Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 44,151 : : Positions : : 32,562 30,243 8,149 5,588 2,543 0 0 0 577 5,336 249 : : : : Changes from: February 1, 2011 : : -3,769 -6,447 -660 2,163 -1,641 0 0 0 -57 -176 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 68.5 18.5 12.7 5.8 0.0 0.0 0.0 1.3 12.1 0.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 37 7 9 15 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 21,098 : : Positions : : 15,417 18,551 3,703 492 1,830 0 0 0 0 0 0 : : : : Changes from: February 1, 2011 : : -2,974 -2,770 -585 -770 -178 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 87.9 17.6 2.3 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 6 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 9,737 : : Positions : : 4,618 5,798 715 322 1,688 0 0 0 1,072 261 223 : : : : Changes from: February 1, 2011 : : -592 -354 50 -223 -93 0 0 0 -9 -73 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 59.5 7.3 3.3 17.3 0.0 0.0 0.0 11.0 2.7 2.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 26 7 4 11 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 7,165 : : Positions : : 3,858 5,470 1,452 102 474 0 0 0 495 110 221 : : : : Changes from: February 1, 2011 : : -914 -1,139 -378 -93 -105 0 0 0 -120 -95 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 76.3 20.3 1.4 6.6 0.0 0.0 0.0 6.9 1.5 3.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 41 11 . 11 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 3,081 : : Positions : : 818 1,397 230 540 295 305 0 10 259 0 435 : : : : Changes from: February 1, 2011 : : 18 57 20 -187 -24 35 0 0 -110 0 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 45.3 7.5 17.5 9.6 9.9 0.0 0.3 8.4 0.0 14.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 . 4 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 2,119 : : Positions : : 957 1,436 396 0 236 0 0 0 20 70 80 : : : : Changes from: February 1, 2011 : : -176 -262 -134 0 0 0 0 0 -18 55 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 67.8 18.7 0.0 11.1 0.0 0.0 0.0 0.9 3.3 3.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 4 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 2,337 : : Positions : : 2,212 1,962 105 361 14 0 0 0 0 0 0 : : : : Changes from: February 1, 2011 : : -2,136 -2,175 105 111 14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 84.0 4.5 15.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 14,415 : : Positions : : 8,458 12,740 4,847 850 810 0 0 0 0 0 0 : : : : Changes from: February 1, 2011 : : -1,865 -5,472 -3,072 505 137 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 88.4 33.6 5.9 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 310,044 : : Positions : : 82,411 199,605 60,737 2,230 10,694 64,056 20,764 17,189 13,012 18,782 17,557 : : : : Changes from: February 1, 2011 : : 8,230 1,851 -2,624 604 -1,482 -2,720 -1,936 1,377 -77 2,381 2,217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 64.4 19.6 0.7 3.4 20.7 6.7 5.5 4.2 6.1 5.7 : : : : Number of Traders in Each Category Total Traders: 184 : : 51 71 17 . 12 49 9 18 14 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 16,428 : : Positions : : 10,625 12,433 3,757 1,542 1,198 150 0 100 100 660 480 : : : : Changes from: February 1, 2011 : : -2,181 -3,890 -1,427 375 -945 -50 0 0 -117 -242 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 75.7 22.9 9.4 7.3 0.9 0.0 0.6 0.6 4.0 2.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 29 39 7 5 8 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 7,896 : : Positions : : 4,275 4,696 1,936 1,960 490 0 0 0 600 155 295 : : : : Changes from: February 1, 2011 : : 1,050 900 0 100 75 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 59.5 24.5 24.8 6.2 0.0 0.0 0.0 7.6 2.0 3.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 8 6 6 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 7,741 : : Positions : : 5,574 5,939 85 518 154 710 130 215 567 198 203 : : : : Changes from: February 1, 2011 : : -42 -468 -1 57 -1 -300 28 7 118 0 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 76.7 1.1 6.7 2.0 9.2 1.7 2.8 7.3 2.6 2.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 21 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 10,872 : : Positions : : 9,915 9,088 573 317 192 15 0 60 0 995 1 : : : : Changes from: February 1, 2011 : : 1,315 1,301 188 -51 41 0 0 0 0 185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 83.6 5.3 2.9 1.8 0.1 0.0 0.6 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 2,410 : : Positions : : 1,784 1,494 0 0 0 123 170 24 0 0 0 : : : : Changes from: February 1, 2011 : : -277 -254 0 0 0 -12 -70 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 62.0 0.0 0.0 0.0 5.1 7.1 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 17 0 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 1,613 : : Positions : : 831 1,056 139 44 65 0 0 0 87 35 0 : : : : Changes from: February 1, 2011 : : -204 -89 15 16 -37 0 0 0 -38 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 65.5 8.6 2.7 4.0 0.0 0.0 0.0 5.4 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 583,550 : : Positions : : 180,292 265,195 98,872 66,743 107,274 30,979 10,478 43,716 28,223 7,695 65,727 : : : : Changes from: February 1, 2011 : : 1,022 -6,978 3,131 507 -80 -3,124 4,719 -4,122 -3,789 -238 704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 45.4 16.9 11.4 18.4 5.3 1.8 7.5 4.8 1.3 11.3 : : : : Number of Traders in Each Category Total Traders: 128 : : 40 39 13 14 24 13 7 13 20 14 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 1,536,606 : : Positions : : 282,313 460,269 233,977 277,031 215,706 230,615 52,183 178,313 92,475 105,399 193,471 : : : : Changes from: February 1, 2011 : : 7,457 18,676 1,495 14,506 -14,202 -8,545 -10,529 9,954 6,710 -4,105 -7,765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 30.0 15.2 18.0 14.0 15.0 3.4 11.6 6.0 6.9 12.6 : : : : Number of Traders in Each Category Total Traders: 363 : : 52 57 22 25 41 76 42 78 66 50 94 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 226,092 : : Positions : : 52,636 34,979 56,701 74,711 33,087 751 0 530 37,376 16,117 6,920 : : : : Changes from: February 1, 2011 : : 795 1,042 2,419 -1,649 -73 348 0 0 615 127 597 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 15.5 25.1 33.0 14.6 0.3 0.0 0.2 16.5 7.1 3.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 9 9 8 8 14 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 31,610 : : Positions : : 13,641 16,880 5,784 1,277 11,562 0 196 0 355 1,448 100 : : : : Changes from: February 1, 2011 : : -25 125 168 0 0 0 0 0 0 78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 53.4 18.3 4.0 36.6 0.0 0.6 0.0 1.1 4.6 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 19 10 4 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 85,663 : : Positions : : 9,468 4,678 37,120 16,672 28,160 4,451 22,252 1,312 1,160 5,874 727 : : : : Changes from: February 1, 2011 : : -10 51 -2,459 -530 1,005 0 -2,222 -500 0 -188 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 5.5 43.3 19.5 32.9 5.2 26.0 1.5 1.4 6.9 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 7 6 13 8 17 . 6 5 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 32,105 : : Positions : : 1,050 3,947 8,265 11,679 11,335 7,035 103 1,675 0 1,160 0 : : : : Changes from: February 1, 2011 : : 0 0 -320 1,283 2,084 2,203 100 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 12.3 25.7 36.4 35.3 21.9 0.3 5.2 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . 4 8 5 12 6 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 14,119 : : Positions : : 4,858 3,530 1,210 5,273 4,251 3,350 969 0 450 0 0 : : : : Changes from: February 1, 2011 : : -450 0 -60 -260 630 0 41 -450 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 25.0 8.6 37.3 30.1 23.7 6.9 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 7 8 4 9 8 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 264,204 : : Positions : : 90,844 200,209 39,011 9,463 11,980 64,156 3,732 13,802 13,643 4,746 8,054 : : : : Changes from: February 1, 2011 : : -10,475 -16,629 -904 130 -741 -4,896 468 851 221 -1,160 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 75.8 14.8 3.6 4.5 24.3 1.4 5.2 5.2 1.8 3.0 : : : : Number of Traders in Each Category Total Traders: 194 : : 57 73 15 8 17 60 9 27 13 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 22,136 : : Positions : : 11,930 13,553 2,351 601 125 2,225 1,374 80 0 1,123 878 : : : : Changes from: February 1, 2011 : : 823 -7 -135 601 117 0 -50 5 0 207 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 61.2 10.6 2.7 0.6 10.1 6.2 0.4 0.0 5.1 4.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 5,970 : : Positions : : 3,558 5,067 1,338 179 164 0 0 0 350 0 560 : : : : Changes from: February 1, 2011 : : -1,245 -1,210 -241 -276 63 0 0 0 -100 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 84.9 22.4 3.0 2.7 0.0 0.0 0.0 5.9 0.0 9.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 22 5 . . 0 0 0 . 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 52,949 : : Positions : : 40,887 32,127 7,949 15,136 2,482 200 2,865 9 430 0 0 : : : : Changes from: February 1, 2011 : : -1,995 -2,442 -1,595 -704 -474 -150 -389 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 60.7 15.0 28.6 4.7 0.4 5.4 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 26 7 6 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 18,898 : : Positions : : 16,863 15,803 1,570 2,775 320 0 0 0 0 0 0 : : : : Changes from: February 1, 2011 : : -723 -808 -209 -144 -51 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 83.6 8.3 14.7 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 10 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 7,467 : : Positions : : 3,477 2,110 2,608 515 842 150 150 50 0 3,800 0 : : : : Changes from: February 1, 2011 : : -550 -350 290 110 -555 -250 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 28.3 34.9 6.9 11.3 2.0 2.0 0.7 0.0 50.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 12 8 4 8 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 20,692 : : Positions : : 12,368 14,939 1,570 3,564 1,666 75 10 80 4,657 0 250 : : : : Changes from: February 1, 2011 : : -3,740 -5,188 -1,321 -79 -147 -30 10 -10 -180 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 72.2 7.6 17.2 8.1 0.4 0.0 0.4 22.5 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 6 7 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 18,523 : : Positions : : 6,422 7,551 1,899 4,598 3,704 851 0 404 4,540 1,642 504 : : : : Changes from: February 1, 2011 : : 17 -15 0 138 150 0 0 0 0 -53 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 40.8 10.3 24.8 20.0 4.6 0.0 2.2 24.5 8.9 2.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 18 . 13 12 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 10,708 : : Positions : : 8,865 6,372 189 2,829 543 150 192 166 108 212 276 : : : : Changes from: February 1, 2011 : : 32 41 -45 -89 0 0 -54 27 0 143 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 59.5 1.8 26.4 5.1 1.4 1.8 1.6 1.0 2.0 2.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 18 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 33,276 : : Positions : : 6,895 22,155 7,645 2,028 5,830 2,334 186 50 8,362 1,153 1,604 : : : : Changes from: February 1, 2011 : : 78 928 0 -111 111 -222 161 25 1,272 0 -312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 66.6 23.0 6.1 17.5 7.0 0.6 0.2 25.1 3.5 4.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 11 18 12 6 14 . . . 7 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 16,426 : : Positions : : 9,365 10,924 1,766 1,451 368 1,512 225 324 0 0 0 : : : : Changes from: February 1, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 66.5 10.8 8.8 2.2 9.2 1.4 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 11, 2011