Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 46,220 : : Positions : : 32,809 32,952 8,687 3,608 3,845 0 0 0 634 5,343 153 : : : : Changes from: January 18, 2011 : : 4,348 1,474 653 840 198 0 0 0 -300 2,387 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 71.3 18.8 7.8 8.3 0.0 0.0 0.0 1.4 11.6 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 34 8 7 11 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 24,345 : : Positions : : 17,644 21,260 4,719 1,007 1,868 0 0 0 0 0 0 : : : : Changes from: January 18, 2011 : : 100 -50 0 -150 246 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 87.3 19.4 4.1 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 23 5 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 10,028 : : Positions : : 5,131 5,816 484 674 1,685 0 0 0 1,085 293 162 : : : : Changes from: January 18, 2011 : : 438 875 52 114 132 0 0 0 470 70 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 58.0 4.8 6.7 16.8 0.0 0.0 0.0 10.8 2.9 1.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 28 5 7 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 7,680 : : Positions : : 4,252 5,690 1,713 200 546 0 0 0 367 289 348 : : : : Changes from: January 18, 2011 : : 298 120 -43 67 32 0 0 0 -113 -91 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 74.1 22.3 2.6 7.1 0.0 0.0 0.0 4.8 3.8 4.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 38 41 10 4 11 0 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2011 : 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 2,685 : : Positions : : 779 1,245 159 752 281 150 0 0 354 0 120 : : : : Changes from: January 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 46.4 5.9 28.0 10.5 5.6 0.0 0.0 13.2 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 1,929 : : Positions : : 957 1,393 449 0 110 0 0 0 30 15 75 : : : : Changes from: January 18, 2011 : : 51 48 -10 0 21 0 0 0 0 -10 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 72.2 23.3 0.0 5.7 0.0 0.0 0.0 1.6 0.8 3.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 4,387 : : Positions : : 4,148 4,137 0 250 0 0 0 0 200 0 0 : : : : Changes from: January 18, 2011 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 94.3 0.0 5.7 0.0 0.0 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 18,185 : : Positions : : 10,193 17,347 7,159 345 493 0 0 0 25 0 0 : : : : Changes from: January 18, 2011 : : 796 1,386 590 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 95.4 39.4 1.9 2.7 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 7 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 314,495 : : Positions : : 83,950 204,397 64,968 1,394 13,337 63,831 21,289 18,010 12,782 16,920 13,276 : : : : Changes from: January 18, 2011 : : 3,368 -4,484 -1,630 -102 2,106 3,106 5,325 41 -644 1,108 -816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 65.0 20.7 0.4 4.2 20.3 6.8 5.7 4.1 5.4 4.2 : : : : Number of Traders in Each Category Total Traders: 181 : : 55 66 20 . 16 46 10 18 11 16 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 18,383 : : Positions : : 10,672 14,904 5,122 550 1,772 200 0 100 217 742 250 : : : : Changes from: January 18, 2011 : : 973 958 60 -40 15 0 0 0 -25 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 81.1 27.9 3.0 9.6 1.1 0.0 0.5 1.2 4.0 1.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 34 37 10 4 9 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 6,636 : : Positions : : 2,425 4,081 2,006 1,695 560 0 0 0 1,345 0 0 : : : : Changes from: January 18, 2011 : : 300 300 50 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 61.5 30.2 25.5 8.4 0.0 0.0 0.0 20.3 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 25, 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 8,100 : : Positions : : 5,889 6,203 102 686 155 1,010 125 186 368 306 207 : : : : Changes from: January 18, 2011 : : 401 340 -32 63 18 -6 36 -8 27 -102 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 76.6 1.3 8.5 1.9 12.5 1.5 2.3 4.5 3.8 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 10,248 : : Positions : : 9,603 8,472 271 293 164 15 0 60 0 954 25 : : : : Changes from: January 18, 2011 : : 883 698 -1 -21 21 0 0 0 -10 122 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 82.7 2.6 2.9 1.6 0.1 0.0 0.6 0.0 9.3 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 24 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 2,868 : : Positions : : 2,141 1,793 0 0 0 158 315 24 0 0 0 : : : : Changes from: January 18, 2011 : : 89 138 0 0 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 62.5 0.0 0.0 0.0 5.5 11.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 17 0 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,798 : : Positions : : 1,040 1,100 87 0 42 0 0 0 97 0 0 : : : : Changes from: January 18, 2011 : : 163 109 4 0 15 0 0 0 2 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 61.2 4.8 0.0 2.3 0.0 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 562,738 : : Positions : : 173,117 248,189 95,660 69,661 100,261 27,302 7,468 42,922 24,942 4,436 72,097 : : : : Changes from: January 18, 2011 : : 4,126 3,609 -1,248 1,940 -7,907 -4,747 -6,458 454 -2,927 -2,346 -10,490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 44.1 17.0 12.4 17.8 4.9 1.3 7.6 4.4 0.8 12.8 : : : : Number of Traders in Each Category Total Traders: 123 : : 38 38 12 15 25 11 8 12 20 10 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 1,499,599 : : Positions : : 281,457 432,751 225,710 261,170 225,305 217,026 61,539 159,824 87,978 100,148 202,403 : : : : Changes from: January 18, 2011 : : 13,429 9,198 8,025 -10,493 -3,795 -31,147 4,569 992 9,321 -3,161 7,267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 28.9 15.1 17.4 15.0 14.5 4.1 10.7 5.9 6.7 13.5 : : : : Number of Traders in Each Category Total Traders: 348 : : 47 56 22 25 40 75 41 71 56 48 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 234,384 : : Positions : : 54,004 40,988 56,703 74,833 32,947 327 0 544 37,530 16,863 8,384 : : : : Changes from: January 18, 2011 : : 3,063 1,350 -7,332 -47 -2,151 327 -643 543 282 7 1,309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 17.5 24.2 31.9 14.1 0.1 0.0 0.2 16.0 7.2 3.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 11 6 9 13 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 38,201 : : Positions : : 16,029 23,012 9,594 1,263 11,713 0 294 0 445 1,462 108 : : : : Changes from: January 18, 2011 : : 875 315 430 255 111 0 0 0 25 760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 60.2 25.1 3.3 30.7 0.0 0.8 0.0 1.2 3.8 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 21 11 4 13 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 85,997 : : Positions : : 9,483 4,406 39,656 16,650 26,414 4,451 24,374 1,512 0 6,062 727 : : : : Changes from: January 18, 2011 : : -1,083 280 1,077 -1,711 -1,378 0 1,400 0 0 3 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 5.1 46.1 19.4 30.7 5.2 28.3 1.8 0.0 7.0 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 7 6 13 8 17 . 7 5 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 25,281 : : Positions : : 600 3,384 9,280 9,908 8,317 2,892 3 1,125 0 0 0 : : : : Changes from: January 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.4 13.4 36.7 39.2 32.9 11.4 0.0 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : . 4 8 4 11 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 16,589 : : Positions : : 5,602 5,690 2,180 4,827 4,382 4,125 1,378 0 150 0 0 : : : : Changes from: January 18, 2011 : : 750 450 150 -640 750 -600 640 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 34.3 13.1 29.1 26.4 24.9 8.3 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 7 9 4 9 9 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 282,934 : : Positions : : 103,454 213,548 39,180 8,418 16,978 67,292 5,154 13,823 13,554 5,489 7,237 : : : : Changes from: January 18, 2011 : : 5,348 -714 -698 2,685 -1,245 -3,663 1,115 -4,442 422 -2,035 494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 75.5 13.8 3.0 6.0 23.8 1.8 4.9 4.8 1.9 2.6 : : : : Number of Traders in Each Category Total Traders: 197 : : 62 76 15 8 18 60 12 26 12 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 21,991 : : Positions : : 12,246 13,876 2,548 0 8 2,225 1,494 75 0 942 1,164 : : : : Changes from: January 18, 2011 : : 568 899 515 0 8 150 17 0 -102 366 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 63.1 11.6 0.0 0.0 10.1 6.8 0.3 0.0 4.3 5.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 14 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 6,239 : : Positions : : 3,779 5,424 1,621 326 139 0 0 0 450 100 150 : : : : Changes from: January 18, 2011 : : 433 458 75 0 0 0 0 0 -50 0 -163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 86.9 26.0 5.2 2.2 0.0 0.0 0.0 7.2 1.6 2.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 21 6 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 52,741 : : Positions : : 41,734 31,331 7,709 16,191 1,661 400 3,254 9 175 0 50 : : : : Changes from: January 18, 2011 : : 1,720 1,840 505 660 -6 275 0 0 175 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 59.4 14.6 30.7 3.1 0.8 6.2 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 25 7 6 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 19,136 : : Positions : : 16,851 15,846 1,749 2,919 371 0 0 0 0 0 0 : : : : Changes from: January 18, 2011 : : 235 335 169 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 82.8 9.1 15.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 8,345 : : Positions : : 3,785 2,410 2,560 305 1,230 250 150 150 0 4,100 0 : : : : Changes from: January 18, 2011 : : 500 100 25 105 85 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 28.9 30.7 3.7 14.7 3.0 1.8 1.8 0.0 49.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 13 7 5 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 24,828 : : Positions : : 15,335 19,672 3,278 3,343 1,363 105 0 90 4,462 0 150 : : : : Changes from: January 18, 2011 : : 1,135 3,239 250 606 179 0 0 0 2,460 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 79.2 13.2 13.5 5.5 0.4 0.0 0.4 18.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 15 7 6 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 18,300 : : Positions : : 6,857 8,586 2,414 3,774 3,240 637 0 518 3,956 1,513 504 : : : : Changes from: January 18, 2011 : : 118 168 -534 -134 794 0 0 0 900 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 46.9 13.2 20.6 17.7 3.5 0.0 2.8 21.6 8.3 2.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 20 5 11 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 12,941 : : Positions : : 11,324 7,209 171 3,333 722 125 1,044 72 54 249 276 : : : : Changes from: January 18, 2011 : : 184 255 -45 390 40 0 -381 45 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 55.7 1.3 25.8 5.6 1.0 8.1 0.6 0.4 1.9 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 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 34,202 : : Positions : : 7,474 22,032 8,346 2,253 5,903 2,454 0 50 6,895 1,220 2,504 : : : : Changes from: January 18, 2011 : : 63 381 150 0 -150 378 0 0 -222 0 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 64.4 24.4 6.6 17.3 7.2 0.0 0.1 20.2 3.6 7.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 16 12 4 14 4 0 . 6 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated January 28, 2011