Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 41,261 : : Positions : : 28,461 31,478 8,034 2,768 3,647 0 0 0 934 2,956 75 : : : : Changes from: January 11, 2011 : : 598 -162 741 500 -230 0 0 0 0 921 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 76.3 19.5 6.7 8.8 0.0 0.0 0.0 2.3 7.2 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 24 34 7 6 11 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 24,299 : : Positions : : 17,544 21,310 4,719 1,157 1,622 0 0 0 300 0 0 : : : : Changes from: January 11, 2011 : : 280 380 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 87.7 19.4 4.8 6.7 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 21 5 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 8,908 : : Positions : : 4,693 4,941 432 560 1,553 0 0 0 615 223 87 : : : : Changes from: January 11, 2011 : : 218 516 3 12 29 0 0 0 264 20 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 55.5 4.8 6.3 17.4 0.0 0.0 0.0 6.9 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 25 5 6 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 7,281 : : Positions : : 3,954 5,570 1,756 133 514 0 0 0 480 380 170 : : : : Changes from: January 11, 2011 : : 363 544 166 25 30 0 0 0 106 26 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 76.5 24.1 1.8 7.1 0.0 0.0 0.0 6.6 5.2 2.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 35 43 10 . 10 0 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 1,859 : : Positions : : 906 1,345 459 0 89 0 0 0 30 25 55 : : : : Changes from: January 11, 2011 : : 31 118 25 0 -30 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 72.4 24.7 0.0 4.8 0.0 0.0 0.0 1.6 1.3 3.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 4,287 : : Positions : : 4,048 4,037 0 250 0 0 0 0 200 0 0 : : : : Changes from: January 11, 2011 : : 500 519 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 94.2 0.0 5.8 0.0 0.0 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 16,739 : : Positions : : 9,397 15,961 6,569 345 433 0 0 0 25 0 0 : : : : Changes from: January 11, 2011 : : 314 514 175 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 95.4 39.2 2.1 2.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 7 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 394,654 : : Positions : : 107,759 237,591 72,243 1,495 25,315 54,208 16,032 27,248 10,614 11,175 47,875 : : : : Changes from: January 11, 2011 : : 10,074 6,043 -1,277 -166 2,088 1,769 4,568 -1,681 -583 -85 2,149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 60.2 18.3 0.4 6.4 13.7 4.1 6.9 2.7 2.8 12.1 : : : : Number of Traders in Each Category Total Traders: 184 : : 52 69 18 . 15 48 9 22 12 16 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 116,537 : : Positions : : 49,063 58,039 14,586 1,774 16,715 0 0 0 404 6,213 30,974 : : : : Changes from: January 11, 2011 : : 932 1,700 285 -360 647 0 0 0 47 29 675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 49.8 12.5 1.5 14.3 0.0 0.0 0.0 0.3 5.3 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 18, 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 17,410 : : Positions : : 9,699 13,946 5,062 590 1,757 200 0 100 242 642 300 : : : : Changes from: January 11, 2011 : : 1,695 2,285 450 -100 -200 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 80.1 29.1 3.4 10.1 1.1 0.0 0.6 1.4 3.7 1.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 33 35 9 5 8 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 6,336 : : Positions : : 2,125 3,781 1,956 1,695 560 0 0 0 1,395 0 0 : : : : Changes from: January 11, 2011 : : 750 550 0 150 30 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 59.7 30.9 26.8 8.8 0.0 0.0 0.0 22.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 8 6 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 7,773 : : Positions : : 5,488 5,863 134 623 137 1,016 89 194 341 408 265 : : : : Changes from: January 11, 2011 : : 197 765 70 11 -40 300 -4 2 90 -192 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 75.4 1.7 8.0 1.8 13.1 1.1 2.5 4.4 5.2 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 . . . . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 9,395 : : Positions : : 8,720 7,774 272 314 143 15 0 60 10 832 54 : : : : Changes from: January 11, 2011 : : 640 408 -12 135 -13 0 0 0 10 55 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 82.7 2.9 3.3 1.5 0.2 0.0 0.6 0.1 8.9 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 26 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 2,784 : : Positions : : 2,052 1,655 0 0 0 158 315 24 30 0 0 : : : : Changes from: January 11, 2011 : : 78 28 0 0 0 -13 0 -5 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 59.4 0.0 0.0 0.0 5.7 11.3 0.9 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 16 0 0 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 609,729 : : Positions : : 174,973 251,561 96,506 68,475 112,909 32,049 13,563 49,574 27,762 5,105 92,514 : : : : Changes from: January 11, 2011 : : 13,452 17,746 -2,528 -3,099 -2,614 -1,518 -3,653 -104 -2,781 -695 -12,459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 41.3 15.8 11.2 18.5 5.3 2.2 8.1 4.6 0.8 15.2 : : : : Number of Traders in Each Category Total Traders: 124 : : 38 36 12 14 24 9 12 15 21 13 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 2,585,256 : : Positions : : 397,347 567,917 216,767 315,399 699,479 256,696 46,132 274,248 89,842 75,157 543,892 : : : : Changes from: January 11, 2011 : : 6,134 3,116 -4,032 7,215 -7,992 -2,992 -3,787 -17,287 -6,040 -3,967 -26,515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 22.0 8.4 12.2 27.1 9.9 1.8 10.6 3.5 2.9 21.0 : : : : Number of Traders in Each Category Total Traders: 399 : : 54 58 18 28 44 99 37 83 73 59 112 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 209,351 : : Positions : : 44,038 105,595 0 25,447 10,548 7,301 6,965 15,036 95,966 5,477 33,171 : : : : Changes from: January 11, 2011 : : -1,126 974 -128 395 559 -1,240 33 1,619 2,530 283 -1,819 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 50.4 0.0 12.2 5.0 3.5 3.3 7.2 45.8 2.6 15.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 14 0 7 6 . 6 . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 230,357 : : Positions : : 50,941 39,638 64,035 74,880 35,098 0 643 1 37,248 16,856 7,075 : : : : Changes from: January 11, 2011 : : 1,705 -3,526 -3,272 2,189 -1,143 0 643 1 593 -292 -379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 17.2 27.8 32.5 15.2 0.0 0.3 0.0 16.2 7.3 3.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 10 8 9 14 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 125,042 : : Positions : : 11,569 10,702 8,358 36,070 42,185 25,050 949 21,666 2,293 680 9,588 : : : : Changes from: January 11, 2011 : : 53 99 185 925 -1,776 -453 -1,015 -57 14 -115 -1,914 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 8.6 6.7 28.8 33.7 20.0 0.8 17.3 1.8 0.5 7.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 8 8 6 11 15 13 5 11 7 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 577,394 : : Positions : : 105,306 85,607 43,527 93,700 274,030 2,434 0 10,570 33,636 4,820 91,979 : : : : Changes from: January 11, 2011 : : -2,298 2,071 4,186 -1,910 8,173 1,301 0 865 -3,171 378 2,953 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 14.8 7.5 16.2 47.5 0.4 0.0 1.8 5.8 0.8 15.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 8 8 7 19 26 . 0 . 9 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 36,560 : : Positions : : 15,154 22,697 9,164 1,008 11,602 0 294 0 420 702 108 : : : : Changes from: January 11, 2011 : : 1,076 1,705 654 0 1,291 0 0 0 17 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 62.1 25.1 2.8 31.7 0.0 0.8 0.0 1.1 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 21 12 . 13 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 87,398 : : Positions : : 10,566 4,126 38,579 18,361 27,792 4,451 22,974 1,512 0 6,059 824 : : : : Changes from: January 11, 2011 : : 5 78 -103 144 48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 4.7 44.1 21.0 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 18, 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 15,239 : : Positions : : 4,852 5,240 2,030 5,467 3,632 4,725 738 0 0 0 0 : : : : Changes from: January 11, 2011 : : 450 630 -375 -555 195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 34.4 13.3 35.9 23.8 31.0 4.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 8 4 9 9 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 316,498 : : Positions : : 108,344 226,821 42,280 5,019 22,963 70,952 4,375 19,103 12,970 7,614 17,226 : : : : Changes from: January 11, 2011 : : 7,036 7,420 2,314 -722 2,251 -2,663 11 285 -272 -1,016 1,622 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 71.7 13.4 1.6 7.3 22.4 1.4 6.0 4.1 2.4 5.4 : : : : Number of Traders in Each Category Total Traders: 210 : : 60 80 16 6 17 66 9 23 14 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 20,538 : : Positions : : 11,678 12,977 2,033 0 0 2,075 1,477 75 102 576 1,185 : : : : Changes from: January 11, 2011 : : 698 964 329 0 -7 0 273 75 -435 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 63.2 9.9 0.0 0.0 10.1 7.2 0.4 0.5 2.8 5.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 14 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 5,944 : : Positions : : 3,346 4,966 1,546 326 139 0 0 0 500 100 313 : : : : Changes from: January 11, 2011 : : 450 763 92 -21 -9 0 0 0 300 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 83.5 26.0 5.5 2.3 0.0 0.0 0.0 8.4 1.7 5.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 20 6 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 50,162 : : Positions : : 40,014 29,491 7,204 15,531 1,667 125 3,254 9 0 150 0 : : : : Changes from: January 11, 2011 : : 2,213 2,513 225 -25 -45 -100 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 58.8 14.4 31.0 3.3 0.2 6.5 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 25 7 5 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 18,801 : : Positions : : 16,616 15,511 1,580 2,919 371 0 0 0 0 0 0 : : : : Changes from: January 11, 2011 : : 899 565 -190 144 -79 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 82.5 8.4 15.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 7,755 : : Positions : : 3,285 2,310 2,535 200 1,145 250 150 150 0 3,800 0 : : : : Changes from: January 11, 2011 : : 50 -50 100 0 0 -150 0 150 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 29.8 32.7 2.6 14.8 3.2 1.9 1.9 0.0 49.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 11 8 4 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 20,804 : : Positions : : 14,200 16,433 3,028 2,737 1,184 105 0 90 2,002 0 150 : : : : Changes from: January 11, 2011 : : 1,190 1,710 545 835 247 0 0 0 810 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 79.0 14.6 13.2 5.7 0.5 0.0 0.4 9.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 15 7 5 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 17,022 : : Positions : : 6,739 8,418 2,948 3,908 2,446 637 0 518 3,056 1,063 504 : : : : Changes from: January 11, 2011 : : 102 825 -650 -50 600 375 0 0 1,100 152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 49.5 17.3 23.0 14.4 3.7 0.0 3.0 18.0 6.2 3.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 18 19 6 10 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 12,592 : : Positions : : 11,140 6,954 216 2,943 682 125 1,425 27 9 249 276 : : : : Changes from: January 11, 2011 : : -29 358 0 -289 94 -175 -240 0 9 -24 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 55.2 1.7 23.4 5.4 1.0 11.3 0.2 0.1 2.0 2.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 17 . 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 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 33,860 : : Positions : : 7,411 21,651 8,196 2,253 6,053 2,076 0 50 7,117 1,220 2,393 : : : : Changes from: January 11, 2011 : : -600 666 -600 0 600 1,776 0 0 186 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 63.9 24.2 6.7 17.9 6.1 0.0 0.1 21.0 3.6 7.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 15 12 4 14 4 0 . 7 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 21, 2011