Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 41,261 : : Positions : : 28,461 31,478 8,034 2,768 3,647 0 0 0 934 2,956 75 : : : : Changes from: January 11, 2011 : : 598 -162 741 500 -230 0 0 0 0 921 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 76.3 19.5 6.7 8.8 0.0 0.0 0.0 2.3 7.2 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 24 34 7 6 11 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 24,299 : : Positions : : 17,544 21,310 4,719 1,157 1,622 0 0 0 300 0 0 : : : : Changes from: January 11, 2011 : : 280 380 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 87.7 19.4 4.8 6.7 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 21 5 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 8,908 : : Positions : : 4,693 4,941 432 560 1,553 0 0 0 615 223 87 : : : : Changes from: January 11, 2011 : : 218 516 3 12 29 0 0 0 264 20 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 55.5 4.8 6.3 17.4 0.0 0.0 0.0 6.9 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 25 5 6 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 7,281 : : Positions : : 3,954 5,570 1,756 133 514 0 0 0 480 380 170 : : : : Changes from: January 11, 2011 : : 363 544 166 25 30 0 0 0 106 26 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 76.5 24.1 1.8 7.1 0.0 0.0 0.0 6.6 5.2 2.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 35 43 10 . 10 0 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 1,859 : : Positions : : 906 1,345 459 0 89 0 0 0 30 25 55 : : : : Changes from: January 11, 2011 : : 31 118 25 0 -30 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 72.4 24.7 0.0 4.8 0.0 0.0 0.0 1.6 1.3 3.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 4,287 : : Positions : : 4,048 4,037 0 250 0 0 0 0 200 0 0 : : : : Changes from: January 11, 2011 : : 500 519 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 94.2 0.0 5.8 0.0 0.0 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 16,739 : : Positions : : 9,397 15,961 6,569 345 433 0 0 0 25 0 0 : : : : Changes from: January 11, 2011 : : 314 514 175 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 95.4 39.2 2.1 2.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 7 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 309,256 : : Positions : : 80,582 208,881 66,598 1,496 11,231 60,725 15,964 17,969 13,426 15,812 14,092 : : : : Changes from: January 11, 2011 : : 9,194 4,918 -1,545 -169 1,917 2,412 4,485 -2,245 -920 404 518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 67.5 21.5 0.5 3.6 19.6 5.2 5.8 4.3 5.1 4.6 : : : : Number of Traders in Each Category Total Traders: 182 : : 51 69 18 . 13 47 9 21 13 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 17,410 : : Positions : : 9,699 13,946 5,062 590 1,757 200 0 100 242 642 300 : : : : Changes from: January 11, 2011 : : 1,695 2,285 450 -100 -200 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 80.1 29.1 3.4 10.1 1.1 0.0 0.6 1.4 3.7 1.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 33 35 9 5 8 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 6,336 : : Positions : : 2,125 3,781 1,956 1,695 560 0 0 0 1,395 0 0 : : : : Changes from: January 11, 2011 : : 750 550 0 150 30 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 59.7 30.9 26.8 8.8 0.0 0.0 0.0 22.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 8 6 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 7,773 : : Positions : : 5,488 5,863 134 623 137 1,016 89 194 341 408 265 : : : : Changes from: January 11, 2011 : : 197 765 70 11 -40 300 -4 2 90 -192 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 75.4 1.7 8.0 1.8 13.1 1.1 2.5 4.4 5.2 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 . . . . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 9,395 : : Positions : : 8,720 7,774 272 314 143 15 0 60 10 832 54 : : : : Changes from: January 11, 2011 : : 640 408 -12 135 -13 0 0 0 10 55 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 82.7 2.9 3.3 1.5 0.2 0.0 0.6 0.1 8.9 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 26 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 2,784 : : Positions : : 2,052 1,655 0 0 0 158 315 24 30 0 0 : : : : Changes from: January 11, 2011 : : 78 28 0 0 0 -13 0 -5 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 59.4 0.0 0.0 0.0 5.7 11.3 0.9 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 16 0 0 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 581,352 : : Positions : : 168,991 244,580 96,908 67,721 108,168 32,049 13,926 42,468 27,869 6,782 82,587 : : : : Changes from: January 11, 2011 : : 12,924 16,132 -1,931 -3,000 -2,927 -1,518 -2,454 -581 -2,577 -188 -12,982 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 42.1 16.7 11.6 18.6 5.5 2.4 7.3 4.8 1.2 14.2 : : : : Number of Traders in Each Category Total Traders: 123 : : 38 36 12 14 24 9 12 15 19 14 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 1,491,996 : : Positions : : 268,028 423,553 217,685 271,663 229,100 248,173 56,970 158,832 78,657 103,309 195,136 : : : : Changes from: January 11, 2011 : : 6,221 1,742 -9,468 873 8,842 -5,117 -665 -12,749 -5,292 -7,210 1,787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 28.4 14.6 18.2 15.4 16.6 3.8 10.6 5.3 6.9 13.1 : : : : Number of Traders in Each Category Total Traders: 344 : : 51 55 20 26 40 85 33 69 48 49 86 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 230,357 : : Positions : : 50,941 39,638 64,035 74,880 35,098 0 643 1 37,248 16,856 7,075 : : : : Changes from: January 11, 2011 : : 1,705 -3,526 -3,272 2,189 -1,143 0 643 1 593 -292 -379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 17.2 27.8 32.5 15.2 0.0 0.3 0.0 16.2 7.3 3.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 10 8 9 14 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 36,560 : : Positions : : 15,154 22,697 9,164 1,008 11,602 0 294 0 420 702 108 : : : : Changes from: January 11, 2011 : : 1,076 1,705 654 0 1,291 0 0 0 17 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 62.1 25.1 2.8 31.7 0.0 0.8 0.0 1.1 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 21 12 . 13 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 87,398 : : Positions : : 10,566 4,126 38,579 18,361 27,792 4,451 22,974 1,512 0 6,059 824 : : : : Changes from: January 11, 2011 : : 5 78 -103 144 48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 4.7 44.1 21.0 31.8 5.1 26.3 1.7 0.0 6.9 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 7 5 11 10 16 . 5 5 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 15,239 : : Positions : : 4,852 5,240 2,030 5,467 3,632 4,725 738 0 0 0 0 : : : : Changes from: January 11, 2011 : : 450 630 -375 -555 195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 34.4 13.3 35.9 23.8 31.0 4.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 8 4 9 9 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 287,146 : : Positions : : 98,106 214,262 39,878 5,733 18,223 70,955 4,039 18,265 13,132 7,524 6,743 : : : : Changes from: January 11, 2011 : : 6,946 7,250 2,254 -686 2,220 -2,667 68 313 -167 -1,025 1,289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 74.6 13.9 2.0 6.3 24.7 1.4 6.4 4.6 2.6 2.3 : : : : Number of Traders in Each Category Total Traders: 206 : : 60 80 16 6 17 66 8 22 9 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 20,538 : : Positions : : 11,678 12,977 2,033 0 0 2,075 1,477 75 102 576 1,185 : : : : Changes from: January 11, 2011 : : 698 964 329 0 -7 0 273 75 -435 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 63.2 9.9 0.0 0.0 10.1 7.2 0.4 0.5 2.8 5.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 14 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 5,944 : : Positions : : 3,346 4,966 1,546 326 139 0 0 0 500 100 313 : : : : Changes from: January 11, 2011 : : 450 763 92 -21 -9 0 0 0 300 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 83.5 26.0 5.5 2.3 0.0 0.0 0.0 8.4 1.7 5.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 20 6 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 50,162 : : Positions : : 40,014 29,491 7,204 15,531 1,667 125 3,254 9 0 150 0 : : : : Changes from: January 11, 2011 : : 2,213 2,513 225 -25 -45 -100 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 58.8 14.4 31.0 3.3 0.2 6.5 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 25 7 5 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 18,801 : : Positions : : 16,616 15,511 1,580 2,919 371 0 0 0 0 0 0 : : : : Changes from: January 11, 2011 : : 899 565 -190 144 -79 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 82.5 8.4 15.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 7,755 : : Positions : : 3,285 2,310 2,535 200 1,145 250 150 150 0 3,800 0 : : : : Changes from: January 11, 2011 : : 50 -50 100 0 0 -150 0 150 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 29.8 32.7 2.6 14.8 3.2 1.9 1.9 0.0 49.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 11 8 4 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 20,804 : : Positions : : 14,200 16,433 3,028 2,737 1,184 105 0 90 2,002 0 150 : : : : Changes from: January 11, 2011 : : 1,190 1,710 545 835 247 0 0 0 810 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 79.0 14.6 13.2 5.7 0.5 0.0 0.4 9.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 15 7 5 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 17,022 : : Positions : : 6,739 8,418 2,948 3,908 2,446 637 0 518 3,056 1,063 504 : : : : Changes from: January 11, 2011 : : 102 825 -650 -50 600 375 0 0 1,100 152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 49.5 17.3 23.0 14.4 3.7 0.0 3.0 18.0 6.2 3.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 18 19 6 10 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 12,592 : : Positions : : 11,140 6,954 216 2,943 682 125 1,425 27 9 249 276 : : : : Changes from: January 11, 2011 : : -29 358 0 -289 94 -175 -240 0 9 -24 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 55.2 1.7 23.4 5.4 1.0 11.3 0.2 0.1 2.0 2.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 17 . 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 2011 : 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 33,860 : : Positions : : 7,411 21,651 8,196 2,253 6,053 2,076 0 50 7,117 1,220 2,393 : : : : Changes from: January 11, 2011 : : -600 666 -600 0 600 1,776 0 0 186 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 63.9 24.2 6.7 17.9 6.1 0.0 0.1 21.0 3.6 7.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 15 12 4 14 4 0 . 7 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 21, 2011