Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 35,677 : : Positions : : 24,820 30,889 6,091 1,271 2,897 0 600 0 1,799 0 0 : : : : Changes from: February 16, 2010 : : -89 953 667 -75 -517 0 0 0 0 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 86.6 17.1 3.6 8.1 0.0 1.7 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 27 10 . 12 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 23,205 : : Positions : : 14,039 22,091 8,096 20 969 0 0 0 0 0 0 : : : : Changes from: February 16, 2010 : : 1,663 1,998 335 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 95.2 34.9 0.1 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 19 9 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 8,004 : : Positions : : 3,733 5,992 2,377 149 483 0 0 0 368 216 114 : : : : Changes from: February 16, 2010 : : 229 292 82 31 -1 0 0 0 -32 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 74.9 29.7 1.9 6.0 0.0 0.0 0.0 4.6 2.7 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,894 : : Positions : : 5,937 6,541 1,009 837 2,211 0 0 0 190 175 0 : : : : Changes from: February 16, 2010 : : 244 133 -67 73 35 0 0 0 24 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 60.0 9.3 7.7 20.3 0.0 0.0 0.0 1.7 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 33 8 5 13 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 9,524 : : Positions : : 5,566 7,620 2,131 10 779 15 0 30 54 62 187 : : : : Changes from: February 16, 2010 : : 764 760 -24 0 28 0 0 0 10 5 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 80.0 22.4 0.1 8.2 0.2 0.0 0.3 0.6 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 39 14 . 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 4,550 : : Positions : : 2,041 2,873 611 657 331 680 0 0 0 0 0 : : : : Changes from: February 16, 2010 : : 47 272 110 10 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 63.1 13.4 14.4 7.3 14.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 4 . 6 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 12,568 : : Positions : : 11,707 9,196 135 2,606 726 0 0 0 0 0 0 : : : : Changes from: February 16, 2010 : : 1,195 370 0 825 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 73.2 1.1 20.7 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 355,917 : : Positions : : 90,715 218,308 84,193 1,531 24,591 38,021 19,713 25,229 11,574 1,846 37,299 : : : : Changes from: February 16, 2010 : : -5,632 9,834 -3,183 -16 -728 10,830 -3,917 -2,921 -3,331 -104 -1,832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 61.3 23.7 0.4 6.9 10.7 5.5 7.1 3.3 0.5 10.5 : : : : Number of Traders in Each Category Total Traders: 153 : : 48 66 15 . 11 31 9 19 16 8 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 69,140 : : Positions : : 29,967 29,304 3,097 81 13,759 0 1,694 0 1,890 4,628 16,599 : : : : Changes from: February 16, 2010 : : -26 -859 -387 8 -299 0 78 0 -209 103 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 42.4 4.5 0.1 19.9 0.0 2.4 0.0 2.7 6.7 24.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 6 6 . 8 0 . 0 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 20,358 : : Positions : : 10,964 16,226 5,790 148 1,101 401 0 0 725 1,625 577 : : : : Changes from: February 16, 2010 : : 705 1,150 1,270 100 0 0 0 0 275 1,100 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 79.7 28.4 0.7 5.4 2.0 0.0 0.0 3.6 8.0 2.8 : : : : Number of Traders in Each Category Total Traders: 70 : : 28 37 13 . 10 . 0 0 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 18,073 : : Positions : : 11,351 4,521 2,652 7,189 2,393 0 1,200 0 0 1,400 600 : : : : Changes from: February 16, 2010 : : 751 375 -50 0 50 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 25.0 14.7 39.8 13.2 0.0 6.6 0.0 0.0 7.7 3.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 9 8 8 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 14,028 : : Positions : : 6,748 9,180 1,125 3,049 635 460 0 80 4,376 0 544 : : : : Changes from: February 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 65.4 8.0 21.7 4.5 3.3 0.0 0.6 31.2 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 11 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 5,100 : : Positions : : 2,036 2,347 295 430 439 0 0 0 680 113 290 : : : : Changes from: February 16, 2010 : : 212 308 24 -84 32 -35 0 -8 94 -32 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 46.0 5.8 8.4 8.6 0.0 0.0 0.0 13.3 2.2 5.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 4 . 5 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 2,162 : : Positions : : 1,250 1,850 712 100 50 0 0 0 0 0 0 : : : : Changes from: February 16, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 85.6 32.9 4.6 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 8,397 : : Positions : : 7,117 6,889 481 501 418 0 0 0 93 343 131 : : : : Changes from: February 16, 2010 : : -51 214 131 -65 34 0 0 0 38 -39 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 82.0 5.7 6.0 5.0 0.0 0.0 0.0 1.1 4.1 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 2,944 : : Positions : : 2,834 1,781 43 155 0 0 0 0 0 710 0 : : : : Changes from: February 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 60.5 1.5 5.3 0.0 0.0 0.0 0.0 0.0 24.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 495,095 : : Positions : : 98,421 161,598 98,546 50,630 135,160 34,112 4,716 38,655 10,341 21,408 63,212 : : : : Changes from: February 16, 2010 : : -15,312 -11,360 1,405 -1,598 -6,167 -498 30 148 4,412 -1,347 9,883 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 32.6 19.9 10.2 27.3 6.9 1.0 7.8 2.1 4.3 12.8 : : : : Number of Traders in Each Category Total Traders: 104 : : 28 31 17 11 25 14 6 16 13 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 2,517,994 : : Positions : : 330,002 540,096 228,059 185,973 812,317 184,589 55,543 277,508 72,516 41,075 518,891 : : : : Changes from: February 16, 2010 : : -21,915 -21,699 -9,396 12,060 -34,125 13,299 -660 -23,103 -2,875 -1,221 -35,087 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 21.4 9.1 7.4 32.3 7.3 2.2 11.0 2.9 1.6 20.6 : : : : Number of Traders in Each Category Total Traders: 346 : : 49 58 18 23 37 83 36 75 57 55 97 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 86,433 : : Positions : : 54,917 21,819 2,170 2,070 6,719 334 13,331 5,468 136 20,747 13,699 : : : : Changes from: February 16, 2010 : : 1,290 -2,405 -1,216 58 269 -29 -2,017 -462 16 4,924 -2,109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 25.2 2.5 2.4 7.8 0.4 15.4 6.3 0.2 24.0 15.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 13 . 4 5 . 4 4 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 221,422 : : Positions : : 60,831 37,681 65,485 64,191 38,261 13,649 775 766 18,077 27,906 674 : : : : Changes from: February 16, 2010 : : 3,027 5,253 2,198 -3,052 2,079 -1,378 775 383 3,588 4,249 -825 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 17.0 29.6 29.0 17.3 6.2 0.4 0.3 8.2 12.6 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 11 10 7 15 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 140,597 : : Positions : : 11,423 12,328 10,074 31,654 56,570 25,274 4,411 22,950 2,456 808 8,798 : : : : Changes from: February 16, 2010 : : -554 -1,206 -1,911 -720 -3,215 102 -282 -2,301 -90 -446 -857 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 8.8 7.2 22.5 40.2 18.0 3.1 16.3 1.7 0.6 6.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 11 11 7 10 16 16 6 16 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 593,472 : : Positions : : 106,684 99,274 63,077 105,745 293,935 391 0 8,444 34,244 25 66,425 : : : : Changes from: February 16, 2010 : : -998 -798 446 4,335 -1,502 -125 0 -968 4,614 25 1,163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 16.7 10.6 17.8 49.5 0.1 0.0 1.4 5.8 0.0 11.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 11 11 7 19 25 . 0 . 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 65,192 : : Positions : : 30,686 46,232 17,549 2,073 15,537 25 540 0 1,040 455 350 : : : : Changes from: February 16, 2010 : : 1,080 580 -90 -345 527 -415 390 0 75 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 70.9 26.9 3.2 23.8 0.0 0.8 0.0 1.6 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 32 12 7 17 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 129,391 : : Positions : : 16,269 10,709 34,074 25,555 45,456 18,150 23,062 7,194 1,082 9,315 1,580 : : : : Changes from: February 16, 2010 : : -458 -182 -1,503 -3,432 -1,669 431 774 -1,007 0 706 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 8.3 26.3 19.8 35.1 14.0 17.8 5.6 0.8 7.2 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 6 6 8 10 17 6 8 10 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 36,268 : : Positions : : 1,980 3,810 5,252 4,298 17,305 400 2,684 6,770 1,471 0 200 : : : : Changes from: February 16, 2010 : : -100 -100 -1,184 -181 2,012 0 0 -1,000 800 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.5 10.5 14.5 11.9 47.7 1.1 7.4 18.7 4.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 7 6 11 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 96,302 : : Positions : : 9,181 12,567 27,561 31,591 21,746 0 0 0 475 0 1,898 : : : : Changes from: February 16, 2010 : : 813 -459 -535 272 379 0 0 0 180 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 13.0 28.6 32.8 22.6 0.0 0.0 0.0 0.5 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 6 7 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 34,200 : : Positions : : 9,375 14,205 17,640 12,020 6,085 750 1,307 150 200 300 0 : : : : Changes from: February 16, 2010 : : -60 290 450 100 1,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 41.5 51.6 35.1 17.8 2.2 3.8 0.4 0.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 16 9 11 12 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 301,144 : : Positions : : 94,017 213,709 40,452 1,284 15,299 65,937 4,069 27,008 14,530 2,840 22,774 : : : : Changes from: February 16, 2010 : : -7,357 9,412 -2,119 527 567 14,365 -2,342 2,572 187 -54 -4,008 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 71.0 13.4 0.4 5.1 21.9 1.4 9.0 4.8 0.9 7.6 : : : : Number of Traders in Each Category Total Traders: 205 : : 57 77 17 5 17 54 10 27 18 15 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 22,678 : : Positions : : 13,922 13,832 536 2,162 123 391 0 217 1,877 0 87 : : : : Changes from: February 16, 2010 : : 806 564 0 -52 0 0 0 0 461 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 61.0 2.4 9.5 0.5 1.7 0.0 1.0 8.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 9,194 : : Positions : : 4,404 6,634 1,354 274 1,734 816 75 0 630 100 225 : : : : Changes from: February 16, 2010 : : 225 625 337 -138 320 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 72.2 14.7 3.0 18.9 8.9 0.8 0.0 6.9 1.1 2.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 22 9 . 9 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 51,199 : : Positions : : 37,364 38,036 4,378 6,524 3,687 2,000 1,055 1,680 465 0 0 : : : : Changes from: February 16, 2010 : : 4,478 3,604 -447 -272 122 250 969 1,050 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 74.3 8.6 12.7 7.2 3.9 2.1 3.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 26 8 4 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 23,136 : : Positions : : 12,350 21,666 7,570 0 920 2,200 0 0 0 0 0 : : : : Changes from: February 16, 2010 : : 160 510 350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 93.6 32.7 0.0 4.0 9.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 12 11 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 15,411 : : Positions : : 8,479 8,115 3,672 4,192 1,854 456 0 600 150 400 200 : : : : Changes from: February 16, 2010 : : 815 515 50 0 25 -300 0 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 52.7 23.8 27.2 12.0 3.0 0.0 3.9 1.0 2.6 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 14 16 10 8 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 3,437 : : Positions : : 1,000 2,025 1,283 128 170 0 90 0 0 15 35 : : : : Changes from: February 16, 2010 : : 40 40 5 2 -5 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 58.9 37.3 3.7 4.9 0.0 2.6 0.0 0.0 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 12 8 . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 13,715 : : Positions : : 10,229 11,799 2,703 1,298 468 180 150 0 0 0 0 : : : : Changes from: February 16, 2010 : : 584 709 125 0 -89 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 86.0 19.7 9.5 3.4 1.3 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 5 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 20,696 : : Positions : : 12,331 8,716 4,901 6,782 2,256 0 2,372 531 480 32 0 : : : : Changes from: February 16, 2010 : : 750 1,161 132 128 -289 0 -584 -105 0 32 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 42.1 23.7 32.8 10.9 0.0 11.5 2.6 2.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 18 17 7 12 11 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 13,987 : : Positions : : 9,949 11,346 1,954 79 1,168 225 1,110 150 407 0 134 : : : : Changes from: February 16, 2010 : : -107 308 97 0 119 0 -300 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 81.1 14.0 0.6 8.4 1.6 7.9 1.1 2.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 6 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 48,158 : : Positions : : 12,585 27,351 17,006 4,809 10,838 2,801 502 31 704 2,478 1,337 : : : : Changes from: February 16, 2010 : : 11 166 285 -111 1,980 0 180 0 -61 0 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 56.8 35.3 10.0 22.5 5.8 1.0 0.1 1.5 5.1 2.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 15 19 14 5 18 . . . . 4 4 : ----------------------------------------------------------------------------------------------------------------
Updated February 26, 2010