Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 36,734 : : Positions : : 26,424 31,360 4,983 1,255 3,259 147 600 0 1,803 135 0 : : : : Changes from: January 5, 2010 : : 700 2,338 1,197 -466 -699 147 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 85.4 13.6 3.4 8.9 0.4 1.6 0.0 4.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 26 6 6 10 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 19,049 : : Positions : : 9,563 17,796 8,331 0 1,118 0 0 0 0 0 0 : : : : Changes from: January 5, 2010 : : 256 397 186 0 -131 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 93.4 43.7 0.0 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 21 10 0 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 7,317 : : Positions : : 2,721 5,140 2,237 165 373 0 0 0 505 216 114 : : : : Changes from: January 5, 2010 : : 168 208 10 0 27 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 70.2 30.6 2.3 5.1 0.0 0.0 0.0 6.9 3.0 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 10,527 : : Positions : : 5,418 6,255 1,546 759 2,152 0 0 0 211 236 0 : : : : Changes from: January 5, 2010 : : 580 256 100 84 202 0 0 0 4 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 59.4 14.7 7.2 20.4 0.0 0.0 0.0 2.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 29 11 6 16 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 8,031 : : Positions : : 4,857 6,097 1,405 37 1,004 0 0 0 30 221 123 : : : : Changes from: January 5, 2010 : : 336 185 -42 -10 32 0 0 0 0 80 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 75.9 17.5 0.5 12.5 0.0 0.0 0.0 0.4 2.8 1.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 39 13 . 14 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 10,097 : : Positions : : 9,031 7,619 435 1,834 626 0 0 0 0 0 0 : : : : Changes from: January 5, 2010 : : 1,355 1,352 -21 4 61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 75.5 4.3 18.2 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 332,408 : : Positions : : 82,598 224,009 74,711 1,466 21,195 53,216 14,955 21,487 14,440 3,332 17,634 : : : : Changes from: January 5, 2010 : : 7,787 5,730 -982 62 1,034 1,339 1,957 5,190 -1,148 -758 4,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 67.4 22.5 0.4 6.4 16.0 4.5 6.5 4.3 1.0 5.3 : : : : Number of Traders in Each Category Total Traders: 175 : : 53 73 16 . 12 42 11 21 11 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 17,504 : : Positions : : 9,933 13,929 3,421 150 1,599 414 250 0 1,157 300 525 : : : : Changes from: January 5, 2010 : : 352 657 355 -100 150 150 250 0 425 50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 79.6 19.5 0.9 9.1 2.4 1.4 0.0 6.6 1.7 3.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 23 38 11 . 9 . . 0 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 17,100 : : Positions : : 10,050 4,884 3,444 7,734 2,142 0 0 0 225 1,350 150 : : : : Changes from: January 5, 2010 : : 30 0 0 30 -30 0 0 0 0 1,050 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 28.6 20.1 45.2 12.5 0.0 0.0 0.0 1.3 7.9 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 7 8 7 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 2,250 : : Positions : : 1,675 800 200 525 0 0 0 0 0 425 0 : : : : Changes from: January 5, 2010 : : 200 300 50 125 0 0 0 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 35.6 8.9 23.3 0.0 0.0 0.0 0.0 0.0 18.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . 5 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 7,401 : : Positions : : 6,176 6,055 527 591 173 0 0 0 0 229 65 : : : : Changes from: January 5, 2010 : : 176 382 -7 -45 73 0 0 0 0 -91 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 81.8 7.1 8.0 2.3 0.0 0.0 0.0 0.0 3.1 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 2,641 : : Positions : : 2,462 1,432 0 226 0 0 0 0 0 810 0 : : : : Changes from: January 5, 2010 : : 84 134 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 54.2 0.0 8.6 0.0 0.0 0.0 0.0 0.0 30.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,457 : : Positions : : 529 544 0 155 174 0 35 0 86 0 0 : : : : Changes from: January 5, 2010 : : -274 -523 -57 57 26 0 35 0 86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 37.3 0.0 10.6 11.9 0.0 2.4 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 523,187 : : Positions : : 127,421 190,760 97,821 50,917 148,665 38,361 8,835 41,860 9,049 20,299 45,595 : : : : Changes from: January 5, 2010 : : 8,482 624 1,209 1,559 -1,225 675 2,900 431 -1,394 1,889 1,080 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 36.5 18.7 9.7 28.4 7.3 1.7 8.0 1.7 3.9 8.7 : : : : Number of Traders in Each Category Total Traders: 123 : : 35 40 18 14 26 15 11 18 14 9 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 1,300,867 : : Positions : : 149,618 401,167 229,818 128,905 234,217 217,292 41,673 162,548 74,134 114,084 151,396 : : : : Changes from: January 5, 2010 : : 10,172 9,895 -16,337 8,091 7,832 22,649 1,805 3,645 3,743 -2,247 41,139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 30.8 17.7 9.9 18.0 16.7 3.2 12.5 5.7 8.8 11.6 : : : : Number of Traders in Each Category Total Traders: 320 : : 41 55 23 19 35 79 31 61 37 53 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 217,533 : : Positions : : 63,623 28,954 48,024 72,632 38,677 16,023 0 382 20,401 25,440 1,736 : : : : Changes from: January 5, 2010 : : 7,468 8,238 -140 -363 599 0 0 0 -335 -424 441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 13.3 22.1 33.4 17.8 7.4 0.0 0.2 9.4 11.7 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 12 9 8 16 . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 68,459 : : Positions : : 30,475 49,892 23,142 2,530 14,112 75 700 0 115 605 300 : : : : Changes from: January 5, 2010 : : -208 92 145 -255 1,005 50 150 0 115 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 72.9 33.8 3.7 20.6 0.1 1.0 0.0 0.2 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 31 13 . 18 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 133,270 : : Positions : : 17,084 12,319 35,894 27,752 47,941 18,182 22,422 6,339 932 8,774 1,632 : : : : Changes from: January 5, 2010 : : 1,430 907 222 1,079 -708 -95 -255 -373 0 2,186 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 9.2 26.9 20.8 36.0 13.6 16.8 4.8 0.7 6.6 1.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 7 8 9 9 17 8 6 8 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 36,606 : : Positions : : 1,380 3,170 8,329 3,388 18,242 201 3,726 5,510 571 200 500 : : : : Changes from: January 5, 2010 : : 0 540 983 -978 1,173 -144 1,285 97 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 8.7 22.8 9.3 49.8 0.5 10.2 15.1 1.6 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 10 5 14 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 37,030 : : Positions : : 10,515 15,340 19,700 13,095 6,165 300 1,830 150 200 300 0 : : : : Changes from: January 5, 2010 : : -210 -1,445 -200 1,474 720 300 0 150 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 41.4 53.2 35.4 16.6 0.8 4.9 0.4 0.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 10 14 8 11 13 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 265,579 : : Positions : : 77,479 202,578 42,207 1,676 9,522 78,117 10,059 14,106 14,128 5,830 5,987 : : : : Changes from: January 5, 2010 : : 13,065 14,492 -3,312 103 -413 4,261 2,077 143 97 -433 1,762 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 76.3 15.9 0.6 3.6 29.4 3.8 5.3 5.3 2.2 2.3 : : : : Number of Traders in Each Category Total Traders: 203 : : 58 71 17 4 15 64 9 24 10 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 22,454 : : Positions : : 14,120 12,812 702 2,549 15 0 0 495 1,404 0 0 : : : : Changes from: January 5, 2010 : : 588 247 -96 135 15 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 57.1 3.1 11.4 0.1 0.0 0.0 2.2 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 7,809 : : Positions : : 3,733 5,768 1,142 696 829 1,072 0 0 534 0 416 : : : : Changes from: January 5, 2010 : : -92 -92 0 0 50 0 0 0 400 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 73.9 14.6 8.9 10.6 13.7 0.0 0.0 6.8 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 21 5 6 8 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 41,114 : : Positions : : 31,146 31,003 6,181 7,929 1,258 0 120 609 270 0 0 : : : : Changes from: January 5, 2010 : : 3,531 2,525 -95 380 -267 -480 120 -81 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 75.4 15.0 19.3 3.1 0.0 0.3 1.5 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 19 8 4 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 19,861 : : Positions : : 11,100 18,576 5,540 0 685 2,400 0 0 25 0 0 : : : : Changes from: January 5, 2010 : : 215 65 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 93.5 27.9 0.0 3.4 12.1 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 11 11 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 14,258 : : Positions : : 6,036 7,070 3,509 4,209 2,179 2,334 0 0 150 750 50 : : : : Changes from: January 5, 2010 : : 580 500 9 180 -84 0 0 0 0 750 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 49.6 24.6 29.5 15.3 16.4 0.0 0.0 1.1 5.3 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 8 13 10 7 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 3,501 : : Positions : : 993 2,302 1,204 126 138 0 75 0 230 0 0 : : : : Changes from: January 5, 2010 : : -45 -31 11 -2 -3 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 65.8 34.4 3.6 3.9 0.0 2.1 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 12 7 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 13,498 : : Positions : : 10,167 10,589 2,427 2,740 169 460 0 0 0 0 0 : : : : Changes from: January 5, 2010 : : 199 1,008 700 111 -51 460 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 78.4 18.0 20.3 1.3 3.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 17,263 : : Positions : : 11,689 5,790 1,403 7,191 2,475 0 1,069 636 708 96 0 : : : : Changes from: January 5, 2010 : : 330 35 225 -385 82 0 1,069 486 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 33.5 8.1 41.7 14.3 0.0 6.2 3.7 4.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 17 16 5 13 11 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 12,097 : : Positions : : 9,778 9,779 673 931 570 674 707 0 402 110 0 : : : : Changes from: January 5, 2010 : : 1,178 731 -29 -23 190 -45 351 0 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 80.8 5.6 7.7 4.7 5.6 5.8 0.0 3.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 4 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 12, 2010 : 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 51,881 : : Positions : : 15,095 31,010 15,708 6,072 9,630 3,804 623 0 3,688 2,313 1,373 : : : : Changes from: January 5, 2010 : : -320 -369 660 -142 180 100 623 -64 37 597 581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 59.8 30.3 11.7 18.6 7.3 1.2 0.0 7.1 4.5 2.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 19 12 7 17 . . 0 . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated January 15, 2010