GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, December 28, 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 : 47,849: 32,703 38,429 9,063 1,957 4,841 0 0 0 1,119 2,380 64: 59 178 Old : 47,849: 32,703 38,429 9,063 1,957 4,841 0 0 0 1,119 2,380 64: 59 178 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 1,758: 1,327 1,604 46 -75 229 0 0 0 300 0 0: -144 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.3 80.3 18.9 4.1 10.1 0.0 0.0 0.0 2.3 5.0 0.1: 0.1 0.4 Old : 100.0: 68.3 80.3 18.9 4.1 10.1 0.0 0.0 0.0 2.3 5.0 0.1: 0.1 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 : 62: 30 33 11 4 13 0 0 0 . 4 .: Old : 62: 30 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 : 31.4 30.2 51.6 48.8 20.1 14.2 30.6 24.8 Old : 31.4 30.2 51.6 48.8 20.1 14.2 30.6 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 28, 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 : 30,557: 24,003 24,562 3,685 3,215 2,580 0 0 0 200 0 0: 89 200 Old : 30,557: 24,003 24,562 3,685 3,215 2,580 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 21, 2010 : : 834: 524 859 235 -100 75 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 80.4 12.1 10.5 8.4 0.0 0.0 0.0 0.7 0.0 0.0: 0.3 0.7 Old : 100.0: 78.6 80.4 12.1 10.5 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 : 43: 20 25 6 4 6 0 0 0 . 0 0: Old : 43: 20 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 : 52.9 58.6 75.1 73.1 31.5 30.4 42.5 38.6 Old : 52.9 58.6 75.1 73.1 31.5 30.4 42.5 38.6 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 28, 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 : 5,466: 2,049 3,632 1,513 13 360 0 0 0 170 216 31: 1,343 1,214 Old : 5,466: 2,049 3,632 1,513 13 360 0 0 0 170 216 31: 1,343 1,214 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 33: 243 64 0 0 0 0 0 0 0 0 0: -210 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 66.4 27.7 0.2 6.6 0.0 0.0 0.0 3.1 4.0 0.6: 24.6 22.2 Old : 100.0: 37.5 66.4 27.7 0.2 6.6 0.0 0.0 0.0 3.1 4.0 0.6: 24.6 22.2 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 : 22: 14 14 4 . 5 0 0 0 . . .: Old : 22: 14 14 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 : 35.1 39.0 52.9 56.6 28.2 29.9 39.5 42.2 Old : 35.1 39.0 52.9 56.6 28.2 29.9 39.5 42.2 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 28, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 9,169: 4,527 4,819 627 672 1,996 0 0 0 515 298 173: 1,331 1,211 Old : 9,169: 4,527 4,819 627 672 1,996 0 0 0 515 298 173: 1,331 1,211 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 218: 156 46 3 -5 -3 0 0 0 3 7 33: 26 140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.4 52.6 6.8 7.3 21.8 0.0 0.0 0.0 5.6 3.3 1.9: 14.5 13.2 Old : 100.0: 49.4 52.6 6.8 7.3 21.8 0.0 0.0 0.0 5.6 3.3 1.9: 14.5 13.2 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 : 48: 23 23 7 10 16 0 0 0 . . 4: Old : 48: 23 23 7 10 16 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 : 25.4 22.2 40.3 37.7 18.7 15.2 25.9 23.0 Old : 25.4 22.2 40.3 37.7 18.7 15.2 25.9 23.0 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 28, 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 : 7,760: 4,076 5,675 1,643 45 840 0 0 0 445 437 305: 451 458 Old : 7,760: 4,076 5,675 1,643 45 840 0 0 0 445 437 305: 451 458 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 514: 378 456 157 0 -18 0 0 0 -80 10 65: 12 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 73.1 21.2 0.6 10.8 0.0 0.0 0.0 5.7 5.6 3.9: 5.8 5.9 Old : 100.0: 52.5 73.1 21.2 0.6 10.8 0.0 0.0 0.0 5.7 5.6 3.9: 5.8 5.9 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 : 69: 39 43 13 . 13 0 0 0 . 6 .: Old : 69: 39 43 13 . 13 0 0 0 . 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 : 29.5 21.3 43.4 33.3 25.1 17.3 36.1 27.5 Old : 29.5 21.3 43.4 33.3 25.1 17.3 36.1 27.5 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 28, 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 : 2,663: 660 877 90 979 352 195 0 0 514 0 5: 847 450 Old : 2,663: 660 877 90 979 352 195 0 0 514 0 5: 847 450 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 50: 75 80 0 -25 5 0 0 0 0 0 0: -30 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 32.9 3.4 36.8 13.2 7.3 0.0 0.0 19.3 0.0 0.2: 31.8 16.9 Old : 100.0: 24.8 32.9 3.4 36.8 13.2 7.3 0.0 0.0 19.3 0.0 0.2: 31.8 16.9 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: 8 9 . 5 5 . 0 0 . 0 .: Old : 21: 8 9 . 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 : 37.4 53.4 56.2 72.4 33.4 45.8 42.2 57.0 Old : 37.4 53.4 56.2 72.4 33.4 45.8 42.2 57.0 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 28, 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 : 1,657: 1,089 887 80 172 10 0 0 0 0 35 0: 478 553 Old : 1,657: 1,089 887 80 172 10 0 0 0 0 35 0: 478 553 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 90: 110 137 0 0 0 0 0 0 0 0 0: -20 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 53.5 4.8 10.4 0.6 0.0 0.0 0.0 0.0 2.1 0.0: 28.8 33.4 Old : 100.0: 65.7 53.5 4.8 10.4 0.6 0.0 0.0 0.0 0.0 2.1 0.0: 28.8 33.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 16 13 . . . 0 0 0 0 . 0: Old : 22: 16 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 : 33.4 34.8 50.5 53.3 28.5 31.0 43.2 38.9 Old : 33.4 34.8 50.5 53.3 28.5 31.0 43.2 38.9 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 28, 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 : 1,707: 709 1,044 394 19 185 0 0 0 30 35 55: 334 369 Old : 1,707: 709 1,044 394 19 185 0 0 0 30 35 55: 334 369 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 106: 95 91 -16 0 15 0 0 0 0 -5 15: -3 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.5 61.2 23.1 1.1 10.8 0.0 0.0 0.0 1.8 2.1 3.2: 19.6 21.6 Old : 100.0: 41.5 61.2 23.1 1.1 10.8 0.0 0.0 0.0 1.8 2.1 3.2: 19.6 21.6 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 : 22: 14 14 . . 4 0 0 0 . . .: Old : 22: 14 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 : 43.6 38.5 57.6 56.2 34.8 31.0 42.5 40.8 Old : 43.6 38.5 57.6 56.2 34.8 31.0 42.5 40.8 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 28, 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 21, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 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 28, 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 : 17,631: 10,372 16,541 6,269 100 780 0 0 0 0 200 0: 210 10 Old : 17,631: 10,372 16,541 6,269 100 780 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 21, 2010 : : 1,121: 646 1,229 583 0 -108 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.8 93.8 35.6 0.6 4.4 0.0 0.0 0.0 0.0 1.1 0.0: 1.2 0.1 Old : 100.0: 58.8 93.8 35.6 0.6 4.4 0.0 0.0 0.0 0.0 1.1 0.0: 1.2 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 : 35: 20 11 8 . 6 0 0 0 0 . 0: Old : 35: 20 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 : 60.8 75.0 77.3 90.1 58.2 71.0 68.1 78.7 Old : 60.8 75.0 77.3 90.1 58.2 71.0 68.1 78.7 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 28, 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 : 384,412: 104,307 236,084 75,587 1,722 23,135 51,315 15,211 23,600 9,645 13,949 45,037: 51,785 25,674 Old : 384,412: 104,307 236,084 75,587 1,722 23,135 51,315 15,211 23,600 9,645 13,949 45,037: 51,785 25,674 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : -8,281: 467 61 -3,292 -125 -1,769 -1,679 118 1,104 -123 -735 -3,473: 484 -3,463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 61.4 19.7 0.4 6.0 13.3 4.0 6.1 2.5 3.6 11.7: 13.5 6.7 Old : 100.0: 27.1 61.4 19.7 0.4 6.0 13.3 4.0 6.1 2.5 3.6 11.7: 13.5 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 : 172: 50 69 16 . 15 40 7 20 11 18 26: Old : 172: 50 69 16 . 15 40 7 20 11 18 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 : 20.5 24.3 31.9 35.8 10.7 12.7 17.4 18.7 Old : 20.5 24.3 31.9 35.8 10.7 12.7 17.4 18.7 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 28, 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 : 115,349: 50,235 55,639 13,646 203 16,949 0 0 0 153 9,073 29,319: 5,049 4,166 Old : 115,349: 50,235 55,639 13,646 203 16,949 0 0 0 153 9,073 29,319: 5,049 4,166 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 815: 353 434 52 38 89 0 0 0 11 -15 256: 53 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 48.2 11.8 0.2 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 11.8 0.2 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 : 59.4 62.5 78.7 83.1 13.0 13.5 15.5 16.1 Old : 59.4 62.5 78.7 83.1 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 28, 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 : 18,865: 9,619 14,608 6,254 150 1,927 100 0 100 325 1,540 475: 65 65 Old : 18,865: 9,619 14,608 6,254 150 1,927 100 0 100 325 1,540 475: 65 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 1,655: 1,030 1,665 560 0 65 0 0 0 0 -125 50: -50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.0 77.4 33.2 0.8 10.2 0.5 0.0 0.5 1.7 8.2 2.5: 0.3 0.3 Old : 100.0: 51.0 77.4 33.2 0.8 10.2 0.5 0.0 0.5 1.7 8.2 2.5: 0.3 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 : 69: 36 37 11 . 11 . 0 . . 7 4: Old : 69: 36 37 11 . 11 . 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 : 38.9 28.8 56.6 45.1 34.1 25.6 47.0 39.7 Old : 38.9 28.8 56.6 45.1 34.1 25.6 47.0 39.7 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 28, 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: 2,055 3,876 1,262 1,538 1,379 90 0 0 1,970 0 25: 337 300 Old : 7,118: 2,055 3,876 1,262 1,538 1,379 90 0 0 1,970 0 25: 337 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 0: 50 0 25 -25 25 0 0 0 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 54.5 17.7 21.6 19.4 1.3 0.0 0.0 27.7 0.0 0.4: 4.7 4.2 Old : 100.0: 28.9 54.5 17.7 21.6 19.4 1.3 0.0 0.0 27.7 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 8 8 7 . 0 0 4 0 .: Old : 40: 14 12 8 8 7 . 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 : 41.4 46.2 58.4 69.8 34.5 35.8 47.3 52.4 Old : 41.4 46.2 58.4 69.8 34.5 35.8 47.3 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 28, 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 21, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 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 28, 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 : 3,539: 1,085 1,051 245 440 1,294 0 0 0 155 0 458: 303 296 Old : 3,539: 1,085 1,051 245 440 1,294 0 0 0 155 0 458: 303 296 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 47: 8 11 5 1 22 0 0 0 0 0 9: 2 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 29.7 6.9 12.4 36.6 0.0 0.0 0.0 4.4 0.0 12.9: 8.6 8.4 Old : 100.0: 30.7 29.7 6.9 12.4 36.6 0.0 0.0 0.0 4.4 0.0 12.9: 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 : 46.7 41.3 72.0 68.0 16.0 12.0 17.9 17.5 Old : 46.7 41.3 72.0 68.0 16.0 12.0 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 28, 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 : 7,255: 5,240 5,191 104 572 175 716 48 210 253 332 336: 221 391 Old : 7,255: 5,240 5,191 104 572 175 716 48 210 253 332 336: 221 391 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 166: 103 75 -2 -6 -12 0 12 -2 27 -2 9: 43 92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 71.6 1.4 7.9 2.4 9.9 0.7 2.9 3.5 4.6 4.6: 3.0 5.4 Old : 100.0: 72.2 71.6 1.4 7.9 2.4 9.9 0.7 2.9 3.5 4.6 4.6: 3.0 5.4 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 : 33: 15 18 . . . . . . . 4 4: Old : 33: 15 18 . . . . . . . 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 : 59.5 50.3 72.5 68.1 45.0 37.9 52.3 47.6 Old : 59.5 50.3 72.5 68.1 45.0 37.9 52.3 47.6 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 28, 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 : 9,571: 8,490 7,954 771 335 161 0 0 0 28 850 64: 57 207 Old : 9,571: 8,490 7,954 771 335 161 0 0 0 28 850 64: 57 207 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 788: 804 693 20 60 -22 0 0 0 -15 1 24: -23 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 83.1 8.1 3.5 1.7 0.0 0.0 0.0 0.3 8.9 0.7: 0.6 2.2 Old : 100.0: 88.7 83.1 8.1 3.5 1.7 0.0 0.0 0.0 0.3 8.9 0.7: 0.6 2.2 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 : 39: 24 26 . . . 0 0 0 . . .: Old : 39: 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 : 49.9 54.6 72.6 70.0 47.8 50.1 66.6 62.9 Old : 49.9 54.6 72.6 70.0 47.8 50.1 66.6 62.9 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 28, 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 : 2,874: 2,042 1,727 0 0 0 178 315 28 0 54 0: 626 750 Old : 2,874: 2,042 1,727 0 0 0 178 315 28 0 54 0: 626 750 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 34: -32 40 0 0 0 -3 0 15 0 0 0: 54 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 60.1 0.0 0.0 0.0 6.2 11.0 1.0 0.0 1.9 0.0: 21.8 26.1 Old : 100.0: 71.1 60.1 0.0 0.0 0.0 6.2 11.0 1.0 0.0 1.9 0.0: 21.8 26.1 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 : 37.9 26.4 59.3 45.6 29.3 21.6 38.3 33.3 Old : 37.9 26.4 59.3 45.6 29.3 21.6 38.3 33.3 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 28, 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 : 2,052: 1,424 1,445 25 126 105 0 30 0 169 0 18: 311 328 Old : 2,052: 1,424 1,445 25 126 105 0 30 0 169 0 18: 311 328 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 46: 38 6 -15 1 22 0 0 0 24 0 13: -36 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.4 70.4 1.2 6.1 5.1 0.0 1.5 0.0 8.2 0.0 0.9: 15.2 16.0 Old : 100.0: 69.4 70.4 1.2 6.1 5.1 0.0 1.5 0.0 8.2 0.0 0.9: 15.2 16.0 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 : 31: 19 22 . 4 4 0 . 0 . 0 .: Old : 31: 19 22 . 4 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 : 41.4 29.4 56.9 44.9 34.9 22.5 44.5 33.6 Old : 41.4 29.4 56.9 44.9 34.9 22.5 44.5 33.6 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 28, 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 : 553,573: 138,739 218,323 78,029 69,849 101,256 44,749 12,955 40,112 40,346 3,172 91,961: 18,381 15,945 Old : 553,573: 138,739 218,323 78,029 69,849 101,256 44,749 12,955 40,112 40,346 3,172 91,961: 18,381 15,945 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 24,181: 3,159 16,001 4,350 1,298 -741 2,522 -973 1,249 6,453 1,250 6,983: 207 -885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 39.4 14.1 12.6 18.3 8.1 2.3 7.2 7.3 0.6 16.6: 3.3 2.9 Old : 100.0: 25.1 39.4 14.1 12.6 18.3 8.1 2.3 7.2 7.3 0.6 16.6: 3.3 2.9 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 : 117: 34 34 12 14 22 18 4 14 22 9 25: Old : 117: 34 34 12 14 22 18 4 14 22 9 25: 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 : 23.0 19.9 36.4 32.7 12.8 12.0 18.2 18.3 Old : 23.0 19.9 36.4 32.7 12.8 12.0 18.2 18.3 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 28, 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 : 2,464,805: 366,387 544,345 221,162 292,285 674,585 260,452 43,406 256,472 83,857 88,113 503,417: 98,475 62,183 Old : 2,464,805: 366,387 544,345 221,162 292,285 674,585 260,452 43,406 256,472 83,857 88,113 503,417: 98,475 62,183 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 63,414: 12,874 17,071 -3,588 2,579 12,708 9,232 -346 8,260 3,863 7,820 14,596: 5,469 726 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 22.1 9.0 11.9 27.4 10.6 1.8 10.4 3.4 3.6 20.4: 4.0 2.5 Old : 100.0: 14.9 22.1 9.0 11.9 27.4 10.6 1.8 10.4 3.4 3.6 20.4: 4.0 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 : 391: 49 59 17 29 42 103 32 72 68 67 104: Old : 391: 49 59 17 29 42 103 32 72 68 67 104: 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 14.8 29.4 27.0 8.8 7.5 12.6 12.4 Old : 19.6 14.8 29.4 27.0 8.8 7.5 12.6 12.4 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 28, 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 : 149,579: 33,014 82,443 0 19,400 5,928 2,375 4,070 7,215 76,077 2,113 22,508: 2,462 5,902 Old : 149,579: 33,014 82,443 0 19,400 5,928 2,375 4,070 7,215 76,077 2,113 22,508: 2,462 5,902 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : -4,435: -2,330 -458 0 -1,716 -517 24 -229 -234 -673 -459 -661: -44 -161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 55.1 0.0 13.0 4.0 1.6 2.7 4.8 50.9 1.4 15.0: 1.6 3.9 Old : 100.0: 22.1 55.1 0.0 13.0 4.0 1.6 2.7 4.8 50.9 1.4 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 : 82.4 62.3 89.9 79.2 64.7 50.9 67.2 59.5 Old : 82.4 62.3 89.9 79.2 64.7 50.9 67.2 59.5 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 28, 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 : 242,576: 53,154 43,571 67,905 73,894 41,125 0 45 522 33,346 17,115 11,225: 35,299 55,079 Old : 242,576: 53,154 43,571 67,905 73,894 41,125 0 45 522 33,346 17,115 11,225: 35,299 55,079 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 757: 189 143 812 106 -153 0 36 0 159 60 59: -309 506 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 18.0 28.0 30.5 17.0 0.0 0.0 0.2 13.7 7.1 4.6: 14.6 22.7 Old : 100.0: 21.9 18.0 28.0 30.5 17.0 0.0 0.0 0.2 13.7 7.1 4.6: 14.6 22.7 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: 12 12 8 10 16 0 . . 5 . 5: Old : 39: 12 12 8 10 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 : 37.8 29.5 56.9 47.4 35.2 26.9 51.5 40.8 Old : 37.8 29.5 56.9 47.4 35.2 26.9 51.5 40.8 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 28, 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 : 122,386: 11,131 10,222 7,234 33,051 42,283 23,757 2,096 21,581 2,744 624 9,519: 4,136 3,009 Old : 122,386: 11,131 10,222 7,234 33,051 42,283 23,757 2,096 21,581 2,744 624 9,519: 4,136 3,009 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 1,826: 177 198 256 2,369 -626 2,015 -160 -117 -29 34 100: 52 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 8.4 5.9 27.0 34.5 19.4 1.7 17.6 2.2 0.5 7.8: 3.4 2.5 Old : 100.0: 9.1 8.4 5.9 27.0 34.5 19.4 1.7 17.6 2.2 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 : 59: 8 8 7 11 15 13 . 11 9 5 12: Old : 59: 8 8 7 11 15 13 . 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 : 28.6 43.2 48.1 65.3 15.9 21.3 22.5 28.5 Old : 28.6 43.2 48.1 65.3 15.9 21.3 22.5 28.5 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 28, 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 : 613,209: 114,385 92,393 40,868 104,839 288,239 3,669 0 13,006 42,150 3,243 97,451: 13,440 14,038 Old : 613,209: 114,385 92,393 40,868 104,839 288,239 3,669 0 13,006 42,150 3,243 97,451: 13,440 14,038 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 11,439: 2,626 1,926 -10 1,545 5,222 659 0 592 445 236 1,632: 274 287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 15.1 6.7 17.1 47.0 0.6 0.0 2.1 6.9 0.5 15.9: 2.2 2.3 Old : 100.0: 18.7 15.1 6.7 17.1 47.0 0.6 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 25.7 50.8 42.1 9.2 6.8 13.4 12.4 Old : 33.7 25.7 50.8 42.1 9.2 6.8 13.4 12.4 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 28, 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 : 44,432: 16,713 23,868 13,964 5,086 12,810 0 294 0 528 1,897 150: 267 327 Old : 44,432: 16,713 23,868 13,964 5,086 12,810 0 294 0 528 1,897 150: 267 327 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 1,595: 795 920 0 -100 700 0 0 0 50 25 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 53.7 31.4 11.4 28.8 0.0 0.7 0.0 1.2 4.3 0.3: 0.6 0.7 Old : 100.0: 37.6 53.7 31.4 11.4 28.8 0.0 0.7 0.0 1.2 4.3 0.3: 0.6 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 : 59: 26 24 14 6 14 0 . 0 4 4 .: Old : 59: 26 24 14 6 14 0 . 0 4 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 33.5 58.8 52.8 25.3 17.5 30.9 26.9 Old : 41.2 33.5 58.8 52.8 25.3 17.5 30.9 26.9 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 28, 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 : 87,266: 10,605 3,950 39,764 18,253 27,382 4,451 23,292 913 0 6,779 817: 3,334 5,880 Old : 87,266: 10,605 3,950 39,764 18,253 27,382 4,451 23,292 913 0 6,779 817: 3,334 5,880 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : -21: -50 0 -1 -21 0 0 0 0 0 0 0: 30 0 : : : : : 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 67.1 59.3 36.9 34.5 49.0 45.4 Old : 49.2 41.6 67.1 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 28, 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 : 16,195: 4,987 4,790 2,963 7,110 3,595 4,625 394 0 0 200 0: 25 106 Old : 16,195: 4,987 4,790 2,963 7,110 3,595 4,625 394 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 21, 2010 : : 550: 0 310 310 300 -60 300 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 29.6 18.3 43.9 22.2 28.6 2.4 0.0 0.0 1.2 0.0: 0.2 0.7 Old : 100.0: 30.8 29.6 18.3 43.9 22.2 28.6 2.4 0.0 0.0 1.2 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 : 40: 9 12 6 11 8 . . 0 0 . 0: Old : 40: 9 12 6 11 8 . . 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 : 64.9 51.9 84.0 72.8 42.8 35.0 53.7 46.1 Old : 64.9 51.9 84.0 72.8 42.8 35.0 53.7 46.1 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 28, 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 : 307,387: 107,870 220,049 37,905 5,734 20,205 71,562 4,357 19,296 13,457 9,630 14,163: 22,928 13,952 Old : 307,387: 107,870 220,049 37,905 5,734 20,205 71,562 4,357 19,296 13,457 9,630 14,163: 22,928 13,952 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : -4,622: -579 -1,739 924 -320 -639 -1,443 465 -361 328 362 -1,836: -1,016 -555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.1 71.6 12.3 1.9 6.6 23.3 1.4 6.3 4.4 3.1 4.6: 7.5 4.5 Old : 100.0: 35.1 71.6 12.3 1.9 6.6 23.3 1.4 6.3 4.4 3.1 4.6: 7.5 4.5 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 : 195: 56 68 16 5 16 64 9 23 16 10 19: Old : 195: 56 68 16 5 16 64 9 23 16 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 : 20.6 26.9 30.6 41.5 9.0 14.1 15.6 20.0 Old : 20.6 26.9 30.6 41.5 9.0 14.1 15.6 20.0 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 28, 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 : 20,539: 10,550 11,665 1,350 908 37 2,013 471 445 1,059 698 913: 4,172 5,402 Old : 20,539: 10,550 11,665 1,350 908 37 2,013 471 445 1,059 698 913: 4,172 5,402 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 157: 143 303 0 -287 -60 -60 -75 0 75 1 0: 59 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 56.8 6.6 4.4 0.2 9.8 2.3 2.2 5.2 3.4 4.4: 20.3 26.3 Old : 100.0: 51.4 56.8 6.6 4.4 0.2 9.8 2.3 2.2 5.2 3.4 4.4: 20.3 26.3 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 : 31: 13 15 . . . . . . . . .: Old : 31: 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 : 38.8 44.7 57.7 58.6 34.5 44.3 50.6 54.3 Old : 38.8 44.7 57.7 58.6 34.5 44.3 50.6 54.3 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 28, 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 : 6,170: 3,971 4,635 1,475 721 201 50 0 0 36 200 300: 137 113 Old : 6,170: 3,971 4,635 1,475 721 201 50 0 0 36 200 300: 137 113 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 588: 338 250 0 88 50 0 0 0 0 0 150: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 75.1 23.9 11.7 3.3 0.8 0.0 0.0 0.6 3.2 4.9: 2.2 1.8 Old : 100.0: 64.4 75.1 23.9 11.7 3.3 0.8 0.0 0.0 0.6 3.2 4.9: 2.2 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 18 20 8 4 . . 0 0 . . .: Old : 40: 18 20 8 4 . . 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 : 34.5 34.5 55.1 56.5 26.8 30.9 40.5 44.8 Old : 34.5 34.5 55.1 56.5 26.8 30.9 40.5 44.8 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 28, 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 : 57,202: 46,632 33,988 7,347 17,852 1,990 230 3,072 15 0 100 0: 988 185 Old : 57,202: 46,632 33,988 7,347 17,852 1,990 230 3,072 15 0 100 0: 988 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 1,085: 1,005 1,130 70 -105 10 0 0 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.5 59.4 12.8 31.2 3.5 0.4 5.4 0.0 0.0 0.2 0.0: 1.7 0.3 Old : 100.0: 81.5 59.4 12.8 31.2 3.5 0.4 5.4 0.0 0.0 0.2 0.0: 1.7 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 : 49: 24 26 8 5 6 . . . 0 . 0: Old : 49: 24 26 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 : 61.5 47.5 75.7 69.9 50.9 42.4 59.4 55.5 Old : 61.5 47.5 75.7 69.9 50.9 42.4 59.4 55.5 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 28, 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 : 19,020: 15,396 15,635 2,350 2,550 835 200 0 0 0 0 0: 239 0 Old : 19,020: 15,396 15,635 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 21, 2010 : : -75: -75 -75 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 82.2 12.4 13.4 4.4 1.1 0.0 0.0 0.0 0.0 0.0: 1.3 0.0 Old : 100.0: 80.9 82.2 12.4 13.4 4.4 1.1 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 : 76.1 76.6 88.7 94.4 65.8 63.1 71.1 74.0 Old : 76.1 76.6 88.7 94.4 65.8 63.1 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 28, 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 : 8,707: 3,635 3,200 2,220 130 1,852 750 0 0 100 3,525 0: 150 0 Old : 8,707: 3,635 3,200 2,220 130 1,852 750 0 0 100 3,525 0: 150 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 250: 100 0 50 0 100 0 0 0 0 150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.7 36.8 25.5 1.5 21.3 8.6 0.0 0.0 1.1 40.5 0.0: 1.7 0.0 Old : 100.0: 41.7 36.8 25.5 1.5 21.3 8.6 0.0 0.0 1.1 40.5 0.0: 1.7 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 : 36.2 64.2 56.5 78.2 28.3 58.8 43.6 64.0 Old : 36.2 64.2 56.5 78.2 28.3 58.8 43.6 64.0 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 28, 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 : 18,821: 13,889 15,659 1,881 1,862 1,040 105 0 90 1,756 0 50: 10 120 Old : 18,821: 13,889 15,659 1,881 1,862 1,040 105 0 90 1,756 0 50: 10 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 620: 545 270 170 305 55 0 0 0 0 0 0: -150 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 83.2 10.0 9.9 5.5 0.6 0.0 0.5 9.3 0.0 0.3: 0.1 0.6 Old : 100.0: 73.8 83.2 10.0 9.9 5.5 0.6 0.0 0.5 9.3 0.0 0.3: 0.1 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 : 39: 23 15 6 5 7 . 0 . . 0 .: Old : 39: 23 15 6 5 7 . 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 : 45.6 69.5 60.8 85.3 39.4 67.2 53.6 72.4 Old : 45.6 69.5 60.8 85.3 39.4 67.2 53.6 72.4 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 28, 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 21, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 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 28, 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 8,398 314 3,239 350 300 2,235 27 15 243 162: 90 144 Old : 14,798: 13,540 8,398 314 3,239 350 300 2,235 27 15 243 162: 90 144 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 0: 0 -18 0 0 0 0 0 0 0 0 0: 0 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 56.8 2.1 21.9 2.4 2.0 15.1 0.2 0.1 1.6 1.1: 0.6 1.0 Old : 100.0: 91.5 56.8 2.1 21.9 2.4 2.0 15.1 0.2 0.1 1.6 1.1: 0.6 1.0 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: 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 : 53.5 45.1 75.7 65.7 44.8 42.5 62.3 58.3 Old : 53.5 45.1 75.7 65.7 44.8 42.5 62.3 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 28, 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 : 33,714: 9,192 21,473 9,145 2,718 5,309 0 0 50 6,879 1,242 2,636: 503 286 Old : 33,714: 9,192 21,473 9,145 2,718 5,309 0 0 50 6,879 1,242 2,636: 503 286 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 240: 0 300 0 90 0 0 0 0 390 0 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 63.7 27.1 8.1 15.7 0.0 0.0 0.1 20.4 3.7 7.8: 1.5 0.8 Old : 100.0: 27.3 63.7 27.1 8.1 15.7 0.0 0.0 0.1 20.4 3.7 7.8: 1.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 18 18 12 5 16 0 0 . 6 . 6: Old : 54: 18 18 12 5 16 0 0 . 6 . 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 : 32.7 51.8 52.7 70.3 28.3 47.7 46.2 59.8 Old : 32.7 51.8 52.7 70.3 28.3 47.7 46.2 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011