Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 42,432 : : Positions : : 29,483 34,960 8,980 2,023 3,027 0 0 0 819 2,180 64 : : : : Changes from: December 7, 2010 : : 1,535 1,519 215 130 0 0 0 0 0 101 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 82.4 21.2 4.8 7.1 0.0 0.0 0.0 1.9 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 27 33 11 4 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 28,624 : : Positions : : 22,765 22,685 3,108 3,265 2,474 0 0 0 200 0 0 : : : : Changes from: December 7, 2010 : : -224 -79 0 -145 69 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 79.3 10.9 11.4 8.6 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 14, 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 5,492 : : Positions : : 1,881 3,612 1,513 13 360 0 0 0 170 216 31 : : : : Changes from: December 7, 2010 : : -52 50 -7 5 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 65.8 27.5 0.2 6.6 0.0 0.0 0.0 3.1 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 8,768 : : Positions : : 4,204 4,625 624 686 2,021 0 0 0 498 293 146 : : : : Changes from: December 7, 2010 : : 233 626 43 -52 10 0 0 0 13 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 52.7 7.1 7.8 23.0 0.0 0.0 0.0 5.7 3.3 1.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 24 7 10 16 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 7,106 : : Positions : : 3,683 5,043 1,411 62 849 0 0 0 394 418 290 : : : : Changes from: December 7, 2010 : : 340 423 26 5 3 0 0 0 16 -2 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 71.0 19.9 0.9 11.9 0.0 0.0 0.0 5.5 5.9 4.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 38 12 . 13 0 0 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 2,604 : : Positions : : 585 782 90 1,039 338 195 0 0 514 0 5 : : : : Changes from: December 7, 2010 : : 25 10 0 45 0 0 0 0 70 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 30.0 3.5 39.9 13.0 7.5 0.0 0.0 19.7 0.0 0.2 : : : : 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 14, 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 1,458 : : Positions : : 545 884 400 19 158 0 0 0 30 40 0 : : : : Changes from: December 7, 2010 : : 29 182 0 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 60.6 27.4 1.3 10.8 0.0 0.0 0.0 2.1 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 15,297 : : Positions : : 9,093 14,399 5,436 100 588 0 0 0 0 200 0 : : : : Changes from: December 7, 2010 : : 1,246 2,696 1,420 -30 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 94.1 35.5 0.7 3.8 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 11 8 . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 383,530 : : Positions : : 103,693 232,354 76,494 1,423 23,482 51,936 15,347 23,392 9,387 14,182 45,149 : : : : Changes from: December 7, 2010 : : -2,316 -8,830 -1,527 97 2,665 -6,425 -527 -1,635 -228 -1,415 -2,401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 60.6 19.9 0.4 6.1 13.5 4.0 6.1 2.4 3.7 11.8 : : : : Number of Traders in Each Category Total Traders: 170 : : 52 68 17 . 17 36 8 21 14 16 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 112,600 : : Positions : : 49,086 54,048 13,385 66 16,688 0 0 0 105 9,052 28,446 : : : : Changes from: December 7, 2010 : : -422 -335 542 66 -150 0 0 0 -6 133 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 48.0 11.9 0.1 14.8 0.0 0.0 0.0 0.1 8.0 25.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 5 . 6 0 0 0 . 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 16,334 : : Positions : : 8,347 12,267 5,117 150 1,712 100 0 100 375 1,540 500 : : : : Changes from: December 7, 2010 : : 0 1,050 1,200 50 -275 0 0 0 0 150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 75.1 31.3 0.9 10.5 0.6 0.0 0.6 2.3 9.4 3.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 28 35 11 . 10 . 0 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 : : 2,005 3,726 1,237 2,013 1,168 390 0 0 2,070 0 25 : : : : Changes from: December 7, 2010 : : 50 525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 53.8 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: 41 : : 14 12 7 9 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 9,447 : : Positions : : 5,650 5,325 150 3,005 390 300 80 0 2,288 0 627 : : : : Changes from: December 7, 2010 : : 0 -150 0 0 0 0 0 0 -150 0 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 56.4 1.6 31.8 4.1 3.2 0.8 0.0 24.2 0.0 6.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #022A46 Open Interest is 3,561 : : Positions : : 1,103 1,075 233 423 1,316 0 0 0 152 0 455 : : : : Changes from: December 7, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 30.2 6.5 11.9 36.9 0.0 0.0 0.0 4.3 0.0 12.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 7 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 7,416 : : Positions : : 5,453 5,433 128 673 165 716 143 198 324 244 274 : : : : Changes from: December 7, 2010 : : 245 97 7 40 -30 0 7 -26 -91 36 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 73.3 1.7 9.1 2.2 9.7 1.9 2.7 4.4 3.3 3.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 18 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 7,568 : : Positions : : 6,604 6,112 781 355 115 0 0 0 0 849 0 : : : : Changes from: December 7, 2010 : : 806 709 -8 39 -29 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 80.8 10.3 4.7 1.5 0.0 0.0 0.0 0.0 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 2,737 : : Positions : : 2,020 1,652 0 0 0 163 270 11 0 54 0 : : : : Changes from: December 7, 2010 : : 171 290 0 0 0 6 90 1 0 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 60.4 0.0 0.0 0.0 6.0 9.9 0.4 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 19 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 1,962 : : Positions : : 1,263 1,356 0 111 76 0 30 0 135 0 20 : : : : Changes from: December 7, 2010 : : 33 49 0 13 25 0 0 0 40 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 69.1 0.0 5.7 3.9 0.0 1.5 0.0 6.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 18 0 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 528,868 : : Positions : : 131,481 197,207 69,158 63,333 108,375 42,789 14,872 40,474 29,796 631 88,925 : : : : Changes from: December 7, 2010 : : -17,794 -9,568 745 5,026 1,110 -167 -3,336 657 8,039 -878 809 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 37.3 13.1 12.0 20.5 8.1 2.8 7.7 5.6 0.1 16.8 : : : : Number of Traders in Each Category Total Traders: 118 : : 34 36 12 16 25 17 6 17 25 4 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 2,479,732 : : Positions : : 349,259 518,886 220,119 288,841 673,802 248,276 42,386 273,946 82,171 79,802 529,987 : : : : Changes from: December 7, 2010 : : -11,969 3,665 2,784 -19,785 27,243 -6,770 -5,853 -714 -4,136 9,544 -13,591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 20.9 8.9 11.6 27.2 10.0 1.7 11.0 3.3 3.2 21.4 : : : : Number of Traders in Each Category Total Traders: 407 : : 54 60 17 30 43 95 45 85 77 68 111 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 153,611 : : Positions : : 37,114 88,533 0 15,650 5,576 2,424 7,023 8,301 77,294 2,735 20,867 : : : : Changes from: December 7, 2010 : : 3,510 -597 0 394 514 -69 1,757 1,140 -1,729 196 291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 57.6 0.0 10.2 3.6 1.6 4.6 5.4 50.3 1.8 13.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 13 0 5 5 . 4 . 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 240,694 : : Positions : : 53,428 42,973 67,983 74,568 40,538 0 93 521 30,204 16,995 10,374 : : : : Changes from: December 7, 2010 : : -352 -3,092 388 1,733 -141 -471 93 377 2,810 827 322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 17.9 28.2 31.0 16.8 0.0 0.0 0.2 12.5 7.1 4.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 12 9 9 16 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 120,291 : : Positions : : 10,584 9,838 6,751 30,443 42,766 22,251 2,595 21,614 3,033 587 9,462 : : : : Changes from: December 7, 2010 : : -67 -62 -49 -1,168 620 -1,191 -44 1,604 -32 -85 -1,242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 8.2 5.6 25.3 35.6 18.5 2.2 18.0 2.5 0.5 7.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 9 9 5 12 15 12 . 11 10 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 598,694 : : Positions : : 111,379 91,299 41,249 103,211 280,270 2,668 0 12,260 42,027 2,603 95,035 : : : : Changes from: December 7, 2010 : : -2,414 -2,874 1,952 5,801 343 898 0 -1,053 -667 25 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 15.2 6.9 17.2 46.8 0.4 0.0 2.0 7.0 0.4 15.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 10 10 8 20 27 . 0 . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 40,164 : : Positions : : 14,613 21,598 13,698 4,903 11,220 0 294 0 428 1,872 50 : : : : Changes from: December 7, 2010 : : 1,735 1,650 555 640 695 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 53.8 34.1 12.2 27.9 0.0 0.7 0.0 1.1 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 24 24 15 5 14 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 88,209 : : Positions : : 10,253 4,495 39,837 16,797 28,284 4,451 24,090 1,362 0 7,154 812 : : : : Changes from: December 7, 2010 : : 250 -15 1,541 5,812 -545 -43 -3,809 -883 0 300 -247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 5.1 45.2 19.0 32.1 5.0 27.3 1.5 0.0 8.1 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 7 7 13 8 17 . 7 6 0 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 15,345 : : Positions : : 4,837 4,180 2,503 6,810 3,655 4,325 271 0 0 350 0 : : : : Changes from: December 7, 2010 : : 150 150 188 -112 37 0 246 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 27.2 16.3 44.4 23.8 28.2 1.8 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 10 6 11 7 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 296,623 : : Positions : : 101,145 210,691 35,467 6,770 20,413 69,750 2,809 17,863 12,441 7,925 15,449 : : : : Changes from: December 7, 2010 : : 2,919 75 569 61 1,211 -2,511 -1,018 -376 -92 395 -448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 71.0 12.0 2.3 6.9 23.5 0.9 6.0 4.2 2.7 5.2 : : : : Number of Traders in Each Category Total Traders: 200 : : 55 73 15 6 15 65 8 22 11 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 20,231 : : Positions : : 10,682 11,763 1,350 1,237 97 2,073 538 445 1,029 697 781 : : : : Changes from: December 7, 2010 : : 1,396 1,142 0 -59 30 0 -83 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 58.1 6.7 6.1 0.5 10.2 2.7 2.2 5.1 3.4 3.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 5,156 : : Positions : : 3,257 4,185 1,475 557 151 50 0 0 136 200 0 : : : : Changes from: December 7, 2010 : : 400 250 150 100 0 0 0 0 100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 81.2 28.6 10.8 2.9 1.0 0.0 0.0 2.6 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 18 8 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 53,933 : : Positions : : 44,303 31,224 6,379 17,884 2,078 230 2,497 15 0 0 0 : : : : Changes from: December 7, 2010 : : 407 157 495 445 -160 -100 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 57.9 11.8 33.2 3.9 0.4 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 25 7 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 18,954 : : Positions : : 15,399 15,494 2,275 2,550 910 200 0 0 0 0 0 : : : : Changes from: December 7, 2010 : : 530 380 125 300 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 81.7 12.0 13.5 4.8 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 7 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 7,857 : : Positions : : 3,035 3,050 1,940 200 1,682 750 0 0 150 2,775 150 : : : : Changes from: December 7, 2010 : : 445 270 0 -25 25 0 0 0 50 300 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 38.8 24.7 2.5 21.4 9.5 0.0 0.0 1.9 35.3 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 15 11 . 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 16,544 : : Positions : : 11,981 13,324 1,427 1,910 1,040 105 0 90 1,691 0 50 : : : : Changes from: December 7, 2010 : : 651 819 -57 25 50 30 0 90 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 80.5 8.6 11.5 6.3 0.6 0.0 0.5 10.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 14 6 5 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 15,848 : : Positions : : 7,658 7,600 4,481 4,382 1,756 0 437 194 1,014 846 433 : : : : Changes from: December 7, 2010 : : 102 245 184 -142 142 0 0 44 498 150 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 48.0 28.3 27.7 11.1 0.0 2.8 1.2 6.4 5.3 2.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 19 18 7 9 10 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 14,030 : : Positions : : 12,922 8,128 314 3,101 323 300 1,800 27 0 471 54 : : : : Changes from: December 7, 2010 : : 98 92 -135 300 54 300 -129 27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 57.9 2.2 22.1 2.3 2.1 12.8 0.2 0.0 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 17 . 5 . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 32,618 : : Positions : : 8,597 20,648 8,995 2,853 5,348 0 0 50 6,934 1,242 2,191 : : : : Changes from: December 7, 2010 : : 400 1,020 0 -330 0 0 0 0 440 0 595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 63.3 27.6 8.7 16.4 0.0 0.0 0.2 21.3 3.8 6.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 17 17 12 5 16 0 0 . 5 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated December 17, 2010