Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 50,256 : : Positions : : 36,331 36,690 8,809 3,425 4,184 0 0 0 634 5,512 246 : : : : Changes from: January 25, 2011 : : 3,522 3,738 122 -183 339 0 0 0 0 169 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 73.0 17.5 6.8 8.3 0.0 0.0 0.0 1.3 11.0 0.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 37 8 8 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 24,801 : : Positions : : 18,391 21,321 4,288 1,262 2,008 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : 747 61 -431 255 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 86.0 17.3 5.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 24 5 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 10,441 : : Positions : : 5,210 6,152 665 545 1,781 0 0 0 1,081 334 211 : : : : Changes from: January 25, 2011 : : 79 336 181 -129 96 0 0 0 -4 41 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 58.9 6.4 5.2 17.1 0.0 0.0 0.0 10.4 3.2 2.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 27 6 6 12 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 8,661 : : Positions : : 4,772 6,609 1,830 195 579 0 0 0 615 205 317 : : : : Changes from: January 25, 2011 : : 520 919 117 -5 33 0 0 0 248 -84 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 76.3 21.1 2.3 6.7 0.0 0.0 0.0 7.1 2.4 3.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 40 44 9 4 10 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 2,933 : : Positions : : 800 1,340 210 727 319 270 0 10 369 0 225 : : : : Changes from: January 25, 2011 : : 21 95 51 -25 38 120 0 10 15 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 45.7 7.2 24.8 10.9 9.2 0.0 0.3 12.6 0.0 7.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,710 : : Positions : : 1,163 974 80 247 78 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 57.0 4.7 14.4 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 2,514 : : Positions : : 1,133 1,698 530 0 236 0 0 0 38 15 135 : : : : Changes from: January 25, 2011 : : 176 305 81 0 126 0 0 0 8 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 67.5 21.1 0.0 9.4 0.0 0.0 0.0 1.5 0.6 5.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 6 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 : : 4,348 4,137 0 250 0 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : 200 0 0 0 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 94.3 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 19,230 : : Positions : : 10,323 18,212 7,919 345 673 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : 130 865 760 0 180 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 94.7 41.2 1.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 394,245 : : Positions : : 103,862 227,094 68,025 1,189 27,500 60,031 22,694 25,056 10,852 13,964 49,305 : : : : Changes from: January 25, 2011 : : -8,005 -7,286 -2,750 -207 -209 2,876 1,473 -2,168 680 1,648 1,413 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 57.6 17.3 0.3 7.0 15.2 5.8 6.4 2.8 3.5 12.5 : : : : Number of Traders in Each Category Total Traders: 185 : : 52 71 19 . 16 49 8 21 12 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 121,146 : : Positions : : 50,888 60,716 15,399 1,372 18,607 0 0 0 275 6,056 32,189 : : : : Changes from: January 25, 2011 : : 2,930 4,717 1,637 -437 2,031 0 0 0 -41 -91 2,334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 50.1 12.7 1.1 15.4 0.0 0.0 0.0 0.2 5.0 26.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 6 7 . 9 0 0 0 . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 21,230 : : Positions : : 12,806 16,323 5,184 1,167 2,143 200 0 100 217 902 530 : : : : Changes from: January 25, 2011 : : 2,134 1,419 62 617 371 0 0 0 0 160 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 76.9 24.4 5.5 10.1 0.9 0.0 0.5 1.0 4.2 2.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 40 41 7 6 9 . 0 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 6,821 : : Positions : : 3,225 3,796 1,936 1,860 415 0 0 0 650 155 295 : : : : Changes from: January 25, 2011 : : 800 -285 -70 165 -145 0 0 0 -695 155 295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 55.7 28.4 27.3 6.1 0.0 0.0 0.0 9.5 2.3 4.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 8 6 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 7,907 : : Positions : : 5,616 6,407 86 461 155 1,010 102 208 449 198 190 : : : : Changes from: January 25, 2011 : : -273 204 -16 -225 0 0 -23 22 81 -108 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 81.0 1.1 5.8 2.0 12.8 1.3 2.6 5.7 2.5 2.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 21 . . . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 9,390 : : Positions : : 8,600 7,787 385 368 151 15 0 60 0 810 1 : : : : Changes from: January 25, 2011 : : -1,003 -685 114 75 -13 0 0 0 0 -144 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 82.9 4.1 3.9 1.6 0.2 0.0 0.6 0.0 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 23 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 2,755 : : Positions : : 2,061 1,748 0 0 0 135 240 24 0 0 0 : : : : Changes from: January 25, 2011 : : -80 -45 0 0 0 -23 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 63.4 0.0 0.0 0.0 4.9 8.7 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 18 0 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 1,944 : : Positions : : 1,035 1,145 124 28 102 0 0 0 125 0 0 : : : : Changes from: January 25, 2011 : : -5 45 37 28 60 0 0 0 28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 58.9 6.4 1.4 5.2 0.0 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 630,379 : : Positions : : 188,517 281,700 95,829 67,116 113,743 32,053 6,430 57,691 31,932 4,033 80,577 : : : : Changes from: January 25, 2011 : : 8,736 26,361 330 -2,973 8,234 5,270 -3,062 7,089 6,308 2,567 -3,706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 44.7 15.2 10.6 18.0 5.1 1.0 9.2 5.1 0.6 12.8 : : : : Number of Traders in Each Category Total Traders: 129 : : 40 39 12 15 25 11 6 13 28 9 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 2,774,740 : : Positions : : 414,905 600,052 231,762 309,037 746,379 251,759 49,818 302,283 90,976 75,925 621,144 : : : : Changes from: January 25, 2011 : : 327 22,460 18,252 8,674 34,165 28,261 -1,668 19,232 -5,430 8,679 48,215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 21.6 8.4 11.1 26.9 9.1 1.8 10.9 3.3 2.7 22.4 : : : : Number of Traders in Each Category Total Traders: 415 : : 54 61 19 28 43 95 46 94 88 58 117 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 248,819 : : Positions : : 57,086 113,839 1,423 27,003 15,875 3,479 13,791 18,858 103,454 8,472 46,183 : : : : Changes from: January 25, 2011 : : 7,964 12,071 511 2,296 3,231 -1,594 4,121 5,209 11,713 879 10,798 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 45.8 0.6 10.9 6.4 1.4 5.5 7.6 41.6 3.4 18.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 13 15 . 7 7 . 7 5 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 223,491 : : Positions : : 51,841 33,937 54,282 76,360 33,160 403 0 530 36,761 15,990 6,323 : : : : Changes from: January 25, 2011 : : -2,163 -7,051 -2,421 1,527 213 76 0 -14 -769 -873 -2,061 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 15.2 24.3 34.2 14.8 0.2 0.0 0.2 16.4 7.2 2.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 8 9 7 9 14 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 133,202 : : Positions : : 11,815 11,262 9,007 40,405 45,681 28,414 409 22,184 2,270 841 8,983 : : : : Changes from: January 25, 2011 : : 1,074 1,242 1,164 8,017 2,889 4,928 -1,820 -75 122 225 624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 8.5 6.8 30.3 34.3 21.3 0.3 16.7 1.7 0.6 6.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 9 9 6 11 16 14 . 11 6 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 583,492 : : Positions : : 105,804 87,686 46,050 96,394 275,040 0 1,164 11,596 37,955 3,505 90,019 : : : : Changes from: January 25, 2011 : : 5,837 4,658 1,495 7,392 9,175 -77 1,139 -1,888 4,763 -1,684 2,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 15.0 7.9 16.5 47.1 0.0 0.2 2.0 6.5 0.6 15.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 8 8 7 19 26 0 . . 10 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 31,607 : : Positions : : 13,666 16,755 5,616 1,277 11,562 0 196 0 355 1,370 100 : : : : Changes from: January 25, 2011 : : -2,363 -6,257 -3,978 14 -151 0 -98 0 -90 -92 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 53.0 17.8 4.0 36.6 0.0 0.6 0.0 1.1 4.3 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 20 10 4 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 87,630 : : Positions : : 9,478 4,627 39,579 17,202 27,155 4,451 24,474 1,812 1,160 6,062 727 : : : : Changes from: January 25, 2011 : : -5 221 -77 552 741 0 100 300 1,160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 5.3 45.2 19.6 31.0 5.1 27.9 2.1 1.3 6.9 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 7 6 13 8 17 . 7 6 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 28,371 : : Positions : : 1,050 3,947 8,585 10,396 9,251 4,832 3 1,425 0 1,160 0 : : : : Changes from: January 25, 2011 : : 450 563 -695 488 934 1,940 0 300 0 1,160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.7 13.9 30.3 36.6 32.6 17.0 0.0 5.0 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 8 4 11 5 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 14,224 : : Positions : : 5,308 3,530 1,270 5,533 3,621 3,350 928 450 225 0 0 : : : : Changes from: January 25, 2011 : : -294 -2,160 -910 706 -761 -775 -450 450 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 24.8 8.9 38.9 25.5 23.6 6.5 3.2 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 7 8 5 8 8 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 11,189 : : Positions : : 2,079 1,524 2,340 2,325 3,615 232 449 1,173 274 233 999 : : : : Changes from: January 25, 2011 : : 1,223 746 975 -2,827 663 -3,954 217 -684 59 194 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 13.6 20.9 20.8 32.3 2.1 4.0 10.5 2.5 2.1 8.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 5 5 4 9 . . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 309,962 : : Positions : : 111,600 227,731 41,159 8,658 18,005 69,048 3,717 13,797 13,077 6,274 19,337 : : : : Changes from: January 25, 2011 : : -2,806 1,722 -196 871 -3,872 1,758 -1,839 -946 251 631 618 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 73.5 13.3 2.8 5.8 22.3 1.2 4.5 4.2 2.0 6.2 : : : : Number of Traders in Each Category Total Traders: 198 : : 54 71 15 8 17 64 6 21 13 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 21,103 : : Positions : : 11,107 13,560 2,486 0 8 2,225 1,424 75 0 916 983 : : : : Changes from: January 25, 2011 : : -1,139 -316 -62 0 0 0 -70 0 0 -26 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 64.3 11.8 0.0 0.0 10.5 6.7 0.4 0.0 4.3 4.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 7,543 : : Positions : : 4,803 6,277 1,579 455 101 0 0 0 450 100 560 : : : : Changes from: January 25, 2011 : : 1,024 853 -42 129 -38 0 0 0 0 0 410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 83.2 20.9 6.0 1.3 0.0 0.0 0.0 6.0 1.3 7.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 25 5 4 . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 56,898 : : Positions : : 42,882 34,569 9,544 15,840 2,956 350 3,254 9 380 0 50 : : : : Changes from: January 25, 2011 : : 1,148 3,238 1,835 -351 1,295 -50 0 0 205 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 60.8 16.8 27.8 5.2 0.6 5.7 0.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 26 8 6 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 19,901 : : Positions : : 17,586 16,611 1,779 2,919 371 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : 735 765 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 83.5 8.9 14.7 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 8,562 : : Positions : : 4,027 2,460 2,318 405 1,397 400 150 50 0 4,100 0 : : : : Changes from: January 25, 2011 : : 242 50 -242 100 167 150 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 28.7 27.1 4.7 16.3 4.7 1.8 0.6 0.0 47.9 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 12 7 5 8 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 26,075 : : Positions : : 16,108 20,127 2,891 3,643 1,813 105 0 90 4,837 0 200 : : : : Changes from: January 25, 2011 : : 773 455 -387 300 450 0 0 0 375 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 77.2 11.1 14.0 7.0 0.4 0.0 0.3 18.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 14 8 5 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 18,313 : : Positions : : 6,405 7,566 1,899 4,460 3,554 851 0 404 4,540 1,695 504 : : : : Changes from: January 25, 2011 : : -452 -1,020 -515 686 314 214 0 -114 584 182 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 41.3 10.4 24.4 19.4 4.6 0.0 2.2 24.8 9.3 2.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 18 . 13 12 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 10,640 : : Positions : : 8,833 6,331 234 2,918 543 150 246 139 108 69 276 : : : : Changes from: January 25, 2011 : : -2,491 -878 63 -415 -179 25 -798 67 54 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 59.5 2.2 27.4 5.1 1.4 2.3 1.3 1.0 0.6 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 32,474 : : Positions : : 6,817 21,227 7,645 2,139 5,719 2,556 25 25 7,090 1,153 1,916 : : : : Changes from: January 25, 2011 : : -657 -805 -701 -114 -184 102 25 -25 195 -67 -588 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 65.4 23.5 6.6 17.6 7.9 0.1 0.1 21.8 3.6 5.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 11 18 12 6 14 4 . . 5 4 4 : ----------------------------------------------------------------------------------------------------------------
Updated February 4, 2011