Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 38,538 : : Positions : : 26,554 32,125 5,729 1,251 4,242 147 600 0 1,833 280 0 : : : : Changes from: January 19, 2010 : : 288 547 436 137 389 0 0 0 30 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 83.4 14.9 3.2 11.0 0.4 1.6 0.0 4.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 27 7 5 11 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 21,120 : : Positions : : 11,436 19,760 8,342 0 1,225 0 0 0 0 0 0 : : : : Changes from: January 19, 2010 : : 364 494 50 0 -27 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 93.6 39.5 0.0 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 10 0 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 7,857 : : Positions : : 3,589 5,921 2,304 213 478 0 0 0 505 216 114 : : : : Changes from: January 19, 2010 : : 98 234 60 0 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 75.4 29.3 2.7 6.1 0.0 0.0 0.0 6.4 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 6 . 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 11,217 : : Positions : : 5,747 6,753 1,450 882 2,242 0 0 0 262 251 60 : : : : Changes from: January 19, 2010 : : 346 272 -132 81 95 0 0 0 51 25 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 60.2 12.9 7.9 20.0 0.0 0.0 0.0 2.3 2.2 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 32 11 6 16 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 9,241 : : Positions : : 5,529 7,127 1,613 82 1,023 0 0 0 25 196 198 : : : : Changes from: January 19, 2010 : : 192 497 161 -11 -96 0 0 0 -5 -35 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 77.1 17.5 0.9 11.1 0.0 0.0 0.0 0.3 2.1 2.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 41 14 . 16 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 4,251 : : Positions : : 1,900 2,323 492 782 274 825 0 0 0 40 0 : : : : Changes from: January 19, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 54.6 11.6 18.4 6.4 19.4 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . 6 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 11,083 : : Positions : : 10,217 8,271 160 2,071 701 0 0 0 0 0 0 : : : : Changes from: January 19, 2010 : : 1,489 832 -300 382 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 74.6 1.4 18.7 6.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 360,648 : : Positions : : 97,617 220,073 82,633 1,230 24,193 34,233 21,970 24,760 16,818 3,143 35,329 : : : : Changes from: January 19, 2010 : : 3,651 -3,706 3,051 -101 -2,188 -6,528 4,707 -3,036 2,350 857 -1,842 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 61.0 22.9 0.3 6.7 9.5 6.1 6.9 4.7 0.9 9.8 : : : : Number of Traders in Each Category Total Traders: 166 : : 49 67 16 . 13 32 14 21 14 10 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 70,885 : : Positions : : 28,670 29,360 2,875 124 13,554 0 1,530 0 2,320 4,132 18,073 : : : : Changes from: January 19, 2010 : : -916 -770 679 -427 -4 0 -278 0 -82 914 -1,066 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 41.4 4.1 0.2 19.1 0.0 2.2 0.0 3.3 5.8 25.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 5 . 7 0 . 0 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 22,069 : : Positions : : 11,344 18,034 4,015 200 1,724 414 0 0 957 50 675 : : : : Changes from: January 19, 2010 : : 1,187 2,287 100 50 138 0 -250 0 -250 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 81.7 18.2 0.9 7.8 1.9 0.0 0.0 4.3 0.2 3.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 30 41 11 . 11 . 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 18,388 : : Positions : : 11,025 5,109 3,069 7,886 2,453 0 300 0 225 1,350 450 : : : : Changes from: January 19, 2010 : : 150 0 -150 77 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 27.8 16.7 42.9 13.3 0.0 1.6 0.0 1.2 7.3 2.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 8 8 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 5,146 : : Positions : : 2,005 2,004 263 639 315 0 0 0 660 110 290 : : : : Changes from: January 19, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 38.9 5.1 12.4 6.1 0.0 0.0 0.0 12.8 2.1 5.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . 4 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 2,400 : : Positions : : 1,900 1,000 300 525 0 0 0 0 50 475 0 : : : : Changes from: January 19, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 41.7 12.5 21.9 0.0 0.0 0.0 0.0 2.1 19.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 8 . 5 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 6,891 : : Positions : : 5,816 5,489 541 699 217 0 0 0 46 186 73 : : : : Changes from: January 19, 2010 : : 433 201 -54 134 -1 0 0 0 46 -35 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 79.7 7.9 10.1 3.1 0.0 0.0 0.0 0.7 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 2,920 : : Positions : : 2,846 1,633 0 263 0 0 0 0 0 825 0 : : : : Changes from: January 19, 2010 : : 268 116 0 44 0 0 0 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 55.9 0.0 9.0 0.0 0.0 0.0 0.0 0.0 28.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,842 : : Positions : : 674 898 0 272 149 0 0 0 113 0 0 : : : : Changes from: January 19, 2010 : : 145 354 0 117 -25 0 -35 0 27 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 48.8 0.0 14.8 8.1 0.0 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 501,031 : : Positions : : 122,991 172,739 98,905 56,919 134,654 35,678 8,999 42,606 4,469 19,203 44,480 : : : : Changes from: January 19, 2010 : : -140 -6,964 255 1,897 -2,332 1,630 -1,688 -612 -7,249 -1,113 3,549 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 34.5 19.7 11.4 26.9 7.1 1.8 8.5 0.9 3.8 8.9 : : : : Number of Traders in Each Category Total Traders: 114 : : 32 34 17 14 26 15 12 18 11 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,585,721 : : Positions : : 341,496 561,312 206,169 180,498 847,768 183,447 57,649 311,227 75,654 34,322 521,327 : : : : Changes from: January 19, 2010 : : 13,738 -3,368 3,339 -11,988 21,961 -37,472 10,047 16,095 1,355 -6,542 16,091 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 21.7 8.0 7.0 32.8 7.1 2.2 12.0 2.9 1.3 20.2 : : : : Number of Traders in Each Category Total Traders: 335 : : 50 63 20 21 38 73 40 73 63 40 94 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 79,611 : : Positions : : 47,841 28,709 2,914 2,397 6,482 381 16,812 5,340 2,194 5,790 11,135 : : : : Changes from: January 19, 2010 : : -1,672 509 -95 -2,979 1,823 -17 1,078 31 184 108 1,235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 36.1 3.7 3.0 8.1 0.5 21.1 6.7 2.8 7.3 14.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 10 11 . 6 6 . 4 5 . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 221,689 : : Positions : : 65,478 32,575 57,701 71,015 37,985 14,645 0 765 19,148 27,102 1,387 : : : : Changes from: January 19, 2010 : : -62 2,050 6,820 -260 1,135 0 0 0 -801 1,602 -526 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 14.7 26.0 32.0 17.1 6.6 0.0 0.3 8.6 12.2 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 13 10 7 17 . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 150,114 : : Positions : : 11,909 13,173 11,865 32,556 60,838 25,754 5,539 24,957 2,586 610 8,604 : : : : Changes from: January 19, 2010 : : -354 -567 -916 -5,032 132 -2,805 853 754 -527 -44 -454 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 8.8 7.9 21.7 40.5 17.2 3.7 16.6 1.7 0.4 5.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 8 8 8 11 17 15 7 14 8 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 600,338 : : Positions : : 103,804 101,010 65,402 98,629 302,756 0 496 9,229 31,673 0 65,176 : : : : Changes from: January 19, 2010 : : 1,707 -279 -5,140 -3,638 -3,649 0 21 4,662 321 0 545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 16.8 10.9 16.4 50.4 0.0 0.1 1.5 5.3 0.0 10.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 9 9 16 24 0 . . 8 0 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 73,019 : : Positions : : 32,121 54,079 25,417 3,094 14,456 0 700 25 845 430 120 : : : : Changes from: January 19, 2010 : : 876 2,337 1,325 233 -255 -50 0 25 419 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 74.1 34.8 4.2 19.8 0.0 1.0 0.0 1.2 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 31 32 15 . 18 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 133,658 : : Positions : : 16,417 10,651 36,600 26,834 47,998 18,068 26,240 7,045 932 8,537 1,544 : : : : Changes from: January 19, 2010 : : -1,185 -1,806 -744 394 -1,198 18 911 -843 0 -1,447 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 8.0 27.4 20.1 35.9 13.5 19.6 5.3 0.7 6.4 1.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 6 6 8 10 17 7 9 11 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 35,847 : : Positions : : 1,830 3,640 7,116 6,305 16,492 1,429 2,441 5,945 871 0 200 : : : : Changes from: January 19, 2010 : : -500 -500 -142 375 495 400 0 -163 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.1 10.2 19.9 17.6 46.0 4.0 6.8 16.6 2.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 9 6 12 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 99,130 : : Positions : : 8,621 12,105 19,973 35,145 21,711 0 0 0 1,872 94 2,188 : : : : Changes from: January 19, 2010 : : 511 584 11 56 39 0 0 0 32 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 12.2 20.1 35.5 21.9 0.0 0.0 0.0 1.9 0.1 2.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 4 7 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 37,645 : : Positions : : 10,030 16,285 19,985 12,430 6,780 450 1,500 150 200 300 0 : : : : Changes from: January 19, 2010 : : -950 430 310 -740 -10 0 -330 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 43.3 53.1 33.0 18.0 1.2 4.0 0.4 0.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 12 16 9 10 13 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 295,500 : : Positions : : 98,588 209,295 44,774 1,208 13,739 60,494 6,912 23,060 13,132 4,875 21,970 : : : : Changes from: January 19, 2010 : : 2,660 -8,107 2,705 -314 -2,400 -14,940 -2,895 3,306 325 -791 859 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 70.8 15.2 0.4 4.6 20.5 2.3 7.8 4.4 1.6 7.4 : : : : Number of Traders in Each Category Total Traders: 201 : : 58 73 18 4 15 56 11 32 17 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,624 : : Positions : : 15,036 14,037 679 2,526 33 574 0 495 1,370 0 0 : : : : Changes from: January 19, 2010 : : 41 487 -78 -78 18 -33 -1,245 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 59.4 2.9 10.7 0.1 2.4 0.0 2.1 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 9,260 : : Positions : : 4,396 6,211 1,042 696 1,508 1,072 0 0 500 86 450 : : : : Changes from: January 19, 2010 : : 401 181 -100 0 231 0 0 0 -34 86 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 67.1 11.3 7.5 16.3 11.6 0.0 0.0 5.4 0.9 4.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 23 5 6 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 46,432 : : Positions : : 34,217 37,049 5,864 6,034 2,425 1,440 95 634 270 0 0 : : : : Changes from: January 19, 2010 : : 1,009 3,760 30 -2,125 619 1,440 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 79.8 12.6 13.0 5.2 3.1 0.2 1.4 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 22 8 4 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 21,541 : : Positions : : 12,105 20,156 6,240 0 685 2,400 0 0 0 0 0 : : : : Changes from: January 19, 2010 : : 650 825 275 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 93.6 29.0 0.0 3.2 11.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 11 11 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 15,933 : : Positions : : 7,836 7,745 3,684 4,809 2,279 1,584 0 300 150 700 100 : : : : Changes from: January 19, 2010 : : 750 275 75 600 50 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 48.6 23.1 30.2 14.3 9.9 0.0 1.9 0.9 4.4 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 12 15 9 7 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 3,618 : : Positions : : 979 2,440 1,278 141 132 0 75 0 234 0 40 : : : : Changes from: January 19, 2010 : : 26 141 40 15 -2 0 0 0 -5 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 67.4 35.3 3.9 3.6 0.0 2.1 0.0 6.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 14 7 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 14,598 : : Positions : : 10,764 12,153 2,727 2,073 322 460 0 0 0 0 0 : : : : Changes from: January 19, 2010 : : 561 1,111 200 -350 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 83.3 18.7 14.2 2.2 3.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 19,573 : : Positions : : 12,141 6,418 3,727 7,458 2,009 0 2,722 636 708 96 0 : : : : Changes from: January 19, 2010 : : 1 -663 164 0 105 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 32.8 19.0 38.1 10.3 0.0 13.9 3.2 3.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 16 15 5 13 12 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 14,076 : : Positions : : 10,584 11,842 1,396 482 658 495 984 0 943 110 0 : : : : Changes from: January 19, 2010 : : 21 539 295 -134 36 -45 90 0 224 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 84.1 9.9 3.4 4.7 3.5 7.0 0.0 6.7 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 4 . 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 51,895 : : Positions : : 15,130 30,884 15,798 5,960 9,660 3,804 533 0 3,295 2,535 1,484 : : : : Changes from: January 19, 2010 : : 10 -127 60 0 0 0 0 0 -171 137 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 59.5 30.4 11.5 18.6 7.3 1.0 0.0 6.3 4.9 2.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 15 20 12 7 18 . . 0 . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated January 29, 2010