Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 35,401 : : Positions : : 25,724 29,022 3,786 1,721 3,958 0 600 0 1,803 75 0 : : : : Changes from: December 29, 2009 : : -5,594 -8,337 -2,943 -203 -602 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 82.0 10.7 4.9 11.2 0.0 1.7 0.0 5.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 26 7 5 10 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 18,798 : : Positions : : 9,307 17,399 8,145 0 1,249 0 0 0 0 0 0 : : : : Changes from: December 29, 2009 : : -999 -2,368 -1,304 -35 -109 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 92.6 43.3 0.0 6.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 9 0 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 7,015 : : Positions : : 2,553 4,932 2,227 165 346 0 0 0 505 216 114 : : : : Changes from: December 29, 2009 : : -522 -260 -115 24 -219 0 0 0 128 0 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 70.3 31.7 2.4 4.9 0.0 0.0 0.0 7.2 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 9,909 : : Positions : : 4,838 5,999 1,446 675 1,950 0 0 0 207 221 0 : : : : Changes from: December 29, 2009 : : -973 -1,909 -773 -59 -330 -240 0 0 -211 -75 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 60.5 14.6 6.8 19.7 0.0 0.0 0.0 2.1 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 29 11 4 14 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 7,611 : : Positions : : 4,521 5,912 1,447 47 972 0 0 0 30 141 28 : : : : Changes from: December 29, 2009 : : -1,550 -2,203 -509 -10 -54 0 0 0 -50 21 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 77.7 19.0 0.6 12.8 0.0 0.0 0.0 0.4 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 38 13 . 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 8,702 : : Positions : : 7,676 6,267 456 1,830 565 0 0 0 0 0 0 : : : : Changes from: December 29, 2009 : : -920 -1,455 -214 276 -346 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 72.0 5.2 21.0 6.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 317,155 : : Positions : : 74,811 218,279 75,693 1,404 20,161 51,877 12,998 16,297 15,588 4,090 13,614 : : : : Changes from: December 29, 2009 : : -12,559 -2,028 218 -266 -1,124 9,302 1,443 2,874 -1,529 514 -1,102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 68.8 23.9 0.4 6.4 16.4 4.1 5.1 4.9 1.3 4.3 : : : : Number of Traders in Each Category Total Traders: 168 : : 50 70 16 . 12 41 8 16 11 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 16,474 : : Positions : : 9,581 13,272 3,066 250 1,449 264 0 0 732 250 425 : : : : Changes from: December 29, 2009 : : -1,974 -4,987 -1,669 -271 -1,095 0 0 0 0 -60 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 80.6 18.6 1.5 8.8 1.6 0.0 0.0 4.4 1.5 2.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 23 35 11 . 8 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 17,100 : : Positions : : 10,020 4,884 3,444 7,704 2,172 0 0 0 225 300 75 : : : : Changes from: December 29, 2009 : : -1,140 -972 -431 -771 -284 0 0 -300 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 28.6 20.1 45.1 12.7 0.0 0.0 0.0 1.3 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 9 7 8 6 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,675 : : Positions : : 1,475 500 150 400 0 0 0 0 0 200 0 : : : : Changes from: December 29, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 29.9 9.0 23.9 0.0 0.0 0.0 0.0 0.0 11.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 5 . 4 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,010 : : Positions : : 6,000 5,673 534 636 100 0 0 0 0 320 65 : : : : Changes from: December 29, 2009 : : 306 379 -2 35 -5 0 0 0 0 -56 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 80.9 7.6 9.1 1.4 0.0 0.0 0.0 0.0 4.6 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 2,487 : : Positions : : 2,378 1,298 0 226 0 0 0 0 0 810 0 : : : : Changes from: December 29, 2009 : : -1,220 -1,059 -34 -162 -54 0 0 0 -86 -150 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 52.2 0.0 9.1 0.0 0.0 0.0 0.0 0.0 32.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 520,990 : : Positions : : 118,939 190,136 96,612 49,358 149,890 37,686 5,935 41,429 10,443 18,410 44,515 : : : : Changes from: December 29, 2009 : : 5,721 -3,655 -166 2,593 5,828 -2,148 1,906 2,736 -890 2,375 3,354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 36.5 18.5 9.5 28.8 7.2 1.1 8.0 2.0 3.5 8.5 : : : : Number of Traders in Each Category Total Traders: 115 : : 31 36 17 13 23 15 7 17 14 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 1,231,436 : : Positions : : 139,446 391,272 246,155 120,814 226,385 194,643 39,868 158,903 70,391 116,331 110,257 : : : : Changes from: December 29, 2009 : : 2,512 -1,218 -3,654 20,266 737 21,910 674 14,726 -4,375 2,104 3,944 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 31.8 20.0 9.8 18.4 15.8 3.2 12.9 5.7 9.4 9.0 : : : : Number of Traders in Each Category Total Traders: 319 : : 42 56 22 20 33 77 35 68 37 56 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 208,580 : : Positions : : 56,155 20,716 48,164 72,995 38,078 16,023 0 382 20,736 25,864 1,295 : : : : Changes from: December 29, 2009 : : -10,119 -11,162 -4,984 -3,019 -191 38 0 -38 -2,601 -5,628 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 9.9 23.1 35.0 18.3 7.7 0.0 0.2 9.9 12.4 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 10 10 9 8 17 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 67,492 : : Positions : : 30,683 49,800 22,997 2,785 13,107 25 550 0 0 605 200 : : : : Changes from: December 29, 2009 : : -12,015 -13,871 -2,527 -959 -4,063 25 -75 0 -100 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 73.8 34.1 4.1 19.4 0.0 0.8 0.0 0.0 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 31 12 4 17 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 133,006 : : Positions : : 15,654 11,412 35,672 26,673 48,649 18,277 22,677 6,712 932 6,588 1,607 : : : : Changes from: December 29, 2009 : : 0 0 -806 3,562 -199 4,513 0 -1,096 90 -1,900 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 8.6 26.8 20.1 36.6 13.7 17.0 5.0 0.7 5.0 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 6 7 8 10 17 8 6 9 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 34,526 : : Positions : : 1,380 2,630 7,346 4,366 17,069 345 2,441 5,413 571 200 500 : : : : Changes from: December 29, 2009 : : 0 0 273 443 434 200 0 45 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 7.6 21.3 12.6 49.4 1.0 7.1 15.7 1.7 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 6 14 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 36,070 : : Positions : : 10,725 16,785 19,900 11,621 5,445 0 1,830 0 0 300 0 : : : : Changes from: December 29, 2009 : : -935 -3,545 -2,580 60 -1,211 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 46.5 55.2 32.2 15.1 0.0 5.1 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 10 17 8 11 13 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 246,966 : : Positions : : 64,414 188,086 45,519 1,573 9,935 73,856 7,982 13,963 14,031 6,263 4,225 : : : : Changes from: December 29, 2009 : : -10,528 6,298 -712 122 149 15,583 118 1,615 -227 280 -765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 76.2 18.4 0.6 4.0 29.9 3.2 5.7 5.7 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 196 : : 54 68 17 4 13 59 9 25 11 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 21,379 : : Positions : : 13,532 12,565 798 2,414 0 0 0 495 1,374 0 0 : : : : Changes from: December 29, 2009 : : -382 -1,524 -44 34 -814 0 0 45 -719 0 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 58.8 3.7 11.3 0.0 0.0 0.0 2.3 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 0 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 7,791 : : Positions : : 3,825 5,860 1,142 696 779 1,072 0 0 134 0 266 : : : : Changes from: December 29, 2009 : : -433 -1,421 -233 230 -590 -300 0 0 -75 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 75.2 14.7 8.9 10.0 13.8 0.0 0.0 1.7 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 20 5 6 8 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 38,437 : : Positions : : 27,615 28,478 6,276 7,549 1,525 480 0 690 270 0 0 : : : : Changes from: December 29, 2009 : : -3,539 -4,093 -308 512 -633 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 74.1 16.3 19.6 4.0 1.2 0.0 1.8 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 19 8 4 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 19,796 : : Positions : : 10,885 18,511 5,690 0 685 2,400 0 0 25 0 0 : : : : Changes from: December 29, 2009 : : -2,175 -3,780 -1,426 0 -50 -230 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 93.5 28.7 0.0 3.5 12.1 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 12 11 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 13,703 : : Positions : : 5,456 6,570 3,500 4,029 2,263 2,334 0 0 150 0 0 : : : : Changes from: December 29, 2009 : : -736 -781 -319 -522 -203 -600 0 0 100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 47.9 25.5 29.4 16.5 17.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 6 13 10 6 7 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 3,457 : : Positions : : 1,038 2,333 1,193 128 141 0 0 0 230 0 0 : : : : Changes from: December 29, 2009 : : -111 -503 -198 14 -9 0 -63 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 67.5 34.5 3.7 4.1 0.0 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 12 7 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 12,430 : : Positions : : 9,968 9,581 1,727 2,629 220 0 0 0 0 0 0 : : : : Changes from: December 29, 2009 : : -1,314 -1,467 -1,087 -914 -299 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 77.1 13.9 21.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 16,101 : : Positions : : 11,359 5,755 1,178 7,576 2,393 0 0 150 708 96 0 : : : : Changes from: December 29, 2009 : : -816 -729 -353 -888 -666 -275 0 0 -118 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 35.7 7.3 47.1 14.9 0.0 0.0 0.9 4.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 15 4 14 11 0 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 10,803 : : Positions : : 8,600 9,048 702 954 380 719 356 0 402 0 0 : : : : Changes from: December 29, 2009 : : 301 -1,149 -817 364 -96 0 -107 0 -403 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 83.8 6.5 8.8 3.5 6.7 3.3 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2010 : 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 50,374 : : Positions : : 15,415 31,379 15,048 6,214 9,450 3,704 0 64 3,651 1,716 792 : : : : Changes from: December 29, 2009 : : -720 -122 698 -20 -2,465 696 0 -346 -584 225 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 62.3 29.9 12.3 18.8 7.4 0.0 0.1 7.2 3.4 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 16 19 12 7 17 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 8, 2010