Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 46,091 : : Positions : : 31,376 36,825 9,017 2,032 4,612 0 0 0 819 2,380 64 : : : : Changes from: December 14, 2010 : : 1,893 1,865 37 9 1,585 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 79.9 19.6 4.4 10.0 0.0 0.0 0.0 1.8 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 33 11 4 13 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 29,723 : : Positions : : 23,479 23,703 3,450 3,315 2,505 0 0 0 200 0 0 : : : : Changes from: December 14, 2010 : : 714 1,018 342 50 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 79.7 11.6 11.2 8.4 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 25 6 4 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 5,433 : : Positions : : 1,806 3,568 1,513 13 360 0 0 0 170 216 31 : : : : Changes from: December 14, 2010 : : -75 -44 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 65.7 27.8 0.2 6.6 0.0 0.0 0.0 3.1 4.0 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 21, 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 8,951 : : Positions : : 4,371 4,773 624 677 1,999 0 0 0 512 291 140 : : : : Changes from: December 14, 2010 : : 167 148 0 -9 -22 0 0 0 14 -2 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 53.3 7.0 7.6 22.3 0.0 0.0 0.0 5.7 3.3 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 24 7 10 16 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 7,246 : : Positions : : 3,698 5,219 1,486 45 858 0 0 0 525 427 240 : : : : Changes from: December 14, 2010 : : 15 176 75 -17 9 0 0 0 131 9 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 72.0 20.5 0.6 11.8 0.0 0.0 0.0 7.2 5.9 3.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 34 39 13 . 13 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 2,613 : : Positions : : 585 797 90 1,004 347 195 0 0 514 0 5 : : : : Changes from: December 14, 2010 : : 0 15 0 -35 9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 30.5 3.4 38.4 13.3 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 21, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,567 : : Positions : : 979 750 80 172 10 0 0 0 0 35 0 : : : : Changes from: December 14, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 47.9 5.1 11.0 0.6 0.0 0.0 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 1,601 : : Positions : : 614 953 410 19 170 0 0 0 30 40 40 : : : : Changes from: December 14, 2010 : : 69 69 10 0 12 0 0 0 0 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 59.5 25.6 1.2 10.6 0.0 0.0 0.0 1.9 2.5 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 1,608 : : Positions : : 1,525 1,471 75 130 0 0 0 0 0 0 0 : : : : Changes from: December 14, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 91.5 4.7 8.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 16,510 : : Positions : : 9,726 15,312 5,686 100 888 0 0 0 0 200 0 : : : : Changes from: December 14, 2010 : : 633 913 250 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 92.7 34.4 0.6 5.4 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 11 8 . 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 392,693 : : Positions : : 103,841 236,023 78,880 1,847 24,904 52,994 15,092 22,496 9,768 14,684 48,510 : : : : Changes from: December 14, 2010 : : 147 3,669 2,385 424 1,422 1,058 -255 -896 381 501 3,360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 60.1 20.1 0.5 6.3 13.5 3.8 5.7 2.5 3.7 12.4 : : : : Number of Traders in Each Category Total Traders: 175 : : 52 68 17 . 16 39 8 19 12 19 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 114,534 : : Positions : : 49,882 55,206 13,593 165 16,860 0 0 0 142 9,088 29,062 : : : : Changes from: December 14, 2010 : : 795 1,157 209 100 172 0 0 0 37 36 616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 48.2 11.9 0.1 14.7 0.0 0.0 0.0 0.1 7.9 25.4 : : : : 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 21, 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 17,210 : : Positions : : 8,589 12,943 5,694 150 1,862 100 0 100 325 1,665 425 : : : : Changes from: December 14, 2010 : : 242 676 577 0 150 0 0 0 -50 125 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 75.2 33.1 0.9 10.8 0.6 0.0 0.6 1.9 9.7 2.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 30 35 11 . 10 . 0 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 7,118 : : Positions : : 2,005 3,876 1,237 1,563 1,354 90 0 0 2,070 0 25 : : : : Changes from: December 14, 2010 : : 0 150 0 -450 186 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 54.5 17.4 22.0 19.0 1.3 0.0 0.0 29.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 12 7 9 6 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 9,422 : : Positions : : 5,625 4,950 150 3,080 390 300 80 0 2,163 150 752 : : : : Changes from: December 14, 2010 : : -25 -375 0 75 0 0 0 0 -125 150 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 52.5 1.6 32.7 4.1 3.2 0.8 0.0 23.0 1.6 8.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 8 . 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 3,492 : : Positions : : 1,076 1,040 240 439 1,271 0 0 0 154 0 448 : : : : Changes from: December 14, 2010 : : -27 -34 8 16 -45 0 0 0 2 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 29.8 6.9 12.6 36.4 0.0 0.0 0.0 4.4 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 21, 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 7,089 : : Positions : : 5,137 5,116 106 578 187 716 36 212 226 334 327 : : : : Changes from: December 14, 2010 : : -316 -317 -22 -95 22 0 -107 14 -98 90 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 72.2 1.5 8.2 2.6 10.1 0.5 3.0 3.2 4.7 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 8,783 : : Positions : : 7,686 7,261 751 275 183 0 0 0 43 849 40 : : : : Changes from: December 14, 2010 : : 1,082 1,149 -30 -80 68 0 0 0 43 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 82.7 8.6 3.1 2.1 0.0 0.0 0.0 0.5 9.7 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 26 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 2,840 : : Positions : : 2,074 1,687 0 0 0 181 315 13 0 54 0 : : : : Changes from: December 14, 2010 : : 54 35 0 0 0 18 45 2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 59.4 0.0 0.0 0.0 6.4 11.1 0.5 0.0 1.9 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 21, 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 2,006 : : Positions : : 1,386 1,439 40 125 83 0 30 0 145 0 5 : : : : Changes from: December 14, 2010 : : 123 83 40 14 7 0 0 0 10 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 71.7 2.0 6.2 4.1 0.0 1.5 0.0 7.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 22 . 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 529,393 : : Positions : : 135,580 202,322 73,678 68,551 101,997 42,227 13,928 38,864 33,893 1,922 84,979 : : : : Changes from: December 14, 2010 : : 4,099 5,115 4,520 5,218 -6,378 -562 -944 -1,610 4,097 1,290 -3,947 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 38.2 13.9 12.9 19.3 8.0 2.6 7.3 6.4 0.4 16.1 : : : : Number of Traders in Each Category Total Traders: 112 : : 33 34 12 14 23 16 4 14 20 9 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 2,401,391 : : Positions : : 353,513 527,274 224,750 289,706 661,877 251,220 43,752 248,212 79,994 80,293 488,821 : : : : Changes from: December 14, 2010 : : 4,253 8,388 4,631 865 -11,925 2,944 1,366 -25,733 -2,178 491 -41,166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 22.0 9.4 12.1 27.6 10.5 1.8 10.3 3.3 3.3 20.4 : : : : Number of Traders in Each Category Total Traders: 376 : : 49 58 16 31 43 94 38 70 70 55 100 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 154,015 : : Positions : : 35,344 82,900 0 21,117 6,445 2,350 4,299 7,449 76,750 2,572 23,169 : : : : Changes from: December 14, 2010 : : -1,770 -5,632 0 5,467 869 -74 -2,724 -852 -545 -163 2,302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 53.8 0.0 13.7 4.2 1.5 2.8 4.8 49.8 1.7 15.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 11 0 4 4 . . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 241,819 : : Positions : : 52,965 43,428 67,093 73,788 41,278 0 9 522 33,187 17,055 11,166 : : : : Changes from: December 14, 2010 : : -463 455 -890 -780 740 0 -84 1 2,983 60 792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 18.0 27.7 30.5 17.1 0.0 0.0 0.2 13.7 7.1 4.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 12 9 9 16 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 120,559 : : Positions : : 10,955 10,025 6,978 30,682 42,909 21,742 2,256 21,698 2,773 590 9,419 : : : : Changes from: December 14, 2010 : : 371 187 228 239 143 -509 -339 84 -260 3 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 8.3 5.8 25.5 35.6 18.0 1.9 18.0 2.3 0.5 7.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 8 8 6 11 15 11 6 11 9 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 601,769 : : Positions : : 111,759 90,467 40,878 103,293 283,017 3,010 0 12,414 41,706 3,007 95,819 : : : : Changes from: December 14, 2010 : : 380 -831 -371 83 2,747 342 0 155 -321 403 784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 15.0 6.8 17.2 47.0 0.5 0.0 2.1 6.9 0.5 15.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 10 10 8 20 27 . 0 . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 42,837 : : Positions : : 15,918 22,948 13,964 5,186 12,110 0 294 0 478 1,872 150 : : : : Changes from: December 14, 2010 : : 1,305 1,350 266 283 890 0 0 0 50 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 53.6 32.6 12.1 28.3 0.0 0.7 0.0 1.1 4.4 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 25 24 14 6 14 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 87,287 : : Positions : : 10,655 3,950 39,765 18,274 27,382 4,451 23,292 913 0 6,779 817 : : : : Changes from: December 14, 2010 : : 402 -545 -72 1,477 -902 0 -798 -449 0 -375 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 4.5 45.6 20.9 31.4 5.1 26.7 1.0 0.0 7.8 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 7 5 12 9 16 . 5 4 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 15,645 : : Positions : : 4,987 4,480 2,653 6,810 3,655 4,325 394 0 0 200 0 : : : : Changes from: December 14, 2010 : : 150 300 150 0 0 0 123 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 28.6 17.0 43.5 23.4 27.6 2.5 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 11 6 11 7 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 312,009 : : Positions : : 108,449 221,788 36,981 6,054 20,844 73,005 3,892 19,657 13,129 9,267 15,999 : : : : Changes from: December 14, 2010 : : 7,304 11,097 1,514 -716 431 3,255 1,083 1,794 689 1,342 550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 71.1 11.9 1.9 6.7 23.4 1.2 6.3 4.2 3.0 5.1 : : : : Number of Traders in Each Category Total Traders: 200 : : 57 71 15 5 16 64 10 25 17 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 20,382 : : Positions : : 10,407 11,362 1,350 1,195 97 2,073 546 445 984 697 913 : : : : Changes from: December 14, 2010 : : -275 -401 0 -42 0 0 8 0 -45 0 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 55.7 6.6 5.9 0.5 10.2 2.7 2.2 4.8 3.4 4.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 5,582 : : Positions : : 3,633 4,385 1,475 633 151 50 0 0 36 200 150 : : : : Changes from: December 14, 2010 : : 376 200 0 76 0 0 0 0 -100 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 78.6 26.4 11.3 2.7 0.9 0.0 0.0 0.6 3.6 2.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 19 8 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 56,117 : : Positions : : 45,627 32,858 7,277 17,957 1,980 230 3,072 15 0 50 0 : : : : Changes from: December 14, 2010 : : 1,324 1,634 898 73 -98 0 575 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 58.6 13.0 32.0 3.5 0.4 5.5 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 25 8 5 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 19,095 : : Positions : : 15,471 15,710 2,350 2,550 835 200 0 0 0 0 0 : : : : Changes from: December 14, 2010 : : 72 216 75 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 82.3 12.3 13.4 4.4 1.0 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 21, 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 8,457 : : Positions : : 3,535 3,200 2,170 130 1,752 750 0 0 100 3,375 0 : : : : Changes from: December 14, 2010 : : 500 150 230 -70 70 0 0 0 -50 600 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 37.8 25.7 1.5 20.7 8.9 0.0 0.0 1.2 39.9 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 16 12 . 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 18,201 : : Positions : : 13,344 15,389 1,711 1,557 985 105 0 90 1,756 0 50 : : : : Changes from: December 14, 2010 : : 1,363 2,065 284 -353 -55 0 0 0 65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 84.6 9.4 8.6 5.4 0.6 0.0 0.5 9.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 15 7 4 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 15,964 : : Positions : : 8,178 7,731 4,481 4,412 1,756 0 437 194 611 814 420 : : : : Changes from: December 14, 2010 : : 520 131 0 30 0 0 0 0 -403 -32 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 48.4 28.1 27.6 11.0 0.0 2.7 1.2 3.8 5.1 2.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 21 7 9 10 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 14,798 : : Positions : : 13,540 8,416 314 3,239 350 300 2,235 27 15 243 162 : : : : Changes from: December 14, 2010 : : 618 288 0 138 27 0 435 0 15 -228 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 56.9 2.1 21.9 2.4 2.0 15.1 0.2 0.1 1.6 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 17 . 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 33,474 : : Positions : : 9,192 21,173 9,145 2,628 5,309 0 0 50 6,489 1,242 2,786 : : : : Changes from: December 14, 2010 : : 595 525 150 -225 -39 0 0 0 -445 0 595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 63.3 27.3 7.9 15.9 0.0 0.0 0.1 19.4 3.7 8.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 18 17 12 5 16 0 0 . 5 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated December 27, 2010