Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 32,374 : : Positions : : 21,954 26,478 4,794 1,203 3,625 0 600 0 1,733 310 0 : : : : Changes from: January 26, 2010 : : -4,600 -5,647 -935 -48 -617 -147 0 0 -100 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 81.8 14.8 3.7 11.2 0.0 1.9 0.0 5.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 26 8 4 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 19,571 : : Positions : : 10,496 18,393 7,941 20 1,033 0 0 0 0 0 0 : : : : Changes from: January 26, 2010 : : -940 -1,367 -401 20 -192 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 94.0 40.6 0.1 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 18 9 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 7,610 : : Positions : : 3,453 5,757 2,280 78 484 0 0 0 428 216 114 : : : : Changes from: January 26, 2010 : : -136 -164 -24 -135 6 0 0 0 -77 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 75.7 30.0 1.0 6.4 0.0 0.0 0.0 5.6 2.8 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 6 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 9,789 : : Positions : : 5,053 5,766 1,036 876 2,136 0 0 0 0 140 0 : : : : Changes from: January 26, 2010 : : -694 -987 -414 -6 -106 0 0 0 -262 -111 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 58.9 10.6 8.9 21.8 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 28 8 7 15 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 7,367 : : Positions : : 4,278 5,805 1,472 10 688 15 0 30 85 77 132 : : : : Changes from: January 26, 2010 : : -1,251 -1,322 -141 -72 -335 15 0 30 60 -119 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 78.8 20.0 0.1 9.3 0.2 0.0 0.4 1.2 1.0 1.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 39 14 . 14 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : 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 3,767 : : Positions : : 1,664 2,173 519 650 153 680 0 0 0 0 0 : : : : Changes from: January 26, 2010 : : -236 -150 27 -132 -121 -145 0 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 57.7 13.8 17.3 4.1 18.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 9,883 : : Positions : : 9,202 7,716 135 1,581 546 0 0 0 0 0 0 : : : : Changes from: January 26, 2010 : : -1,015 -555 -25 -490 -155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 78.1 1.4 16.0 5.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 360,043 : : Positions : : 99,092 216,726 86,778 1,168 21,609 32,865 25,092 25,367 16,191 2,123 38,135 : : : : Changes from: January 26, 2010 : : 1,475 -3,348 4,145 -62 -2,583 -1,368 3,122 607 -628 -1,021 2,806 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 60.2 24.1 0.3 6.0 9.1 7.0 7.0 4.5 0.6 10.6 : : : : Number of Traders in Each Category Total Traders: 170 : : 56 73 15 . 13 31 16 20 15 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : 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 68,706 : : Positions : : 28,544 28,916 3,676 66 13,710 0 1,697 0 2,139 4,337 17,028 : : : : Changes from: January 26, 2010 : : -126 -444 800 -58 156 0 168 0 -181 205 -1,046 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 42.1 5.3 0.1 20.0 0.0 2.5 0.0 3.1 6.3 24.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 5 7 . 8 0 . 0 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 16,375 : : Positions : : 9,339 14,199 4,172 50 961 401 0 0 450 325 352 : : : : Changes from: January 26, 2010 : : -2,005 -3,835 157 -150 -763 -13 0 0 -507 275 -323 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 86.7 25.5 0.3 5.9 2.4 0.0 0.0 2.7 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 25 35 13 . 9 . 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 16,748 : : Positions : : 10,075 4,146 2,777 6,739 2,343 0 900 0 0 1,250 600 : : : : Changes from: January 26, 2010 : : -950 -963 -292 -1,147 -110 0 600 0 -225 -100 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 24.8 16.6 40.2 14.0 0.0 5.4 0.0 0.0 7.5 3.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 7 8 7 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 7,364 : : Positions : : 6,185 5,947 570 735 218 0 0 0 106 172 92 : : : : Changes from: January 26, 2010 : : 369 458 29 36 1 0 0 0 60 -14 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 80.8 7.7 10.0 3.0 0.0 0.0 0.0 1.4 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 505,404 : : Positions : : 114,667 165,995 98,076 56,404 136,871 33,292 9,159 47,113 6,137 20,326 50,321 : : : : Changes from: January 26, 2010 : : -8,325 -6,744 -830 -515 2,217 -2,386 160 4,507 1,668 1,123 5,841 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 32.8 19.4 11.2 27.1 6.6 1.8 9.3 1.2 4.0 10.0 : : : : Number of Traders in Each Category Total Traders: 118 : : 31 36 17 15 27 15 10 19 8 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 2,645,582 : : Positions : : 347,666 562,044 225,594 182,387 845,363 175,471 59,208 307,531 77,750 33,782 559,519 : : : : Changes from: January 26, 2010 : : 6,170 732 19,426 1,889 -2,405 -7,976 1,560 -3,696 2,097 -540 38,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 21.2 8.5 6.9 32.0 6.6 2.2 11.6 2.9 1.3 21.1 : : : : Number of Traders in Each Category Total Traders: 359 : : 51 65 19 22 38 75 44 78 61 58 107 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 80,605 : : Positions : : 48,976 25,464 3,386 2,156 6,436 340 16,620 5,114 90 8,323 13,751 : : : : Changes from: January 26, 2010 : : 1,135 -3,245 473 -241 -46 -41 -192 -226 -2,104 2,533 2,616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 31.6 4.2 2.7 8.0 0.4 20.6 6.3 0.1 10.3 17.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 11 . 5 6 . 5 5 . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 206,542 : : Positions : : 56,771 28,870 57,431 67,289 36,086 15,027 0 383 14,840 24,099 1,507 : : : : Changes from: January 26, 2010 : : -8,707 -3,705 -270 -3,726 -1,899 382 0 -382 -4,308 -3,003 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 14.0 27.8 32.6 17.5 7.3 0.0 0.2 7.2 11.7 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 11 10 7 16 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 150,876 : : Positions : : 12,541 13,729 12,152 33,748 60,266 25,761 4,731 25,030 2,614 725 8,653 : : : : Changes from: January 26, 2010 : : 632 555 287 1,192 -572 7 -808 73 28 114 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 9.1 8.1 22.4 39.9 17.1 3.1 16.6 1.7 0.5 5.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 12 11 8 10 17 15 6 15 7 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 583,859 : : Positions : : 102,568 99,422 63,837 97,073 293,147 354 0 10,232 29,266 0 64,412 : : : : Changes from: January 26, 2010 : : -1,236 -1,588 -1,565 -1,556 -9,609 354 -496 1,003 -2,407 0 -764 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 17.0 10.9 16.6 50.2 0.1 0.0 1.8 5.0 0.0 11.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 10 10 7 19 25 . 0 . 8 0 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 62,724 : : Positions : : 28,631 44,667 18,579 2,544 14,153 316 700 25 1,015 430 0 : : : : Changes from: January 26, 2010 : : -3,490 -9,412 -6,838 -550 -303 316 0 0 170 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 71.2 29.6 4.1 22.6 0.5 1.1 0.0 1.6 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 29 13 5 17 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 134,945 : : Positions : : 16,517 10,691 36,601 27,040 48,264 18,402 26,079 7,184 1,082 9,181 1,564 : : : : Changes from: January 26, 2010 : : 100 40 1 206 266 334 -161 139 150 644 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 7.9 27.1 20.0 35.8 13.6 19.3 5.3 0.8 6.8 1.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 6 6 8 10 17 8 9 11 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 39,495 : : Positions : : 2,330 4,140 6,749 6,336 17,936 1,849 2,441 7,110 971 0 200 : : : : Changes from: January 26, 2010 : : 500 500 -367 31 1,444 420 0 1,165 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 10.5 17.1 16.0 45.4 4.7 6.2 18.0 2.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : . . 9 6 12 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 94,212 : : Positions : : 8,465 11,643 19,398 31,134 22,218 0 0 0 235 0 1,869 : : : : Changes from: January 26, 2010 : : -156 -462 -575 -4,011 507 0 0 0 -1,637 -94 -319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 12.4 20.6 33.0 23.6 0.0 0.0 0.0 0.2 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 5 7 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 32,910 : : Positions : : 9,285 13,715 16,750 11,530 5,775 750 1,307 150 200 300 0 : : : : Changes from: January 26, 2010 : : -745 -2,570 -3,235 -900 -1,005 300 -193 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 41.7 50.9 35.0 17.5 2.3 4.0 0.5 0.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 11 16 9 10 11 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 294,165 : : Positions : : 94,251 200,718 43,571 499 15,587 58,241 8,160 24,305 12,958 4,069 23,224 : : : : Changes from: January 26, 2010 : : -4,337 -8,577 -1,203 -709 1,848 -2,253 1,247 1,244 -174 -805 1,254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 68.2 14.8 0.2 5.3 19.8 2.8 8.3 4.4 1.4 7.9 : : : : Number of Traders in Each Category Total Traders: 202 : : 55 73 22 . 18 57 10 28 14 15 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 20,254 : : Positions : : 12,132 11,467 587 2,218 72 391 0 712 0 0 0 : : : : Changes from: January 26, 2010 : : -2,904 -2,570 -92 -308 39 -183 0 217 -1,370 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 56.6 2.9 11.0 0.4 1.9 0.0 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 8,022 : : Positions : : 4,129 5,544 827 537 1,314 816 75 0 530 25 275 : : : : Changes from: January 26, 2010 : : -267 -667 -215 -159 -194 -256 75 0 30 -61 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 69.1 10.3 6.7 16.4 10.2 0.9 0.0 6.6 0.3 3.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 21 5 5 8 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 43,580 : : Positions : : 31,767 33,591 4,963 6,059 3,019 1,390 86 630 345 0 0 : : : : Changes from: January 26, 2010 : : -2,450 -3,458 -901 25 594 -50 -9 -4 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 77.1 11.4 13.9 6.9 3.2 0.2 1.4 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 8 4 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 20,011 : : Positions : : 10,955 18,776 6,075 0 685 2,200 0 0 0 0 0 : : : : Changes from: January 26, 2010 : : -1,150 -1,380 -165 0 0 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 93.8 30.4 0.0 3.4 11.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 11 11 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 14,421 : : Positions : : 7,489 7,325 3,697 4,367 1,829 756 0 300 150 400 200 : : : : Changes from: January 26, 2010 : : -347 -420 13 -442 -450 -828 0 0 0 -300 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 50.8 25.6 30.3 12.7 5.2 0.0 2.1 1.0 2.8 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 12 14 10 8 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 3,243 : : Positions : : 913 1,913 1,295 126 159 0 105 0 0 10 30 : : : : Changes from: January 26, 2010 : : -66 -527 17 -15 27 0 30 0 -234 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 59.0 39.9 3.9 4.9 0.0 3.2 0.0 0.0 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 5 12 8 . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 12,753 : : Positions : : 9,718 10,688 2,328 1,733 282 240 0 0 0 0 0 : : : : Changes from: January 26, 2010 : : -1,046 -1,465 -399 -340 -40 -220 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 83.8 18.3 13.6 2.2 1.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 19,177 : : Positions : : 11,376 6,041 4,353 6,748 2,016 0 3,527 636 480 0 0 : : : : Changes from: January 26, 2010 : : -765 -377 626 -710 7 0 805 0 -228 -96 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 31.5 22.7 35.2 10.5 0.0 18.4 3.3 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 17 16 7 12 11 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 13,138 : : Positions : : 9,592 11,220 1,553 0 958 494 942 0 541 0 0 : : : : Changes from: January 26, 2010 : : -992 -622 157 -482 300 -1 -42 0 -402 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 85.4 11.8 0.0 7.3 3.8 7.2 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 7 0 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 47,272 : : Positions : : 13,365 28,598 17,013 4,920 8,744 2,951 353 0 909 2,417 1,329 : : : : Changes from: January 26, 2010 : : -1,765 -2,286 1,215 -1,040 -916 -853 -180 0 -2,386 -118 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 60.5 36.0 10.4 18.5 6.2 0.7 0.0 1.9 5.1 2.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 15 20 15 5 18 . . 0 . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated February 5, 2010