Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 42,432 : : Positions : : 29,483 34,960 8,980 2,023 3,027 0 0 0 819 2,180 64 : : : : Changes from: December 7, 2010 : : 1,535 1,519 215 130 0 0 0 0 0 101 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 82.4 21.2 4.8 7.1 0.0 0.0 0.0 1.9 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 27 33 11 4 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 28,624 : : Positions : : 22,765 22,685 3,108 3,265 2,474 0 0 0 200 0 0 : : : : Changes from: December 7, 2010 : : -224 -79 0 -145 69 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 79.3 10.9 11.4 8.6 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 24 6 4 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 5,492 : : Positions : : 1,881 3,612 1,513 13 360 0 0 0 170 216 31 : : : : Changes from: December 7, 2010 : : -52 50 -7 5 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 65.8 27.5 0.2 6.6 0.0 0.0 0.0 3.1 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 8,768 : : Positions : : 4,204 4,625 624 686 2,021 0 0 0 498 293 146 : : : : Changes from: December 7, 2010 : : 233 626 43 -52 10 0 0 0 13 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 52.7 7.1 7.8 23.0 0.0 0.0 0.0 5.7 3.3 1.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 24 7 10 16 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 7,106 : : Positions : : 3,683 5,043 1,411 62 849 0 0 0 394 418 290 : : : : Changes from: December 7, 2010 : : 340 423 26 5 3 0 0 0 16 -2 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 71.0 19.9 0.9 11.9 0.0 0.0 0.0 5.5 5.9 4.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 38 12 . 13 0 0 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,604 : : Positions : : 585 782 90 1,039 338 195 0 0 514 0 5 : : : : Changes from: December 7, 2010 : : 25 10 0 45 0 0 0 0 70 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 30.0 3.5 39.9 13.0 7.5 0.0 0.0 19.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . 5 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,458 : : Positions : : 545 884 400 19 158 0 0 0 30 40 0 : : : : Changes from: December 7, 2010 : : 29 182 0 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 60.6 27.4 1.3 10.8 0.0 0.0 0.0 2.1 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 15,297 : : Positions : : 9,093 14,399 5,436 100 588 0 0 0 0 200 0 : : : : Changes from: December 7, 2010 : : 1,246 2,696 1,420 -30 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 94.1 35.5 0.7 3.8 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 11 8 . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 304,187 : : Positions : : 78,489 204,206 72,218 1,420 10,186 52,252 11,883 19,571 11,224 17,322 15,634 : : : : Changes from: December 7, 2010 : : -2,229 -8,439 -1,445 104 2,759 -6,136 -403 -1,856 -228 -1,288 -2,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 67.1 23.7 0.5 3.3 17.2 3.9 6.4 3.7 5.7 5.1 : : : : Number of Traders in Each Category Total Traders: 169 : : 51 68 17 . 15 37 7 20 12 17 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 16,334 : : Positions : : 8,347 12,267 5,117 150 1,712 100 0 100 375 1,540 500 : : : : Changes from: December 7, 2010 : : 0 1,050 1,200 50 -275 0 0 0 0 150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 75.1 31.3 0.9 10.5 0.6 0.0 0.6 2.3 9.4 3.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 28 35 11 . 10 . 0 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 6,932 : : Positions : : 2,005 3,726 1,237 2,013 1,168 390 0 0 2,070 0 25 : : : : Changes from: December 7, 2010 : : 50 525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 53.8 17.8 29.0 16.8 5.6 0.0 0.0 29.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 12 7 9 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 9,447 : : Positions : : 5,650 5,325 150 3,005 390 300 80 0 2,288 0 627 : : : : Changes from: December 7, 2010 : : 0 -150 0 0 0 0 0 0 -150 0 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 56.4 1.6 31.8 4.1 3.2 0.8 0.0 24.2 0.0 6.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 7,416 : : Positions : : 5,453 5,433 128 673 165 716 143 198 324 244 274 : : : : Changes from: December 7, 2010 : : 245 97 7 40 -30 0 7 -26 -91 36 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 73.3 1.7 9.1 2.2 9.7 1.9 2.7 4.4 3.3 3.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 18 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 7,568 : : Positions : : 6,604 6,112 781 355 115 0 0 0 0 849 0 : : : : Changes from: December 7, 2010 : : 806 709 -8 39 -29 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 80.8 10.3 4.7 1.5 0.0 0.0 0.0 0.0 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,737 : : Positions : : 2,020 1,652 0 0 0 163 270 11 0 54 0 : : : : Changes from: December 7, 2010 : : 171 290 0 0 0 6 90 1 0 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 60.4 0.0 0.0 0.0 6.0 9.9 0.4 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 19 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,962 : : Positions : : 1,263 1,356 0 111 76 0 30 0 135 0 20 : : : : Changes from: December 7, 2010 : : 33 49 0 13 25 0 0 0 40 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 69.1 0.0 5.7 3.9 0.0 1.5 0.0 6.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 18 0 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 508,390 : : Positions : : 127,781 192,477 69,591 63,162 103,170 41,483 16,760 34,357 31,363 627 83,061 : : : : Changes from: December 7, 2010 : : -17,681 -9,785 1,100 5,765 422 1,206 -1,967 -1,292 8,313 -661 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 37.9 13.7 12.4 20.3 8.2 3.3 6.8 6.2 0.1 16.3 : : : : Number of Traders in Each Category Total Traders: 118 : : 34 36 10 18 25 16 7 17 26 . 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 1,380,779 : : Positions : : 217,821 381,387 219,864 247,981 203,797 249,262 56,214 156,230 79,851 110,114 163,290 : : : : Changes from: December 7, 2010 : : 2,395 16,627 4,006 -19,027 24,479 -7,571 -9,448 4,726 -4,025 11,624 -8,502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 27.6 15.9 18.0 14.8 18.1 4.1 11.3 5.8 8.0 11.8 : : : : Number of Traders in Each Category Total Traders: 348 : : 51 54 22 25 40 83 37 70 44 61 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 240,694 : : Positions : : 53,428 42,973 67,983 74,568 40,538 0 93 521 30,204 16,995 10,374 : : : : Changes from: December 7, 2010 : : -352 -3,092 388 1,733 -141 -471 93 377 2,810 827 322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 17.9 28.2 31.0 16.8 0.0 0.0 0.2 12.5 7.1 4.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 12 9 9 16 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 40,164 : : Positions : : 14,613 21,598 13,698 4,903 11,220 0 294 0 428 1,872 50 : : : : Changes from: December 7, 2010 : : 1,735 1,650 555 640 695 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 53.8 34.1 12.2 27.9 0.0 0.7 0.0 1.1 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 24 24 15 5 14 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 88,209 : : Positions : : 10,253 4,495 39,837 16,797 28,284 4,451 24,090 1,362 0 7,154 812 : : : : Changes from: December 7, 2010 : : 250 -15 1,541 5,812 -545 -43 -3,809 -883 0 300 -247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 5.1 45.2 19.0 32.1 5.0 27.3 1.5 0.0 8.1 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 7 7 13 8 17 . 7 6 0 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 15,345 : : Positions : : 4,837 4,180 2,503 6,810 3,655 4,325 271 0 0 350 0 : : : : Changes from: December 7, 2010 : : 150 150 188 -112 37 0 246 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 27.2 16.3 44.4 23.8 28.2 1.8 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 10 6 11 7 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 268,541 : : Positions : : 90,380 198,552 33,747 7,297 15,686 69,546 2,809 16,872 13,335 7,780 5,509 : : : : Changes from: December 7, 2010 : : 2,119 -302 414 77 1,199 -2,692 -1,018 -639 297 -82 -955 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 73.9 12.6 2.7 5.8 25.9 1.0 6.3 5.0 2.9 2.1 : : : : Number of Traders in Each Category Total Traders: 197 : : 54 73 15 6 15 64 8 21 14 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 20,231 : : Positions : : 10,682 11,763 1,350 1,237 97 2,073 538 445 1,029 697 781 : : : : Changes from: December 7, 2010 : : 1,396 1,142 0 -59 30 0 -83 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 58.1 6.7 6.1 0.5 10.2 2.7 2.2 5.1 3.4 3.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 5,156 : : Positions : : 3,257 4,185 1,475 557 151 50 0 0 136 200 0 : : : : Changes from: December 7, 2010 : : 400 250 150 100 0 0 0 0 100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 81.2 28.6 10.8 2.9 1.0 0.0 0.0 2.6 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 18 8 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 53,933 : : Positions : : 44,303 31,224 6,379 17,884 2,078 230 2,497 15 0 0 0 : : : : Changes from: December 7, 2010 : : 407 157 495 445 -160 -100 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 57.9 11.8 33.2 3.9 0.4 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 25 7 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 18,954 : : Positions : : 15,399 15,494 2,275 2,550 910 200 0 0 0 0 0 : : : : Changes from: December 7, 2010 : : 530 380 125 300 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 81.7 12.0 13.5 4.8 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 7 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 7,857 : : Positions : : 3,035 3,050 1,940 200 1,682 750 0 0 150 2,775 150 : : : : Changes from: December 7, 2010 : : 445 270 0 -25 25 0 0 0 50 300 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 38.8 24.7 2.5 21.4 9.5 0.0 0.0 1.9 35.3 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 15 11 . 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 16,544 : : Positions : : 11,981 13,324 1,427 1,910 1,040 105 0 90 1,691 0 50 : : : : Changes from: December 7, 2010 : : 651 819 -57 25 50 30 0 90 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 80.5 8.6 11.5 6.3 0.6 0.0 0.5 10.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 14 6 5 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 15,848 : : Positions : : 7,658 7,600 4,481 4,382 1,756 0 437 194 1,014 846 433 : : : : Changes from: December 7, 2010 : : 102 245 184 -142 142 0 0 44 498 150 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 48.0 28.3 27.7 11.1 0.0 2.8 1.2 6.4 5.3 2.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 19 18 7 9 10 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 14,030 : : Positions : : 12,922 8,128 314 3,101 323 300 1,800 27 0 471 54 : : : : Changes from: December 7, 2010 : : 98 92 -135 300 54 300 -129 27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 57.9 2.2 22.1 2.3 2.1 12.8 0.2 0.0 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 17 . 5 . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 14, 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 32,618 : : Positions : : 8,597 20,648 8,995 2,853 5,348 0 0 50 6,934 1,242 2,191 : : : : Changes from: December 7, 2010 : : 400 1,020 0 -330 0 0 0 0 440 0 595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 63.3 27.6 8.7 16.4 0.0 0.0 0.2 21.3 3.8 6.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 17 17 12 5 16 0 0 . 5 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated December 17, 2010