GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 40,219: 27,863 31,640 7,293 2,268 3,877 0 0 0 934 2,035 75: 177 324
Old : 40,219: 27,863 31,640 7,293 2,268 3,877 0 0 0 934 2,035 75: 177 324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,910: 2,668 1,257 297 533 -158 0 0 0 0 1,435 18: 85 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 78.7 18.1 5.6 9.6 0.0 0.0 0.0 2.3 5.1 0.2: 0.4 0.8
Old : 100.0: 69.3 78.7 18.1 5.6 9.6 0.0 0.0 0.0 2.3 5.1 0.2: 0.4 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 : 58: 25 32 7 7 12 0 0 0 . 4 .:
Old : 58: 25 32 7 7 12 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 : 35.6 34.8 55.2 52.0 26.7 19.8 38.0 30.9
Old : 35.6 34.8 55.2 52.0 26.7 19.8 38.0 30.9
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 11, 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 : 23,919: 17,264 20,930 4,719 1,157 1,622 0 0 0 200 0 0: 114 210
Old : 23,919: 17,264 20,930 4,719 1,157 1,622 0 0 0 200 0 0: 114 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -13: 28 287 234 75 -375 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 87.5 19.7 4.8 6.8 0.0 0.0 0.0 0.8 0.0 0.0: 0.5 0.9
Old : 100.0: 72.2 87.5 19.7 4.8 6.8 0.0 0.0 0.0 0.8 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 : 47.3 61.4 71.1 79.4 43.9 53.5 63.0 62.0
Old : 47.3 61.4 71.1 79.4 43.9 53.5 63.0 62.0
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 11, 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 : 8,421: 4,475 4,425 429 548 1,524 0 0 0 351 203 102: 1,540 1,619
Old : 8,421: 4,475 4,425 429 548 1,524 0 0 0 351 203 102: 1,540 1,619
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 860: 448 628 -22 -41 226 0 0 0 184 10 15: 9 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 52.5 5.1 6.5 18.1 0.0 0.0 0.0 4.2 2.4 1.2: 18.3 19.2
Old : 100.0: 53.1 52.5 5.1 6.5 18.1 0.0 0.0 0.0 4.2 2.4 1.2: 18.3 19.2
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 : 39: 18 21 6 5 10 0 0 0 . . .:
Old : 39: 18 21 6 5 10 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 : 29.9 22.8 45.6 37.0 23.1 17.2 31.9 27.1
Old : 29.9 22.8 45.6 37.0 23.1 17.2 31.9 27.1
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 11, 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 : 6,656: 3,591 5,026 1,590 108 484 0 0 0 374 354 137: 480 547
Old : 6,656: 3,591 5,026 1,590 108 484 0 0 0 374 354 137: 480 547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 683: 541 571 82 -16 -2 0 0 0 50 63 -15: 27 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 75.5 23.9 1.6 7.3 0.0 0.0 0.0 5.6 5.3 2.1: 7.2 8.2
Old : 100.0: 54.0 75.5 23.9 1.6 7.3 0.0 0.0 0.0 5.6 5.3 2.1: 7.2 8.2
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 : 62: 34 41 8 . 8 0 0 0 . 4 .:
Old : 62: 34 41 8 . 8 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 : 37.0 20.0 50.5 33.9 32.7 19.9 42.6 32.3
Old : 37.0 20.0 50.5 33.9 32.7 19.9 42.6 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 1,784: 875 1,227 434 0 119 0 0 0 30 35 55: 271 348
Old : 1,784: 875 1,227 434 0 119 0 0 0 30 35 55: 271 348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 68.8 24.3 0.0 6.7 0.0 0.0 0.0 1.7 2.0 3.1: 15.2 19.5
Old : 100.0: 49.0 68.8 24.3 0.0 6.7 0.0 0.0 0.0 1.7 2.0 3.1: 15.2 19.5
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 : 22: 13 15 5 0 . 0 0 0 . . .:
Old : 22: 13 15 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 : 37.8 40.9 56.3 58.4 24.6 20.6 30.9 28.4
Old : 37.8 40.9 56.3 58.4 24.6 20.6 30.9 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 3,768: 3,548 3,518 0 250 0 0 0 0 200 0 0: 20 0
Old : 3,768: 3,548 3,518 0 250 0 0 0 0 200 0 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 93.4 0.0 6.6 0.0 0.0 0.0 0.0 5.3 0.0 0.0: 0.5 0.0
Old : 100.0: 94.2 93.4 0.0 6.6 0.0 0.0 0.0 0.0 5.3 0.0 0.0: 0.5 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 : 20: 11 11 0 . 0 0 0 0 . 0 0:
Old : 20: 11 11 0 . 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 : 79.6 74.5 95.4 93.4 42.5 36.7 52.0 49.2
Old : 79.6 74.5 95.4 93.4 42.5 36.7 52.0 49.2
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 11, 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 : 16,225: 9,083 15,447 6,394 345 433 0 0 0 0 0 0: 315 0
Old : 16,225: 9,083 15,447 6,394 345 433 0 0 0 0 0 0: 315 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,284: 354 1,259 890 0 25 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 95.2 39.4 2.1 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 0.0
Old : 100.0: 56.0 95.2 39.4 2.1 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 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 : 63.3 79.4 78.3 93.2 60.8 75.1 73.6 84.0
Old : 63.3 79.4 78.3 93.2 60.8 75.1 73.6 84.0
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 11, 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 : 380,392: 97,686 231,548 73,520 1,661 23,226 52,440 11,464 28,928 11,197 11,260 45,726: 47,669 26,578
Old : 380,392: 97,686 231,548 73,520 1,661 23,226 52,440 11,464 28,928 11,197 11,260 45,726: 47,669 26,578
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -3,771: -10,065 -3,991 163 -171 523 2,611 -1,103 2,185 -13 -1,973 929: -104 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 60.9 19.3 0.4 6.1 13.8 3.0 7.6 2.9 3.0 12.0: 12.5 7.0
Old : 100.0: 25.7 60.9 19.3 0.4 6.1 13.8 3.0 7.6 2.9 3.0 12.0: 12.5 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 : 176: 48 69 18 . 16 44 6 19 13 17 25:
Old : 176: 48 69 18 . 16 44 6 19 13 17 25:
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 : 19.6 24.8 31.0 36.0 10.7 11.3 17.3 18.1
Old : 19.6 24.8 31.0 36.0 10.7 11.3 17.3 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 113,822: 48,132 56,339 14,301 2,134 16,067 0 0 0 358 6,184 30,300: 4,664 2,798
Old : 113,822: 48,132 56,339 14,301 2,134 16,067 0 0 0 358 6,184 30,300: 4,664 2,798
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 49.5 12.6 1.9 14.1 0.0 0.0 0.0 0.3 5.4 26.6: 4.1 2.5
Old : 100.0: 42.3 49.5 12.6 1.9 14.1 0.0 0.0 0.0 0.3 5.4 26.6: 4.1 2.5
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 : 20: 5 5 5 . 7 0 0 0 . 6 8:
Old : 20: 5 5 5 . 7 0 0 0 . 6 8:
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 : 59.0 64.1 79.6 84.0 12.4 12.2 13.8 15.3
Old : 59.0 64.1 79.6 84.0 12.4 12.2 13.8 15.3
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 11, 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 : 15,465: 8,004 11,661 4,612 690 1,957 200 0 100 242 692 300: 50 65
Old : 15,465: 8,004 11,661 4,612 690 1,957 200 0 100 242 692 300: 50 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,410: 760 1,085 -125 -175 400 150 0 0 125 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 75.4 29.8 4.5 12.7 1.3 0.0 0.6 1.6 4.5 1.9: 0.3 0.4
Old : 100.0: 51.8 75.4 29.8 4.5 12.7 1.3 0.0 0.6 1.6 4.5 1.9: 0.3 0.4
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 : 64: 32 35 8 5 9 . 0 . . 6 .:
Old : 64: 32 35 8 5 9 . 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 : 36.9 28.3 53.3 45.8 29.8 23.0 39.9 37.1
Old : 36.9 28.3 53.3 45.8 29.8 23.0 39.9 37.1
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 11, 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 : 5,606: 1,375 3,231 1,956 1,545 530 0 0 0 1,445 0 0: 300 300
Old : 5,606: 1,375 3,231 1,956 1,545 530 0 0 0 1,445 0 0: 300 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 50: 50 50 420 0 0 0 0 0 -150 0 0: -270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 57.6 34.9 27.6 9.5 0.0 0.0 0.0 25.8 0.0 0.0: 5.4 5.4
Old : 100.0: 24.5 57.6 34.9 27.6 9.5 0.0 0.0 0.0 25.8 0.0 0.0: 5.4 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 : 26: 9 8 6 4 5 0 0 0 . 0 0:
Old : 26: 9 8 6 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 : 46.1 58.3 67.8 81.7 46.1 55.1 61.3 73.2
Old : 46.1 58.3 67.8 81.7 46.1 55.1 61.3 73.2
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 11, 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 : 7,171: 5,291 5,098 64 612 177 716 93 192 251 600 245: 235 154
Old : 7,171: 5,291 5,098 64 612 177 716 93 192 251 600 245: 235 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 133: 108 43 -18 -36 10 0 17 2 73 222 -82: 40 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 71.1 0.9 8.5 2.5 10.0 1.3 2.7 3.5 8.4 3.4: 3.3 2.1
Old : 100.0: 73.8 71.1 0.9 8.5 2.5 10.0 1.3 2.7 3.5 8.4 3.4: 3.3 2.1
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 : 37: 19 19 . . . . . . . 6 5:
Old : 37: 19 19 . . . . . . . 6 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 : 58.7 45.3 73.2 65.4 46.4 33.0 52.7 43.1
Old : 58.7 45.3 73.2 65.4 46.4 33.0 52.7 43.1
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 11, 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 : 8,799: 8,080 7,366 284 179 156 15 0 60 0 777 99: 105 162
Old : 8,799: 8,080 7,366 284 179 156 15 0 60 0 777 99: 105 162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 424: 283 327 25 -15 40 0 0 0 -12 3 31: 57 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 83.7 3.2 2.0 1.8 0.2 0.0 0.7 0.0 8.8 1.1: 1.2 1.8
Old : 100.0: 91.8 83.7 3.2 2.0 1.8 0.2 0.0 0.7 0.0 8.8 1.1: 1.2 1.8
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 : 34: 22 22 . . 4 . 0 . 0 . .:
Old : 34: 22 22 . . 4 . 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 : 56.0 61.4 74.0 74.6 54.0 53.2 68.5 63.7
Old : 56.0 61.4 74.0 74.6 54.0 53.2 68.5 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 2,686: 1,974 1,627 0 0 0 171 315 29 0 0 0: 512 715
Old : 2,686: 1,974 1,627 0 0 0 171 315 29 0 0 0: 512 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 60.6 0.0 0.0 0.0 6.4 11.7 1.1 0.0 0.0 0.0: 19.1 26.6
Old : 100.0: 73.5 60.6 0.0 0.0 0.0 6.4 11.7 1.1 0.0 0.0 0.0: 19.1 26.6
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 : 20: 16 17 0 0 0 . . . 0 0 0:
Old : 20: 16 17 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 : 42.3 26.9 65.5 44.7 31.8 22.9 43.2 33.6
Old : 42.3 26.9 65.5 44.7 31.8 22.9 43.2 33.6
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 11, 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 : 1,600: 877 991 83 0 27 0 0 0 95 0 19: 499 563
Old : 1,600: 877 991 83 0 27 0 0 0 95 0 19: 499 563
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 278: 106 57 68 0 0 0 0 0 -5 0 0: 109 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 61.9 5.2 0.0 1.7 0.0 0.0 0.0 5.9 0.0 1.2: 31.2 35.2
Old : 100.0: 54.8 61.9 5.2 0.0 1.7 0.0 0.0 0.0 5.9 0.0 1.2: 31.2 35.2
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: 13 15 . 0 . 0 0 0 . 0 .:
Old : 20: 13 15 . 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 : 34.7 27.8 53.4 45.7 28.9 23.7 38.5 33.4
Old : 34.7 27.8 53.4 45.7 28.9 23.7 38.5 33.4
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 11, 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 : 616,396: 161,521 233,814 99,034 71,574 115,524 33,567 17,216 49,679 30,543 5,800 104,973: 21,556 17,816
Old : 616,396: 161,521 233,814 99,034 71,574 115,524 33,567 17,216 49,679 30,543 5,800 104,973: 21,556 17,816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 20,250: 16,959 -3,035 8,923 748 12,173 -7,309 4,237 -183 -11,456 3,845 3,379: -2,236 -913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 37.9 16.1 11.6 18.7 5.4 2.8 8.1 5.0 0.9 17.0: 3.5 2.9
Old : 100.0: 26.2 37.9 16.1 11.6 18.7 5.4 2.8 8.1 5.0 0.9 17.0: 3.5 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 : 122: 34 34 14 14 25 9 12 14 23 10 28:
Old : 122: 34 34 14 14 25 9 12 14 23 10 28:
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 : 23.1 19.5 35.3 30.8 13.2 10.0 18.0 14.7
Old : 23.1 19.5 35.3 30.8 13.2 10.0 18.0 14.7
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 11, 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 : 2,638,422: 391,212 564,802 220,799 308,184 707,471 259,688 49,919 291,535 95,882 79,125 570,407: 101,427 66,979
Old : 2,638,422: 391,212 564,802 220,799 308,184 707,471 259,688 49,919 291,535 95,882 79,125 570,407: 101,427 66,979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 74,369: 8,879 26,554 5,258 6,559 25,186 13,260 -9,101 1,467 -3,202 -6,094 24,765: -1,244 5,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 21.4 8.4 11.7 26.8 9.8 1.9 11.0 3.6 3.0 21.6: 3.8 2.5
Old : 100.0: 14.8 21.4 8.4 11.7 26.8 9.8 1.9 11.0 3.6 3.0 21.6: 3.8 2.5
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 : 420: 52 59 17 28 45 103 43 87 85 65 120:
Old : 420: 52 59 17 28 45 103 43 87 85 65 120:
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 : 18.4 15.1 28.2 26.6 8.4 7.3 12.1 12.2
Old : 18.4 15.1 28.2 26.6 8.4 7.3 12.1 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 11, 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 : 209,204: 45,164 104,621 128 25,052 9,989 8,541 6,932 13,416 93,436 5,194 34,990: 3,539 9,008
Old : 209,204: 45,164 104,621 128 25,052 9,989 8,541 6,932 13,416 93,436 5,194 34,990: 3,539 9,008
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 41,716: 5,794 16,447 -14 2,690 2,180 5,341 2,222 4,601 14,193 2,228 8,826: 796 2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 50.0 0.1 12.0 4.8 4.1 3.3 6.4 44.7 2.5 16.7: 1.7 4.3
Old : 100.0: 21.6 50.0 0.1 12.0 4.8 4.1 3.3 6.4 44.7 2.5 16.7: 1.7 4.3
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 : 36: 12 13 . 5 5 . 6 . 5 . 7:
Old : 36: 12 13 . 5 5 . 6 . 5 . 7:
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 : 77.1 57.9 86.1 73.1 55.8 44.7 59.7 50.8
Old : 77.1 57.9 86.1 73.1 55.8 44.7 59.7 50.8
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 11, 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 : 231,657: 49,236 43,164 67,307 72,691 36,241 0 0 0 36,655 17,148 7,454: 34,764 54,959
Old : 231,657: 49,236 43,164 67,307 72,691 36,241 0 0 0 36,655 17,148 7,454: 34,764 54,959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,653: 1,994 2,203 172 2,645 3,075 0 0 0 -105 328 162: -2,645 -5,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.6 29.1 31.4 15.6 0.0 0.0 0.0 15.8 7.4 3.2: 15.0 23.7
Old : 100.0: 21.3 18.6 29.1 31.4 15.6 0.0 0.0 0.0 15.8 7.4 3.2: 15.0 23.7
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: 9 10 8 9 14 0 0 0 4 . .:
Old : 34: 9 10 8 9 14 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 : 40.6 30.7 59.7 49.4 38.9 28.3 55.6 43.3
Old : 40.6 30.7 59.7 49.4 38.9 28.3 55.6 43.3
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 11, 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 : 129,771: 11,517 10,603 8,173 35,144 43,960 25,503 1,964 21,723 2,279 795 11,503: 5,113 4,078
Old : 129,771: 11,517 10,603 8,173 35,144 43,960 25,503 1,964 21,723 2,279 795 11,503: 5,113 4,078
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 4,243: 392 423 941 2,163 580 1,424 -189 8 -300 93 738: 460 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.2 6.3 27.1 33.9 19.7 1.5 16.7 1.8 0.6 8.9: 3.9 3.1
Old : 100.0: 8.9 8.2 6.3 27.1 33.9 19.7 1.5 16.7 1.8 0.6 8.9: 3.9 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 : 62: 8 8 7 11 15 15 4 11 9 8 14:
Old : 62: 8 8 7 11 15 15 4 11 9 8 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 42.7 47.4 64.4 15.8 21.6 22.0 28.5
Old : 28.2 42.7 47.4 64.4 15.8 21.6 22.0 28.5
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 11, 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 : 565,658: 107,604 83,536 39,341 95,610 265,857 1,133 0 9,705 36,806 4,442 89,026: 16,185 17,481
Old : 565,658: 107,604 83,536 39,341 95,610 265,857 1,133 0 9,705 36,806 4,442 89,026: 16,185 17,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 10,341: 2,669 1,616 1,882 1,627 5,665 -1,021 0 -89 563 1,022 1,304: -632 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.8 7.0 16.9 47.0 0.2 0.0 1.7 6.5 0.8 15.7: 2.9 3.1
Old : 100.0: 19.0 14.8 7.0 16.9 47.0 0.2 0.0 1.7 6.5 0.8 15.7: 2.9 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 : 46: 7 8 7 18 25 . 0 . 9 . 11:
Old : 46: 7 8 7 18 25 . 0 . 9 . 11:
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 : 35.1 26.6 51.7 43.0 10.1 6.9 14.4 12.2
Old : 35.1 26.6 51.7 43.0 10.1 6.9 14.4 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 11, 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 : 33,564: 14,078 20,992 8,510 1,008 10,311 0 294 0 403 660 150: 112 149
Old : 33,564: 14,078 20,992 8,510 1,008 10,311 0 294 0 403 660 150: 112 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,492: 1,200 1,700 389 -63 878 0 0 0 25 0 0: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 62.5 25.4 3.0 30.7 0.0 0.9 0.0 1.2 2.0 0.4: 0.3 0.4
Old : 100.0: 41.9 62.5 25.4 3.0 30.7 0.0 0.9 0.0 1.2 2.0 0.4: 0.3 0.4
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 : 50: 27 20 11 . 12 0 . 0 . . .:
Old : 50: 27 20 11 . 12 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 : 44.9 35.7 64.1 56.2 20.7 15.8 26.1 24.6
Old : 44.9 35.7 64.1 56.2 20.7 15.8 26.1 24.6
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 11, 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 : 87,278: 10,561 4,048 38,682 18,217 27,744 4,451 22,974 1,512 0 6,059 824: 3,504 5,900
Old : 87,278: 10,561 4,048 38,682 18,217 27,744 4,451 22,974 1,512 0 6,059 824: 3,504 5,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -722: -94 100 -972 -27 323 0 -800 0 0 -515 7: 14 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 4.6 44.3 20.9 31.8 5.1 26.3 1.7 0.0 6.9 0.9: 4.0 6.8
Old : 100.0: 12.1 4.6 44.3 20.9 31.8 5.1 26.3 1.7 0.0 6.9 0.9: 4.0 6.8
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 : 41: 7 5 11 10 16 . 5 5 0 4 4:
Old : 41: 7 5 11 10 16 . 5 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 : 49.2 41.6 66.9 59.5 36.5 34.5 48.6 45.0
Old : 49.2 41.6 66.9 59.5 36.5 34.5 48.6 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 11, 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 : 15,119: 4,402 4,610 2,405 6,022 3,437 4,725 738 0 0 0 0: 150 312
Old : 15,119: 4,402 4,610 2,405 6,022 3,437 4,725 738 0 0 0 0: 150 312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,199: 120 750 7 -478 652 300 98 0 0 0 0: 120 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 30.5 15.9 39.8 22.7 31.3 4.9 0.0 0.0 0.0 0.0: 1.0 2.1
Old : 100.0: 29.1 30.5 15.9 39.8 22.7 31.3 4.9 0.0 0.0 0.0 0.0: 1.0 2.1
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 : 28: 6 7 4 9 8 . . 0 0 0 0:
Old : 28: 6 7 4 9 8 . . 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 : 62.5 54.6 82.1 77.8 46.2 36.7 57.9 53.1
Old : 62.5 54.6 82.1 77.8 46.2 36.7 57.9 53.1
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 11, 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 : 305,120: 101,308 219,401 39,966 5,741 20,712 73,615 4,364 18,818 13,242 8,630 15,604: 21,856 11,852
Old : 305,120: 101,308 219,401 39,966 5,741 20,712 73,615 4,364 18,818 13,242 8,630 15,604: 21,856 11,852
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 7,875: 5,904 6,634 1,391 -471 957 -832 -665 1,160 -267 -393 1,062: -1,500 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 71.9 13.1 1.9 6.8 24.1 1.4 6.2 4.3 2.8 5.1: 7.2 3.9
Old : 100.0: 33.2 71.9 13.1 1.9 6.8 24.1 1.4 6.2 4.3 2.8 5.1: 7.2 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 : 206: 57 75 17 6 17 66 9 21 15 11 17:
Old : 206: 57 75 17 6 17 66 9 21 15 11 17:
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 : 18.3 25.1 28.5 39.7 9.0 13.4 15.6 19.8
Old : 18.3 25.1 28.5 39.7 9.0 13.4 15.6 19.8
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 11, 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 : 19,532: 10,980 12,013 1,704 0 7 2,075 1,204 0 537 576 885: 3,344 4,847
Old : 19,532: 10,980 12,013 1,704 0 7 2,075 1,204 0 537 576 885: 3,344 4,847
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,990: 3,657 2,791 457 0 0 0 350 0 -150 0 0: -974 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 61.5 8.7 0.0 0.0 10.6 6.2 0.0 2.7 2.9 4.5: 17.1 24.8
Old : 100.0: 56.2 61.5 8.7 0.0 0.0 10.6 6.2 0.0 2.7 2.9 4.5: 17.1 24.8
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 : 26: 11 13 . 0 . . . 0 . . .:
Old : 26: 11 13 . 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 : 39.7 47.8 63.1 63.4 36.8 47.4 54.5 61.7
Old : 39.7 47.8 63.1 63.4 36.8 47.4 54.5 61.7
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 11, 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 : 5,061: 2,896 4,203 1,454 347 148 0 0 0 200 100 163: 200 100
Old : 5,061: 2,896 4,203 1,454 347 148 0 0 0 200 100 163: 200 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 550: 150 400 250 50 50 0 0 0 -50 0 50: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 83.0 28.7 6.9 2.9 0.0 0.0 0.0 4.0 2.0 3.2: 4.0 2.0
Old : 100.0: 57.2 83.0 28.7 6.9 2.9 0.0 0.0 0.0 4.0 2.0 3.2: 4.0 2.0
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 : 36: 14 18 5 4 . 0 0 0 . . .:
Old : 36: 14 18 5 4 . 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 : 40.5 43.5 63.8 62.7 35.6 33.6 51.7 50.0
Old : 40.5 43.5 63.8 62.7 35.6 33.6 51.7 50.0
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 11, 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 : 47,894: 37,801 26,978 6,979 15,556 1,712 225 3,354 9 0 150 0: 1,168 135
Old : 47,894: 37,801 26,978 6,979 15,556 1,712 225 3,354 9 0 150 0: 1,168 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,310: 2,004 2,363 185 -1,450 107 -175 1,271 -6 0 100 0: 195 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 56.3 14.6 32.5 3.6 0.5 7.0 0.0 0.0 0.3 0.0: 2.4 0.3
Old : 100.0: 78.9 56.3 14.6 32.5 3.6 0.5 7.0 0.0 0.0 0.3 0.0: 2.4 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 : 49: 26 26 7 5 7 . . . 0 . 0:
Old : 49: 26 26 7 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 : 54.3 52.2 70.0 72.2 38.8 43.6 48.5 54.4
Old : 54.3 52.2 70.0 72.2 38.8 43.6 48.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 18,171: 15,717 14,946 1,770 2,775 450 0 0 0 0 0 0: 234 0
Old : 18,171: 15,717 14,946 1,770 2,775 450 0 0 0 0 0 0: 234 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 82.3 9.7 15.3 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 86.5 82.3 9.7 15.3 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 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 : 21: 7 12 6 . . 0 0 0 0 0 0:
Old : 21: 7 12 6 . . 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 : 83.0 78.9 93.1 95.7 75.8 69.1 80.2 81.2
Old : 83.0 78.9 93.1 95.7 75.8 69.1 80.2 81.2
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 11, 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 : 7,605: 3,235 2,360 2,435 200 1,145 400 150 0 0 3,750 0: 390 0
Old : 7,605: 3,235 2,360 2,435 200 1,145 400 150 0 0 3,750 0: 390 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 250: 400 -50 345 70 -145 -350 150 0 0 225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 31.0 32.0 2.6 15.1 5.3 2.0 0.0 0.0 49.3 0.0: 5.1 0.0
Old : 100.0: 42.5 31.0 32.0 2.6 15.1 5.3 2.0 0.0 0.0 49.3 0.0: 5.1 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 : 31: 11 9 8 4 4 . . 0 0 . 0:
Old : 31: 11 9 8 4 4 . . 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 : 40.6 72.9 61.3 86.8 34.9 66.1 52.1 72.6
Old : 40.6 72.9 61.3 86.8 34.9 66.1 52.1 72.6
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 11, 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 : 17,860: 13,010 14,723 2,483 1,902 937 105 0 90 1,192 0 0: 43 208
Old : 17,860: 13,010 14,723 2,483 1,902 937 105 0 90 1,192 0 0: 43 208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,599: -98 841 851 924 -124 0 0 0 1,012 0 -50: 8 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 82.4 13.9 10.6 5.2 0.6 0.0 0.5 6.7 0.0 0.0: 0.2 1.2
Old : 100.0: 72.8 82.4 13.9 10.6 5.2 0.6 0.0 0.5 6.7 0.0 0.0: 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 : 35: 19 13 6 5 7 . 0 . . 0 0:
Old : 35: 19 13 6 5 7 . 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 : 40.6 70.9 61.1 86.0 35.2 66.5 53.1 74.0
Old : 40.6 70.9 61.1 86.0 35.2 66.5 53.1 74.0
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 11, 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 : 15,495: 6,637 7,593 3,598 3,958 1,846 262 0 518 1,956 911 504: 174 165
Old : 15,495: 6,637 7,593 3,598 3,958 1,846 262 0 518 1,956 911 504: 174 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,743: 248 448 -244 455 435 262 -278 292 750 619 0: 0 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 49.0 23.2 25.5 11.9 1.7 0.0 3.3 12.6 5.9 3.3: 1.1 1.1
Old : 100.0: 42.8 49.0 23.2 25.5 11.9 1.7 0.0 3.3 12.6 5.9 3.3: 1.1 1.1
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 : 48: 17 19 6 10 11 . 0 . . . .:
Old : 48: 17 19 6 10 11 . 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 : 34.3 39.3 53.5 56.3 28.8 39.3 44.2 53.8
Old : 34.3 39.3 53.5 56.3 28.8 39.3 44.2 53.8
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 11, 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 : 12,594: 11,169 6,596 216 3,232 588 300 1,665 27 0 273 177: 117 36
Old : 12,594: 11,169 6,596 216 3,232 588 300 1,665 27 0 273 177: 117 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 446: 206 289 0 255 240 0 -383 0 -15 30 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 52.4 1.7 25.7 4.7 2.4 13.2 0.2 0.0 2.2 1.4: 0.9 0.3
Old : 100.0: 88.7 52.4 1.7 25.7 4.7 2.4 13.2 0.2 0.0 2.2 1.4: 0.9 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: 17 16 . 5 . . . . 0 . .:
Old : 35: 17 16 . 5 . . . . 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 : 50.3 44.3 77.3 69.1 41.1 40.7 59.0 56.3
Old : 50.3 44.3 77.3 69.1 41.1 40.7 59.0 56.3
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 11, 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 : 32,594: 8,011 20,985 8,796 2,253 5,453 300 0 50 6,931 1,220 2,393: 660 240
Old : 32,594: 8,011 20,985 8,796 2,253 5,453 300 0 50 6,931 1,220 2,393: 660 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 879: -297 633 -150 -600 714 300 0 0 192 192 -60: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 64.4 27.0 6.9 16.7 0.9 0.0 0.2 21.3 3.7 7.3: 2.0 0.7
Old : 100.0: 24.6 64.4 27.0 6.9 16.7 0.9 0.0 0.2 21.3 3.7 7.3: 2.0 0.7
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: 12 14 12 4 14 . 0 . 6 . .:
Old : 49: 12 14 12 4 14 . 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 : 31.4 52.6 52.0 71.2 28.3 49.3 46.5 62.4
Old : 31.4 52.6 52.0 71.2 28.3 49.3 46.5 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011