Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 40,687 : : Positions : : 27,948 33,441 8,765 1,893 3,027 0 0 0 819 2,079 64 : : : : Changes from: November 30, 2010 : : -4,198 -4,627 -667 722 -1,453 0 0 0 -166 -1,101 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 82.2 21.5 4.7 7.4 0.0 0.0 0.0 2.0 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 34 12 . 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 28,779 : : Positions : : 22,989 22,764 3,108 3,410 2,405 0 0 0 200 0 0 : : : : Changes from: November 30, 2010 : : -4,329 -3,200 -60 -1,384 -36 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 79.1 10.8 11.8 8.4 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 24 6 4 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 5,367 : : Positions : : 1,933 3,562 1,520 8 362 0 0 0 170 216 31 : : : : Changes from: November 30, 2010 : : -209 -338 -196 8 -78 0 0 0 24 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 66.4 28.3 0.1 6.7 0.0 0.0 0.0 3.2 4.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 8,609 : : Positions : : 3,971 3,999 581 738 2,011 0 0 0 485 183 146 : : : : Changes from: November 30, 2010 : : -1,163 -1,404 -91 -25 -236 0 0 0 -237 -125 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 46.5 6.7 8.6 23.4 0.0 0.0 0.0 5.6 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 21 6 10 16 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 6,770 : : Positions : : 3,343 4,620 1,385 57 846 0 0 0 378 420 243 : : : : Changes from: November 30, 2010 : : -1,200 -1,492 111 -36 -220 0 0 0 -311 66 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 68.2 20.5 0.8 12.5 0.0 0.0 0.0 5.6 6.2 3.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 36 12 . 13 0 0 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,514 : : Positions : : 560 772 90 994 338 195 0 0 444 0 15 : : : : Changes from: November 30, 2010 : : 56 9 -29 148 -82 -30 0 0 172 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 30.7 3.6 39.5 13.4 7.8 0.0 0.0 17.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . 5 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,410 : : Positions : : 516 702 400 19 146 0 0 0 30 40 0 : : : : Changes from: November 30, 2010 : : -353 -460 -45 5 32 0 0 0 -30 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 49.8 28.4 1.3 10.4 0.0 0.0 0.0 2.1 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 12,701 : : Positions : : 7,847 11,703 4,016 130 658 0 0 0 0 200 0 : : : : Changes from: November 30, 2010 : : -2,305 -2,391 -331 -30 -419 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 92.1 31.6 1.0 5.2 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 10 7 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 397,749 : : Positions : : 106,009 241,184 78,021 1,325 20,817 58,361 15,874 25,026 9,615 15,598 47,551 : : : : Changes from: November 30, 2010 : : 3,278 14,803 -1,430 150 -742 17,175 1,926 -2,730 -456 698 4,410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 60.6 19.6 0.3 5.2 14.7 4.0 6.3 2.4 3.9 12.0 : : : : Number of Traders in Each Category Total Traders: 168 : : 47 67 15 . 16 42 5 23 14 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 112,684 : : Positions : : 49,508 54,383 12,842 0 16,838 0 0 0 111 8,919 28,564 : : : : Changes from: November 30, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 48.3 11.4 0.0 14.9 0.0 0.0 0.0 0.1 7.9 25.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 6 0 6 0 0 0 . 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 15,409 : : Positions : : 8,347 11,217 3,917 100 1,987 100 0 100 375 1,390 550 : : : : Changes from: November 30, 2010 : : -5,468 -3,665 906 -702 -393 50 0 0 -50 -232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 72.8 25.4 0.6 12.9 0.6 0.0 0.6 2.4 9.0 3.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 24 35 12 . 10 . 0 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 6,932 : : Positions : : 1,955 3,201 1,237 2,013 1,168 390 0 0 2,070 0 25 : : : : Changes from: November 30, 2010 : : -325 -765 223 56 -718 0 0 0 -225 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 46.2 17.8 29.0 16.8 5.6 0.0 0.0 29.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 10 7 9 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 9,471 : : Positions : : 5,650 5,475 150 3,005 390 300 80 0 2,438 0 501 : : : : Changes from: November 30, 2010 : : 75 -525 0 -350 -90 0 0 0 -950 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 57.8 1.6 31.7 4.1 3.2 0.8 0.0 25.7 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 8 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,317 : : Positions : : 5,208 5,336 121 633 195 716 136 224 415 208 280 : : : : Changes from: November 30, 2010 : : -167 152 29 103 23 -34 26 -16 119 -466 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 72.9 1.7 8.7 2.7 9.8 1.9 3.1 5.7 2.8 3.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 6,814 : : Positions : : 5,798 5,403 789 316 144 0 0 0 0 849 0 : : : : Changes from: November 30, 2010 : : -1,376 -727 335 -290 -107 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 79.3 11.6 4.6 2.1 0.0 0.0 0.0 0.0 12.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 20 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,648 : : Positions : : 1,849 1,362 0 0 0 157 180 10 0 55 0 : : : : Changes from: November 30, 2010 : : -223 -238 0 0 0 33 0 -30 0 17 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 51.4 0.0 0.0 0.0 5.9 6.8 0.4 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 17 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,818 : : Positions : : 1,230 1,307 0 98 51 0 30 0 95 0 25 : : : : Changes from: November 30, 2010 : : -284 -340 -36 -36 -24 0 0 0 -66 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 71.9 0.0 5.4 2.8 0.0 1.7 0.0 5.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 0 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 543,218 : : Positions : : 149,275 206,775 68,413 58,307 107,265 42,956 18,208 39,817 21,757 1,509 88,117 : : : : Changes from: November 30, 2010 : : 13,339 25,539 2,944 -2,585 9,786 8,869 -31 2,331 -2,623 -88 12,340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 38.1 12.6 10.7 19.7 7.9 3.4 7.3 4.0 0.3 16.2 : : : : Number of Traders in Each Category Total Traders: 123 : : 36 39 11 18 26 16 7 17 19 7 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 2,489,980 : : Positions : : 361,229 515,221 217,335 308,627 646,559 255,046 48,239 274,659 86,307 70,258 543,578 : : : : Changes from: November 30, 2010 : : 15,350 33,146 3,377 14,349 18,240 37,415 -5,187 543 -3,629 6,017 23,714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 20.7 8.7 12.4 26.0 10.2 1.9 11.0 3.5 2.8 21.8 : : : : Number of Traders in Each Category Total Traders: 396 : : 51 56 17 32 43 95 42 79 80 60 110 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 150,069 : : Positions : : 33,604 89,129 0 15,256 5,062 2,493 5,265 7,161 79,023 2,539 20,576 : : : : Changes from: November 30, 2010 : : -1,487 1,458 0 -1,872 400 342 -1,686 1,903 -2,088 -770 3,027 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 59.4 0.0 10.2 3.4 1.7 3.5 4.8 52.7 1.7 13.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 12 0 5 5 . 4 . 4 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 236,465 : : Positions : : 53,780 46,065 67,595 72,835 40,679 471 0 144 27,394 16,168 10,052 : : : : Changes from: November 30, 2010 : : -561 971 -2,161 1,287 -5,001 -1,220 0 -193 320 -388 -3,975 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 19.5 28.6 30.8 17.2 0.2 0.0 0.1 11.6 6.8 4.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 13 9 9 16 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 120,539 : : Positions : : 10,651 9,899 6,799 31,612 42,146 23,442 2,639 20,010 3,065 672 10,704 : : : : Changes from: November 30, 2010 : : 472 458 419 5,891 -1,097 4,540 -1,014 811 -127 242 1,132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 8.2 5.6 26.2 35.0 19.4 2.2 16.6 2.5 0.6 8.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 8 8 6 11 15 14 4 11 9 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 602,883 : : Positions : : 113,793 94,173 39,297 97,410 279,927 1,770 0 13,312 42,694 2,579 95,078 : : : : Changes from: November 30, 2010 : : 5,756 4,335 -2,487 -912 16,129 1,221 0 1,791 3,494 547 6,458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 15.6 6.5 16.2 46.4 0.3 0.0 2.2 7.1 0.4 15.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 9 9 8 19 26 . 0 . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 37,079 : : Positions : : 12,878 19,948 13,143 4,263 10,525 0 294 0 428 1,872 50 : : : : Changes from: November 30, 2010 : : 274 -3,691 -3,723 1,553 -2,420 0 -1,058 0 220 -90 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 53.8 35.4 11.5 28.4 0.0 0.8 0.0 1.2 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 24 24 14 6 14 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 87,982 : : Positions : : 10,003 4,510 38,296 10,985 28,829 4,494 27,899 2,245 0 6,854 1,059 : : : : Changes from: November 30, 2010 : : 303 71 1,524 20 355 43 1,981 957 0 -200 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 5.1 43.5 12.5 32.8 5.1 31.7 2.6 0.0 7.8 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 7 7 13 8 17 4 7 6 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 14,970 : : Positions : : 4,687 4,030 2,315 6,922 3,618 4,325 25 0 0 350 0 : : : : Changes from: November 30, 2010 : : -705 -530 -453 -628 -572 -200 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 26.9 15.5 46.2 24.2 28.9 0.2 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 10 5 12 7 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 295,456 : : Positions : : 98,226 210,616 34,898 6,709 19,203 72,261 3,827 18,240 12,533 7,530 15,896 : : : : Changes from: November 30, 2010 : : -1,511 808 -490 592 -2,582 2,430 -570 -3,026 -361 692 795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 71.3 11.8 2.3 6.5 24.5 1.3 6.2 4.2 2.5 5.4 : : : : Number of Traders in Each Category Total Traders: 201 : : 56 75 15 5 15 62 8 21 15 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 19,927 : : Positions : : 9,286 10,621 1,350 1,296 67 2,073 621 445 1,029 697 781 : : : : Changes from: November 30, 2010 : : -4,234 -3,323 -999 -1,342 -132 322 151 -130 378 28 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 53.3 6.8 6.5 0.3 10.4 3.1 2.2 5.2 3.5 3.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 4,706 : : Positions : : 2,857 3,935 1,325 457 151 50 0 0 36 150 0 : : : : Changes from: November 30, 2010 : : -887 -654 -63 -19 -232 -50 0 0 -86 -160 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 83.6 28.2 9.7 3.2 1.1 0.0 0.0 0.8 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 17 8 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 53,291 : : Positions : : 43,896 31,067 5,884 17,439 2,238 330 2,297 15 0 0 0 : : : : Changes from: November 30, 2010 : : -6,121 -8,106 -1,232 423 -365 -130 111 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 58.3 11.0 32.7 4.2 0.6 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 25 7 6 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,379 : : Positions : : 14,869 15,114 2,150 2,250 915 200 0 0 0 0 0 : : : : Changes from: November 30, 2010 : : 533 -842 -845 225 -200 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 82.2 11.7 12.2 5.0 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 7 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,387 : : Positions : : 2,590 2,780 1,940 225 1,657 750 0 0 100 2,475 0 : : : : Changes from: November 30, 2010 : : -225 -765 -474 -509 -113 0 0 0 0 425 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 37.6 26.3 3.0 22.4 10.2 0.0 0.0 1.4 33.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 13 10 4 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 15,680 : : Positions : : 11,330 12,505 1,484 1,885 990 75 0 0 1,591 0 50 : : : : Changes from: November 30, 2010 : : -1,200 -2,143 -586 -587 94 -75 0 0 -854 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 79.8 9.5 12.0 6.3 0.5 0.0 0.0 10.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 14 6 5 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 15,409 : : Positions : : 7,556 7,355 4,297 4,524 1,614 0 437 150 516 696 420 : : : : Changes from: November 30, 2010 : : -1,524 -1,116 303 -619 -76 0 -56 0 -338 304 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 47.7 27.9 29.4 10.5 0.0 2.8 1.0 3.3 4.5 2.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 18 6 10 10 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 13,686 : : Positions : : 12,824 8,036 449 2,801 269 0 1,929 0 0 471 54 : : : : Changes from: November 30, 2010 : : -1,573 -1,013 91 -685 -122 0 90 -33 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 58.7 3.3 20.5 2.0 0.0 14.1 0.0 0.0 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 16 . 5 . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 31,333 : : Positions : : 8,197 19,628 8,995 3,183 5,348 0 0 50 6,494 1,242 1,596 : : : : Changes from: November 30, 2010 : : -971 -821 -650 118 -324 0 0 0 689 -176 288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 62.6 28.7 10.2 17.1 0.0 0.0 0.2 20.7 4.0 5.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 17 17 12 5 16 0 0 . 5 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated December 10, 2010