Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 40,219 : : Positions : : 27,863 31,640 7,293 2,268 3,877 0 0 0 934 2,035 75 : : : : Changes from: January 4, 2011 : : 2,668 1,257 297 533 -158 0 0 0 0 1,435 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 78.7 18.1 5.6 9.6 0.0 0.0 0.0 2.3 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 25 32 7 7 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 23,919 : : Positions : : 17,264 20,930 4,719 1,157 1,622 0 0 0 200 0 0 : : : : Changes from: January 4, 2011 : : 28 287 234 75 -375 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 87.5 19.7 4.8 6.8 0.0 0.0 0.0 0.8 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 11, 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 8,421 : : Positions : : 4,475 4,425 429 548 1,524 0 0 0 351 203 102 : : : : Changes from: January 4, 2011 : : 448 628 -22 -41 226 0 0 0 184 10 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 52.5 5.1 6.5 18.1 0.0 0.0 0.0 4.2 2.4 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 21 6 5 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 6,656 : : Positions : : 3,591 5,026 1,590 108 484 0 0 0 374 354 137 : : : : Changes from: January 4, 2011 : : 541 571 82 -16 -2 0 0 0 50 63 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 75.5 23.9 1.6 7.3 0.0 0.0 0.0 5.6 5.3 2.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 41 8 . 8 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,784 : : Positions : : 875 1,227 434 0 119 0 0 0 30 35 55 : : : : Changes from: January 4, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 68.8 24.3 0.0 6.7 0.0 0.0 0.0 1.7 2.0 3.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 3,768 : : Positions : : 3,548 3,518 0 250 0 0 0 0 200 0 0 : : : : Changes from: January 4, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 93.4 0.0 6.6 0.0 0.0 0.0 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 16,225 : : Positions : : 9,083 15,447 6,394 345 433 0 0 0 0 0 0 : : : : Changes from: January 4, 2011 : : 354 1,259 890 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 95.2 39.4 2.1 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 11, 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 380,392 : : Positions : : 97,686 231,548 73,520 1,661 23,226 52,440 11,464 28,928 11,197 11,260 45,726 : : : : Changes from: January 4, 2011 : : -10,065 -3,991 163 -171 523 2,611 -1,103 2,185 -13 -1,973 929 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 60.9 19.3 0.4 6.1 13.8 3.0 7.6 2.9 3.0 12.0 : : : : Number of Traders in Each Category Total Traders: 176 : : 48 69 18 . 16 44 6 19 13 17 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 113,822 : : Positions : : 48,132 56,339 14,301 2,134 16,067 0 0 0 358 6,184 30,300 : : : : Changes from: January 4, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 49.5 12.6 1.9 14.1 0.0 0.0 0.0 0.3 5.4 26.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 5 . 7 0 0 0 . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 15,465 : : Positions : : 8,004 11,661 4,612 690 1,957 200 0 100 242 692 300 : : : : Changes from: January 4, 2011 : : 760 1,085 -125 -175 400 150 0 0 125 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 75.4 29.8 4.5 12.7 1.3 0.0 0.6 1.6 4.5 1.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 35 8 5 9 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 5,606 : : Positions : : 1,375 3,231 1,956 1,545 530 0 0 0 1,445 0 0 : : : : Changes from: January 4, 2011 : : 50 50 420 0 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 57.6 34.9 27.6 9.5 0.0 0.0 0.0 25.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 8 6 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 7,171 : : Positions : : 5,291 5,098 64 612 177 716 93 192 251 600 245 : : : : Changes from: January 4, 2011 : : 108 43 -18 -36 10 0 17 2 73 222 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 71.1 0.9 8.5 2.5 10.0 1.3 2.7 3.5 8.4 3.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . . . . . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 8,799 : : Positions : : 8,080 7,366 284 179 156 15 0 60 0 777 99 : : : : Changes from: January 4, 2011 : : 283 327 25 -15 40 0 0 0 -12 3 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 83.7 3.2 2.0 1.8 0.2 0.0 0.7 0.0 8.8 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,686 : : Positions : : 1,974 1,627 0 0 0 171 315 29 0 0 0 : : : : Changes from: January 4, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 60.6 0.0 0.0 0.0 6.4 11.7 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 17 0 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 1,600 : : Positions : : 877 991 83 0 27 0 0 0 95 0 19 : : : : Changes from: January 4, 2011 : : 106 57 68 0 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 61.9 5.2 0.0 1.7 0.0 0.0 0.0 5.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 15 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 616,396 : : Positions : : 161,521 233,814 99,034 71,574 115,524 33,567 17,216 49,679 30,543 5,800 104,973 : : : : Changes from: January 4, 2011 : : 16,959 -3,035 8,923 748 12,173 -7,309 4,237 -183 -11,456 3,845 3,379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 37.9 16.1 11.6 18.7 5.4 2.8 8.1 5.0 0.9 17.0 : : : : Number of Traders in Each Category Total Traders: 122 : : 34 34 14 14 25 9 12 14 23 10 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 2,638,422 : : Positions : : 391,212 564,802 220,799 308,184 707,471 259,688 49,919 291,535 95,882 79,125 570,407 : : : : Changes from: January 4, 2011 : : 8,879 26,554 5,258 6,559 25,186 13,260 -9,101 1,467 -3,202 -6,094 24,765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 21.4 8.4 11.7 26.8 9.8 1.9 11.0 3.6 3.0 21.6 : : : : Number of Traders in Each Category Total Traders: 420 : : 52 59 17 28 45 103 43 87 85 65 120 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 209,204 : : Positions : : 45,164 104,621 128 25,052 9,989 8,541 6,932 13,416 93,436 5,194 34,990 : : : : Changes from: January 4, 2011 : : 5,794 16,447 -14 2,690 2,180 5,341 2,222 4,601 14,193 2,228 8,826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 50.0 0.1 12.0 4.8 4.1 3.3 6.4 44.7 2.5 16.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 13 . 5 5 . 6 . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 231,657 : : Positions : : 49,236 43,164 67,307 72,691 36,241 0 0 0 36,655 17,148 7,454 : : : : Changes from: January 4, 2011 : : 1,994 2,203 172 2,645 3,075 0 0 0 -105 328 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 18.6 29.1 31.4 15.6 0.0 0.0 0.0 15.8 7.4 3.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 10 8 9 14 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 129,771 : : Positions : : 11,517 10,603 8,173 35,144 43,960 25,503 1,964 21,723 2,279 795 11,503 : : : : Changes from: January 4, 2011 : : 392 423 941 2,163 580 1,424 -189 8 -300 93 738 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 8.2 6.3 27.1 33.9 19.7 1.5 16.7 1.8 0.6 8.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 8 8 7 11 15 15 4 11 9 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 565,658 : : Positions : : 107,604 83,536 39,341 95,610 265,857 1,133 0 9,705 36,806 4,442 89,026 : : : : Changes from: January 4, 2011 : : 2,669 1,616 1,882 1,627 5,665 -1,021 0 -89 563 1,022 1,304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 14.8 7.0 16.9 47.0 0.2 0.0 1.7 6.5 0.8 15.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 7 8 7 18 25 . 0 . 9 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 33,564 : : Positions : : 14,078 20,992 8,510 1,008 10,311 0 294 0 403 660 150 : : : : Changes from: January 4, 2011 : : 1,200 1,700 389 -63 878 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 62.5 25.4 3.0 30.7 0.0 0.9 0.0 1.2 2.0 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 20 11 . 12 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 87,278 : : Positions : : 10,561 4,048 38,682 18,217 27,744 4,451 22,974 1,512 0 6,059 824 : : : : Changes from: January 4, 2011 : : -94 100 -972 -27 323 0 -800 0 0 -515 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 4.6 44.3 20.9 31.8 5.1 26.3 1.7 0.0 6.9 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 7 5 11 10 16 . 5 5 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 15,119 : : Positions : : 4,402 4,610 2,405 6,022 3,437 4,725 738 0 0 0 0 : : : : Changes from: January 4, 2011 : : 120 750 7 -478 652 300 98 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 30.5 15.9 39.8 22.7 31.3 4.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 7 4 9 8 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 305,120 : : Positions : : 101,308 219,401 39,966 5,741 20,712 73,615 4,364 18,818 13,242 8,630 15,604 : : : : Changes from: January 4, 2011 : : 5,904 6,634 1,391 -471 957 -832 -665 1,160 -267 -393 1,062 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 71.9 13.1 1.9 6.8 24.1 1.4 6.2 4.3 2.8 5.1 : : : : Number of Traders in Each Category Total Traders: 206 : : 57 75 17 6 17 66 9 21 15 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 19,532 : : Positions : : 10,980 12,013 1,704 0 7 2,075 1,204 0 537 576 885 : : : : Changes from: January 4, 2011 : : 3,657 2,791 457 0 0 0 350 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 61.5 8.7 0.0 0.0 10.6 6.2 0.0 2.7 2.9 4.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 5,061 : : Positions : : 2,896 4,203 1,454 347 148 0 0 0 200 100 163 : : : : Changes from: January 4, 2011 : : 150 400 250 50 50 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 83.0 28.7 6.9 2.9 0.0 0.0 0.0 4.0 2.0 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 18 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 47,894 : : Positions : : 37,801 26,978 6,979 15,556 1,712 225 3,354 9 0 150 0 : : : : Changes from: January 4, 2011 : : 2,004 2,363 185 -1,450 107 -175 1,271 -6 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 56.3 14.6 32.5 3.6 0.5 7.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 26 7 5 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,171 : : Positions : : 15,717 14,946 1,770 2,775 450 0 0 0 0 0 0 : : : : Changes from: January 4, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 82.3 9.7 15.3 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 12 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 7,605 : : Positions : : 3,235 2,360 2,435 200 1,145 400 150 0 0 3,750 0 : : : : Changes from: January 4, 2011 : : 400 -50 345 70 -145 -350 150 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 31.0 32.0 2.6 15.1 5.3 2.0 0.0 0.0 49.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 9 8 4 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 17,860 : : Positions : : 13,010 14,723 2,483 1,902 937 105 0 90 1,192 0 0 : : : : Changes from: January 4, 2011 : : -98 841 851 924 -124 0 0 0 1,012 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 82.4 13.9 10.6 5.2 0.6 0.0 0.5 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 13 6 5 7 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 15,495 : : Positions : : 6,637 7,593 3,598 3,958 1,846 262 0 518 1,956 911 504 : : : : Changes from: January 4, 2011 : : 248 448 -244 455 435 262 -278 292 750 619 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 49.0 23.2 25.5 11.9 1.7 0.0 3.3 12.6 5.9 3.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 17 19 6 10 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 12,594 : : Positions : : 11,169 6,596 216 3,232 588 300 1,665 27 0 273 177 : : : : Changes from: January 4, 2011 : : 206 289 0 255 240 0 -383 0 -15 30 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 52.4 1.7 25.7 4.7 2.4 13.2 0.2 0.0 2.2 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 16 . 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 11, 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 32,594 : : Positions : : 8,011 20,985 8,796 2,253 5,453 300 0 50 6,931 1,220 2,393 : : : : Changes from: January 4, 2011 : : -297 633 -150 -600 714 300 0 0 192 192 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 64.4 27.0 6.9 16.7 0.9 0.0 0.2 21.3 3.7 7.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 12 14 12 4 14 . 0 . 6 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 14, 2011