Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 37,395 : : Positions : : 26,266 31,578 5,293 1,114 3,853 147 600 0 1,803 210 0 : : : : Changes from: January 12, 2010 : : -158 218 310 -141 594 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 84.4 14.2 3.0 10.3 0.4 1.6 0.0 4.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 25 6 6 10 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 20,653 : : Positions : : 11,072 19,266 8,292 0 1,252 0 0 0 0 0 0 : : : : Changes from: January 12, 2010 : : 1,509 1,470 -39 0 134 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 93.3 40.1 0.0 6.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 21 10 0 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 7,697 : : Positions : : 3,491 5,687 2,244 213 483 0 0 0 505 216 114 : : : : Changes from: January 12, 2010 : : 770 547 7 48 110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 73.9 29.2 2.8 6.3 0.0 0.0 0.0 6.6 2.8 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 6 . 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 10,936 : : Positions : : 5,401 6,481 1,582 801 2,147 0 0 0 211 226 0 : : : : Changes from: January 12, 2010 : : -17 226 36 42 -5 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 59.3 14.5 7.3 19.6 0.0 0.0 0.0 1.9 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 31 11 5 15 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 8,781 : : Positions : : 5,337 6,630 1,452 93 1,119 0 0 0 30 231 188 : : : : Changes from: January 12, 2010 : : 480 533 47 56 115 0 0 0 0 10 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 75.5 16.5 1.1 12.7 0.0 0.0 0.0 0.3 2.6 2.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 40 13 . 16 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 9,854 : : Positions : : 8,728 7,439 460 1,689 661 0 0 0 0 0 0 : : : : Changes from: January 12, 2010 : : -303 -180 25 -145 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 75.5 4.7 17.1 6.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 311,199 : : Positions : : 77,672 208,126 79,174 1,344 18,530 40,927 14,712 21,545 15,292 3,249 17,518 : : : : Changes from: January 12, 2010 : : -4,926 -15,883 4,463 -122 -2,665 -12,289 -243 58 852 -83 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 66.9 25.4 0.4 6.0 13.2 4.7 6.9 4.9 1.0 5.6 : : : : Number of Traders in Each Category Total Traders: 168 : : 52 68 18 . 14 38 8 19 13 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 19,294 : : Positions : : 10,157 15,747 3,915 150 1,586 414 250 0 1,207 200 625 : : : : Changes from: January 12, 2010 : : 224 1,818 494 0 -13 0 0 0 50 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 81.6 20.3 0.8 8.2 2.1 1.3 0.0 6.3 1.0 3.2 : : : : Number of Traders in Each Category Total Traders: 70 : : 28 39 11 . 9 . . 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 18,261 : : Positions : : 10,875 5,109 3,219 7,809 2,403 0 300 0 225 1,350 450 : : : : Changes from: January 12, 2010 : : 825 225 -225 75 261 0 300 0 0 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 28.0 17.6 42.8 13.2 0.0 1.6 0.0 1.2 7.4 2.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 8 8 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 2,400 : : Positions : : 1,900 1,000 300 525 0 0 0 0 50 475 0 : : : : Changes from: January 12, 2010 : : 225 200 100 0 0 0 0 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 41.7 12.5 21.9 0.0 0.0 0.0 0.0 2.1 19.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 8 . 5 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 6,570 : : Positions : : 5,383 5,288 595 565 218 0 0 0 0 221 54 : : : : Changes from: January 12, 2010 : : -793 -767 68 -26 45 0 0 0 0 -8 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 80.5 9.1 8.6 3.3 0.0 0.0 0.0 0.0 3.4 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 15 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 2,724 : : Positions : : 2,578 1,517 0 219 0 0 0 0 0 810 0 : : : : Changes from: January 12, 2010 : : 116 85 0 -7 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 55.7 0.0 8.0 0.0 0.0 0.0 0.0 0.0 29.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 506,178 : : Positions : : 123,085 179,575 98,650 55,022 136,986 34,048 10,687 43,218 11,739 20,316 40,885 : : : : Changes from: January 12, 2010 : : -4,336 -11,185 829 4,105 -11,679 -4,313 1,852 1,358 2,690 17 -4,710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 35.5 19.5 10.9 27.1 6.7 2.1 8.5 2.3 4.0 8.1 : : : : Number of Traders in Each Category Total Traders: 111 : : 32 36 16 15 25 13 11 18 12 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 1,324,903 : : Positions : : 159,912 415,386 230,685 128,205 253,183 214,738 37,734 174,966 65,672 108,295 147,309 : : : : Changes from: January 12, 2010 : : 10,294 14,219 867 -700 18,966 -2,554 -3,939 12,418 -8,462 -5,789 -4,087 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 31.4 17.4 9.7 19.1 16.2 2.8 13.2 5.0 8.2 11.1 : : : : Number of Traders in Each Category Total Traders: 320 : : 43 59 24 18 32 83 30 61 36 50 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 220,833 : : Positions : : 65,540 30,525 50,881 71,275 36,850 14,645 0 765 19,949 25,500 1,913 : : : : Changes from: January 12, 2010 : : 1,917 1,571 2,857 -1,357 -1,827 -1,378 0 383 -452 60 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 13.8 23.0 32.3 16.7 6.6 0.0 0.3 9.0 11.5 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 12 9 7 16 . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 70,929 : : Positions : : 31,245 51,742 24,092 2,861 14,711 50 700 0 426 430 170 : : : : Changes from: January 12, 2010 : : 770 1,850 950 331 599 -25 0 0 311 -175 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 72.9 34.0 4.0 20.7 0.1 1.0 0.0 0.6 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 33 13 . 18 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 138,075 : : Positions : : 17,602 12,457 37,344 26,440 49,196 18,050 25,329 7,888 932 9,984 1,576 : : : : Changes from: January 12, 2010 : : 518 138 1,450 -1,312 1,255 -132 2,907 1,549 0 1,210 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 9.0 27.0 19.1 35.6 13.1 18.3 5.7 0.7 7.2 1.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 7 8 9 9 17 8 9 12 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 35,841 : : Positions : : 2,330 4,140 7,258 5,930 15,997 1,029 2,441 6,108 871 0 200 : : : : Changes from: January 12, 2010 : : 950 970 -1,071 2,542 -2,245 828 -1,285 598 300 -200 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 11.6 20.3 16.5 44.6 2.9 6.8 17.0 2.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : . 4 8 6 11 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 98,629 : : Positions : : 8,110 11,521 19,962 35,089 21,672 0 0 0 1,840 34 2,188 : : : : Changes from: January 12, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 11.7 20.2 35.6 22.0 0.0 0.0 0.0 1.9 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 7 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 38,245 : : Positions : : 10,980 15,855 19,675 13,170 6,790 450 1,830 150 200 300 0 : : : : Changes from: January 12, 2010 : : 465 515 -25 75 625 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 41.5 51.4 34.4 17.8 1.2 4.8 0.4 0.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 15 7 12 13 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 273,395 : : Positions : : 86,110 207,546 41,610 1,530 11,970 75,106 10,249 17,531 14,280 5,748 6,703 : : : : Changes from: January 12, 2010 : : 8,631 4,968 -597 -146 2,448 -3,011 190 3,425 152 -82 716 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 75.9 15.2 0.6 4.4 27.5 3.7 6.4 5.2 2.1 2.5 : : : : Number of Traders in Each Category Total Traders: 207 : : 58 74 17 5 16 66 11 28 13 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 23,372 : : Positions : : 14,995 13,550 757 2,604 15 607 1,245 495 1,374 0 0 : : : : Changes from: January 12, 2010 : : 875 738 55 55 0 607 1,245 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 58.0 3.2 11.1 0.1 2.6 5.3 2.1 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 8,778 : : Positions : : 3,995 6,030 1,142 696 1,277 1,072 0 0 534 0 566 : : : : Changes from: January 12, 2010 : : 262 262 0 0 448 0 0 0 0 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 68.7 13.0 7.9 14.5 12.2 0.0 0.0 6.1 0.0 6.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 21 5 6 9 . 0 0 . 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 44,178 : : Positions : : 33,208 33,289 5,834 8,159 1,806 0 95 634 270 0 0 : : : : Changes from: January 12, 2010 : : 2,062 2,286 -347 230 548 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 75.4 13.2 18.5 4.1 0.0 0.2 1.4 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 19 8 4 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 20,616 : : Positions : : 11,455 19,331 5,965 0 685 2,400 0 0 0 0 0 : : : : Changes from: January 12, 2010 : : 355 755 425 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 93.8 28.9 0.0 3.3 11.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 12 11 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 15,008 : : Positions : : 7,086 7,470 3,609 4,209 2,229 1,584 0 300 150 750 50 : : : : Changes from: January 12, 2010 : : 1,050 400 100 0 50 -750 0 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 49.8 24.0 28.0 14.9 10.6 0.0 2.0 1.0 5.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 15 10 7 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 3,542 : : Positions : : 953 2,299 1,238 126 134 0 75 0 239 0 25 : : : : Changes from: January 12, 2010 : : -40 -3 34 0 -4 0 0 0 9 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 64.9 35.0 3.6 3.8 0.0 2.1 0.0 6.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 5 12 7 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 13,637 : : Positions : : 10,203 11,042 2,527 2,423 172 460 0 0 0 0 0 : : : : Changes from: January 12, 2010 : : 36 453 100 -317 3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 81.0 18.5 17.8 1.3 3.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 19,303 : : Positions : : 12,140 7,081 3,563 7,458 1,904 0 2,122 636 708 96 0 : : : : Changes from: January 12, 2010 : : 451 1,291 2,160 267 -571 0 1,053 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 36.7 18.5 38.6 9.9 0.0 11.0 3.3 3.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 17 16 5 13 11 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 13,545 : : Positions : : 10,563 11,303 1,101 616 622 540 894 0 719 110 0 : : : : Changes from: January 12, 2010 : : 785 1,524 428 -315 52 -134 187 0 317 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 83.4 8.1 4.5 4.6 4.0 6.6 0.0 5.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 4 . 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 51,885 : : Positions : : 15,120 31,011 15,738 5,960 9,660 3,804 533 0 3,466 2,398 1,484 : : : : Changes from: January 12, 2010 : : 25 1 30 -112 30 0 -90 0 -222 85 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 59.8 30.3 11.5 18.6 7.3 1.0 0.0 6.7 4.6 2.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 14 20 12 7 18 . . 0 . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated January 22, 2010