GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 46,091: 31,376 36,825 9,017 2,032 4,612 0 0 0 819 2,380 64: 203 178 Old : 46,091: 31,376 36,825 9,017 2,032 4,612 0 0 0 819 2,380 64: 203 178 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 3,659: 1,893 1,865 37 9 1,585 0 0 0 0 200 0: 144 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.1 79.9 19.6 4.4 10.0 0.0 0.0 0.0 1.8 5.2 0.1: 0.4 0.4 Old : 100.0: 68.1 79.9 19.6 4.4 10.0 0.0 0.0 0.0 1.8 5.2 0.1: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 29 33 11 4 13 0 0 0 . 4 .: Old : 61: 29 33 11 4 13 0 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 30.7 51.5 48.8 20.7 14.7 31.4 24.8 Old : 31.6 30.7 51.5 48.8 20.7 14.7 31.4 24.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 29,723: 23,479 23,703 3,450 3,315 2,505 0 0 0 200 0 0: 89 200 Old : 29,723: 23,479 23,703 3,450 3,315 2,505 0 0 0 200 0 0: 89 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,099: 714 1,018 342 50 31 0 0 0 0 0 0: 12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 79.7 11.6 11.2 8.4 0.0 0.0 0.0 0.7 0.0 0.0: 0.3 0.7 Old : 100.0: 79.0 79.7 11.6 11.2 8.4 0.0 0.0 0.0 0.7 0.0 0.0: 0.3 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 18 25 6 4 6 0 0 0 . 0 0: Old : 42: 18 25 6 4 6 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 58.5 75.2 73.3 31.7 30.8 42.6 38.8 Old : 52.7 58.5 75.2 73.3 31.7 30.8 42.6 38.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 5,433: 1,806 3,568 1,513 13 360 0 0 0 170 216 31: 1,553 1,245 Old : 5,433: 1,806 3,568 1,513 13 360 0 0 0 170 216 31: 1,553 1,245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -59: -75 -44 0 0 0 0 0 0 0 0 0: 16 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 65.7 27.8 0.2 6.6 0.0 0.0 0.0 3.1 4.0 0.6: 28.6 22.9 Old : 100.0: 33.2 65.7 27.8 0.2 6.6 0.0 0.0 0.0 3.1 4.0 0.6: 28.6 22.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 12 4 . 5 0 0 0 . . .: Old : 21: 13 12 4 . 5 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 38.7 52.3 56.5 28.3 29.5 37.9 41.9 Old : 35.3 38.7 52.3 56.5 28.3 29.5 37.9 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 8,951: 4,371 4,773 624 677 1,999 0 0 0 512 291 140: 1,305 1,071 Old : 8,951: 4,371 4,773 624 677 1,999 0 0 0 512 291 140: 1,305 1,071 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 183: 167 148 0 -9 -22 0 0 0 14 -2 -6: 30 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 53.3 7.0 7.6 22.3 0.0 0.0 0.0 5.7 3.3 1.6: 14.6 12.0 Old : 100.0: 48.8 53.3 7.0 7.6 22.3 0.0 0.0 0.0 5.7 3.3 1.6: 14.6 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 24 24 7 10 16 0 0 0 . . .: Old : 48: 24 24 7 10 16 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.9 21.3 39.7 36.9 19.0 15.6 26.2 24.6 Old : 24.9 21.3 39.7 36.9 19.0 15.6 26.2 24.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 7,246: 3,698 5,219 1,486 45 858 0 0 0 525 427 240: 439 457 Old : 7,246: 3,698 5,219 1,486 45 858 0 0 0 525 427 240: 439 457 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 140: 15 176 75 -17 9 0 0 0 131 9 -50: -40 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.0 72.0 20.5 0.6 11.8 0.0 0.0 0.0 7.2 5.9 3.3: 6.1 6.3 Old : 100.0: 51.0 72.0 20.5 0.6 11.8 0.0 0.0 0.0 7.2 5.9 3.3: 6.1 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 66: 34 39 13 . 13 0 0 0 . 6 4: Old : 66: 34 39 13 . 13 0 0 0 . 6 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 20.7 43.9 33.5 24.4 16.6 35.9 27.1 Old : 29.2 20.7 43.9 33.5 24.4 16.6 35.9 27.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,613: 585 797 90 1,004 347 195 0 0 514 0 5: 877 460 Old : 2,613: 585 797 90 1,004 347 195 0 0 514 0 5: 877 460 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 9: 0 15 0 -35 9 0 0 0 0 0 0: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 30.5 3.4 38.4 13.3 7.5 0.0 0.0 19.7 0.0 0.2: 33.6 17.6 Old : 100.0: 22.4 30.5 3.4 38.4 13.3 7.5 0.0 0.0 19.7 0.0 0.2: 33.6 17.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 7 8 . 5 5 . 0 0 . 0 .: Old : 20: 7 8 . 5 5 . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 52.4 56.5 72.0 34.1 45.0 42.8 56.1 Old : 38.0 52.4 56.5 72.0 34.1 45.0 42.8 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,567: 979 750 80 172 10 0 0 0 0 35 0: 498 600 Old : 1,567: 979 750 80 172 10 0 0 0 0 35 0: 498 600 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 47.9 5.1 11.0 0.6 0.0 0.0 0.0 0.0 2.2 0.0: 31.8 38.3 Old : 100.0: 62.5 47.9 5.1 11.0 0.6 0.0 0.0 0.0 0.0 2.2 0.0: 31.8 38.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 15 13 . . . 0 0 0 0 . 0: Old : 21: 15 13 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 33.9 50.6 51.2 28.8 27.9 41.5 36.4 Old : 35.0 33.9 50.6 51.2 28.8 27.9 41.5 36.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,601: 614 953 410 19 170 0 0 0 30 40 40: 337 379 Old : 1,601: 614 953 410 19 170 0 0 0 30 40 40: 337 379 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 143: 69 69 10 0 12 0 0 0 0 0 40: 12 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 59.5 25.6 1.2 10.6 0.0 0.0 0.0 1.9 2.5 2.5: 21.0 23.7 Old : 100.0: 38.4 59.5 25.6 1.2 10.6 0.0 0.0 0.0 1.9 2.5 2.5: 21.0 23.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 14 . . 4 0 0 0 . . .: Old : 22: 12 14 . . 4 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 37.6 58.4 54.9 38.4 32.4 45.7 43.2 Old : 45.0 37.6 58.4 54.9 38.4 32.4 45.7 43.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,608: 1,525 1,471 75 130 0 0 0 0 0 0 0: 8 7 Old : 1,608: 1,525 1,471 75 130 0 0 0 0 0 0 0: 8 7 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.8 91.5 4.7 8.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.4 Old : 100.0: 94.8 91.5 4.7 8.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 9 . . 0 0 0 0 0 0 0: Old : 21: 10 9 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 61.9 90.2 86.8 61.3 61.9 79.0 79.0 Old : 61.9 61.9 90.2 86.8 61.3 61.9 79.0 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 16,510: 9,726 15,312 5,686 100 888 0 0 0 0 200 0: 210 10 Old : 16,510: 9,726 15,312 5,686 100 888 0 0 0 0 200 0: 210 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,213: 633 913 250 0 300 0 0 0 0 0 0: 30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 92.7 34.4 0.6 5.4 0.0 0.0 0.0 0.0 1.2 0.0: 1.3 0.1 Old : 100.0: 58.9 92.7 34.4 0.6 5.4 0.0 0.0 0.0 0.0 1.2 0.0: 1.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 11 8 . 6 0 0 0 0 . 0: Old : 34: 19 11 8 . 6 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 71.2 75.9 88.6 55.8 66.5 67.1 77.6 Old : 59.4 71.2 75.9 88.6 55.8 66.5 67.1 77.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 392,693: 103,841 236,023 78,880 1,847 24,904 52,994 15,092 22,496 9,768 14,684 48,510: 51,301 29,138 Old : 392,693: 103,841 236,023 78,880 1,847 24,904 52,994 15,092 22,496 9,768 14,684 48,510: 51,301 29,138 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 9,163: 147 3,669 2,385 424 1,422 1,058 -255 -896 381 501 3,360: 1,304 936 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 60.1 20.1 0.5 6.3 13.5 3.8 5.7 2.5 3.7 12.4: 13.1 7.4 Old : 100.0: 26.4 60.1 20.1 0.5 6.3 13.5 3.8 5.7 2.5 3.7 12.4: 13.1 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 175: 52 68 17 . 16 39 8 19 12 19 27: Old : 175: 52 68 17 . 16 39 8 19 12 19 27: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.6 24.0 31.5 35.6 10.6 13.1 17.4 19.6 Old : 19.6 24.0 31.5 35.6 10.6 13.1 17.4 19.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 114,534: 49,882 55,206 13,593 165 16,860 0 0 0 142 9,088 29,062: 4,995 4,153 Old : 114,534: 49,882 55,206 13,593 165 16,860 0 0 0 142 9,088 29,062: 4,995 4,153 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,934: 795 1,157 209 100 172 0 0 0 37 36 616: 105 -147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 48.2 11.9 0.1 14.7 0.0 0.0 0.0 0.1 7.9 25.4: 4.4 3.6 Old : 100.0: 43.6 48.2 11.9 0.1 14.7 0.0 0.0 0.0 0.1 7.9 25.4: 4.4 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 5 5 5 . 6 0 0 0 . 8 9: Old : 20: 5 5 5 . 6 0 0 0 . 8 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 62.4 78.7 83.0 13.0 13.5 15.5 16.1 Old : 59.3 62.4 78.7 83.0 13.0 13.5 15.5 16.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 17,210: 8,589 12,943 5,694 150 1,862 100 0 100 325 1,665 425: 115 65 Old : 17,210: 8,589 12,943 5,694 150 1,862 100 0 100 325 1,665 425: 115 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 876: 242 676 577 0 150 0 0 0 -50 125 -75: 32 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 75.2 33.1 0.9 10.8 0.6 0.0 0.6 1.9 9.7 2.5: 0.7 0.4 Old : 100.0: 49.9 75.2 33.1 0.9 10.8 0.6 0.0 0.6 1.9 9.7 2.5: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 68: 30 35 11 . 10 . 0 . . 7 4: Old : 68: 30 35 11 . 10 . 0 . . 7 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 29.2 57.9 45.8 33.3 26.6 48.1 41.9 Old : 38.5 29.2 57.9 45.8 33.3 26.6 48.1 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,118: 2,005 3,876 1,237 1,563 1,354 90 0 0 2,070 0 25: 337 300 Old : 7,118: 2,005 3,876 1,237 1,563 1,354 90 0 0 2,070 0 25: 337 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 186: 0 150 0 -450 186 -300 0 0 0 0 0: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 54.5 17.4 22.0 19.0 1.3 0.0 0.0 29.1 0.0 0.4: 4.7 4.2 Old : 100.0: 28.2 54.5 17.4 22.0 19.0 1.3 0.0 0.0 29.1 0.0 0.4: 4.7 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 14 12 7 9 6 . 0 0 4 0 .: Old : 40: 14 12 7 9 6 . 0 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 46.2 59.1 69.8 35.5 35.8 48.0 52.4 Old : 42.4 46.2 59.1 69.8 35.5 35.8 48.0 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 9,422: 5,625 4,950 150 3,080 390 300 80 0 2,163 150 752: 42 20 Old : 9,422: 5,625 4,950 150 3,080 390 300 80 0 2,163 150 752: 42 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -25: -25 -375 0 75 0 0 0 0 -125 150 125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.7 52.5 1.6 32.7 4.1 3.2 0.8 0.0 23.0 1.6 8.0: 0.4 0.2 Old : 100.0: 59.7 52.5 1.6 32.7 4.1 3.2 0.8 0.0 23.0 1.6 8.0: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 6 8 . 4 . . . 0 . . .: Old : 21: 6 8 . 4 . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 87.3 70.2 96.8 93.6 79.3 66.8 84.5 80.8 Old : 87.3 70.2 96.8 93.6 79.3 66.8 84.5 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022A46 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,492: 1,076 1,040 240 439 1,271 0 0 0 154 0 448: 301 293 Old : 3,492: 1,076 1,040 240 439 1,271 0 0 0 154 0 448: 301 293 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -70: -27 -34 8 16 -45 0 0 0 2 0 -6: -2 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 29.8 6.9 12.6 36.4 0.0 0.0 0.0 4.4 0.0 12.8: 8.6 8.4 Old : 100.0: 30.8 29.8 6.9 12.6 36.4 0.0 0.0 0.0 4.4 0.0 12.8: 8.6 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 7 7 4 7 11 0 0 0 . 0 .: Old : 20: 7 7 4 7 11 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 41.2 71.9 67.9 16.1 12.1 17.9 17.5 Old : 46.6 41.2 71.9 67.9 16.1 12.1 17.9 17.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 7,089: 5,137 5,116 106 578 187 716 36 212 226 334 327: 178 299 Old : 7,089: 5,137 5,116 106 578 187 716 36 212 226 334 327: 178 299 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -327: -316 -317 -22 -95 22 0 -107 14 -98 90 53: 20 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 72.2 1.5 8.2 2.6 10.1 0.5 3.0 3.2 4.7 4.6: 2.5 4.2 Old : 100.0: 72.5 72.2 1.5 8.2 2.6 10.1 0.5 3.0 3.2 4.7 4.6: 2.5 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 15 18 . . . . . . . 4 5: Old : 32: 15 18 . . . . . . . 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 49.8 72.4 67.3 44.3 37.1 52.0 45.2 Old : 59.4 49.8 72.4 67.3 44.3 37.1 52.0 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 8,783: 7,686 7,261 751 275 183 0 0 0 43 849 40: 80 175 Old : 8,783: 7,686 7,261 751 275 183 0 0 0 43 849 40: 80 175 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,215: 1,082 1,149 -30 -80 68 0 0 0 43 0 40: 12 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 82.7 8.6 3.1 2.1 0.0 0.0 0.0 0.5 9.7 0.5: 0.9 2.0 Old : 100.0: 87.5 82.7 8.6 3.1 2.1 0.0 0.0 0.0 0.5 9.7 0.5: 0.9 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 24 26 . . . 0 0 0 . . .: Old : 40: 24 26 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 55.4 70.0 71.5 43.7 51.0 63.5 63.0 Old : 45.7 55.4 70.0 71.5 43.7 51.0 63.5 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,840: 2,074 1,687 0 0 0 181 315 13 0 54 0: 572 771 Old : 2,840: 2,074 1,687 0 0 0 181 315 13 0 54 0: 572 771 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 103: 54 35 0 0 0 18 45 2 0 0 0: 29 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 59.4 0.0 0.0 0.0 6.4 11.1 0.5 0.0 1.9 0.0: 20.1 27.1 Old : 100.0: 73.0 59.4 0.0 0.0 0.0 6.4 11.1 0.5 0.0 1.9 0.0: 20.1 27.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 16 19 0 0 0 . . . 0 . 0: Old : 23: 16 19 0 0 0 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.2 26.4 60.7 45.4 30.3 21.8 41.0 33.8 Old : 38.2 26.4 60.7 45.4 30.3 21.8 41.0 33.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,006: 1,386 1,439 40 125 83 0 30 0 145 0 5: 347 324 Old : 2,006: 1,386 1,439 40 125 83 0 30 0 145 0 5: 347 324 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 44: 123 83 40 14 7 0 0 0 10 0 -15: -121 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.1 71.7 2.0 6.2 4.1 0.0 1.5 0.0 7.2 0.0 0.2: 17.3 16.2 Old : 100.0: 69.1 71.7 2.0 6.2 4.1 0.0 1.5 0.0 7.2 0.0 0.2: 17.3 16.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 22 . 4 . 0 . 0 . 0 .: Old : 30: 18 22 . 4 . 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 29.2 58.3 44.7 35.5 22.1 44.4 33.9 Old : 42.0 29.2 58.3 44.7 35.5 22.1 44.4 33.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 529,393: 135,580 202,322 73,678 68,551 101,997 42,227 13,928 38,864 33,893 1,922 84,979: 18,174 16,831 Old : 529,393: 135,580 202,322 73,678 68,551 101,997 42,227 13,928 38,864 33,893 1,922 84,979: 18,174 16,831 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 524: 4,099 5,115 4,520 5,218 -6,378 -562 -944 -1,610 4,097 1,290 -3,947: 305 1,780 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 38.2 13.9 12.9 19.3 8.0 2.6 7.3 6.4 0.4 16.1: 3.4 3.2 Old : 100.0: 25.6 38.2 13.9 12.9 19.3 8.0 2.6 7.3 6.4 0.4 16.1: 3.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 112: 33 34 12 14 23 16 4 14 20 9 26: Old : 112: 33 34 12 14 23 16 4 14 20 9 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.3 19.6 36.9 32.1 13.0 11.7 18.2 18.0 Old : 23.3 19.6 36.9 32.1 13.0 11.7 18.2 18.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,401,391: 353,513 527,274 224,750 289,706 661,877 251,220 43,752 248,212 79,994 80,293 488,821: 93,005 61,457 Old : 2,401,391: 353,513 527,274 224,750 289,706 661,877 251,220 43,752 248,212 79,994 80,293 488,821: 93,005 61,457 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -78,341: 4,253 8,388 4,631 865 -11,925 2,944 1,366 -25,733 -2,178 491 -41,166: -9,167 -10,625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 22.0 9.4 12.1 27.6 10.5 1.8 10.3 3.3 3.3 20.4: 3.9 2.6 Old : 100.0: 14.7 22.0 9.4 12.1 27.6 10.5 1.8 10.3 3.3 3.3 20.4: 3.9 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 376: 49 58 16 31 43 94 38 70 70 55 100: Old : 376: 49 58 16 31 43 94 38 70 70 55 100: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.9 14.9 29.7 27.1 8.9 7.7 12.7 12.6 Old : 19.9 14.9 29.7 27.1 8.9 7.7 12.7 12.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 154,015: 35,344 82,900 0 21,117 6,445 2,350 4,299 7,449 76,750 2,572 23,169: 2,507 6,063 Old : 154,015: 35,344 82,900 0 21,117 6,445 2,350 4,299 7,449 76,750 2,572 23,169: 2,507 6,063 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 404: -1,770 -5,632 0 5,467 869 -74 -2,724 -852 -545 -163 2,302: 473 1,138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 53.8 0.0 13.7 4.2 1.5 2.8 4.8 49.8 1.7 15.0: 1.6 3.9 Old : 100.0: 22.9 53.8 0.0 13.7 4.2 1.5 2.8 4.8 49.8 1.7 15.0: 1.6 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 10 11 0 4 4 . . . 4 . 6: Old : 27: 10 11 0 4 4 . . . 4 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.5 61.6 89.2 78.3 63.8 49.0 66.1 57.9 Old : 81.5 61.6 89.2 78.3 63.8 49.0 66.1 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 241,819: 52,965 43,428 67,093 73,788 41,278 0 9 522 33,187 17,055 11,166: 35,608 54,573 Old : 241,819: 52,965 43,428 67,093 73,788 41,278 0 9 522 33,187 17,055 11,166: 35,608 54,573 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,125: -463 455 -890 -780 740 0 -84 1 2,983 60 792: -2,038 -59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 18.0 27.7 30.5 17.1 0.0 0.0 0.2 13.7 7.1 4.6: 14.7 22.6 Old : 100.0: 21.9 18.0 27.7 30.5 17.1 0.0 0.0 0.2 13.7 7.1 4.6: 14.7 22.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 12 12 9 9 16 0 . . 5 . 5: Old : 39: 12 12 9 9 16 0 . . 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.4 29.7 56.6 47.7 35.0 27.1 51.1 41.0 Old : 37.4 29.7 56.6 47.7 35.0 27.1 51.1 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 120,559: 10,955 10,025 6,978 30,682 42,909 21,742 2,256 21,698 2,773 590 9,419: 4,085 2,979 Old : 120,559: 10,955 10,025 6,978 30,682 42,909 21,742 2,256 21,698 2,773 590 9,419: 4,085 2,979 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 269: 371 187 228 239 143 -509 -339 84 -260 3 -43: 254 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 8.3 5.8 25.5 35.6 18.0 1.9 18.0 2.3 0.5 7.8: 3.4 2.5 Old : 100.0: 9.1 8.3 5.8 25.5 35.6 18.0 1.9 18.0 2.3 0.5 7.8: 3.4 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 8 8 6 11 15 11 6 11 9 5 12: Old : 57: 8 8 6 11 15 11 6 11 9 5 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.8 42.8 48.6 65.0 15.2 20.6 21.7 27.0 Old : 28.8 42.8 48.6 65.0 15.2 20.6 21.7 27.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 601,769: 111,759 90,467 40,878 103,293 283,017 3,010 0 12,414 41,706 3,007 95,819: 13,167 13,752 Old : 601,769: 111,759 90,467 40,878 103,293 283,017 3,010 0 12,414 41,706 3,007 95,819: 13,167 13,752 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 3,075: 380 -831 -371 83 2,747 342 0 155 -321 403 784: -640 -266 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 15.0 6.8 17.2 47.0 0.5 0.0 2.1 6.9 0.5 15.9: 2.2 2.3 Old : 100.0: 18.6 15.0 6.8 17.2 47.0 0.5 0.0 2.1 6.9 0.5 15.9: 2.2 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 10 10 8 20 27 . 0 . 8 . 10: Old : 50: 10 10 8 20 27 . 0 . 8 . 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 25.8 50.9 42.1 9.2 6.7 13.5 12.3 Old : 33.7 25.8 50.9 42.1 9.2 6.7 13.5 12.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 42,837: 15,918 22,948 13,964 5,186 12,110 0 294 0 478 1,872 150: 217 277 Old : 42,837: 15,918 22,948 13,964 5,186 12,110 0 294 0 478 1,872 150: 217 277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 2,673: 1,305 1,350 266 283 890 0 0 0 50 0 100: 62 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 53.6 32.6 12.1 28.3 0.0 0.7 0.0 1.1 4.4 0.4: 0.5 0.6 Old : 100.0: 37.2 53.6 32.6 12.1 28.3 0.0 0.7 0.0 1.1 4.4 0.4: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 25 24 14 6 14 0 . 0 4 . .: Old : 58: 25 24 14 6 14 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 32.8 58.9 51.2 26.3 18.3 32.2 28.0 Old : 41.2 32.8 58.9 51.2 26.3 18.3 32.2 28.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 87,287: 10,655 3,950 39,765 18,274 27,382 4,451 23,292 913 0 6,779 817: 3,304 5,880 Old : 87,287: 10,655 3,950 39,765 18,274 27,382 4,451 23,292 913 0 6,779 817: 3,304 5,880 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -922: 402 -545 -72 1,477 -902 0 -798 -449 0 -375 5: 94 665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 4.5 45.6 20.9 31.4 5.1 26.7 1.0 0.0 7.8 0.9: 3.8 6.7 Old : 100.0: 12.2 4.5 45.6 20.9 31.4 5.1 26.7 1.0 0.0 7.8 0.9: 3.8 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 7 5 12 9 16 . 5 4 0 4 4: Old : 41: 7 5 12 9 16 . 5 4 0 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 41.6 67.0 59.3 36.9 34.5 49.0 45.4 Old : 49.2 41.6 67.0 59.3 36.9 34.5 49.0 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,645: 4,987 4,480 2,653 6,810 3,655 4,325 394 0 0 200 0: 25 106 Old : 15,645: 4,987 4,480 2,653 6,810 3,655 4,325 394 0 0 200 0: 25 106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 300: 150 300 150 0 0 0 123 0 0 -150 0: 0 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 28.6 17.0 43.5 23.4 27.6 2.5 0.0 0.0 1.3 0.0: 0.2 0.7 Old : 100.0: 31.9 28.6 17.0 43.5 23.4 27.6 2.5 0.0 0.0 1.3 0.0: 0.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 9 11 6 11 7 . . 0 0 . 0: Old : 37: 9 11 6 11 7 . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 53.7 85.9 74.4 44.3 35.9 53.1 45.5 Old : 66.1 53.7 85.9 74.4 44.3 35.9 53.1 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 312,009: 108,449 221,788 36,981 6,054 20,844 73,005 3,892 19,657 13,129 9,267 15,999: 23,944 14,507 Old : 312,009: 108,449 221,788 36,981 6,054 20,844 73,005 3,892 19,657 13,129 9,267 15,999: 23,944 14,507 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 15,386: 7,304 11,097 1,514 -716 431 3,255 1,083 1,794 689 1,342 550: -151 -196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 71.1 11.9 1.9 6.7 23.4 1.2 6.3 4.2 3.0 5.1: 7.7 4.6 Old : 100.0: 34.8 71.1 11.9 1.9 6.7 23.4 1.2 6.3 4.2 3.0 5.1: 7.7 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 200: 57 71 15 5 16 64 10 25 17 10 19: Old : 200: 57 71 15 5 16 64 10 25 17 10 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 26.9 29.5 41.3 8.8 12.9 15.5 18.9 Old : 20.2 26.9 29.5 41.3 8.8 12.9 15.5 18.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 20,382: 10,407 11,362 1,350 1,195 97 2,073 546 445 984 697 913: 4,113 5,127 Old : 20,382: 10,407 11,362 1,350 1,195 97 2,073 546 445 984 697 913: 4,113 5,127 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 151: -275 -401 0 -42 0 0 8 0 -45 0 132: 339 454 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 55.7 6.6 5.9 0.5 10.2 2.7 2.2 4.8 3.4 4.5: 20.2 25.2 Old : 100.0: 51.1 55.7 6.6 5.9 0.5 10.2 2.7 2.2 4.8 3.4 4.5: 20.2 25.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 13 15 . . . . . . . . .: Old : 32: 13 15 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 44.0 57.5 58.3 34.8 43.6 50.5 54.1 Old : 38.7 44.0 57.5 58.3 34.8 43.6 50.5 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 5,582: 3,633 4,385 1,475 633 151 50 0 0 36 200 150: 87 63 Old : 5,582: 3,633 4,385 1,475 633 151 50 0 0 36 200 150: 87 63 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 426: 376 200 0 76 0 0 0 0 -100 0 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.1 78.6 26.4 11.3 2.7 0.9 0.0 0.0 0.6 3.6 2.7: 1.6 1.1 Old : 100.0: 65.1 78.6 26.4 11.3 2.7 0.9 0.0 0.0 0.6 3.6 2.7: 1.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 19 8 . . . 0 0 . . .: Old : 38: 18 19 8 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 39.1 57.7 62.5 29.0 34.1 44.1 48.1 Old : 37.2 39.1 57.7 62.5 29.0 34.1 44.1 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 56,117: 45,627 32,858 7,277 17,957 1,980 230 3,072 15 0 50 0: 988 185 Old : 56,117: 45,627 32,858 7,277 17,957 1,980 230 3,072 15 0 50 0: 988 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 2,184: 1,324 1,634 898 73 -98 0 575 0 0 50 0: 60 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 58.6 13.0 32.0 3.5 0.4 5.5 0.0 0.0 0.1 0.0: 1.8 0.3 Old : 100.0: 81.3 58.6 13.0 32.0 3.5 0.4 5.5 0.0 0.0 0.1 0.0: 1.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 24 25 8 5 6 . . . 0 . 0: Old : 48: 24 25 8 5 6 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 48.2 76.0 70.2 51.0 42.9 59.7 56.5 Old : 62.0 48.2 76.0 70.2 51.0 42.9 59.7 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 19,095: 15,471 15,710 2,350 2,550 835 200 0 0 0 0 0: 239 0 Old : 19,095: 15,471 15,710 2,350 2,550 835 200 0 0 0 0 0: 239 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 141: 72 216 75 0 -75 0 0 0 0 0 0: 69 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 82.3 12.3 13.4 4.4 1.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.0 Old : 100.0: 81.0 82.3 12.3 13.4 4.4 1.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 12 15 7 . . . 0 0 0 0 0: Old : 29: 12 15 7 . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.2 76.5 88.8 94.1 65.8 63.0 71.1 74.0 Old : 76.2 76.5 88.8 94.1 65.8 63.0 71.1 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,457: 3,535 3,200 2,170 130 1,752 750 0 0 100 3,375 0: 150 0 Old : 8,457: 3,535 3,200 2,170 130 1,752 750 0 0 100 3,375 0: 150 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 600: 500 150 230 -70 70 0 0 0 -50 600 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.8 37.8 25.7 1.5 20.7 8.9 0.0 0.0 1.2 39.9 0.0: 1.8 0.0 Old : 100.0: 41.8 37.8 25.7 1.5 20.7 8.9 0.0 0.0 1.2 39.9 0.0: 1.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 14 16 12 . 7 . 0 0 . . 0: Old : 40: 14 16 12 . 7 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 63.2 56.4 77.5 29.1 58.8 44.9 64.1 Old : 35.5 63.2 56.4 77.5 29.1 58.8 44.9 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 18,201: 13,344 15,389 1,711 1,557 985 105 0 90 1,756 0 50: 160 130 Old : 18,201: 13,344 15,389 1,711 1,557 985 105 0 90 1,756 0 50: 160 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,657: 1,363 2,065 284 -353 -55 0 0 0 65 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 84.6 9.4 8.6 5.4 0.6 0.0 0.5 9.6 0.0 0.3: 0.9 0.7 Old : 100.0: 73.3 84.6 9.4 8.6 5.4 0.6 0.0 0.5 9.6 0.0 0.3: 0.9 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 23 15 7 4 6 . 0 . . 0 .: Old : 39: 23 15 7 4 6 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 69.9 63.7 85.0 40.5 67.7 55.8 74.6 Old : 46.4 69.9 63.7 85.0 40.5 67.7 55.8 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,964: 8,178 7,731 4,481 4,412 1,756 0 437 194 611 814 420: 324 200 Old : 15,964: 8,178 7,731 4,481 4,412 1,756 0 437 194 611 814 420: 324 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 116: 520 131 0 30 0 0 0 0 -403 -32 -13: 12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 48.4 28.1 27.6 11.0 0.0 2.7 1.2 3.8 5.1 2.6: 2.0 1.3 Old : 100.0: 51.2 48.4 28.1 27.6 11.0 0.0 2.7 1.2 3.8 5.1 2.6: 2.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 22 21 7 9 10 0 . . . . .: Old : 51: 22 21 7 9 10 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 38.7 54.0 58.2 31.2 37.2 46.8 50.5 Old : 33.8 38.7 54.0 58.2 31.2 37.2 46.8 50.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 14,798: 13,540 8,416 314 3,239 350 300 2,235 27 15 243 162: 90 126 Old : 14,798: 13,540 8,416 314 3,239 350 300 2,235 27 15 243 162: 90 126 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 768: 618 288 0 138 27 0 435 0 15 -228 108: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 56.9 2.1 21.9 2.4 2.0 15.1 0.2 0.1 1.6 1.1: 0.6 0.9 Old : 100.0: 91.5 56.9 2.1 21.9 2.4 2.0 15.1 0.2 0.1 1.6 1.1: 0.6 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 17 . 6 . . . . . . .: Old : 40: 22 17 . 6 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 45.1 74.6 66.0 43.7 42.5 62.2 58.3 Old : 52.4 45.1 74.6 66.0 43.7 42.5 62.2 58.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 33,474: 9,192 21,173 9,145 2,628 5,309 0 0 50 6,489 1,242 2,786: 503 286 Old : 33,474: 9,192 21,173 9,145 2,628 5,309 0 0 50 6,489 1,242 2,786: 503 286 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 856: 595 525 150 -225 -39 0 0 0 -445 0 595: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 63.3 27.3 7.9 15.9 0.0 0.0 0.1 19.4 3.7 8.3: 1.5 0.9 Old : 100.0: 27.5 63.3 27.3 7.9 15.9 0.0 0.0 0.1 19.4 3.7 8.3: 1.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 18 17 12 5 16 0 0 . 5 . 6: Old : 52: 18 17 12 5 16 0 0 . 5 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 51.9 52.8 71.0 28.2 48.1 45.8 60.0 Old : 32.6 51.9 52.8 71.0 28.2 48.1 45.8 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010