GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 37,309: 25,195 30,383 6,996 1,735 4,035 0 0 0 934 600 57: 92 499
Old : 37,309: 25,195 30,383 6,996 1,735 4,035 0 0 0 934 600 57: 92 499
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -10,540: -7,508 -8,046 -2,067 -222 -806 0 0 0 -185 -1,780 -7: 33 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 81.4 18.8 4.7 10.8 0.0 0.0 0.0 2.5 1.6 0.2: 0.2 1.3
Old : 100.0: 67.5 81.4 18.8 4.7 10.8 0.0 0.0 0.0 2.5 1.6 0.2: 0.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 25 31 7 6 12 0 0 0 . . .:
Old : 55: 25 31 7 6 12 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 37.0 56.6 56.8 26.5 22.2 38.8 33.2
Old : 36.3 37.0 56.6 56.8 26.5 22.2 38.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 23,932: 17,236 20,643 4,485 1,082 1,997 0 0 0 100 0 0: 114 210
Old : 23,932: 17,236 20,643 4,485 1,082 1,997 0 0 0 100 0 0: 114 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -6,625: -6,767 -3,919 800 -2,133 -583 0 0 0 -100 0 0: 25 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 86.3 18.7 4.5 8.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 0.9
Old : 100.0: 72.0 86.3 18.7 4.5 8.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 20 5 4 4 0 0 0 . 0 0:
Old : 36: 17 20 5 4 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 61.4 71.8 78.2 42.9 52.3 62.1 60.7
Old : 47.2 61.4 71.8 78.2 42.9 52.3 62.1 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 7,561: 4,027 3,797 451 589 1,298 0 0 0 167 193 87: 1,531 1,597
Old : 7,561: 4,027 3,797 451 589 1,298 0 0 0 167 193 87: 1,531 1,597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,608: -500 -1,022 -176 -83 -698 0 0 0 -348 -105 -86: 200 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 50.2 6.0 7.8 17.2 0.0 0.0 0.0 2.2 2.6 1.2: 20.2 21.1
Old : 100.0: 53.3 50.2 6.0 7.8 17.2 0.0 0.0 0.0 2.2 2.6 1.2: 20.2 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 20 5 5 8 0 0 0 . . .:
Old : 38: 19 20 5 5 8 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 22.3 46.1 37.1 22.8 15.2 30.2 24.6
Old : 29.6 22.3 46.1 37.1 22.8 15.2 30.2 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 5,973: 3,050 4,455 1,508 124 486 0 0 0 324 291 152: 453 465
Old : 5,973: 3,050 4,455 1,508 124 486 0 0 0 324 291 152: 453 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,787: -1,026 -1,220 -135 79 -354 0 0 0 -121 -146 -153: 2 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 74.6 25.2 2.1 8.1 0.0 0.0 0.0 5.4 4.9 2.5: 7.6 7.8
Old : 100.0: 51.1 74.6 25.2 2.1 8.1 0.0 0.0 0.0 5.4 4.9 2.5: 7.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 32 38 8 . 9 0 0 0 4 4 4:
Old : 61: 32 38 8 . 9 0 0 0 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 22.7 52.2 36.2 34.4 22.4 44.7 35.3
Old : 38.0 22.7 52.2 36.2 34.4 22.4 44.7 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 14,941: 8,729 14,188 5,504 345 408 0 0 0 0 0 0: 300 0
Old : 14,941: 8,729 14,188 5,504 345 408 0 0 0 0 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,690: -1,643 -2,353 -765 245 -372 0 0 0 0 -200 0: 90 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 95.0 36.8 2.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 0.0
Old : 100.0: 58.4 95.0 36.8 2.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 11 7 . . 0 0 0 0 0 0:
Old : 28: 16 11 7 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 78.8 77.7 92.8 60.4 74.1 71.6 83.8
Old : 61.8 78.8 77.7 92.8 60.4 74.1 71.6 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 306,563: 82,608 208,610 68,579 1,834 9,787 53,477 12,001 19,769 14,751 17,014 14,585: 43,007 22,963
Old : 306,563: 82,608 208,610 68,579 1,834 9,787 53,477 12,001 19,769 14,751 17,014 14,585: 43,007 22,963
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,261: 3,145 -1,117 -2,417 108 -717 893 -95 643 2,101 -165 -1,792: -4,117 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 68.0 22.4 0.6 3.2 17.4 3.9 6.4 4.8 5.5 4.8: 14.0 7.5
Old : 100.0: 26.9 68.0 22.4 0.6 3.2 17.4 3.9 6.4 4.8 5.5 4.8: 14.0 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 174: 46 70 16 . 13 39 8 21 16 14 23:
Old : 174: 46 70 16 . 13 39 8 21 16 14 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 26.0 29.1 38.5 12.7 16.2 20.5 24.5
Old : 18.9 26.0 29.1 38.5 12.7 16.2 20.5 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 14,055: 7,244 10,576 4,737 865 1,557 50 0 100 117 692 200: 50 65
Old : 14,055: 7,244 10,576 4,737 865 1,557 50 0 100 117 692 200: 50 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -4,810: -2,375 -4,032 -1,517 715 -370 -50 0 0 -208 -848 -275: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 75.2 33.7 6.2 11.1 0.4 0.0 0.7 0.8 4.9 1.4: 0.4 0.5
Old : 100.0: 51.5 75.2 33.7 6.2 11.1 0.4 0.0 0.7 0.8 4.9 1.4: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 32 34 8 5 7 . 0 . . 6 .:
Old : 61: 32 34 8 5 7 . 0 . . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 30.8 54.5 47.6 32.3 24.5 43.7 38.7
Old : 38.7 30.8 54.5 47.6 32.3 24.5 43.7 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,556: 1,325 3,181 1,536 1,545 530 0 0 0 1,595 0 0: 570 300
Old : 5,556: 1,325 3,181 1,536 1,545 530 0 0 0 1,595 0 0: 570 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,562: -730 -695 274 7 -849 -90 0 0 -375 0 -25: 233 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 57.3 27.6 27.8 9.5 0.0 0.0 0.0 28.7 0.0 0.0: 10.3 5.4
Old : 100.0: 23.8 57.3 27.6 27.8 9.5 0.0 0.0 0.0 28.7 0.0 0.0: 10.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 8 8 5 4 5 0 0 0 . 0 0:
Old : 24: 8 8 5 4 5 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 58.0 67.2 81.6 47.6 54.7 60.2 72.9
Old : 48.3 58.0 67.2 81.6 47.6 54.7 60.2 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 7,038: 5,183 5,055 82 648 167 716 76 190 178 378 327: 195 197
Old : 7,038: 5,183 5,055 82 648 167 716 76 190 178 378 327: 195 197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -217: -57 -136 -22 76 -8 0 28 -20 -75 46 -9: -26 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 71.8 1.2 9.2 2.4 10.2 1.1 2.7 2.5 5.4 4.6: 2.8 2.8
Old : 100.0: 73.6 71.8 1.2 9.2 2.4 10.2 1.1 2.7 2.5 5.4 4.6: 2.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 19 . . . . . . . 4 4:
Old : 35: 17 19 . . . . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 49.8 73.1 67.4 49.4 38.6 55.9 48.1
Old : 61.2 49.8 73.1 67.4 49.4 38.6 55.9 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 8,375: 7,797 7,039 259 194 116 15 0 60 12 774 68: 48 124
Old : 8,375: 7,797 7,039 259 194 116 15 0 60 12 774 68: 48 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,196: -693 -915 -512 -141 -45 15 0 60 -16 -76 4: -9 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 84.0 3.1 2.3 1.4 0.2 0.0 0.7 0.1 9.2 0.8: 0.6 1.5
Old : 100.0: 93.1 84.0 3.1 2.3 1.4 0.2 0.0 0.7 0.1 9.2 0.8: 0.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 22 . . . . 0 . . . .:
Old : 35: 22 22 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 62.7 77.5 76.0 59.0 56.1 72.2 66.1
Old : 61.1 62.7 77.5 76.0 59.0 56.1 72.2 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,322: 771 934 15 0 27 0 0 0 100 0 19: 390 342
Old : 1,322: 771 934 15 0 27 0 0 0 100 0 19: 390 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -730: -653 -511 -10 -126 -78 0 -30 0 -69 0 1: 79 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 70.7 1.1 0.0 2.0 0.0 0.0 0.0 7.6 0.0 1.4: 29.5 25.9
Old : 100.0: 58.3 70.7 1.1 0.0 2.0 0.0 0.0 0.0 7.6 0.0 1.4: 29.5 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 18 . 0 . 0 0 0 . 0 .:
Old : 22: 11 18 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 28.8 56.1 46.1 32.1 25.6 40.1 39.3
Old : 39.3 28.8 56.1 46.1 32.1 25.6 40.1 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 571,306: 139,541 231,629 90,100 70,073 99,164 41,592 12,979 42,851 42,601 4,059 92,289: 23,168 18,262
Old : 571,306: 139,541 231,629 90,100 70,073 99,164 41,592 12,979 42,851 42,601 4,059 92,289: 23,168 18,262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 39,130: 5,014 17,746 11,643 1,012 2,008 -2,916 24 8,620 1,947 -259 7,398: 5,416 2,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 40.5 15.8 12.3 17.4 7.3 2.3 7.5 7.5 0.7 16.2: 4.1 3.2
Old : 100.0: 24.4 40.5 15.8 12.3 17.4 7.3 2.3 7.5 7.5 0.7 16.2: 4.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 118: 35 36 12 14 22 13 8 14 21 9 25:
Old : 118: 35 36 12 14 22 13 8 14 21 9 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 20.6 37.3 32.9 14.4 11.8 19.9 17.7
Old : 24.3 20.6 37.3 32.9 14.4 11.8 19.9 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 1,471,226: 255,853 403,143 219,484 260,417 214,117 243,095 67,233 173,759 88,033 114,429 185,930: 90,955 52,198
Old : 1,471,226: 255,853 403,143 219,484 260,417 214,117 243,095 67,233 173,759 88,033 114,429 185,930: 90,955 52,198
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 69,237: 13,320 -7,088 963 10,983 -1,456 -15,444 10,915 29,183 13,388 113 25,455: 3,828 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 27.4 14.9 17.7 14.6 16.5 4.6 11.8 6.0 7.8 12.6: 6.2 3.5
Old : 100.0: 17.4 27.4 14.9 17.7 14.6 16.5 4.6 11.8 6.0 7.8 12.6: 6.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 358: 47 52 21 25 40 81 43 70 53 55 87:
Old : 358: 47 52 21 25 40 81 43 70 53 55 87:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 14.8 25.9 26.2 13.4 11.9 20.1 18.6
Old : 16.6 14.8 25.9 26.2 13.4 11.9 20.1 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 229,004: 47,242 40,961 67,135 70,046 33,166 0 0 0 36,760 16,820 7,292: 37,409 60,719
Old : 229,004: 47,242 40,961 67,135 70,046 33,166 0 0 0 36,760 16,820 7,292: 37,409 60,719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -13,572: -5,912 -2,610 -770 -3,848 -7,959 0 -45 -522 3,414 -295 -3,933: 2,110 5,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.9 29.3 30.6 14.5 0.0 0.0 0.0 16.1 7.3 3.2: 16.3 26.5
Old : 100.0: 20.6 17.9 29.3 30.6 14.5 0.0 0.0 0.0 16.1 7.3 3.2: 16.3 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 8 9 8 8 13 0 0 0 4 . .:
Old : 32: 8 9 8 8 13 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 31.0 60.0 49.6 39.0 28.6 55.9 43.9
Old : 40.7 31.0 60.0 49.6 39.0 28.6 55.9 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,072: 12,878 19,292 8,121 1,071 9,433 0 294 0 378 660 150: 112 172
Old : 31,072: 12,878 19,292 8,121 1,071 9,433 0 294 0 378 660 150: 112 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -13,360: -3,835 -4,576 -5,843 -4,015 -3,377 0 0 0 -150 -1,237 0: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 62.1 26.1 3.4 30.4 0.0 0.9 0.0 1.2 2.1 0.5: 0.4 0.6
Old : 100.0: 41.4 62.1 26.1 3.4 30.4 0.0 0.9 0.0 1.2 2.1 0.5: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 26 18 10 4 11 0 . 0 . . .:
Old : 49: 26 18 10 4 11 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 36.1 64.5 57.2 22.4 16.1 28.2 25.1
Old : 47.0 36.1 64.5 57.2 22.4 16.1 28.2 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 88,000: 10,655 3,948 39,654 18,244 27,421 4,451 23,774 1,512 0 6,574 817: 3,490 5,710
Old : 88,000: 10,655 3,948 39,654 18,244 27,421 4,451 23,774 1,512 0 6,574 817: 3,490 5,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 734: 50 -2 -110 -9 39 0 482 599 0 -205 0: 156 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 4.5 45.1 20.7 31.2 5.1 27.0 1.7 0.0 7.5 0.9: 4.0 6.5
Old : 100.0: 12.1 4.5 45.1 20.7 31.2 5.1 27.0 1.7 0.0 7.5 0.9: 4.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 7 5 12 9 16 . 6 5 0 4 4:
Old : 42: 7 5 12 9 16 . 6 5 0 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 41.3 66.6 58.9 36.7 34.3 48.7 45.0
Old : 48.9 41.3 66.6 58.9 36.7 34.3 48.7 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,920: 4,282 3,860 2,398 6,500 2,785 4,425 640 0 0 0 0: 30 135
Old : 13,920: 4,282 3,860 2,398 6,500 2,785 4,425 640 0 0 0 0: 30 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,275: -705 -930 -565 -610 -810 -200 246 0 0 -200 0: 5 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 27.7 17.2 46.7 20.0 31.8 4.6 0.0 0.0 0.0 0.0: 0.2 1.0
Old : 100.0: 30.8 27.7 17.2 46.7 20.0 31.8 4.6 0.0 0.0 0.0 0.0: 0.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 5 8 . 9 5 . . 0 0 0 0:
Old : 27: 5 8 . 9 5 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 59.3 91.5 79.7 52.3 40.9 61.4 54.9
Old : 71.2 59.3 91.5 79.7 52.3 40.9 61.4 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 270,115: 85,320 200,906 36,398 6,799 15,073 74,452 4,546 17,087 13,619 8,795 5,376: 22,790 11,533
Old : 270,115: 85,320 200,906 36,398 6,799 15,073 74,452 4,546 17,087 13,619 8,795 5,376: 22,790 11,533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -11,199: -12,580 -7,481 412 495 -507 2,885 621 -1,666 121 -660 -105: 241 -1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 74.4 13.5 2.5 5.6 27.6 1.7 6.3 5.0 3.3 2.0: 8.4 4.3
Old : 100.0: 31.6 74.4 13.5 2.5 5.6 27.6 1.7 6.3 5.0 3.3 2.0: 8.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 197: 52 70 17 6 15 65 7 18 15 7 17:
Old : 197: 52 70 17 6 15 65 7 18 15 7 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 28.5 30.4 42.7 10.3 15.5 17.7 22.4
Old : 20.2 28.5 30.4 42.7 10.3 15.5 17.7 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 16,542: 7,323 9,222 1,247 0 7 2,075 854 0 687 576 885: 4,318 4,998
Old : 16,542: 7,323 9,222 1,247 0 7 2,075 854 0 687 576 885: 4,318 4,998
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -3,997: -3,227 -2,443 -103 -908 -30 62 383 -445 -372 -122 -28: 146 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 55.7 7.5 0.0 0.0 12.5 5.2 0.0 4.2 3.5 5.4: 26.1 30.2
Old : 100.0: 44.3 55.7 7.5 0.0 0.0 12.5 5.2 0.0 4.2 3.5 5.4: 26.1 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 8 . 0 . . . 0 . . .:
Old : 20: 8 8 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 51.9 65.8 67.0 40.8 50.7 58.0 61.1
Old : 45.0 51.9 65.8 67.0 40.8 50.7 58.0 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 4,511: 2,746 3,803 1,204 297 98 0 0 0 250 100 113: 100 100
Old : 4,511: 2,746 3,803 1,204 297 98 0 0 0 250 100 113: 100 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,659: -1,225 -832 -271 -424 -103 -50 0 0 214 -100 -187: -37 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 84.3 26.7 6.6 2.2 0.0 0.0 0.0 5.5 2.2 2.5: 2.2 2.2
Old : 100.0: 60.9 84.3 26.7 6.6 2.2 0.0 0.0 0.0 5.5 2.2 2.5: 2.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 13 17 6 . . 0 0 0 . . .:
Old : 34: 13 17 6 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 41.0 63.8 62.6 32.1 34.3 50.3 49.4
Old : 39.9 41.0 63.8 62.6 32.1 34.3 50.3 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 45,584: 35,797 24,615 6,794 17,006 1,605 400 2,083 15 0 50 0: 973 210
Old : 45,584: 35,797 24,615 6,794 17,006 1,605 400 2,083 15 0 50 0: 973 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -11,618: -10,835 -9,373 -553 -846 -385 170 -989 0 0 -50 0: -15 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 54.0 14.9 37.3 3.5 0.9 4.6 0.0 0.0 0.1 0.0: 2.1 0.5
Old : 100.0: 78.5 54.0 14.9 37.3 3.5 0.9 4.6 0.0 0.0 0.1 0.0: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 23 24 8 5 6 . . . 0 . 0:
Old : 46: 23 24 8 5 6 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 57.4 70.8 74.2 39.4 45.4 48.9 55.7
Old : 54.2 57.4 70.8 74.2 39.4 45.4 48.9 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,355: 2,835 2,410 2,090 130 1,290 750 0 0 0 3,525 0: 390 0
Old : 7,355: 2,835 2,410 2,090 130 1,290 750 0 0 0 3,525 0: 390 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,352: -800 -790 -130 0 -562 0 0 0 -100 0 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 32.8 28.4 1.8 17.5 10.2 0.0 0.0 0.0 47.9 0.0: 5.3 0.0
Old : 100.0: 38.5 32.8 28.4 1.8 17.5 10.2 0.0 0.0 0.0 47.9 0.0: 5.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 9 8 . 4 . 0 0 0 . 0:
Old : 27: 10 9 8 . 4 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 74.3 65.7 87.7 36.0 68.0 53.8 73.8
Old : 40.8 74.3 65.7 87.7 36.0 68.0 53.8 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 16,261: 13,108 13,882 1,632 978 1,061 105 0 90 180 0 50: 35 200
Old : 16,261: 13,108 13,882 1,632 978 1,061 105 0 90 180 0 50: 35 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,560: -781 -1,777 -249 -884 21 0 0 0 -1,576 0 0: 25 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 85.4 10.0 6.0 6.5 0.6 0.0 0.6 1.1 0.0 0.3: 0.2 1.2
Old : 100.0: 80.6 85.4 10.0 6.0 6.5 0.6 0.0 0.6 1.1 0.0 0.3: 0.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 12 5 5 7 . 0 . . 0 .:
Old : 34: 19 12 5 5 7 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 73.0 62.8 87.0 40.0 67.3 56.5 73.9
Old : 44.5 73.0 62.8 87.0 40.0 67.3 56.5 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,752: 6,389 7,145 3,842 3,503 1,411 0 278 226 1,206 292 504: 174 393
Old : 13,752: 6,389 7,145 3,842 3,503 1,411 0 278 226 1,206 292 504: 174 393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,212: -1,789 -586 -639 -909 -345 0 -159 32 595 -522 84: -150 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 52.0 27.9 25.5 10.3 0.0 2.0 1.6 8.8 2.1 3.7: 1.3 2.9
Old : 100.0: 46.5 52.0 27.9 25.5 10.3 0.0 2.0 1.6 8.8 2.1 3.7: 1.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 16 19 6 9 9 0 . . . . .:
Old : 47: 16 19 6 9 9 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 41.9 55.7 59.4 30.1 41.9 47.2 55.1
Old : 33.3 41.9 55.7 59.4 30.1 41.9 47.2 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,148: 10,963 6,307 216 2,977 348 300 2,048 27 15 243 162: 117 36
Old : 12,148: 10,963 6,307 216 2,977 348 300 2,048 27 15 243 162: 117 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,650: -2,577 -2,091 -98 -262 -2 0 -187 0 0 0 0: 27 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 51.9 1.8 24.5 2.9 2.5 16.9 0.2 0.1 2.0 1.3: 1.0 0.3
Old : 100.0: 90.2 51.9 1.8 24.5 2.9 2.5 16.9 0.2 0.1 2.0 1.3: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 16 16 . 5 . . . . . . .:
Old : 35: 16 16 . 5 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 49.0 79.7 69.0 46.3 45.9 63.5 60.7
Old : 54.7 49.0 79.7 69.0 46.3 45.9 63.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,715: 8,308 20,352 8,946 2,853 4,739 0 0 50 6,739 1,028 2,453: 480 240
Old : 31,715: 8,308 20,352 8,946 2,853 4,739 0 0 50 6,739 1,028 2,453: 480 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,999: -884 -1,121 -199 135 -570 0 0 0 -140 -214 -183: -23 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 64.2 28.2 9.0 14.9 0.0 0.0 0.2 21.2 3.2 7.7: 1.5 0.8
Old : 100.0: 26.2 64.2 28.2 9.0 14.9 0.0 0.0 0.2 21.2 3.2 7.7: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 12 13 12 5 13 0 0 . 6 . 4:
Old : 48: 12 13 12 5 13 0 0 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 54.1 54.3 73.2 30.1 50.6 48.9 63.5
Old : 33.2 54.1 54.3 73.2 30.1 50.6 48.9 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011