GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, February 1, 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 : 50,256: 36,331 36,690 8,809 3,425 4,184 0 0 0 634 5,512 246: 52 199
Old : 50,256: 36,331 36,690 8,809 3,425 4,184 0 0 0 634 5,512 246: 52 199
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 4,036: 3,522 3,738 122 -183 339 0 0 0 0 169 93: -40 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 73.0 17.5 6.8 8.3 0.0 0.0 0.0 1.3 11.0 0.5: 0.1 0.4
Old : 100.0: 72.3 73.0 17.5 6.8 8.3 0.0 0.0 0.0 1.3 11.0 0.5: 0.1 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 : 62: 28 37 8 8 13 0 0 0 . . .:
Old : 62: 28 37 8 8 13 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 : 31.3 34.0 51.9 50.7 25.3 20.4 35.7 29.6
Old : 31.3 34.0 51.9 50.7 25.3 20.4 35.7 29.6
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, February 1, 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 : 24,801: 18,391 21,321 4,288 1,262 2,008 0 0 0 0 0 0: 114 210
Old : 24,801: 18,391 21,321 4,288 1,262 2,008 0 0 0 0 0 0: 114 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 456: 747 61 -431 255 140 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 86.0 17.3 5.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.8
Old : 100.0: 74.2 86.0 17.3 5.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 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 : 41: 21 24 5 4 4 0 0 0 0 0 0:
Old : 41: 21 24 5 4 4 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 : 42.2 56.8 67.8 75.0 39.6 46.2 58.3 55.0
Old : 42.2 56.8 67.8 75.0 39.6 46.2 58.3 55.0
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, February 1, 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 : 10,441: 5,210 6,152 665 545 1,781 0 0 0 1,081 334 211: 1,493 1,418
Old : 10,441: 5,210 6,152 665 545 1,781 0 0 0 1,081 334 211: 1,493 1,418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 413: 79 336 181 -129 96 0 0 0 -4 41 49: 12 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 58.9 6.4 5.2 17.1 0.0 0.0 0.0 10.4 3.2 2.0: 14.3 13.6
Old : 100.0: 49.9 58.9 6.4 5.2 17.1 0.0 0.0 0.0 10.4 3.2 2.0: 14.3 13.6
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 : 46: 23 27 6 6 12 0 0 0 . . 5:
Old : 46: 23 27 6 6 12 0 0 0 . . 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 : 34.0 22.0 50.9 39.9 28.9 19.8 39.5 30.8
Old : 34.0 22.0 50.9 39.9 28.9 19.8 39.5 30.8
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, February 1, 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 : 8,661: 4,772 6,609 1,830 195 579 0 0 0 615 205 317: 548 756
Old : 8,661: 4,772 6,609 1,830 195 579 0 0 0 615 205 317: 548 756
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 981: 520 919 117 -5 33 0 0 0 248 -84 -31: 94 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 76.3 21.1 2.3 6.7 0.0 0.0 0.0 7.1 2.4 3.7: 6.3 8.7
Old : 100.0: 55.1 76.3 21.1 2.3 6.7 0.0 0.0 0.0 7.1 2.4 3.7: 6.3 8.7
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 : 69: 40 44 9 4 10 0 0 0 5 . 4:
Old : 69: 40 44 9 4 10 0 0 0 5 . 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 : 31.7 20.6 45.5 32.7 28.4 20.4 39.7 31.1
Old : 31.7 20.6 45.5 32.7 28.4 20.4 39.7 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, February 1, 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 : 2,933: 800 1,340 210 727 319 270 0 10 369 0 225: 730 312
Old : 2,933: 800 1,340 210 727 319 270 0 10 369 0 225: 730 312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 248: 21 95 51 -25 38 120 0 10 15 0 105: -112 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 45.7 7.2 24.8 10.9 9.2 0.0 0.3 12.6 0.0 7.7: 24.9 10.6
Old : 100.0: 27.3 45.7 7.2 24.8 10.9 9.2 0.0 0.3 12.6 0.0 7.7: 24.9 10.6
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 : 26: 11 12 . . 5 . 0 . . 0 .:
Old : 26: 11 12 . . 5 . 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 : 32.1 55.3 50.8 73.4 23.4 50.3 36.3 60.4
Old : 32.1 55.3 50.8 73.4 23.4 50.3 36.3 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, February 1, 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 : 1,710: 1,163 974 80 247 78 0 0 0 0 0 0: 389 411
Old : 1,710: 1,163 974 80 247 78 0 0 0 0 0 0: 389 411
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 57.0 4.7 14.4 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 22.7 24.0
Old : 100.0: 68.0 57.0 4.7 14.4 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 22.7 24.0
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: 13 13 . . . 0 0 0 0 0 0:
Old : 20: 13 13 . . . 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 : 43.0 35.0 62.1 53.5 37.9 34.5 48.7 46.0
Old : 43.0 35.0 62.1 53.5 37.9 34.5 48.7 46.0
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, February 1, 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 : 2,514: 1,133 1,698 530 0 236 0 0 0 38 15 135: 442 430
Old : 2,514: 1,133 1,698 530 0 236 0 0 0 38 15 135: 442 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 585: 176 305 81 0 126 0 0 0 8 0 60: 134 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 67.5 21.1 0.0 9.4 0.0 0.0 0.0 1.5 0.6 5.4: 17.6 17.1
Old : 100.0: 45.1 67.5 21.1 0.0 9.4 0.0 0.0 0.0 1.5 0.6 5.4: 17.6 17.1
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 : 27: 16 18 6 0 4 0 0 0 . . .:
Old : 27: 16 18 6 0 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 : 32.3 33.5 51.0 56.8 17.9 21.0 24.0 26.3
Old : 32.3 33.5 51.0 56.8 17.9 21.0 24.0 26.3
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, February 1, 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 : 4,387: 4,348 4,137 0 250 0 0 0 0 0 0 0: 39 0
Old : 4,387: 4,348 4,137 0 250 0 0 0 0 0 0 0: 39 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 0: 200 0 0 0 0 0 0 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.1 94.3 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.0
Old : 100.0: 99.1 94.3 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 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 : 23: 14 13 0 . 0 0 0 0 0 0 0:
Old : 23: 14 13 0 . 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 : 77.5 66.0 91.1 85.7 43.9 34.1 54.0 51.8
Old : 77.5 66.0 91.1 85.7 43.9 34.1 54.0 51.8
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, February 1, 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 : 19,230: 10,323 18,212 7,919 345 673 0 0 0 0 0 0: 315 0
Old : 19,230: 10,323 18,212 7,919 345 673 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 25, 2011 :
: 1,045: 130 865 760 0 180 0 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 94.7 41.2 1.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.0
Old : 100.0: 53.7 94.7 41.2 1.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 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: 20 11 7 . 4 0 0 0 0 0 0:
Old : 31: 20 11 7 . 4 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 : 62.2 77.6 75.1 91.7 59.5 75.4 70.2 84.1
Old : 62.2 77.6 75.1 91.7 59.5 75.4 70.2 84.1
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, February 1, 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 : 394,245: 103,862 227,094 68,025 1,189 27,500 60,031 22,694 25,056 10,852 13,964 49,305: 49,615 27,444
Old : 394,245: 103,862 227,094 68,025 1,189 27,500 60,031 22,694 25,056 10,852 13,964 49,305: 49,615 27,444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -7,648: -8,005 -7,286 -2,750 -207 -209 2,876 1,473 -2,168 680 1,648 1,413: 515 -2,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 57.6 17.3 0.3 7.0 15.2 5.8 6.4 2.8 3.5 12.5: 12.6 7.0
Old : 100.0: 26.3 57.6 17.3 0.3 7.0 15.2 5.8 6.4 2.8 3.5 12.5: 12.6 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 : 185: 52 71 19 . 16 49 8 21 12 16 26:
Old : 185: 52 71 19 . 16 49 8 21 12 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 : 17.1 22.7 28.0 34.4 9.6 11.6 15.6 18.4
Old : 17.1 22.7 28.0 34.4 9.6 11.6 15.6 18.4
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, February 1, 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 : 121,146: 50,888 60,716 15,399 1,372 18,607 0 0 0 275 6,056 32,189: 3,789 2,205
Old : 121,146: 50,888 60,716 15,399 1,372 18,607 0 0 0 275 6,056 32,189: 3,789 2,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 8,030: 2,930 4,717 1,637 -437 2,031 0 0 0 -41 -91 2,334: -861 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 50.1 12.7 1.1 15.4 0.0 0.0 0.0 0.2 5.0 26.6: 3.1 1.8
Old : 100.0: 42.0 50.1 12.7 1.1 15.4 0.0 0.0 0.0 0.2 5.0 26.6: 3.1 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 : 23: 5 6 7 . 9 0 0 0 . 6 8:
Old : 23: 5 6 7 . 9 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 : 58.6 64.7 79.1 83.5 12.0 11.3 13.6 14.7
Old : 58.6 64.7 79.1 83.5 12.0 11.3 13.6 14.7
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, February 1, 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 : 21,230: 12,806 16,323 5,184 1,167 2,143 200 0 100 217 902 530: 50 65
Old : 21,230: 12,806 16,323 5,184 1,167 2,143 200 0 100 217 902 530: 50 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 2,847: 2,134 1,419 62 617 371 0 0 0 0 160 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 76.9 24.4 5.5 10.1 0.9 0.0 0.5 1.0 4.2 2.5: 0.2 0.3
Old : 100.0: 60.3 76.9 24.4 5.5 10.1 0.9 0.0 0.5 1.0 4.2 2.5: 0.2 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 : 75: 40 41 7 6 9 . 0 . . 7 .:
Old : 75: 40 41 7 6 9 . 0 . . 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 : 33.4 29.8 51.2 45.0 25.5 28.4 37.0 41.1
Old : 33.4 29.8 51.2 45.0 25.5 28.4 37.0 41.1
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, February 1, 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 : 6,821: 3,225 3,796 1,936 1,860 415 0 0 0 650 155 295: 300 300
Old : 6,821: 3,225 3,796 1,936 1,860 415 0 0 0 650 155 295: 300 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 185: 800 -285 -70 165 -145 0 0 0 -695 155 295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 55.7 28.4 27.3 6.1 0.0 0.0 0.0 9.5 2.3 4.3: 4.4 4.4
Old : 100.0: 47.3 55.7 28.4 27.3 6.1 0.0 0.0 0.0 9.5 2.3 4.3: 4.4 4.4
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 : 28: 11 8 6 5 5 0 0 0 . . .:
Old : 28: 11 8 6 5 5 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 : 48.7 53.3 69.1 76.9 40.0 47.9 54.8 59.2
Old : 48.7 53.3 69.1 76.9 40.0 47.9 54.8 59.2
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, February 1, 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 : 7,907: 5,616 6,407 86 461 155 1,010 102 208 449 198 190: 193 186
Old : 7,907: 5,616 6,407 86 461 155 1,010 102 208 449 198 190: 193 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -193: -273 204 -16 -225 0 0 -23 22 81 -108 -17: 10 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 81.0 1.1 5.8 2.0 12.8 1.3 2.6 5.7 2.5 2.4: 2.4 2.4
Old : 100.0: 71.0 81.0 1.1 5.8 2.0 12.8 1.3 2.6 5.7 2.5 2.4: 2.4 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 : 38: 17 21 . . . . . . 4 4 4:
Old : 38: 17 21 . . . . . . 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 : 53.2 47.2 73.8 69.0 39.1 32.0 48.9 40.9
Old : 53.2 47.2 73.8 69.0 39.1 32.0 48.9 40.9
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, February 1, 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 : 9,390: 8,600 7,787 385 368 151 15 0 60 0 810 1: 178 213
Old : 9,390: 8,600 7,787 385 368 151 15 0 60 0 810 1: 178 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -858: -1,003 -685 114 75 -13 0 0 0 0 -144 -24: 68 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 82.9 4.1 3.9 1.6 0.2 0.0 0.6 0.0 8.6 0.0: 1.9 2.3
Old : 100.0: 91.6 82.9 4.1 3.9 1.6 0.2 0.0 0.6 0.0 8.6 0.0: 1.9 2.3
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: 23 23 . . 4 . 0 . 0 . .:
Old : 36: 23 23 . . 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 : 45.8 60.7 69.6 72.2 37.9 52.1 53.5 61.0
Old : 45.8 60.7 69.6 72.2 37.9 52.1 53.5 61.0
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, February 1, 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 : 2,755: 2,061 1,748 0 0 0 135 240 24 0 0 0: 535 743
Old : 2,755: 2,061 1,748 0 0 0 135 240 24 0 0 0: 535 743
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -113: -80 -45 0 0 0 -23 -75 0 0 0 0: -10 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 63.4 0.0 0.0 0.0 4.9 8.7 0.9 0.0 0.0 0.0: 19.4 27.0
Old : 100.0: 74.8 63.4 0.0 0.0 0.0 4.9 8.7 0.9 0.0 0.0 0.0: 19.4 27.0
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 : 23: 19 18 0 0 0 . . . 0 0 0:
Old : 23: 19 18 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 : 37.7 22.2 61.8 41.1 29.0 18.1 40.5 30.8
Old : 37.7 22.2 61.8 41.1 29.0 18.1 40.5 30.8
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, February 1, 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 : 1,944: 1,035 1,145 124 28 102 0 0 0 125 0 0: 558 669
Old : 1,944: 1,035 1,145 124 28 102 0 0 0 125 0 0: 558 669
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 146: -5 45 37 28 60 0 0 0 28 0 0: 26 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 58.9 6.4 1.4 5.2 0.0 0.0 0.0 6.4 0.0 0.0: 28.7 34.4
Old : 100.0: 53.2 58.9 6.4 1.4 5.2 0.0 0.0 0.0 6.4 0.0 0.0: 28.7 34.4
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 : 25: 18 18 . . . 0 0 0 . 0 0:
Old : 25: 18 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 : 32.7 25.7 48.6 40.0 25.7 20.4 35.0 27.3
Old : 32.7 25.7 48.6 40.0 25.7 20.4 35.0 27.3
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, February 1, 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 : 630,379: 188,517 281,700 95,829 67,116 113,743 32,053 6,430 57,691 31,932 4,033 80,577: 30,036 19,089
Old : 630,379: 188,517 281,700 95,829 67,116 113,743 32,053 6,430 57,691 31,932 4,033 80,577: 30,036 19,089
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 34,598: 8,736 26,361 330 -2,973 8,234 5,270 -3,062 7,089 6,308 2,567 -3,706: 2,337 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 44.7 15.2 10.6 18.0 5.1 1.0 9.2 5.1 0.6 12.8: 4.8 3.0
Old : 100.0: 29.9 44.7 15.2 10.6 18.0 5.1 1.0 9.2 5.1 0.6 12.8: 4.8 3.0
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 : 129: 40 39 12 15 25 11 6 13 28 9 32:
Old : 129: 40 39 12 15 25 11 6 13 28 9 32:
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 19.6 34.9 32.2 13.0 10.3 18.0 15.6
Old : 23.1 19.6 34.9 32.2 13.0 10.3 18.0 15.6
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, February 1, 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 : 2,774,740: 414,905 600,052 231,762 309,037 746,379 251,759 49,818 302,283 90,976 75,925 621,144: 115,532 70,103
Old : 2,774,740: 414,905 600,052 231,762 309,037 746,379 251,759 49,818 302,283 90,976 75,925 621,144: 115,532 70,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 144,374: 327 22,460 18,252 8,674 34,165 28,261 -1,668 19,232 -5,430 8,679 48,215: 1,353 4,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.6 8.4 11.1 26.9 9.1 1.8 10.9 3.3 2.7 22.4: 4.2 2.5
Old : 100.0: 15.0 21.6 8.4 11.1 26.9 9.1 1.8 10.9 3.3 2.7 22.4: 4.2 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 : 415: 54 61 19 28 43 95 46 94 88 58 117:
Old : 415: 54 61 19 28 43 95 46 94 88 58 117:
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 : 18.1 15.1 27.5 26.3 7.8 6.9 11.0 11.3
Old : 18.1 15.1 27.5 26.3 7.8 6.9 11.0 11.3
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, February 1, 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 : 248,819: 57,086 113,839 1,423 27,003 15,875 3,479 13,791 18,858 103,454 8,472 46,183: 2,461 4,799
Old : 248,819: 57,086 113,839 1,423 27,003 15,875 3,479 13,791 18,858 103,454 8,472 46,183: 2,461 4,799
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 36,194: 7,964 12,071 511 2,296 3,231 -1,594 4,121 5,209 11,713 879 10,798: -1,638 -2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 45.8 0.6 10.9 6.4 1.4 5.5 7.6 41.6 3.4 18.6: 1.0 1.9
Old : 100.0: 22.9 45.8 0.6 10.9 6.4 1.4 5.5 7.6 41.6 3.4 18.6: 1.0 1.9
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 : 44: 13 15 . 7 7 . 7 5 6 4 8:
Old : 44: 13 15 . 7 7 . 7 5 6 4 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 : 70.6 54.7 83.4 69.1 50.8 39.0 54.3 45.6
Old : 70.6 54.7 83.4 69.1 50.8 39.0 54.3 45.6
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, February 1, 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 : 223,491: 51,841 33,937 54,282 76,360 33,160 403 0 530 36,761 15,990 6,323: 40,191 57,191
Old : 223,491: 51,841 33,937 54,282 76,360 33,160 403 0 530 36,761 15,990 6,323: 40,191 57,191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -10,893: -2,163 -7,051 -2,421 1,527 213 76 0 -14 -769 -873 -2,061: -3,754 -2,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.2 24.3 34.2 14.8 0.2 0.0 0.2 16.4 7.2 2.8: 18.0 25.6
Old : 100.0: 23.2 15.2 24.3 34.2 14.8 0.2 0.0 0.2 16.4 7.2 2.8: 18.0 25.6
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 : 33: 8 9 7 9 14 . 0 . 4 . .:
Old : 33: 8 9 7 9 14 . 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 : 41.8 29.1 59.2 47.8 40.1 26.8 54.7 43.0
Old : 41.8 29.1 59.2 47.8 40.1 26.8 54.7 43.0
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, February 1, 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 : 133,202: 11,815 11,262 9,007 40,405 45,681 28,414 409 22,184 2,270 841 8,983: 4,847 3,435
Old : 133,202: 11,815 11,262 9,007 40,405 45,681 28,414 409 22,184 2,270 841 8,983: 4,847 3,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 11,304: 1,074 1,242 1,164 8,017 2,889 4,928 -1,820 -75 122 225 624: 579 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.5 6.8 30.3 34.3 21.3 0.3 16.7 1.7 0.6 6.7: 3.6 2.6
Old : 100.0: 8.9 8.5 6.8 30.3 34.3 21.3 0.3 16.7 1.7 0.6 6.7: 3.6 2.6
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 : 58: 9 9 6 11 16 14 . 11 6 7 12:
Old : 58: 9 9 6 11 16 14 . 11 6 7 12:
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 : 29.2 45.6 47.0 67.3 16.8 23.6 23.0 30.8
Old : 29.2 45.6 47.0 67.3 16.8 23.6 23.0 30.8
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, February 1, 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 : 583,492: 105,804 87,686 46,050 96,394 275,040 0 1,164 11,596 37,955 3,505 90,019: 17,027 18,088
Old : 583,492: 105,804 87,686 46,050 96,394 275,040 0 1,164 11,596 37,955 3,505 90,019: 17,027 18,088
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 22,920: 5,837 4,658 1,495 7,392 9,175 -77 1,139 -1,888 4,763 -1,684 2,054: 1,559 2,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.0 7.9 16.5 47.1 0.0 0.2 2.0 6.5 0.6 15.4: 2.9 3.1
Old : 100.0: 18.1 15.0 7.9 16.5 47.1 0.0 0.2 2.0 6.5 0.6 15.4: 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 : 47: 8 8 7 19 26 0 . . 10 . 12:
Old : 47: 8 8 7 19 26 0 . . 10 . 12:
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 : 34.1 26.6 51.5 43.0 9.3 6.8 13.9 11.8
Old : 34.1 26.6 51.5 43.0 9.3 6.8 13.9 11.8
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, February 1, 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 : 31,607: 13,666 16,755 5,616 1,277 11,562 0 196 0 355 1,370 100: 308 347
Old : 31,607: 13,666 16,755 5,616 1,277 11,562 0 196 0 355 1,370 100: 308 347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -6,594: -2,363 -6,257 -3,978 14 -151 0 -98 0 -90 -92 -8: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 53.0 17.8 4.0 36.6 0.0 0.6 0.0 1.1 4.3 0.3: 1.0 1.1
Old : 100.0: 43.2 53.0 17.8 4.0 36.6 0.0 0.6 0.0 1.1 4.3 0.3: 1.0 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 : 46: 22 20 10 4 11 0 . 0 . . .:
Old : 46: 22 20 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 : 48.1 39.6 68.5 60.5 16.1 15.2 21.2 21.8
Old : 48.1 39.6 68.5 60.5 16.1 15.2 21.2 21.8
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, February 1, 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 : 87,630: 9,478 4,627 39,579 17,202 27,155 4,451 24,474 1,812 1,160 6,062 727: 3,268 5,571
Old : 87,630: 9,478 4,627 39,579 17,202 27,155 4,451 24,474 1,812 1,160 6,062 727: 3,268 5,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,633: -5 221 -77 552 741 0 100 300 1,160 0 0: -486 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.3 45.2 19.6 31.0 5.1 27.9 2.1 1.3 6.9 0.8: 3.7 6.4
Old : 100.0: 10.8 5.3 45.2 19.6 31.0 5.1 27.9 2.1 1.3 6.9 0.8: 3.7 6.4
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 : 44: 7 6 13 8 17 . 7 6 . 4 4:
Old : 44: 7 6 13 8 17 . 7 6 . 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 : 48.6 41.2 66.2 60.0 36.1 34.4 48.1 45.2
Old : 48.6 41.2 66.2 60.0 36.1 34.4 48.1 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, February 1, 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 : 28,371: 1,050 3,947 8,585 10,396 9,251 4,832 3 1,425 0 1,160 0: 3,228 2,189
Old : 28,371: 1,050 3,947 8,585 10,396 9,251 4,832 3 1,425 0 1,160 0: 3,228 2,189
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 3,090: 450 563 -695 488 934 1,940 0 300 0 1,160 0: 161 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 13.9 30.3 36.6 32.6 17.0 0.0 5.0 0.0 4.1 0.0: 11.4 7.7
Old : 100.0: 3.7 13.9 30.3 36.6 32.6 17.0 0.0 5.0 0.0 4.1 0.0: 11.4 7.7
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 : 23: . 4 8 4 11 5 . . 0 . 0:
Old : 23: . 4 8 4 11 5 . . 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 : 46.3 52.0 61.5 70.2 31.4 40.2 42.0 51.1
Old : 46.3 52.0 61.5 70.2 31.4 40.2 42.0 51.1
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, February 1, 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 : 14,224: 5,308 3,530 1,270 5,533 3,621 3,350 928 450 225 0 0: 0 162
Old : 14,224: 5,308 3,530 1,270 5,533 3,621 3,350 928 450 225 0 0: 0 162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -2,365: -294 -2,160 -910 706 -761 -775 -450 450 75 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 24.8 8.9 38.9 25.5 23.6 6.5 3.2 1.6 0.0 0.0: 0.0 1.1
Old : 100.0: 37.3 24.8 8.9 38.9 25.5 23.6 6.5 3.2 1.6 0.0 0.0: 0.0 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 : 33: 7 8 5 8 8 . . . . 0 0:
Old : 33: 7 8 5 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 : 49.2 51.7 72.7 74.6 41.3 34.2 54.4 54.6
Old : 49.2 51.7 72.7 74.6 41.3 34.2 54.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, February 1, 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 : 11,189: 2,079 1,524 2,340 2,325 3,615 232 449 1,173 274 233 999: 477 871
Old : 11,189: 2,079 1,524 2,340 2,325 3,615 232 449 1,173 274 233 999: 477 871
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -1,305: 1,223 746 975 -2,827 663 -3,954 217 -684 59 194 236: 178 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 13.6 20.9 20.8 32.3 2.1 4.0 10.5 2.5 2.1 8.9: 4.3 7.8
Old : 100.0: 18.6 13.6 20.9 20.8 32.3 2.1 4.0 10.5 2.5 2.1 8.9: 4.3 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 : 23: 4 5 5 4 9 . . 4 . . 4:
Old : 23: 4 5 5 4 9 . . 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 : 46.2 44.8 74.4 66.7 27.3 21.1 36.8 31.5
Old : 46.2 44.8 74.4 66.7 27.3 21.1 36.8 31.5
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, February 1, 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 : 309,962: 111,600 227,731 41,159 8,658 18,005 69,048 3,717 13,797 13,077 6,274 19,337: 23,938 12,442
Old : 309,962: 111,600 227,731 41,159 8,658 18,005 69,048 3,717 13,797 13,077 6,274 19,337: 23,938 12,442
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -3,839: -2,806 1,722 -196 871 -3,872 1,758 -1,839 -946 251 631 618: 1,354 -1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 73.5 13.3 2.8 5.8 22.3 1.2 4.5 4.2 2.0 6.2: 7.7 4.0
Old : 100.0: 36.0 73.5 13.3 2.8 5.8 22.3 1.2 4.5 4.2 2.0 6.2: 7.7 4.0
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 : 198: 54 71 15 8 17 64 6 21 13 14 17:
Old : 198: 54 71 15 8 17 64 6 21 13 14 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 : 19.4 24.9 29.6 39.8 8.6 11.1 15.2 18.0
Old : 19.4 24.9 29.6 39.8 8.6 11.1 15.2 18.0
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, February 1, 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 : 21,103: 11,107 13,560 2,486 0 8 2,225 1,424 75 0 916 983: 4,219 4,137
Old : 21,103: 11,107 13,560 2,486 0 8 2,225 1,424 75 0 916 983: 4,219 4,137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -888: -1,139 -316 -62 0 0 0 -70 0 0 -26 -181: 494 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 64.3 11.8 0.0 0.0 10.5 6.7 0.4 0.0 4.3 4.7: 20.0 19.6
Old : 100.0: 52.6 64.3 11.8 0.0 0.0 10.5 6.7 0.4 0.0 4.3 4.7: 20.0 19.6
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 : 25: 9 13 . 0 . . . . 0 . .:
Old : 25: 9 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 : 38.1 52.7 60.0 68.1 34.4 52.0 55.3 63.9
Old : 38.1 52.7 60.0 68.1 34.4 52.0 55.3 63.9
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, February 1, 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 : 7,543: 4,803 6,277 1,579 455 101 0 0 0 450 100 560: 50 50
Old : 7,543: 4,803 6,277 1,579 455 101 0 0 0 450 100 560: 50 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,304: 1,024 853 -42 129 -38 0 0 0 0 0 410: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 83.2 20.9 6.0 1.3 0.0 0.0 0.0 6.0 1.3 7.4: 0.7 0.7
Old : 100.0: 63.7 83.2 20.9 6.0 1.3 0.0 0.0 0.0 6.0 1.3 7.4: 0.7 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 : 41: 19 25 5 4 . 0 0 0 4 . 4:
Old : 41: 19 25 5 4 . 0 0 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 : 33.1 34.9 53.8 54.5 22.3 25.3 36.4 40.2
Old : 33.1 34.9 53.8 54.5 22.3 25.3 36.4 40.2
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, February 1, 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 : 56,898: 42,882 34,569 9,544 15,840 2,956 350 3,254 9 380 0 50: 727 220
Old : 56,898: 42,882 34,569 9,544 15,840 2,956 350 3,254 9 380 0 50: 727 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 4,157: 1,148 3,238 1,835 -351 1,295 -50 0 0 205 0 0: -276 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 60.8 16.8 27.8 5.2 0.6 5.7 0.0 0.7 0.0 0.1: 1.3 0.4
Old : 100.0: 75.4 60.8 16.8 27.8 5.2 0.6 5.7 0.0 0.7 0.0 0.1: 1.3 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 : 51: 29 26 8 6 8 . . . . 0 .:
Old : 51: 29 26 8 6 8 . . . . 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 : 46.6 48.9 64.1 71.5 30.5 35.6 38.6 45.1
Old : 46.6 48.9 64.1 71.5 30.5 35.6 38.6 45.1
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, February 1, 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 : 19,901: 17,586 16,611 1,779 2,919 371 0 0 0 0 0 0: 165 0
Old : 19,901: 17,586 16,611 1,779 2,919 371 0 0 0 0 0 0: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 765: 735 765 30 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 83.5 8.9 14.7 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.0
Old : 100.0: 88.4 83.5 8.9 14.7 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 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: 8 11 6 . . 0 0 0 0 0 0:
Old : 21: 8 11 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 : 84.0 80.9 93.4 97.2 79.4 71.6 83.9 84.0
Old : 84.0 80.9 93.4 97.2 79.4 71.6 83.9 84.0
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, February 1, 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 : 8,562: 4,027 2,460 2,318 405 1,397 400 150 50 0 4,100 0: 370 0
Old : 8,562: 4,027 2,460 2,318 405 1,397 400 150 50 0 4,100 0: 370 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 217: 242 50 -242 100 167 150 0 -100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 28.7 27.1 4.7 16.3 4.7 1.8 0.6 0.0 47.9 0.0: 4.3 0.0
Old : 100.0: 47.0 28.7 27.1 4.7 16.3 4.7 1.8 0.6 0.0 47.9 0.0: 4.3 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 : 38: 17 12 7 5 8 . . . 0 . 0:
Old : 38: 17 12 7 5 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 : 38.1 69.1 56.4 81.9 31.1 58.1 46.9 64.5
Old : 38.1 69.1 56.4 81.9 31.1 58.1 46.9 64.5
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, February 1, 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 : 26,075: 16,108 20,127 2,891 3,643 1,813 105 0 90 4,837 0 200: 31 202
Old : 26,075: 16,108 20,127 2,891 3,643 1,813 105 0 90 4,837 0 200: 31 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,247: 773 455 -387 300 450 0 0 0 375 0 50: -14 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 77.2 11.1 14.0 7.0 0.4 0.0 0.3 18.6 0.0 0.8: 0.1 0.8
Old : 100.0: 61.8 77.2 11.1 14.0 7.0 0.4 0.0 0.3 18.6 0.0 0.8: 0.1 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 : 36: 20 14 8 5 6 . 0 . . 0 .:
Old : 36: 20 14 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 : 50.6 61.4 68.2 79.7 46.2 57.4 57.3 66.3
Old : 50.6 61.4 68.2 79.7 46.2 57.4 57.3 66.3
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, February 1, 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 : 18,313: 6,405 7,566 1,899 4,460 3,554 851 0 404 4,540 1,695 504: 156 130
Old : 18,313: 6,405 7,566 1,899 4,460 3,554 851 0 404 4,540 1,695 504: 156 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 13: -452 -1,020 -515 686 314 214 0 -114 584 182 0: -18 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 41.3 10.4 24.4 19.4 4.6 0.0 2.2 24.8 9.3 2.8: 0.9 0.7
Old : 100.0: 35.0 41.3 10.4 24.4 19.4 4.6 0.0 2.2 24.8 9.3 2.8: 0.9 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: 18 18 . 13 12 . 0 . 4 . .:
Old : 49: 18 18 . 13 12 . 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 : 40.1 40.2 56.9 60.6 34.5 35.8 48.2 49.0
Old : 40.1 40.2 56.9 60.6 34.5 35.8 48.2 49.0
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, February 1, 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 : 10,640: 8,833 6,331 234 2,918 543 150 246 139 108 69 276: 357 118
Old : 10,640: 8,833 6,331 234 2,918 543 150 246 139 108 69 276: 357 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -2,301: -2,491 -878 63 -415 -179 25 -798 67 54 -180 0: 160 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 59.5 2.2 27.4 5.1 1.4 2.3 1.3 1.0 0.6 2.6: 3.4 1.1
Old : 100.0: 83.0 59.5 2.2 27.4 5.1 1.4 2.3 1.3 1.0 0.6 2.6: 3.4 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 : 37: 20 17 . 5 4 . . . . . .:
Old : 37: 20 17 . 5 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 : 40.0 43.1 64.0 69.0 25.5 35.2 36.2 43.8
Old : 40.0 43.1 64.0 69.0 25.5 35.2 36.2 43.8
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, February 1, 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 : 32,474: 6,817 21,227 7,645 2,139 5,719 2,556 25 25 7,090 1,153 1,916: 706 270
Old : 32,474: 6,817 21,227 7,645 2,139 5,719 2,556 25 25 7,090 1,153 1,916: 706 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -1,728: -657 -805 -701 -114 -184 102 25 -25 195 -67 -588: 130 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 65.4 23.5 6.6 17.6 7.9 0.1 0.1 21.8 3.6 5.9: 2.2 0.8
Old : 100.0: 21.0 65.4 23.5 6.6 17.6 7.9 0.1 0.1 21.8 3.6 5.9: 2.2 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 : 55: 11 18 12 6 14 4 . . 5 4 4:
Old : 55: 11 18 12 6 14 4 . . 5 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 : 29.0 51.2 49.3 67.5 25.3 47.5 43.2 61.0
Old : 29.0 51.2 49.3 67.5 25.3 47.5 43.2 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011