Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 37,309 : : Positions : : 25,195 30,383 6,996 1,735 4,035 0 0 0 934 600 57 : : : : Changes from: December 28, 2010 : : -7,508 -8,046 -2,067 -222 -806 0 0 0 -185 -1,780 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 81.4 18.8 4.7 10.8 0.0 0.0 0.0 2.5 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 25 31 7 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 23,932 : : Positions : : 17,236 20,643 4,485 1,082 1,997 0 0 0 100 0 0 : : : : Changes from: December 28, 2010 : : -6,767 -3,919 800 -2,133 -583 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 86.3 18.7 4.5 8.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 20 5 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 7,561 : : Positions : : 4,027 3,797 451 589 1,298 0 0 0 167 193 87 : : : : Changes from: December 28, 2010 : : -500 -1,022 -176 -83 -698 0 0 0 -348 -105 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 50.2 6.0 7.8 17.2 0.0 0.0 0.0 2.2 2.6 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 5 5 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 5,973 : : Positions : : 3,050 4,455 1,508 124 486 0 0 0 324 291 152 : : : : Changes from: December 28, 2010 : : -1,026 -1,220 -135 79 -354 0 0 0 -121 -146 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 74.6 25.2 2.1 8.1 0.0 0.0 0.0 5.4 4.9 2.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 38 8 . 9 0 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 14,941 : : Positions : : 8,729 14,188 5,504 345 408 0 0 0 0 0 0 : : : : Changes from: December 28, 2010 : : -1,643 -2,353 -765 245 -372 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 95.0 36.8 2.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 384,163 : : Positions : : 107,751 235,539 73,357 1,832 22,703 49,828 12,567 26,744 11,210 13,232 44,797 : : : : Changes from: December 28, 2010 : : 3,444 -545 -2,230 109 -432 -1,487 -2,643 3,144 1,565 -717 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 61.3 19.1 0.5 5.9 13.0 3.3 7.0 2.9 3.4 11.7 : : : : Number of Traders in Each Category Total Traders: 175 : : 47 70 16 . 15 39 8 21 15 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 14,055 : : Positions : : 7,244 10,576 4,737 865 1,557 50 0 100 117 692 200 : : : : Changes from: December 28, 2010 : : -2,375 -4,032 -1,517 715 -370 -50 0 0 -208 -848 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 75.2 33.7 6.2 11.1 0.4 0.0 0.7 0.8 4.9 1.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 34 8 5 7 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 5,556 : : Positions : : 1,325 3,181 1,536 1,545 530 0 0 0 1,595 0 0 : : : : Changes from: December 28, 2010 : : -730 -695 274 7 -849 -90 0 0 -375 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 57.3 27.6 27.8 9.5 0.0 0.0 0.0 28.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 8 5 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,038 : : Positions : : 5,183 5,055 82 648 167 716 76 190 178 378 327 : : : : Changes from: December 28, 2010 : : -57 -136 -22 76 -8 0 28 -20 -75 46 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 71.8 1.2 9.2 2.4 10.2 1.1 2.7 2.5 5.4 4.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 19 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 8,375 : : Positions : : 7,797 7,039 259 194 116 15 0 60 12 774 68 : : : : Changes from: December 28, 2010 : : -693 -915 -512 -141 -45 15 0 60 -16 -76 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 84.0 3.1 2.3 1.4 0.2 0.0 0.7 0.1 9.2 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,322 : : Positions : : 771 934 15 0 27 0 0 0 100 0 19 : : : : Changes from: December 28, 2010 : : -653 -511 -10 -126 -78 0 -30 0 -69 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 70.7 1.1 0.0 2.0 0.0 0.0 0.0 7.6 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 18 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 596,145 : : Positions : : 144,562 236,849 90,111 70,826 103,350 40,876 12,979 49,862 41,999 1,955 101,594 : : : : Changes from: December 28, 2010 : : 5,823 18,527 12,082 976 2,095 -3,873 24 9,750 1,653 -1,217 9,633 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 39.7 15.1 11.9 17.3 6.9 2.2 8.4 7.0 0.3 17.0 : : : : Number of Traders in Each Category Total Traders: 118 : : 35 36 12 14 22 13 8 14 20 10 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,564,052 : : Positions : : 382,334 538,248 215,540 301,625 682,285 246,428 59,020 290,068 99,085 85,218 545,641 : : : : Changes from: December 28, 2010 : : 15,947 -6,097 -5,622 9,340 7,701 -14,024 15,614 33,596 15,228 -2,894 42,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 21.0 8.4 11.8 26.6 9.6 2.3 11.3 3.9 3.3 21.3 : : : : Number of Traders in Each Category Total Traders: 418 : : 52 59 18 28 43 99 45 85 92 57 118 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 167,487 : : Positions : : 39,371 88,174 142 22,362 7,809 3,200 4,711 8,816 79,243 2,966 26,164 : : : : Changes from: December 28, 2010 : : 6,357 5,731 142 2,962 1,880 825 641 1,601 3,166 853 3,656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 52.6 0.1 13.4 4.7 1.9 2.8 5.3 47.3 1.8 15.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 12 . 4 5 . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 229,004 : : Positions : : 47,242 40,961 67,135 70,046 33,166 0 0 0 36,760 16,820 7,292 : : : : Changes from: December 28, 2010 : : -5,912 -2,610 -770 -3,848 -7,959 0 -45 -522 3,414 -295 -3,933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 17.9 29.3 30.6 14.5 0.0 0.0 0.0 16.1 7.3 3.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 9 8 8 13 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 125,527 : : Positions : : 11,124 10,181 7,233 32,981 43,380 24,079 2,153 21,715 2,578 701 10,765 : : : : Changes from: December 28, 2010 : : -7 -42 -2 -70 1,097 322 57 134 -165 77 1,246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 8.1 5.8 26.3 34.6 19.2 1.7 17.3 2.1 0.6 8.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 8 8 7 11 15 14 4 11 9 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 555,316 : : Positions : : 104,935 81,920 37,459 93,983 260,193 2,154 0 9,794 36,243 3,421 87,722 : : : : Changes from: December 28, 2010 : : -9,450 -10,473 -3,409 -10,855 -28,046 -1,516 0 -3,213 -5,907 178 -9,729 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 14.8 6.7 16.9 46.9 0.4 0.0 1.8 6.5 0.6 15.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 7 8 7 18 25 . 0 . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 31,072 : : Positions : : 12,878 19,292 8,121 1,071 9,433 0 294 0 378 660 150 : : : : Changes from: December 28, 2010 : : -3,835 -4,576 -5,843 -4,015 -3,377 0 0 0 -150 -1,237 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 62.1 26.1 3.4 30.4 0.0 0.9 0.0 1.2 2.1 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 18 10 4 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 88,000 : : Positions : : 10,655 3,948 39,654 18,244 27,421 4,451 23,774 1,512 0 6,574 817 : : : : Changes from: December 28, 2010 : : 50 -2 -110 -9 39 0 482 599 0 -205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 4.5 45.1 20.7 31.2 5.1 27.0 1.7 0.0 7.5 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 7 5 12 9 16 . 6 5 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 13,920 : : Positions : : 4,282 3,860 2,398 6,500 2,785 4,425 640 0 0 0 0 : : : : Changes from: December 28, 2010 : : -705 -930 -565 -610 -810 -200 246 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 27.7 17.2 46.7 20.0 31.8 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 8 . 9 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 297,246 : : Positions : : 95,404 212,767 38,575 6,212 19,755 74,447 5,029 17,658 13,509 9,023 14,542 : : : : Changes from: December 28, 2010 : : -12,466 -7,282 670 478 -451 2,886 672 -1,639 52 -606 378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 71.6 13.0 2.1 6.6 25.0 1.7 5.9 4.5 3.0 4.9 : : : : Number of Traders in Each Category Total Traders: 200 : : 52 70 17 6 15 65 8 19 17 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 16,542 : : Positions : : 7,323 9,222 1,247 0 7 2,075 854 0 687 576 885 : : : : Changes from: December 28, 2010 : : -3,227 -2,443 -103 -908 -30 62 383 -445 -372 -122 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 55.7 7.5 0.0 0.0 12.5 5.2 0.0 4.2 3.5 5.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 4,511 : : Positions : : 2,746 3,803 1,204 297 98 0 0 0 250 100 113 : : : : Changes from: December 28, 2010 : : -1,225 -832 -271 -424 -103 -50 0 0 214 -100 -187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 84.3 26.7 6.6 2.2 0.0 0.0 0.0 5.5 2.2 2.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 17 6 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 45,584 : : Positions : : 35,797 24,615 6,794 17,006 1,605 400 2,083 15 0 50 0 : : : : Changes from: December 28, 2010 : : -10,835 -9,373 -553 -846 -385 170 -989 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 54.0 14.9 37.3 3.5 0.9 4.6 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 24 8 5 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,355 : : Positions : : 2,835 2,410 2,090 130 1,290 750 0 0 0 3,525 0 : : : : Changes from: December 28, 2010 : : -800 -790 -130 0 -562 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 32.8 28.4 1.8 17.5 10.2 0.0 0.0 0.0 47.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 9 8 . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 16,261 : : Positions : : 13,108 13,882 1,632 978 1,061 105 0 90 180 0 50 : : : : Changes from: December 28, 2010 : : -781 -1,777 -249 -884 21 0 0 0 -1,576 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 85.4 10.0 6.0 6.5 0.6 0.0 0.6 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 12 5 5 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 13,752 : : Positions : : 6,389 7,145 3,842 3,503 1,411 0 278 226 1,206 292 504 : : : : Changes from: December 28, 2010 : : -1,789 -586 -639 -909 -345 0 -159 32 595 -522 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 52.0 27.9 25.5 10.3 0.0 2.0 1.6 8.8 2.1 3.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 16 19 6 9 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 12,148 : : Positions : : 10,963 6,307 216 2,977 348 300 2,048 27 15 243 162 : : : : Changes from: December 28, 2010 : : -2,577 -2,091 -98 -262 -2 0 -187 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 51.9 1.8 24.5 2.9 2.5 16.9 0.2 0.1 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 16 . 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 31,715 : : Positions : : 8,308 20,352 8,946 2,853 4,739 0 0 50 6,739 1,028 2,453 : : : : Changes from: December 28, 2010 : : -884 -1,121 -199 135 -570 0 0 0 -140 -214 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 64.2 28.2 9.0 14.9 0.0 0.0 0.2 21.2 3.2 7.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 12 13 12 5 13 0 0 . 6 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated January 7, 2011