Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 47,849 : : Positions : : 32,703 38,429 9,063 1,957 4,841 0 0 0 1,119 2,380 64 : : : : Changes from: December 21, 2010 : : 1,327 1,604 46 -75 229 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 80.3 18.9 4.1 10.1 0.0 0.0 0.0 2.3 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 33 11 4 13 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 30,557 : : Positions : : 24,003 24,562 3,685 3,215 2,580 0 0 0 200 0 0 : : : : Changes from: December 21, 2010 : : 524 859 235 -100 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 80.4 12.1 10.5 8.4 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 25 6 4 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 5,466 : : Positions : : 2,049 3,632 1,513 13 360 0 0 0 170 216 31 : : : : Changes from: December 21, 2010 : : 243 64 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 66.4 27.7 0.2 6.6 0.0 0.0 0.0 3.1 4.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 9,169 : : Positions : : 4,527 4,819 627 672 1,996 0 0 0 515 298 173 : : : : Changes from: December 21, 2010 : : 156 46 3 -5 -3 0 0 0 3 7 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 52.6 6.8 7.3 21.8 0.0 0.0 0.0 5.6 3.3 1.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 23 7 10 16 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 7,760 : : Positions : : 4,076 5,675 1,643 45 840 0 0 0 445 437 305 : : : : Changes from: December 21, 2010 : : 378 456 157 0 -18 0 0 0 -80 10 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 73.1 21.2 0.6 10.8 0.0 0.0 0.0 5.7 5.6 3.9 : : : : Number of Traders in Each Category Total Traders: 69 : : 39 43 13 . 13 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 2,663 : : Positions : : 660 877 90 979 352 195 0 0 514 0 5 : : : : Changes from: December 21, 2010 : : 75 80 0 -25 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 32.9 3.4 36.8 13.2 7.3 0.0 0.0 19.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 . 5 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 1,657 : : Positions : : 1,089 887 80 172 10 0 0 0 0 35 0 : : : : Changes from: December 21, 2010 : : 110 137 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 53.5 4.8 10.4 0.6 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 1,707 : : Positions : : 709 1,044 394 19 185 0 0 0 30 35 55 : : : : Changes from: December 21, 2010 : : 95 91 -16 0 15 0 0 0 0 -5 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 61.2 23.1 1.1 10.8 0.0 0.0 0.0 1.8 2.1 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 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 17,631 : : Positions : : 10,372 16,541 6,269 100 780 0 0 0 0 200 0 : : : : Changes from: December 21, 2010 : : 646 1,229 583 0 -108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 93.8 35.6 0.6 4.4 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 11 8 . 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 384,412 : : Positions : : 104,307 236,084 75,587 1,722 23,135 51,315 15,211 23,600 9,645 13,949 45,037 : : : : Changes from: December 21, 2010 : : 467 61 -3,292 -125 -1,769 -1,679 118 1,104 -123 -735 -3,473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 61.4 19.7 0.4 6.0 13.3 4.0 6.1 2.5 3.6 11.7 : : : : Number of Traders in Each Category Total Traders: 172 : : 50 69 16 . 15 40 7 20 11 18 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 115,349 : : Positions : : 50,235 55,639 13,646 203 16,949 0 0 0 153 9,073 29,319 : : : : Changes from: December 21, 2010 : : 353 434 52 38 89 0 0 0 11 -15 256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 48.2 11.8 0.2 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 28, 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 18,865 : : Positions : : 9,619 14,608 6,254 150 1,927 100 0 100 325 1,540 475 : : : : Changes from: December 21, 2010 : : 1,030 1,665 560 0 65 0 0 0 0 -125 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 77.4 33.2 0.8 10.2 0.5 0.0 0.5 1.7 8.2 2.5 : : : : Number of Traders in Each Category Total Traders: 69 : : 36 37 11 . 11 . 0 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 : : 2,055 3,876 1,262 1,538 1,379 90 0 0 1,970 0 25 : : : : Changes from: December 21, 2010 : : 50 0 25 -25 25 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 54.5 17.7 21.6 19.4 1.3 0.0 0.0 27.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 12 8 8 7 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 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 3,539 : : Positions : : 1,085 1,051 245 440 1,294 0 0 0 155 0 458 : : : : Changes from: December 21, 2010 : : 8 11 5 1 22 0 0 0 0 0 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 29.7 6.9 12.4 36.6 0.0 0.0 0.0 4.4 0.0 12.9 : : : : 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 28, 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 7,255 : : Positions : : 5,240 5,191 104 572 175 716 48 210 253 332 336 : : : : Changes from: December 21, 2010 : : 103 75 -2 -6 -12 0 12 -2 27 -2 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 71.6 1.4 7.9 2.4 9.9 0.7 2.9 3.5 4.6 4.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 9,571 : : Positions : : 8,490 7,954 771 335 161 0 0 0 28 850 64 : : : : Changes from: December 21, 2010 : : 804 693 20 60 -22 0 0 0 -15 1 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 83.1 8.1 3.5 1.7 0.0 0.0 0.0 0.3 8.9 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 26 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 2,874 : : Positions : : 2,042 1,727 0 0 0 178 315 28 0 54 0 : : : : Changes from: December 21, 2010 : : -32 40 0 0 0 -3 0 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 60.1 0.0 0.0 0.0 6.2 11.0 1.0 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 28, 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 2,052 : : Positions : : 1,424 1,445 25 126 105 0 30 0 169 0 18 : : : : Changes from: December 21, 2010 : : 38 6 -15 1 22 0 0 0 24 0 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 70.4 1.2 6.1 5.1 0.0 1.5 0.0 8.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 22 . 4 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 553,573 : : Positions : : 138,739 218,323 78,029 69,849 101,256 44,749 12,955 40,112 40,346 3,172 91,961 : : : : Changes from: December 21, 2010 : : 3,159 16,001 4,350 1,298 -741 2,522 -973 1,249 6,453 1,250 6,983 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 39.4 14.1 12.6 18.3 8.1 2.3 7.2 7.3 0.6 16.6 : : : : Number of Traders in Each Category Total Traders: 117 : : 34 34 12 14 22 18 4 14 22 9 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 2,464,805 : : Positions : : 366,387 544,345 221,162 292,285 674,585 260,452 43,406 256,472 83,857 88,113 503,417 : : : : Changes from: December 21, 2010 : : 12,874 17,071 -3,588 2,579 12,708 9,232 -346 8,260 3,863 7,820 14,596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 22.1 9.0 11.9 27.4 10.6 1.8 10.4 3.4 3.6 20.4 : : : : Number of Traders in Each Category Total Traders: 391 : : 49 59 17 29 42 103 32 72 68 67 104 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 149,579 : : Positions : : 33,014 82,443 0 19,400 5,928 2,375 4,070 7,215 76,077 2,113 22,508 : : : : Changes from: December 21, 2010 : : -2,330 -458 0 -1,716 -517 24 -229 -234 -673 -459 -661 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 55.1 0.0 13.0 4.0 1.6 2.7 4.8 50.9 1.4 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 28, 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 242,576 : : Positions : : 53,154 43,571 67,905 73,894 41,125 0 45 522 33,346 17,115 11,225 : : : : Changes from: December 21, 2010 : : 189 143 812 106 -153 0 36 0 159 60 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 18.0 28.0 30.5 17.0 0.0 0.0 0.2 13.7 7.1 4.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 12 8 10 16 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 122,386 : : Positions : : 11,131 10,222 7,234 33,051 42,283 23,757 2,096 21,581 2,744 624 9,519 : : : : Changes from: December 21, 2010 : : 177 198 256 2,369 -626 2,015 -160 -117 -29 34 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 8.4 5.9 27.0 34.5 19.4 1.7 17.6 2.2 0.5 7.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 8 8 7 11 15 13 . 11 9 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 613,209 : : Positions : : 114,385 92,393 40,868 104,839 288,239 3,669 0 13,006 42,150 3,243 97,451 : : : : Changes from: December 21, 2010 : : 2,626 1,926 -10 1,545 5,222 659 0 592 445 236 1,632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 15.1 6.7 17.1 47.0 0.6 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 28, 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 44,432 : : Positions : : 16,713 23,868 13,964 5,086 12,810 0 294 0 528 1,897 150 : : : : Changes from: December 21, 2010 : : 795 920 0 -100 700 0 0 0 50 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 53.7 31.4 11.4 28.8 0.0 0.7 0.0 1.2 4.3 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 24 14 6 14 0 . 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 87,266 : : Positions : : 10,605 3,950 39,764 18,253 27,382 4,451 23,292 913 0 6,779 817 : : : : Changes from: December 21, 2010 : : -50 0 -1 -21 0 0 0 0 0 0 0 : : : : 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 28, 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 16,195 : : Positions : : 4,987 4,790 2,963 7,110 3,595 4,625 394 0 0 200 0 : : : : Changes from: December 21, 2010 : : 0 310 310 300 -60 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 29.6 18.3 43.9 22.2 28.6 2.4 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 12 6 11 8 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 307,387 : : Positions : : 107,870 220,049 37,905 5,734 20,205 71,562 4,357 19,296 13,457 9,630 14,163 : : : : Changes from: December 21, 2010 : : -579 -1,739 924 -320 -639 -1,443 465 -361 328 362 -1,836 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 71.6 12.3 1.9 6.6 23.3 1.4 6.3 4.4 3.1 4.6 : : : : Number of Traders in Each Category Total Traders: 195 : : 56 68 16 5 16 64 9 23 16 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 20,539 : : Positions : : 10,550 11,665 1,350 908 37 2,013 471 445 1,059 698 913 : : : : Changes from: December 21, 2010 : : 143 303 0 -287 -60 -60 -75 0 75 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 56.8 6.6 4.4 0.2 9.8 2.3 2.2 5.2 3.4 4.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 6,170 : : Positions : : 3,971 4,635 1,475 721 201 50 0 0 36 200 300 : : : : Changes from: December 21, 2010 : : 338 250 0 88 50 0 0 0 0 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 75.1 23.9 11.7 3.3 0.8 0.0 0.0 0.6 3.2 4.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 20 8 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 57,202 : : Positions : : 46,632 33,988 7,347 17,852 1,990 230 3,072 15 0 100 0 : : : : Changes from: December 21, 2010 : : 1,005 1,130 70 -105 10 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 59.4 12.8 31.2 3.5 0.4 5.4 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 26 8 5 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 19,020 : : Positions : : 15,396 15,635 2,350 2,550 835 200 0 0 0 0 0 : : : : Changes from: December 21, 2010 : : -75 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 82.2 12.4 13.4 4.4 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 28, 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 8,707 : : Positions : : 3,635 3,200 2,220 130 1,852 750 0 0 100 3,525 0 : : : : Changes from: December 21, 2010 : : 100 0 50 0 100 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 36.8 25.5 1.5 21.3 8.6 0.0 0.0 1.1 40.5 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 28, 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 18,821 : : Positions : : 13,889 15,659 1,881 1,862 1,040 105 0 90 1,756 0 50 : : : : Changes from: December 21, 2010 : : 545 270 170 305 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 83.2 10.0 9.9 5.5 0.6 0.0 0.5 9.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 15 6 5 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 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 8,398 314 3,239 350 300 2,235 27 15 243 162 : : : : Changes from: December 21, 2010 : : 0 -18 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 56.8 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 28, 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 33,714 : : Positions : : 9,192 21,473 9,145 2,718 5,309 0 0 50 6,879 1,242 2,636 : : : : Changes from: December 21, 2010 : : 0 300 0 90 0 0 0 0 390 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 63.7 27.1 8.1 15.7 0.0 0.0 0.1 20.4 3.7 7.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 18 18 12 5 16 0 0 . 6 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated January 3, 2011