GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 37,309: 25,195 30,383 6,996 1,735 4,035 0 0 0 934 600 57: 92 499 Old : 37,309: 25,195 30,383 6,996 1,735 4,035 0 0 0 934 600 57: 92 499 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -10,540: -7,508 -8,046 -2,067 -222 -806 0 0 0 -185 -1,780 -7: 33 321 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 81.4 18.8 4.7 10.8 0.0 0.0 0.0 2.5 1.6 0.2: 0.2 1.3 Old : 100.0: 67.5 81.4 18.8 4.7 10.8 0.0 0.0 0.0 2.5 1.6 0.2: 0.2 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 25 31 7 6 12 0 0 0 . . .: Old : 55: 25 31 7 6 12 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.3 37.0 56.6 56.8 26.5 22.2 38.8 33.2 Old : 36.3 37.0 56.6 56.8 26.5 22.2 38.8 33.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 23,932: 17,236 20,643 4,485 1,082 1,997 0 0 0 100 0 0: 114 210 Old : 23,932: 17,236 20,643 4,485 1,082 1,997 0 0 0 100 0 0: 114 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -6,625: -6,767 -3,919 800 -2,133 -583 0 0 0 -100 0 0: 25 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 86.3 18.7 4.5 8.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 0.9 Old : 100.0: 72.0 86.3 18.7 4.5 8.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 17 20 5 4 4 0 0 0 . 0 0: Old : 36: 17 20 5 4 4 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 61.4 71.8 78.2 42.9 52.3 62.1 60.7 Old : 47.2 61.4 71.8 78.2 42.9 52.3 62.1 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 7,561: 4,027 3,797 451 589 1,298 0 0 0 167 193 87: 1,531 1,597 Old : 7,561: 4,027 3,797 451 589 1,298 0 0 0 167 193 87: 1,531 1,597 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -1,608: -500 -1,022 -176 -83 -698 0 0 0 -348 -105 -86: 200 386 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 50.2 6.0 7.8 17.2 0.0 0.0 0.0 2.2 2.6 1.2: 20.2 21.1 Old : 100.0: 53.3 50.2 6.0 7.8 17.2 0.0 0.0 0.0 2.2 2.6 1.2: 20.2 21.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 20 5 5 8 0 0 0 . . .: Old : 38: 19 20 5 5 8 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.6 22.3 46.1 37.1 22.8 15.2 30.2 24.6 Old : 29.6 22.3 46.1 37.1 22.8 15.2 30.2 24.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 5,973: 3,050 4,455 1,508 124 486 0 0 0 324 291 152: 453 465 Old : 5,973: 3,050 4,455 1,508 124 486 0 0 0 324 291 152: 453 465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -1,787: -1,026 -1,220 -135 79 -354 0 0 0 -121 -146 -153: 2 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 74.6 25.2 2.1 8.1 0.0 0.0 0.0 5.4 4.9 2.5: 7.6 7.8 Old : 100.0: 51.1 74.6 25.2 2.1 8.1 0.0 0.0 0.0 5.4 4.9 2.5: 7.6 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 32 38 8 . 9 0 0 0 4 4 4: Old : 61: 32 38 8 . 9 0 0 0 4 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 22.7 52.2 36.2 34.4 22.4 44.7 35.3 Old : 38.0 22.7 52.2 36.2 34.4 22.4 44.7 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 14,941: 8,729 14,188 5,504 345 408 0 0 0 0 0 0: 300 0 Old : 14,941: 8,729 14,188 5,504 345 408 0 0 0 0 0 0: 300 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -2,690: -1,643 -2,353 -765 245 -372 0 0 0 0 -200 0: 90 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 95.0 36.8 2.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 0.0 Old : 100.0: 58.4 95.0 36.8 2.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 11 7 . . 0 0 0 0 0 0: Old : 28: 16 11 7 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 78.8 77.7 92.8 60.4 74.1 71.6 83.8 Old : 61.8 78.8 77.7 92.8 60.4 74.1 71.6 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 384,163: 107,751 235,539 73,357 1,832 22,703 49,828 12,567 26,744 11,210 13,232 44,797: 47,773 26,748 Old : 384,163: 107,751 235,539 73,357 1,832 22,703 49,828 12,567 26,744 11,210 13,232 44,797: 47,773 26,748 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -250: 3,444 -545 -2,230 109 -432 -1,487 -2,643 3,144 1,565 -717 -240: -4,012 1,074 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 61.3 19.1 0.5 5.9 13.0 3.3 7.0 2.9 3.4 11.7: 12.4 7.0 Old : 100.0: 28.0 61.3 19.1 0.5 5.9 13.0 3.3 7.0 2.9 3.4 11.7: 12.4 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 175: 47 70 16 . 15 39 8 21 15 16 26: Old : 175: 47 70 16 . 15 39 8 21 15 16 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.9 26.0 33.0 37.2 10.5 12.8 17.1 18.8 Old : 21.9 26.0 33.0 37.2 10.5 12.8 17.1 18.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 14,055: 7,244 10,576 4,737 865 1,557 50 0 100 117 692 200: 50 65 Old : 14,055: 7,244 10,576 4,737 865 1,557 50 0 100 117 692 200: 50 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -4,810: -2,375 -4,032 -1,517 715 -370 -50 0 0 -208 -848 -275: -15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 75.2 33.7 6.2 11.1 0.4 0.0 0.7 0.8 4.9 1.4: 0.4 0.5 Old : 100.0: 51.5 75.2 33.7 6.2 11.1 0.4 0.0 0.7 0.8 4.9 1.4: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 32 34 8 5 7 . 0 . . 6 .: Old : 61: 32 34 8 5 7 . 0 . . 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 30.8 54.5 47.6 32.3 24.5 43.7 38.7 Old : 38.7 30.8 54.5 47.6 32.3 24.5 43.7 38.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 5,556: 1,325 3,181 1,536 1,545 530 0 0 0 1,595 0 0: 570 300 Old : 5,556: 1,325 3,181 1,536 1,545 530 0 0 0 1,595 0 0: 570 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -1,562: -730 -695 274 7 -849 -90 0 0 -375 0 -25: 233 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 57.3 27.6 27.8 9.5 0.0 0.0 0.0 28.7 0.0 0.0: 10.3 5.4 Old : 100.0: 23.8 57.3 27.6 27.8 9.5 0.0 0.0 0.0 28.7 0.0 0.0: 10.3 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 8 8 5 4 5 0 0 0 . 0 0: Old : 24: 8 8 5 4 5 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 58.0 67.2 81.6 47.6 54.7 60.2 72.9 Old : 48.3 58.0 67.2 81.6 47.6 54.7 60.2 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 7,038: 5,183 5,055 82 648 167 716 76 190 178 378 327: 195 197 Old : 7,038: 5,183 5,055 82 648 167 716 76 190 178 378 327: 195 197 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -217: -57 -136 -22 76 -8 0 28 -20 -75 46 -9: -26 -194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 71.8 1.2 9.2 2.4 10.2 1.1 2.7 2.5 5.4 4.6: 2.8 2.8 Old : 100.0: 73.6 71.8 1.2 9.2 2.4 10.2 1.1 2.7 2.5 5.4 4.6: 2.8 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 17 19 . . . . . . . 4 4: Old : 35: 17 19 . . . . . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 49.8 73.1 67.4 49.4 38.6 55.9 48.1 Old : 61.2 49.8 73.1 67.4 49.4 38.6 55.9 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 8,375: 7,797 7,039 259 194 116 15 0 60 12 774 68: 48 124 Old : 8,375: 7,797 7,039 259 194 116 15 0 60 12 774 68: 48 124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -1,196: -693 -915 -512 -141 -45 15 0 60 -16 -76 4: -9 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 84.0 3.1 2.3 1.4 0.2 0.0 0.7 0.1 9.2 0.8: 0.6 1.5 Old : 100.0: 93.1 84.0 3.1 2.3 1.4 0.2 0.0 0.7 0.1 9.2 0.8: 0.6 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 22 22 . . . . 0 . . . .: Old : 35: 22 22 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 62.7 77.5 76.0 59.0 56.1 72.2 66.1 Old : 61.1 62.7 77.5 76.0 59.0 56.1 72.2 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,322: 771 934 15 0 27 0 0 0 100 0 19: 390 342 Old : 1,322: 771 934 15 0 27 0 0 0 100 0 19: 390 342 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -730: -653 -511 -10 -126 -78 0 -30 0 -69 0 1: 79 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 70.7 1.1 0.0 2.0 0.0 0.0 0.0 7.6 0.0 1.4: 29.5 25.9 Old : 100.0: 58.3 70.7 1.1 0.0 2.0 0.0 0.0 0.0 7.6 0.0 1.4: 29.5 25.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 18 . 0 . 0 0 0 . 0 .: Old : 22: 11 18 . 0 . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 28.8 56.1 46.1 32.1 25.6 40.1 39.3 Old : 39.3 28.8 56.1 46.1 32.1 25.6 40.1 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 596,145: 144,562 236,849 90,111 70,826 103,350 40,876 12,979 49,862 41,999 1,955 101,594: 23,791 18,729 Old : 596,145: 144,562 236,849 90,111 70,826 103,350 40,876 12,979 49,862 41,999 1,955 101,594: 23,791 18,729 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 42,572: 5,823 18,527 12,082 976 2,095 -3,873 24 9,750 1,653 -1,217 9,633: 5,410 2,784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 39.7 15.1 11.9 17.3 6.9 2.2 8.4 7.0 0.3 17.0: 4.0 3.1 Old : 100.0: 24.2 39.7 15.1 11.9 17.3 6.9 2.2 8.4 7.0 0.3 17.0: 4.0 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 118: 35 36 12 14 22 13 8 14 20 10 26: Old : 118: 35 36 12 14 22 13 8 14 20 10 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.9 20.2 36.8 32.5 13.7 11.5 19.0 17.1 Old : 23.9 20.2 36.8 32.5 13.7 11.5 19.0 17.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,564,052: 382,334 538,248 215,540 301,625 682,285 246,428 59,020 290,068 99,085 85,218 545,641: 102,671 61,947 Old : 2,564,052: 382,334 538,248 215,540 301,625 682,285 246,428 59,020 290,068 99,085 85,218 545,641: 102,671 61,947 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 99,247: 15,947 -6,097 -5,622 9,340 7,701 -14,024 15,614 33,596 15,228 -2,894 42,224: 4,196 -236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 21.0 8.4 11.8 26.6 9.6 2.3 11.3 3.9 3.3 21.3: 4.0 2.4 Old : 100.0: 14.9 21.0 8.4 11.8 26.6 9.6 2.3 11.3 3.9 3.3 21.3: 4.0 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 418: 52 59 18 28 43 99 45 85 92 57 118: Old : 418: 52 59 18 28 43 99 45 85 92 57 118: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.9 14.9 28.6 26.6 8.6 7.3 12.2 12.2 Old : 18.9 14.9 28.6 26.6 8.6 7.3 12.2 12.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 167,487: 39,371 88,174 142 22,362 7,809 3,200 4,711 8,816 79,243 2,966 26,164: 2,744 6,486 Old : 167,487: 39,371 88,174 142 22,362 7,809 3,200 4,711 8,816 79,243 2,966 26,164: 2,744 6,486 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 17,908: 6,357 5,731 142 2,962 1,880 825 641 1,601 3,166 853 3,656: 281 584 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 52.6 0.1 13.4 4.7 1.9 2.8 5.3 47.3 1.8 15.6: 1.6 3.9 Old : 100.0: 23.5 52.6 0.1 13.4 4.7 1.9 2.8 5.3 47.3 1.8 15.6: 1.6 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 10 12 . 4 5 . . . 5 . 5: Old : 30: 10 12 . 4 5 . . . 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.7 62.1 88.2 76.7 60.2 48.5 63.5 55.4 Old : 79.7 62.1 88.2 76.7 60.2 48.5 63.5 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 229,004: 47,242 40,961 67,135 70,046 33,166 0 0 0 36,760 16,820 7,292: 37,409 60,719 Old : 229,004: 47,242 40,961 67,135 70,046 33,166 0 0 0 36,760 16,820 7,292: 37,409 60,719 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -13,572: -5,912 -2,610 -770 -3,848 -7,959 0 -45 -522 3,414 -295 -3,933: 2,110 5,640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 17.9 29.3 30.6 14.5 0.0 0.0 0.0 16.1 7.3 3.2: 16.3 26.5 Old : 100.0: 20.6 17.9 29.3 30.6 14.5 0.0 0.0 0.0 16.1 7.3 3.2: 16.3 26.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 8 9 8 8 13 0 0 0 4 . .: Old : 32: 8 9 8 8 13 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.7 31.0 60.0 49.6 39.0 28.6 55.9 43.9 Old : 40.7 31.0 60.0 49.6 39.0 28.6 55.9 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 125,527: 11,124 10,181 7,233 32,981 43,380 24,079 2,153 21,715 2,578 701 10,765: 4,653 3,651 Old : 125,527: 11,124 10,181 7,233 32,981 43,380 24,079 2,153 21,715 2,578 701 10,765: 4,653 3,651 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 3,142: -7 -42 -2 -70 1,097 322 57 134 -165 77 1,246: 517 642 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 8.1 5.8 26.3 34.6 19.2 1.7 17.3 2.1 0.6 8.6: 3.7 2.9 Old : 100.0: 8.9 8.1 5.8 26.3 34.6 19.2 1.7 17.3 2.1 0.6 8.6: 3.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 8 8 7 11 15 14 4 11 9 7 14: Old : 62: 8 8 7 11 15 14 4 11 9 7 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.2 42.3 47.5 64.3 15.5 20.8 21.8 27.7 Old : 28.2 42.3 47.5 64.3 15.5 20.8 21.8 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 555,316: 104,935 81,920 37,459 93,983 260,193 2,154 0 9,794 36,243 3,421 87,722: 16,817 18,284 Old : 555,316: 104,935 81,920 37,459 93,983 260,193 2,154 0 9,794 36,243 3,421 87,722: 16,817 18,284 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -57,892: -9,450 -10,473 -3,409 -10,855 -28,046 -1,516 0 -3,213 -5,907 178 -9,729: 3,377 4,245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 14.8 6.7 16.9 46.9 0.4 0.0 1.8 6.5 0.6 15.8: 3.0 3.3 Old : 100.0: 18.9 14.8 6.7 16.9 46.9 0.4 0.0 1.8 6.5 0.6 15.8: 3.0 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 7 8 7 18 25 . 0 . 8 . 10: Old : 45: 7 8 7 18 25 . 0 . 8 . 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 26.5 51.5 43.0 9.9 6.8 14.0 12.2 Old : 34.9 26.5 51.5 43.0 9.9 6.8 14.0 12.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 31,072: 12,878 19,292 8,121 1,071 9,433 0 294 0 378 660 150: 112 172 Old : 31,072: 12,878 19,292 8,121 1,071 9,433 0 294 0 378 660 150: 112 172 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -13,360: -3,835 -4,576 -5,843 -4,015 -3,377 0 0 0 -150 -1,237 0: -155 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.4 62.1 26.1 3.4 30.4 0.0 0.9 0.0 1.2 2.1 0.5: 0.4 0.6 Old : 100.0: 41.4 62.1 26.1 3.4 30.4 0.0 0.9 0.0 1.2 2.1 0.5: 0.4 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 26 18 10 4 11 0 . 0 . . .: Old : 49: 26 18 10 4 11 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 36.1 64.5 57.2 22.4 16.1 28.2 25.1 Old : 47.0 36.1 64.5 57.2 22.4 16.1 28.2 25.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 88,000: 10,655 3,948 39,654 18,244 27,421 4,451 23,774 1,512 0 6,574 817: 3,490 5,710 Old : 88,000: 10,655 3,948 39,654 18,244 27,421 4,451 23,774 1,512 0 6,574 817: 3,490 5,710 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 734: 50 -2 -110 -9 39 0 482 599 0 -205 0: 156 -170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 4.5 45.1 20.7 31.2 5.1 27.0 1.7 0.0 7.5 0.9: 4.0 6.5 Old : 100.0: 12.1 4.5 45.1 20.7 31.2 5.1 27.0 1.7 0.0 7.5 0.9: 4.0 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 7 5 12 9 16 . 6 5 0 4 4: Old : 42: 7 5 12 9 16 . 6 5 0 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 41.3 66.6 58.9 36.7 34.3 48.7 45.0 Old : 48.9 41.3 66.6 58.9 36.7 34.3 48.7 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 13,920: 4,282 3,860 2,398 6,500 2,785 4,425 640 0 0 0 0: 30 135 Old : 13,920: 4,282 3,860 2,398 6,500 2,785 4,425 640 0 0 0 0: 30 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -2,275: -705 -930 -565 -610 -810 -200 246 0 0 -200 0: 5 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 27.7 17.2 46.7 20.0 31.8 4.6 0.0 0.0 0.0 0.0: 0.2 1.0 Old : 100.0: 30.8 27.7 17.2 46.7 20.0 31.8 4.6 0.0 0.0 0.0 0.0: 0.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 5 8 . 9 5 . . 0 0 0 0: Old : 27: 5 8 . 9 5 . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 59.3 91.5 79.7 52.3 40.9 61.4 54.9 Old : 71.2 59.3 91.5 79.7 52.3 40.9 61.4 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 297,246: 95,404 212,767 38,575 6,212 19,755 74,447 5,029 17,658 13,509 9,023 14,542: 23,356 12,261 Old : 297,246: 95,404 212,767 38,575 6,212 19,755 74,447 5,029 17,658 13,509 9,023 14,542: 23,356 12,261 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -10,141: -12,466 -7,282 670 478 -451 2,886 672 -1,639 52 -606 378: 428 -1,691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 71.6 13.0 2.1 6.6 25.0 1.7 5.9 4.5 3.0 4.9: 7.9 4.1 Old : 100.0: 32.1 71.6 13.0 2.1 6.6 25.0 1.7 5.9 4.5 3.0 4.9: 7.9 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 200: 52 70 17 6 15 65 8 19 17 8 19: Old : 200: 52 70 17 6 15 65 8 19 17 8 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.8 27.0 28.9 41.7 9.3 14.1 16.1 20.8 Old : 18.8 27.0 28.9 41.7 9.3 14.1 16.1 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 16,542: 7,323 9,222 1,247 0 7 2,075 854 0 687 576 885: 4,318 4,998 Old : 16,542: 7,323 9,222 1,247 0 7 2,075 854 0 687 576 885: 4,318 4,998 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -3,997: -3,227 -2,443 -103 -908 -30 62 383 -445 -372 -122 -28: 146 -404 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.3 55.7 7.5 0.0 0.0 12.5 5.2 0.0 4.2 3.5 5.4: 26.1 30.2 Old : 100.0: 44.3 55.7 7.5 0.0 0.0 12.5 5.2 0.0 4.2 3.5 5.4: 26.1 30.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 8 . 0 . . . 0 . . .: Old : 20: 8 8 . 0 . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 51.9 65.8 67.0 40.8 50.7 58.0 61.1 Old : 45.0 51.9 65.8 67.0 40.8 50.7 58.0 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 4,511: 2,746 3,803 1,204 297 98 0 0 0 250 100 113: 100 100 Old : 4,511: 2,746 3,803 1,204 297 98 0 0 0 250 100 113: 100 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -1,659: -1,225 -832 -271 -424 -103 -50 0 0 214 -100 -187: -37 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 84.3 26.7 6.6 2.2 0.0 0.0 0.0 5.5 2.2 2.5: 2.2 2.2 Old : 100.0: 60.9 84.3 26.7 6.6 2.2 0.0 0.0 0.0 5.5 2.2 2.5: 2.2 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 13 17 6 . . 0 0 0 . . .: Old : 34: 13 17 6 . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 41.0 63.8 62.6 32.1 34.3 50.3 49.4 Old : 39.9 41.0 63.8 62.6 32.1 34.3 50.3 49.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 45,584: 35,797 24,615 6,794 17,006 1,605 400 2,083 15 0 50 0: 973 210 Old : 45,584: 35,797 24,615 6,794 17,006 1,605 400 2,083 15 0 50 0: 973 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -11,618: -10,835 -9,373 -553 -846 -385 170 -989 0 0 -50 0: -15 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 54.0 14.9 37.3 3.5 0.9 4.6 0.0 0.0 0.1 0.0: 2.1 0.5 Old : 100.0: 78.5 54.0 14.9 37.3 3.5 0.9 4.6 0.0 0.0 0.1 0.0: 2.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 23 24 8 5 6 . . . 0 . 0: Old : 46: 23 24 8 5 6 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 57.4 70.8 74.2 39.4 45.4 48.9 55.7 Old : 54.2 57.4 70.8 74.2 39.4 45.4 48.9 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,355: 2,835 2,410 2,090 130 1,290 750 0 0 0 3,525 0: 390 0 Old : 7,355: 2,835 2,410 2,090 130 1,290 750 0 0 0 3,525 0: 390 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -1,352: -800 -790 -130 0 -562 0 0 0 -100 0 0: 240 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 32.8 28.4 1.8 17.5 10.2 0.0 0.0 0.0 47.9 0.0: 5.3 0.0 Old : 100.0: 38.5 32.8 28.4 1.8 17.5 10.2 0.0 0.0 0.0 47.9 0.0: 5.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 10 9 8 . 4 . 0 0 0 . 0: Old : 27: 10 9 8 . 4 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 74.3 65.7 87.7 36.0 68.0 53.8 73.8 Old : 40.8 74.3 65.7 87.7 36.0 68.0 53.8 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 16,261: 13,108 13,882 1,632 978 1,061 105 0 90 180 0 50: 35 200 Old : 16,261: 13,108 13,882 1,632 978 1,061 105 0 90 180 0 50: 35 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -2,560: -781 -1,777 -249 -884 21 0 0 0 -1,576 0 0: 25 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 85.4 10.0 6.0 6.5 0.6 0.0 0.6 1.1 0.0 0.3: 0.2 1.2 Old : 100.0: 80.6 85.4 10.0 6.0 6.5 0.6 0.0 0.6 1.1 0.0 0.3: 0.2 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 12 5 5 7 . 0 . . 0 .: Old : 34: 19 12 5 5 7 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 73.0 62.8 87.0 40.0 67.3 56.5 73.9 Old : 44.5 73.0 62.8 87.0 40.0 67.3 56.5 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 13,752: 6,389 7,145 3,842 3,503 1,411 0 278 226 1,206 292 504: 174 393 Old : 13,752: 6,389 7,145 3,842 3,503 1,411 0 278 226 1,206 292 504: 174 393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -2,212: -1,789 -586 -639 -909 -345 0 -159 32 595 -522 84: -150 193 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.5 52.0 27.9 25.5 10.3 0.0 2.0 1.6 8.8 2.1 3.7: 1.3 2.9 Old : 100.0: 46.5 52.0 27.9 25.5 10.3 0.0 2.0 1.6 8.8 2.1 3.7: 1.3 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 16 19 6 9 9 0 . . . . .: Old : 47: 16 19 6 9 9 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 41.9 55.7 59.4 30.1 41.9 47.2 55.1 Old : 33.3 41.9 55.7 59.4 30.1 41.9 47.2 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 12,148: 10,963 6,307 216 2,977 348 300 2,048 27 15 243 162: 117 36 Old : 12,148: 10,963 6,307 216 2,977 348 300 2,048 27 15 243 162: 117 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -2,650: -2,577 -2,091 -98 -262 -2 0 -187 0 0 0 0: 27 -108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.2 51.9 1.8 24.5 2.9 2.5 16.9 0.2 0.1 2.0 1.3: 1.0 0.3 Old : 100.0: 90.2 51.9 1.8 24.5 2.9 2.5 16.9 0.2 0.1 2.0 1.3: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 16 16 . 5 . . . . . . .: Old : 35: 16 16 . 5 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 49.0 79.7 69.0 46.3 45.9 63.5 60.7 Old : 54.7 49.0 79.7 69.0 46.3 45.9 63.5 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 31,715: 8,308 20,352 8,946 2,853 4,739 0 0 50 6,739 1,028 2,453: 480 240 Old : 31,715: 8,308 20,352 8,946 2,853 4,739 0 0 50 6,739 1,028 2,453: 480 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -1,999: -884 -1,121 -199 135 -570 0 0 0 -140 -214 -183: -23 -46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 64.2 28.2 9.0 14.9 0.0 0.0 0.2 21.2 3.2 7.7: 1.5 0.8 Old : 100.0: 26.2 64.2 28.2 9.0 14.9 0.0 0.0 0.2 21.2 3.2 7.7: 1.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 12 13 12 5 13 0 0 . 6 . 4: Old : 48: 12 13 12 5 13 0 0 . 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 54.1 54.3 73.2 30.1 50.6 48.9 63.5 Old : 33.2 54.1 54.3 73.2 30.1 50.6 48.9 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011