.4 47.5 38.3 Old : 45.8 31.7 68.5 51.7 33.3 25.4 47.5 38.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 21,120: 11,436 19,760 8,342 0 1,225 0 0 0 0 0 0: 117 135 Old : 21,120: 11,436 19,760 8,342 0 1,225 0 0 0 0 0 0: 117 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 467: 364 494 50 0 -27 0 0 0 0 0 0: 80 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 93.6 39.5 0.0 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.6 Old : 100.0: 54.1 93.6 39.5 0.0 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 21 10 0 6 0 0 0 0 0 0: Old : 37: 21 21 10 0 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 63.7 71.9 81.2 46.1 51.2 54.6 57.8 Old : 52.3 63.7 71.9 81.2 46.1 51.2 54.6 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 7,857: 3,589 5,921 2,304 213 478 0 0 0 505 216 114: 867 915 Old : 7,857: 3,589 5,921 2,304 213 478 0 0 0 505 216 114: 867 915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 160: 98 234 60 0 -5 0 0 0 0 0 0: 7 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.7 75.4 29.3 2.7 6.1 0.0 0.0 0.0 6.4 2.7 1.5: 11.0 11.6 Old : 100.0: 45.7 75.4 29.3 2.7 6.1 0.0 0.0 0.0 6.4 2.7 1.5: 11.0 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 17 6 . 7 0 0 0 . . .: Old : 30: 17 17 6 . 7 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.9 55.3 56.9 66.4 33.0 43.8 46.3 49.0 Old : 37.9 55.3 56.9 66.4 33.0 43.8 46.3 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 11,217: 5,747 6,753 1,450 882 2,242 0 0 0 262 251 60: 1,456 1,029 Old : 11,217: 5,747 6,753 1,450 882 2,242 0 0 0 262 251 60: 1,456 1,029 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 281: 346 272 -132 81 95 0 0 0 51 25 60: -139 -252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 60.2 12.9 7.9 20.0 0.0 0.0 0.0 2.3 2.2 0.5: 13.0 9.2 Old : 100.0: 51.2 60.2 12.9 7.9 20.0 0.0 0.0 0.0 2.3 2.2 0.5: 13.0 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 28 32 11 6 16 0 0 0 . . .: Old : 56: 28 32 11 6 16 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.1 30.0 36.3 44.7 15.4 21.0 24.2 29.7 Old : 23.1 30.0 36.3 44.7 15.4 21.0 24.2 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 9,241: 5,529 7,127 1,613 82 1,023 0 0 0 25 196 198: 853 615 Old : 9,241: 5,529 7,127 1,613 82 1,023 0 0 0 25 196 198: 853 615 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 460: 192 497 161 -11 -96 0 0 0 -5 -35 10: 198 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 77.1 17.5 0.9 11.1 0.0 0.0 0.0 0.3 2.1 2.1: 9.2 6.7 Old : 100.0: 59.8 77.1 17.5 0.9 11.1 0.0 0.0 0.0 0.3 2.1 2.1: 9.2 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 29 41 14 . 16 0 0 0 . 4 4: Old : 64: 29 41 14 . 16 0 0 0 . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 18.8 50.7 32.8 23.8 14.1 31.5 24.3 Old : 34.6 18.8 50.7 32.8 23.8 14.1 31.5 24.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 4,251: 1,900 2,323 492 782 274 825 0 0 0 40 0: 760 832 Old : 4,251: 1,900 2,323 492 782 274 825 0 0 0 40 0: 760 832 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.7 54.6 11.6 18.4 6.4 19.4 0.0 0.0 0.0 0.9 0.0: 17.9 19.6 Old : 100.0: 44.7 54.6 11.6 18.4 6.4 19.4 0.0 0.0 0.0 0.9 0.0: 17.9 19.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 13 . . 6 . 0 0 0 . 0: Old : 23: 9 13 . . 6 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 39.7 74.1 58.4 44.3 31.6 51.0 45.0 Old : 51.2 39.7 74.1 58.4 44.3 31.6 51.0 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 11,083: 10,217 8,271 160 2,071 701 0 0 0 0 0 0: 5 40 Old : 11,083: 10,217 8,271 160 2,071 701 0 0 0 0 0 0: 5 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 1,229: 1,489 832 -300 382 40 0 0 0 0 0 0: 0 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 74.6 1.4 18.7 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.4 Old : 100.0: 92.2 74.6 1.4 18.7 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 . 6 6 0 0 0 0 0 0: Old : 25: 13 14 . 6 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 46.1 81.3 71.3 39.7 32.7 46.9 43.9 Old : 58.3 46.1 81.3 71.3 39.7 32.7 46.9 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 315,328: 82,802 205,917 83,407 1,240 16,015 34,280 20,901 19,640 17,286 3,748 19,029: 42,869 28,838 Old : 315,328: 82,802 205,917 83,407 1,240 16,015 34,280 20,901 19,640 17,286 3,748 19,029: 42,869 28,838 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 4,129: 5,130 -2,209 4,233 -104 -2,515 -6,647 6,189 -1,905 1,994 499 1,511: 2,328 2,663 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 65.3 26.5 0.4 5.1 10.9 6.6 6.2 5.5 1.2 6.0: 13.6 9.1 Old : 100.0: 26.3 65.3 26.5 0.4 5.1 10.9 6.6 6.2 5.5 1.2 6.0: 13.6 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 165: 47 67 16 . 11 33 13 20 13 11 22: Old : 165: 47 67 16 . 11 33 13 20 13 11 22: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.8 23.3 34.3 33.5 19.9 18.5 29.0 25.3 Old : 23.8 23.3 34.3 33.5 19.9 18.5 29.0 25.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 22,069: 11,344 18,034 4,015 200 1,724 414 0 0 957 50 675: 2,940 1,386 Old : 22,069: 11,344 18,034 4,015 200 1,724 414 0 0 957 50 675: 2,940 1,386 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 2,775: 1,187 2,287 100 50 138 0 -250 0 -250 -150 50: 1,550 650 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 81.7 18.2 0.9 7.8 1.9 0.0 0.0 4.3 0.2 3.1: 13.3 6.3 Old : 100.0: 51.4 81.7 18.2 0.9 7.8 1.9 0.0 0.0 4.3 0.2 3.1: 13.3 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 70: 30 41 11 . 11 . 0 0 5 . 6: Old : 70: 30 41 11 . 11 . 0 0 5 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.5 22.4 40.5 37.2 20.9 18.1 28.9 29.3 Old : 27.5 22.4 40.5 37.2 20.9 18.1 28.9 29.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 18,388: 11,025 5,109 3,069 7,886 2,453 0 300 0 225 1,350 450: 1,166 840 Old : 18,388: 11,025 5,109 3,069 7,886 2,453 0 300 0 225 1,350 450: 1,166 840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 127: 150 0 -150 77 50 0 0 0 0 0 0: 77 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 27.8 16.7 42.9 13.3 0.0 1.6 0.0 1.2 7.3 2.4: 6.3 4.6 Old : 100.0: 60.0 27.8 16.7 42.9 13.3 0.0 1.6 0.0 1.2 7.3 2.4: 6.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 10 8 8 7 8 0 . 0 . . .: Old : 34: 10 8 8 7 8 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 58.0 67.8 81.2 41.2 48.6 52.8 60.8 Old : 52.2 58.0 67.8 81.2 41.2 48.6 52.8 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 METRIC TONS) : : : Positions : All : 5,146: 2,005 2,004 263 639 315 0 0 0 660 110 290: 1,613 1,788 Old : 5,146: 2,005 2,004 263 639 315 0 0 0 660 110 290: 1,613 1,788 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 38.9 5.1 12.4 6.1 0.0 0.0 0.0 12.8 2.1 5.6: 31.3 34.7 Old : 100.0: 39.0 38.9 5.1 12.4 6.1 0.0 0.0 0.0 12.8 2.1 5.6: 31.3 34.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 11 . . 4 0 0 0 4 . 4: Old : 21: 8 11 . . 4 0 0 0 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 29.6 58.0 50.0 37.3 27.0 46.1 41.6 Old : 44.7 29.6 58.0 50.0 37.3 27.0 46.1 41.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 2,400: 1,900 1,000 300 525 0 0 0 0 50 475 0: 150 400 Old : 2,400: 1,900 1,000 300 525 0 0 0 0 50 475 0: 150 400 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 41.7 12.5 21.9 0.0 0.0 0.0 0.0 2.1 19.8 0.0: 6.3 16.7 Old : 100.0: 79.2 41.7 12.5 21.9 0.0 0.0 0.0 0.0 2.1 19.8 0.0: 6.3 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 8 . 5 0 0 0 0 . . 0: Old : 28: 13 8 . 5 0 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 35.4 67.7 56.3 42.7 33.3 67.7 50.0 Old : 42.7 35.4 67.7 56.3 42.7 33.3 67.7 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 6,891: 5,816 5,489 541 699 217 0 0 0 46 186 73: 198 227 Old : 6,891: 5,816 5,489 541 699 217 0 0 0 46 186 73: 198 227 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 321: 433 201 -54 134 -1 0 0 0 46 -35 19: -122 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 79.7 7.9 10.1 3.1 0.0 0.0 0.0 0.7 2.7 1.1: 2.9 3.3 Old : 100.0: 84.4 79.7 7.9 10.1 3.1 0.0 0.0 0.0 0.7 2.7 1.1: 2.9 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 16 . . . 0 0 0 . . .: Old : 22: 12 16 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 72.5 84.3 83.2 19.4 21.1 28.1 26.7 Old : 68.0 72.5 84.3 83.2 19.4 21.1 28.1 26.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 2,920: 2,846 1,633 0 263 0 0 0 0 0 825 0: 74 199 Old : 2,920: 2,846 1,633 0 263 0 0 0 0 0 825 0: 74 199 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 196: 268 116 0 44 0 0 0 0 0 15 0: -72 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.5 55.9 0.0 9.0 0.0 0.0 0.0 0.0 0.0 28.3 0.0: 2.5 6.8 Old : 100.0: 97.5 55.9 0.0 9.0 0.0 0.0 0.0 0.0 0.0 28.3 0.0: 2.5 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 14 0 . 0 0 0 0 0 . 0: Old : 22: 13 14 0 . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 46.5 90.4 69.8 68.2 44.3 82.6 65.6 Old : 73.2 46.5 90.4 69.8 68.2 44.3 82.6 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,842: 674 898 0 272 149 0 0 0 113 0 0: 906 523 Old : 1,842: 674 898 0 272 149 0 0 0 113 0 0: 906 523 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 385: 145 354 0 117 -25 0 -35 0 27 0 0: 238 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 48.8 0.0 14.8 8.1 0.0 0.0 0.0 6.1 0.0 0.0: 49.2 28.4 Old : 100.0: 36.6 48.8 0.0 14.8 8.1 0.0 0.0 0.0 6.1 0.0 0.0: 49.2 28.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 15 13 0 . . 0 0 0 . 0 0: Old : 22: 15 13 0 . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.4 43.0 35.5 58.6 16.8 35.5 28.1 47.2 Old : 22.4 43.0 35.5 58.6 16.8 35.5 28.1 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 500,374: 122,737 172,286 98,729 56,919 134,654 35,678 8,999 42,606 4,488 19,203 44,299: 17,183 21,408 Old : 500,374: 122,737 172,286 98,729 56,919 134,654 35,678 8,999 42,606 4,488 19,203 44,299: 17,183 21,408 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -5,804: -348 -7,289 79 1,897 -2,332 1,630 -1,688 -612 -7,251 -1,113 3,414: -384 1,919 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 34.4 19.7 11.4 26.9 7.1 1.8 8.5 0.9 3.8 8.9: 3.4 4.3 Old : 100.0: 24.5 34.4 19.7 11.4 26.9 7.1 1.8 8.5 0.9 3.8 8.9: 3.4 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 114: 32 34 17 14 26 15 12 18 11 7 18: Old : 114: 32 34 17 14 26 15 12 18 11 7 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.8 19.3 41.3 32.3 18.4 11.9 24.2 19.1 Old : 27.8 19.3 41.3 32.3 18.4 11.9 24.2 19.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,320,661: 164,966 408,450 241,765 120,578 255,259 179,142 45,987 183,126 67,431 100,966 143,952: 85,020 62,343 Old : 1,320,661: 164,966 408,450 241,765 120,578 255,259 179,142 45,987 183,126 67,431 100,966 143,952: 85,020 62,343 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -4,242: 5,054 -6,936 11,080 -7,627 2,076 -35,596 8,253 8,160 1,759 -7,329 -3,357: 6,582 2,518 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 30.9 18.3 9.1 19.3 13.6 3.5 13.9 5.1 7.6 10.9: 6.4 4.7 Old : 100.0: 12.5 30.9 18.3 9.1 19.3 13.6 3.5 13.9 5.1 7.6 10.9: 6.4 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 310: 46 61 22 19 34 66 38 63 41 45 75: Old : 310: 46 61 22 19 34 66 38 63 41 45 75: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.6 15.4 30.5 26.3 14.6 9.7 20.3 15.9 Old : 21.6 15.4 30.5 26.3 14.6 9.7 20.3 15.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 221,689: 65,478 32,575 57,701 71,015 37,985 14,645 0 765 19,148 27,102 1,387: 24,580 50,860 Old : 221,689: 65,478 32,575 57,701 71,015 37,985 14,645 0 765 19,148 27,102 1,387: 24,580 50,860 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 856: -62 2,050 6,820 -260 1,135 0 0 0 -801 1,602 -526: -5,710 -3,145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 14.7 26.0 32.0 17.1 6.6 0.0 0.3 8.6 12.2 0.6: 11.1 22.9 Old : 100.0: 29.5 14.7 26.0 32.0 17.1 6.6 0.0 0.3 8.6 12.2 0.6: 11.1 22.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 15 13 10 7 17 . 0 . . 4 4: Old : 41: 15 13 10 7 17 . 0 . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 34.7 54.2 50.4 33.1 28.8 50.0 41.9 Old : 33.5 34.7 54.2 50.4 33.1 28.8 50.0 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 73,019: 32,121 54,079 25,417 3,094 14,456 0 700 25 845 430 120: 35 115 Old : 73,019: 32,121 54,079 25,417 3,094 14,456 0 700 25 845 430 120: 35 115 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 2,090: 876 2,337 1,325 233 -255 -50 0 25 419 0 -50: -200 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 74.1 34.8 4.2 19.8 0.0 1.0 0.0 1.2 0.6 0.2: 0.0 0.2 Old : 100.0: 44.0 74.1 34.8 4.2 19.8 0.0 1.0 0.0 1.2 0.6 0.2: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 31 32 15 . 18 0 . . . . .: Old : 63: 31 32 15 . 18 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 29.2 61.9 50.1 30.4 19.2 37.2 28.8 Old : 43.5 29.2 61.9 50.1 30.4 19.2 37.2 28.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 133,658: 16,417 10,651 36,600 26,834 47,998 18,068 26,240 7,045 932 8,537 1,544: 5,054 4,809 Old : 133,658: 16,417 10,651 36,600 26,834 47,998 18,068 26,240 7,045 932 8,537 1,544: 5,054 4,809 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -4,417: -1,185 -1,806 -744 394 -1,198 18 911 -843 0 -1,447 -32: -433 -396 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 8.0 27.4 20.1 35.9 13.5 19.6 5.3 0.7 6.4 1.2: 3.8 3.6 Old : 100.0: 12.3 8.0 27.4 20.1 35.9 13.5 19.6 5.3 0.7 6.4 1.2: 3.8 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 6 6 8 10 17 7 9 11 . 6 4: Old : 47: 6 6 8 10 17 7 9 11 . 6 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 37.5 61.4 53.0 28.0 22.2 37.4 32.5 Old : 44.7 37.5 61.4 53.0 28.0 22.2 37.4 32.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 35,847: 1,830 3,640 7,116 6,305 16,492 1,429 2,441 5,945 871 0 200: 1,964 824 Old : 35,847: 1,830 3,640 7,116 6,305 16,492 1,429 2,441 5,945 871 0 200: 1,964 824 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 6: -500 -500 -142 375 495 400 0 -163 0 0 0: -84 -201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 10.2 19.9 17.6 46.0 4.0 6.8 16.6 2.4 0.0 0.6: 5.5 2.3 Old : 100.0: 5.1 10.2 19.9 17.6 46.0 4.0 6.8 16.6 2.4 0.0 0.6: 5.5 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: . . 9 6 12 . . 4 . 0 .: Old : 27: . . 9 6 12 . . 4 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 42.9 58.1 63.8 15.6 17.6 23.2 26.4 Old : 34.7 42.9 58.1 63.8 15.6 17.6 23.2 26.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 99,130: 8,621 12,105 19,973 35,145 21,711 0 0 0 1,872 94 2,188: 44,765 27,887 Old : 99,130: 8,621 12,105 19,973 35,145 21,711 0 0 0 1,872 94 2,188: 44,765 27,887 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 501: 511 584 11 56 39 0 0 0 32 60 0: -92 -238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 12.2 20.1 35.5 21.9 0.0 0.0 0.0 1.9 0.1 2.2: 45.2 28.1 Old : 100.0: 8.7 12.2 20.1 35.5 21.9 0.0 0.0 0.0 1.9 0.1 2.2: 45.2 28.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 8 4 7 11 0 0 0 . . .: Old : 21: 8 8 4 7 11 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.3 32.5 41.4 52.2 20.3 27.5 25.3 39.7 Old : 31.3 32.5 41.4 52.2 20.3 27.5 25.3 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 37,645: 10,030 16,285 19,985 12,430 6,780 450 1,500 150 200 300 0: 50 200 Old : 37,645: 10,030 16,285 19,985 12,430 6,780 450 1,500 150 200 300 0: 50 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -600: -950 430 310 -740 -10 0 -330 0 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 43.3 53.1 33.0 18.0 1.2 4.0 0.4 0.5 0.8 0.0: 0.1 0.5 Old : 100.0: 26.6 43.3 53.1 33.0 18.0 1.2 4.0 0.4 0.5 0.8 0.0: 0.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 12 16 9 10 13 . . . . . 0: Old : 45: 12 16 9 10 13 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 37.6 76.5 55.9 56.2 37.6 65.5 50.2 Old : 60.3 37.6 76.5 55.9 56.2 37.6 65.5 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 261,580: 87,589 198,426 44,348 1,200 9,621 60,408 7,241 20,192 14,120 4,605 7,250: 18,052 13,045 Old : 261,580: 87,589 198,426 44,348 1,200 9,621 60,408 7,241 20,192 14,120 4,605 7,250: 18,052 13,045 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -11,815: 1,479 -9,120 2,738 -330 -2,349 -14,698 -3,008 2,661 -160 -1,143 547: -2,033 927 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 75.9 17.0 0.5 3.7 23.1 2.8 7.7 5.4 1.8 2.8: 6.9 5.0 Old : 100.0: 33.5 75.9 17.0 0.5 3.7 23.1 2.8 7.7 5.4 1.8 2.8: 6.9 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 197: 57 73 18 4 15 55 12 31 18 9 22: Old : 197: 57 73 18 4 15 55 12 31 18 9 22: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.8 22.8 32.9 35.2 14.1 9.5 21.2 16.2 Old : 22.8 22.8 32.9 35.2 14.1 9.5 21.2 16.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 23,624: 15,036 14,037 679 2,526 33 574 0 495 1,370 0 0: 5,437 6,533 Old : 23,624: 15,036 14,037 679 2,526 33 574 0 495 1,370 0 0: 5,437 6,533 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 252: 41 487 -78 -78 18 -33 -1,245 0 -4 0 0: 308 1,070 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.6 59.4 2.9 10.7 0.1 2.4 0.0 2.1 5.8 0.0 0.0: 23.0 27.7 Old : 100.0: 63.6 59.4 2.9 10.7 0.1 2.4 0.0 2.1 5.8 0.0 0.0: 23.0 27.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 13 . . . . 0 . . 0 0: Old : 23: 13 13 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 35.4 62.7 56.5 41.0 35.4 56.2 51.5 Old : 46.3 35.4 62.7 56.5 41.0 35.4 56.2 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,260: 4,396 6,211 1,042 696 1,508 1,072 0 0 500 86 450: 292 309 Old : 9,260: 4,396 6,211 1,042 696 1,508 1,072 0 0 500 86 450: 292 309 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 482: 401 181 -100 0 231 0 0 0 -34 86 -116: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.5 67.1 11.3 7.5 16.3 11.6 0.0 0.0 5.4 0.9 4.9: 3.2 3.3 Old : 100.0: 47.5 67.1 11.3 7.5 16.3 11.6 0.0 0.0 5.4 0.9 4.9: 3.2 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 16 23 5 6 9 . 0 0 . . .: Old : 40: 16 23 5 6 9 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 30.1 57.4 48.9 25.8 22.0 37.1 31.7 Old : 40.4 30.1 57.4 48.9 25.8 22.0 37.1 31.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 46,432: 34,217 37,049 5,864 6,034 2,425 1,440 95 634 270 0 0: 1,582 195 Old : 46,432: 34,217 37,049 5,864 6,034 2,425 1,440 95 634 270 0 0: 1,582 195 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 2,254: 1,009 3,760 30 -2,125 619 1,440 0 0 0 0 0: -844 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 79.8 12.6 13.0 5.2 3.1 0.2 1.4 0.6 0.0 0.0: 3.4 0.4 Old : 100.0: 73.7 79.8 12.6 13.0 5.2 3.1 0.2 1.4 0.6 0.0 0.0: 3.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 24 22 8 4 6 . . . . 0 0: Old : 45: 24 22 8 4 6 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 50.6 64.6 75.1 25.5 31.1 35.2 40.9 Old : 45.1 50.6 64.6 75.1 25.5 31.1 35.2 40.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 21,541: 12,105 20,156 6,240 0 685 2,400 0 0 0 0 0: 111 700 Old : 21,541: 12,105 20,156 6,240 0 685 2,400 0 0 0 0 0: 111 700 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 925: 650 825 275 0 0 0 0 0 0 0 0: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.2 93.6 29.0 0.0 3.2 11.1 0.0 0.0 0.0 0.0 0.0: 0.5 3.2 Old : 100.0: 56.2 93.6 29.0 0.0 3.2 11.1 0.0 0.0 0.0 0.0 0.0: 0.5 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 10 11 11 0 . . 0 0 0 0 0: Old : 28: 10 11 11 0 . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 85.8 79.3 93.8 52.7 76.9 72.8 81.8 Old : 55.1 85.8 79.3 93.8 52.7 76.9 72.8 81.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,933: 7,836 7,745 3,684 4,809 2,279 1,584 0 300 150 700 100: 0 0 Old : 15,933: 7,836 7,745 3,684 4,809 2,279 1,584 0 300 150 700 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 925: 750 275 75 600 50 0 0 0 0 -50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.2 48.6 23.1 30.2 14.3 9.9 0.0 1.9 0.9 4.4 0.6: 0.0 0.0 Old : 100.0: 49.2 48.6 23.1 30.2 14.3 9.9 0.0 1.9 0.9 4.4 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 12 15 9 7 8 . 0 . . . .: Old : 42: 12 15 9 7 8 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 54.3 70.2 72.7 37.2 41.8 51.4 55.0 Old : 50.1 54.3 70.2 72.7 37.2 41.8 51.4 55.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,618: 979 2,440 1,278 141 132 0 75 0 234 0 40: 955 790 Old : 3,618: 979 2,440 1,278 141 132 0 75 0 234 0 40: 955 790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 76: 26 141 40 15 -2 0 0 0 -5 0 15: 2 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 67.4 35.3 3.9 3.6 0.0 2.1 0.0 6.5 0.0 1.1: 26.4 21.8 Old : 100.0: 27.1 67.4 35.3 3.9 3.6 0.0 2.1 0.0 6.5 0.0 1.1: 26.4 21.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 6 14 7 . . 0 . 0 . 0 .: Old : 26: 6 14 7 . . 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 34.3 60.2 55.3 39.8 33.3 54.9 50.1 Old : 41.9 34.3 60.2 55.3 39.8 33.3 54.9 50.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 14,598: 10,764 12,153 2,727 2,073 322 460 0 0 0 0 0: 325 50 Old : 14,598: 10,764 12,153 2,727 2,073 322 460 0 0 0 0 0: 325 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 961: 561 1,111 200 -350 150 0 0 0 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 83.3 18.7 14.2 2.2 3.2 0.0 0.0 0.0 0.0 0.0: 2.2 0.3 Old : 100.0: 73.7 83.3 18.7 14.2 2.2 3.2 0.0 0.0 0.0 0.0 0.0: 2.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 14 4 . . . 0 0 0 0 0: Old : 24: 14 14 4 . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 59.3 81.9 86.9 64.1 54.2 74.6 79.9 Old : 66.6 59.3 81.9 86.9 64.1 54.2 74.6 79.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 19,573: 12,141 6,418 3,727 7,458 2,009 0 2,722 636 708 96 0: 352 234 Old : 19,573: 12,141 6,418 3,727 7,458 2,009 0 2,722 636 708 96 0: 352 234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 270: 1 -663 164 0 105 0 600 0 0 0 0: 0 228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 32.8 19.0 38.1 10.3 0.0 13.9 3.2 3.6 0.5 0.0: 1.8 1.2 Old : 100.0: 62.0 32.8 19.0 38.1 10.3 0.0 13.9 3.2 3.6 0.5 0.0: 1.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 16 15 5 13 12 0 . . . . 0: Old : 45: 16 15 5 13 12 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 37.9 54.3 56.1 28.7 33.2 47.7 48.0 Old : 31.7 37.9 54.3 56.1 28.7 33.2 47.7 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 14,076: 10,584 11,842 1,396 482 658 495 984 0 943 110 0: 0 0 Old : 14,076: 10,584 11,842 1,396 482 658 495 984 0 943 110 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 531: 21 539 295 -134 36 -45 90 0 224 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 84.1 9.9 3.4 4.7 3.5 7.0 0.0 6.7 0.8 0.0: 0.0 0.0 Old : 100.0: 75.2 84.1 9.9 3.4 4.7 3.5 7.0 0.0 6.7 0.8 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 17 20 4 . 5 . . 0 . . 0: Old : 34: 17 20 4 . 5 . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 46.1 73.8 71.8 43.3 34.9 51.3 53.4 Old : 55.6 46.1 73.8 71.8 43.3 34.9 51.3 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, January 26, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 51,895: 15,130 30,884 15,798 5,960 9,660 3,804 533 0 3,295 2,535 1,484: 2,724 839 Old : 51,895: 15,130 30,884 15,798 5,960 9,660 3,804 533 0 3,295 2,535 1,484: 2,724 839 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 10: 10 -127 60 0 0 0 0 0 -171 137 0: 111 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 59.5 30.4 11.5 18.6 7.3 1.0 0.0 6.3 4.9 2.9: 5.2 1.6 Old : 100.0: 29.2 59.5 30.4 11.5 18.6 7.3 1.0 0.0 6.3 4.9 2.9: 5.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 15 20 12 7 18 . . 0 . 4 .: Old : 55: 15 20 12 7 18 . . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 31.1 49.9 54.2 23.2 27.7 37.9 45.5 Old : 30.2 31.1 49.9 54.2 23.2 27.7 37.9 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2010