Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 46,220 : : Positions : : 32,809 32,952 8,687 3,608 3,845 0 0 0 634 5,343 153 : : : : Changes from: January 18, 2011 : : 4,348 1,474 653 840 198 0 0 0 -300 2,387 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 71.3 18.8 7.8 8.3 0.0 0.0 0.0 1.4 11.6 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 34 8 7 11 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 24,345 : : Positions : : 17,644 21,260 4,719 1,007 1,868 0 0 0 0 0 0 : : : : Changes from: January 18, 2011 : : 100 -50 0 -150 246 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 87.3 19.4 4.1 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 23 5 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 10,028 : : Positions : : 5,131 5,816 484 674 1,685 0 0 0 1,085 293 162 : : : : Changes from: January 18, 2011 : : 438 875 52 114 132 0 0 0 470 70 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 58.0 4.8 6.7 16.8 0.0 0.0 0.0 10.8 2.9 1.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 28 5 7 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 7,680 : : Positions : : 4,252 5,690 1,713 200 546 0 0 0 367 289 348 : : : : Changes from: January 18, 2011 : : 298 120 -43 67 32 0 0 0 -113 -91 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 74.1 22.3 2.6 7.1 0.0 0.0 0.0 4.8 3.8 4.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 38 41 10 4 11 0 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,685 : : Positions : : 779 1,245 159 752 281 150 0 0 354 0 120 : : : : Changes from: January 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 46.4 5.9 28.0 10.5 5.6 0.0 0.0 13.2 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 1,929 : : Positions : : 957 1,393 449 0 110 0 0 0 30 15 75 : : : : Changes from: January 18, 2011 : : 51 48 -10 0 21 0 0 0 0 -10 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 72.2 23.3 0.0 5.7 0.0 0.0 0.0 1.6 0.8 3.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 4,387 : : Positions : : 4,148 4,137 0 250 0 0 0 0 200 0 0 : : : : Changes from: January 18, 2011 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 94.3 0.0 5.7 0.0 0.0 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 18,185 : : Positions : : 10,193 17,347 7,159 345 493 0 0 0 25 0 0 : : : : Changes from: January 18, 2011 : : 796 1,386 590 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 95.4 39.4 1.9 2.7 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 7 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 401,893 : : Positions : : 111,867 234,380 70,775 1,396 27,709 57,155 21,221 27,224 10,173 12,316 47,892 : : : : Changes from: January 18, 2011 : : 4,108 -3,211 -1,469 -99 2,394 2,947 5,189 -24 -441 1,140 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 58.3 17.6 0.3 6.9 14.2 5.3 6.8 2.5 3.1 11.9 : : : : Number of Traders in Each Category Total Traders: 183 : : 56 67 20 . 18 47 10 19 10 18 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 113,116 : : Positions : : 47,958 55,999 13,762 1,809 16,577 0 0 0 315 6,148 29,854 : : : : Changes from: January 18, 2011 : : -1,105 -2,040 -824 35 -138 0 0 0 -89 -66 -1,120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 49.5 12.2 1.6 14.7 0.0 0.0 0.0 0.3 5.4 26.4 : : : : 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 25, 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 18,383 : : Positions : : 10,672 14,904 5,122 550 1,772 200 0 100 217 742 250 : : : : Changes from: January 18, 2011 : : 973 958 60 -40 15 0 0 0 -25 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 81.1 27.9 3.0 9.6 1.1 0.0 0.5 1.2 4.0 1.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 34 37 10 4 9 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 6,636 : : Positions : : 2,425 4,081 2,006 1,695 560 0 0 0 1,345 0 0 : : : : Changes from: January 18, 2011 : : 300 300 50 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 61.5 30.2 25.5 8.4 0.0 0.0 0.0 20.3 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 25, 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 8,100 : : Positions : : 5,889 6,203 102 686 155 1,010 125 186 368 306 207 : : : : Changes from: January 18, 2011 : : 401 340 -32 63 18 -6 36 -8 27 -102 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 76.6 1.3 8.5 1.9 12.5 1.5 2.3 4.5 3.8 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 10,248 : : Positions : : 9,603 8,472 271 293 164 15 0 60 0 954 25 : : : : Changes from: January 18, 2011 : : 883 698 -1 -21 21 0 0 0 -10 122 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 82.7 2.6 2.9 1.6 0.1 0.0 0.6 0.0 9.3 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 24 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 2,868 : : Positions : : 2,141 1,793 0 0 0 158 315 24 0 0 0 : : : : Changes from: January 18, 2011 : : 89 138 0 0 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 62.5 0.0 0.0 0.0 5.5 11.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 17 0 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 1,798 : : Positions : : 1,040 1,100 87 0 42 0 0 0 97 0 0 : : : : Changes from: January 18, 2011 : : 163 109 4 0 15 0 0 0 2 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 61.2 4.8 0.0 2.3 0.0 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 595,781 : : Positions : : 179,781 255,338 95,499 70,089 105,509 26,783 9,492 50,602 25,624 1,466 84,284 : : : : Changes from: January 18, 2011 : : 4,808 3,777 -1,007 1,614 -7,400 -5,266 -4,071 1,028 -2,139 -3,639 -8,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 42.9 16.0 11.8 17.7 4.5 1.6 8.5 4.3 0.2 14.1 : : : : Number of Traders in Each Category Total Traders: 124 : : 38 38 12 15 25 10 9 12 25 6 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 2,630,366 : : Positions : : 414,578 577,592 213,510 300,362 712,214 223,499 51,486 283,051 96,406 67,246 572,929 : : : : Changes from: January 18, 2011 : : 17,231 9,675 -3,257 -15,037 12,735 -33,198 5,354 8,804 6,565 -7,912 29,037 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 22.0 8.1 11.4 27.1 8.5 2.0 10.8 3.7 2.6 21.8 : : : : Number of Traders in Each Category Total Traders: 405 : : 51 60 19 28 44 89 49 85 90 49 112 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 212,625 : : Positions : : 49,122 101,768 913 24,706 12,644 5,072 9,669 13,649 91,740 7,592 35,386 : : : : Changes from: January 18, 2011 : : 5,084 -3,827 913 -741 2,096 -2,229 2,704 -1,387 -4,226 2,115 2,214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 47.9 0.4 11.6 5.9 2.4 4.5 6.4 43.1 3.6 16.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 14 . 6 6 . 7 5 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 234,384 : : Positions : : 54,004 40,988 56,703 74,833 32,947 327 0 544 37,530 16,863 8,384 : : : : Changes from: January 18, 2011 : : 3,063 1,350 -7,332 -47 -2,151 327 -643 543 282 7 1,309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 17.5 24.2 31.9 14.1 0.1 0.0 0.2 16.0 7.2 3.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 11 6 9 13 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 121,897 : : Positions : : 10,742 10,021 7,843 32,388 42,792 23,486 2,229 22,259 2,148 616 8,359 : : : : Changes from: January 18, 2011 : : -828 -682 -515 -3,682 608 -1,564 1,280 593 -145 -64 -1,229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 8.2 6.4 26.6 35.1 19.3 1.8 18.3 1.8 0.5 6.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 8 8 6 11 15 12 4 11 6 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 560,572 : : Positions : : 99,967 83,028 44,555 89,001 265,864 77 25 13,484 33,192 5,189 87,965 : : : : Changes from: January 18, 2011 : : -5,339 -2,579 1,027 -4,699 -8,166 -2,357 25 2,915 -444 368 -4,014 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 14.8 7.9 15.9 47.4 0.0 0.0 2.4 5.9 0.9 15.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 8 8 7 19 26 . . . 9 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 38,201 : : Positions : : 16,029 23,012 9,594 1,263 11,713 0 294 0 445 1,462 108 : : : : Changes from: January 18, 2011 : : 875 315 430 255 111 0 0 0 25 760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 60.2 25.1 3.3 30.7 0.0 0.8 0.0 1.2 3.8 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 21 11 4 13 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 85,997 : : Positions : : 9,483 4,406 39,656 16,650 26,414 4,451 24,374 1,512 0 6,062 727 : : : : Changes from: January 18, 2011 : : -1,083 280 1,077 -1,711 -1,378 0 1,400 0 0 3 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 5.1 46.1 19.4 30.7 5.2 28.3 1.8 0.0 7.0 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 7 6 13 8 17 . 7 5 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 25,281 : : Positions : : 600 3,384 9,280 9,908 8,317 2,892 3 1,125 0 0 0 : : : : Changes from: January 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.4 13.4 36.7 39.2 32.9 11.4 0.0 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : . 4 8 4 11 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 16,589 : : Positions : : 5,602 5,690 2,180 4,827 4,382 4,125 1,378 0 150 0 0 : : : : Changes from: January 18, 2011 : : 750 450 150 -640 750 -600 640 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 34.3 13.1 29.1 26.4 24.9 8.3 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 7 9 4 9 9 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 12,494 : : Positions : : 856 778 1,364 5,152 2,951 4,186 233 1,857 215 38 763 : : : : Changes from: January 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 6.2 10.9 41.2 23.6 33.5 1.9 14.9 1.7 0.3 6.1 : : : : Number of Traders in Each Category Total Traders: 22 : : . 5 5 4 9 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 313,801 : : Positions : : 114,406 226,009 41,355 7,787 21,878 67,290 5,557 14,743 12,826 5,642 18,719 : : : : Changes from: January 18, 2011 : : 6,062 -812 -925 2,769 -1,085 -3,662 1,182 -4,359 -145 -1,972 1,494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 72.0 13.2 2.5 7.0 21.4 1.8 4.7 4.1 1.8 6.0 : : : : Number of Traders in Each Category Total Traders: 201 : : 62 76 15 8 18 60 13 27 16 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 21,991 : : Positions : : 12,246 13,876 2,548 0 8 2,225 1,494 75 0 942 1,164 : : : : Changes from: January 18, 2011 : : 568 899 515 0 8 150 17 0 -102 366 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 63.1 11.6 0.0 0.0 10.1 6.8 0.3 0.0 4.3 5.3 : : : : 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 25, 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 6,239 : : Positions : : 3,779 5,424 1,621 326 139 0 0 0 450 100 150 : : : : Changes from: January 18, 2011 : : 433 458 75 0 0 0 0 0 -50 0 -163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 86.9 26.0 5.2 2.2 0.0 0.0 0.0 7.2 1.6 2.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 21 6 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 52,741 : : Positions : : 41,734 31,331 7,709 16,191 1,661 400 3,254 9 175 0 50 : : : : Changes from: January 18, 2011 : : 1,720 1,840 505 660 -6 275 0 0 175 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 59.4 14.6 30.7 3.1 0.8 6.2 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 25 7 6 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 19,136 : : Positions : : 16,851 15,846 1,749 2,919 371 0 0 0 0 0 0 : : : : Changes from: January 18, 2011 : : 235 335 169 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 82.8 9.1 15.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 8,345 : : Positions : : 3,785 2,410 2,560 305 1,230 250 150 150 0 4,100 0 : : : : Changes from: January 18, 2011 : : 500 100 25 105 85 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 28.9 30.7 3.7 14.7 3.0 1.8 1.8 0.0 49.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 13 7 5 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 24,828 : : Positions : : 15,335 19,672 3,278 3,343 1,363 105 0 90 4,462 0 150 : : : : Changes from: January 18, 2011 : : 1,135 3,239 250 606 179 0 0 0 2,460 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 79.2 13.2 13.5 5.5 0.4 0.0 0.4 18.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 15 7 6 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 18,300 : : Positions : : 6,857 8,586 2,414 3,774 3,240 637 0 518 3,956 1,513 504 : : : : Changes from: January 18, 2011 : : 118 168 -534 -134 794 0 0 0 900 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 46.9 13.2 20.6 17.7 3.5 0.0 2.8 21.6 8.3 2.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 20 5 11 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 12,941 : : Positions : : 11,324 7,209 171 3,333 722 125 1,044 72 54 249 276 : : : : Changes from: January 18, 2011 : : 184 255 -45 390 40 0 -381 45 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 55.7 1.3 25.8 5.6 1.0 8.1 0.6 0.4 1.9 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 34,202 : : Positions : : 7,474 22,032 8,346 2,253 5,903 2,454 0 50 6,895 1,220 2,504 : : : : Changes from: January 18, 2011 : : 63 381 150 0 -150 378 0 0 -222 0 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 64.4 24.4 6.6 17.3 7.2 0.0 0.1 20.2 3.6 7.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 16 12 4 14 4 0 . 6 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated January 28, 2011