Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 33,733 : : Positions : : 23,349 28,251 5,207 1,328 3,224 0 600 0 1,799 310 0 : : : : Changes from: February 2, 2010 : : 1,395 1,773 413 125 -401 0 0 0 66 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 83.7 15.4 3.9 9.6 0.0 1.8 0.0 5.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 25 10 . 10 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 19,880 : : Positions : : 11,054 18,771 7,761 20 964 0 0 0 0 0 0 : : : : Changes from: February 2, 2010 : : 558 378 -180 0 -69 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 94.4 39.0 0.1 4.8 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 9, 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 7,641 : : Positions : : 3,471 5,746 2,295 78 484 0 0 0 400 216 114 : : : : Changes from: February 2, 2010 : : 18 -11 15 0 0 0 0 0 -28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 75.2 30.0 1.0 6.3 0.0 0.0 0.0 5.2 2.8 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 6 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 10,309 : : Positions : : 5,456 6,180 1,219 859 2,254 0 0 0 45 160 60 : : : : Changes from: February 2, 2010 : : 403 414 183 -17 118 0 0 0 45 20 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 59.9 11.8 8.3 21.9 0.0 0.0 0.0 0.4 1.6 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 32 9 7 15 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 8,041 : : Positions : : 4,464 6,410 1,945 15 706 15 0 30 44 57 172 : : : : Changes from: February 2, 2010 : : 186 605 473 5 18 0 0 0 -41 -20 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 79.7 24.2 0.2 8.8 0.2 0.0 0.4 0.5 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 39 14 . 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 4,280 : : Positions : : 1,999 2,443 481 627 311 680 0 0 0 0 0 : : : : Changes from: February 2, 2010 : : 335 270 -38 -23 158 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 57.1 11.2 14.6 7.3 15.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 4 . 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 10,723 : : Positions : : 10,042 8,356 135 1,781 546 0 0 0 0 0 0 : : : : Changes from: February 2, 2010 : : 840 640 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 77.9 1.3 16.6 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 368,144 : : Positions : : 103,992 216,607 90,247 1,369 22,557 26,662 24,880 30,707 15,209 1,973 38,771 : : : : Changes from: February 2, 2010 : : 4,900 -119 3,469 201 948 -6,203 -212 5,340 -982 -150 636 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 58.8 24.5 0.4 6.1 7.2 6.8 8.3 4.1 0.5 10.5 : : : : Number of Traders in Each Category Total Traders: 154 : : 56 68 17 . 14 20 17 20 13 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 68,713 : : Positions : : 28,977 29,329 3,183 142 14,030 0 1,457 0 2,481 4,452 16,386 : : : : Changes from: February 2, 2010 : : 433 413 -492 76 320 0 -241 0 342 115 -641 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 42.7 4.6 0.2 20.4 0.0 2.1 0.0 3.6 6.5 23.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 5 5 . 8 0 . 0 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 17,370 : : Positions : : 10,034 14,994 4,482 48 1,115 401 0 0 450 325 402 : : : : Changes from: February 2, 2010 : : 695 795 310 -2 154 0 0 0 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 86.3 25.8 0.3 6.4 2.3 0.0 0.0 2.6 1.9 2.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 27 36 12 . 10 . 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 17,198 : : Positions : : 10,450 4,146 2,627 6,964 2,418 0 900 0 0 1,400 600 : : : : Changes from: February 2, 2010 : : 375 0 -150 225 75 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 24.1 15.3 40.5 14.1 0.0 5.2 0.0 0.0 8.1 3.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 7 8 8 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 4,837 : : Positions : : 1,748 1,766 263 484 419 35 0 8 583 151 277 : : : : Changes from: February 2, 2010 : : -257 -238 0 -155 104 35 0 8 -77 41 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 36.5 5.4 10.0 8.7 0.7 0.0 0.2 12.1 3.1 5.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 9 4 . 5 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 1,550 : : Positions : : 1,150 1,200 250 100 50 0 0 0 0 0 0 : : : : Changes from: February 2, 2010 : : -750 200 -50 -425 50 0 0 0 -50 -475 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 77.4 16.1 6.5 3.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 8,107 : : Positions : : 6,882 6,345 414 690 403 0 0 0 55 336 113 : : : : Changes from: February 2, 2010 : : 697 398 -156 -45 185 0 0 0 -51 164 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 78.3 5.1 8.5 5.0 0.0 0.0 0.0 0.7 4.1 1.4 : : : : 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 9, 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 506,331 : : Positions : : 116,117 168,151 101,604 54,849 133,539 34,512 6,228 43,720 3,751 20,999 51,622 : : : : Changes from: February 2, 2010 : : 1,451 2,156 3,528 -1,555 -3,332 1,220 -2,931 -3,393 -2,386 673 1,302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 33.2 20.1 10.8 26.4 6.8 1.2 8.6 0.7 4.1 10.2 : : : : Number of Traders in Each Category Total Traders: 117 : : 33 34 16 16 26 14 9 17 6 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 2,642,832 : : Positions : : 348,190 555,315 237,545 169,910 854,867 156,879 73,455 308,450 78,453 32,678 567,943 : : : : Changes from: February 2, 2010 : : 524 -6,729 11,951 -12,478 9,504 -18,592 14,247 919 703 -1,105 8,424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 21.0 9.0 6.4 32.3 5.9 2.8 11.7 3.0 1.2 21.5 : : : : Number of Traders in Each Category Total Traders: 357 : : 51 62 19 22 37 69 48 80 66 55 108 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 85,164 : : Positions : : 50,782 24,794 3,234 2,062 6,586 352 16,964 5,235 87 10,593 16,552 : : : : Changes from: February 2, 2010 : : 1,807 -671 -153 -94 150 12 344 122 -3 2,271 2,801 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 29.1 3.8 2.4 7.7 0.4 19.9 6.1 0.1 12.4 19.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 11 . 5 6 . 5 5 . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 211,277 : : Positions : : 56,687 31,077 60,800 65,925 37,214 15,027 0 383 14,380 23,876 1,315 : : : : Changes from: February 2, 2010 : : -84 2,207 3,369 -1,364 1,128 0 0 0 -460 -223 -192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 14.7 28.8 31.2 17.6 7.1 0.0 0.2 6.8 11.3 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 11 10 7 16 . 0 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 149,335 : : Positions : : 12,447 13,568 11,256 30,041 61,200 24,263 5,321 25,307 1,989 1,046 9,878 : : : : Changes from: February 2, 2010 : : -94 -161 -895 -3,707 934 -1,498 590 277 -625 321 1,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 9.1 7.5 20.1 41.0 16.2 3.6 16.9 1.3 0.7 6.6 : : : : Number of Traders in Each Category Total Traders: 69 : : 12 12 8 10 17 16 6 15 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 577,953 : : Positions : : 103,514 97,584 58,300 95,396 290,999 0 120 10,818 30,374 0 63,218 : : : : Changes from: February 2, 2010 : : 946 -1,839 -5,537 -1,676 -2,148 -354 120 586 1,109 0 -1,194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 16.9 10.1 16.5 50.3 0.0 0.0 1.9 5.3 0.0 10.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 10 10 9 17 25 0 . . 8 0 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 63,490 : : Positions : : 29,106 45,027 17,664 2,343 15,010 415 350 25 965 430 300 : : : : Changes from: February 2, 2010 : : 475 360 -915 -201 857 99 -350 0 -50 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 70.9 27.8 3.7 23.6 0.7 0.6 0.0 1.5 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 30 13 6 17 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 132,933 : : Positions : : 16,727 10,891 35,504 28,046 47,560 17,696 23,641 7,153 1,082 8,629 1,580 : : : : Changes from: February 2, 2010 : : 210 200 -1,097 1,006 -704 -706 -2,438 -31 0 -552 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 8.2 26.7 21.1 35.8 13.3 17.8 5.4 0.8 6.5 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 6 6 8 10 17 7 9 12 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 38,870 : : Positions : : 2,330 4,140 7,397 5,036 17,681 546 2,441 8,013 671 0 0 : : : : Changes from: February 2, 2010 : : 0 0 648 -1,300 -255 -1,303 0 903 -300 0 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 10.7 19.0 13.0 45.5 1.4 6.3 20.6 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 6 12 . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 94,850 : : Positions : : 8,396 12,855 27,953 31,289 21,355 0 0 0 295 0 1,814 : : : : Changes from: February 2, 2010 : : -69 1,212 8,555 155 -863 0 0 0 60 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 13.6 29.5 33.0 22.5 0.0 0.0 0.0 0.3 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 6 7 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 32,880 : : Positions : : 9,585 14,065 17,190 11,920 5,005 750 1,307 150 200 300 0 : : : : Changes from: February 2, 2010 : : 300 350 440 390 -770 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 42.8 52.3 36.3 15.2 2.3 4.0 0.5 0.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 12 16 8 11 11 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 297,738 : : Positions : : 104,966 203,064 42,670 351 14,455 49,949 8,189 25,832 13,396 3,039 25,959 : : : : Changes from: February 2, 2010 : : 10,715 2,347 -901 -148 -1,132 -8,292 30 1,527 438 -1,031 2,734 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 68.2 14.3 0.1 4.9 16.8 2.8 8.7 4.5 1.0 8.7 : : : : Number of Traders in Each Category Total Traders: 186 : : 56 72 16 . 13 44 13 26 13 18 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 20,512 : : Positions : : 12,003 11,472 587 2,214 72 391 0 217 1,329 0 99 : : : : Changes from: February 2, 2010 : : -129 5 0 -4 0 0 0 -495 1,329 0 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 55.9 2.9 10.8 0.4 1.9 0.0 1.1 6.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 8,087 : : Positions : : 4,004 5,659 1,017 487 1,364 816 75 0 530 25 225 : : : : Changes from: February 2, 2010 : : -125 115 190 -50 50 0 0 0 0 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 70.0 12.6 6.0 16.9 10.1 0.9 0.0 6.6 0.3 2.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 21 6 5 8 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 46,355 : : Positions : : 33,990 35,176 4,903 6,874 3,394 1,390 86 630 465 0 0 : : : : Changes from: February 2, 2010 : : 2,223 1,585 -60 815 375 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 75.9 10.6 14.8 7.3 3.0 0.2 1.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 25 8 4 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 21,366 : : Positions : : 11,315 19,896 6,910 0 845 2,200 0 0 0 0 0 : : : : Changes from: February 2, 2010 : : 360 1,120 835 0 160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 93.1 32.3 0.0 4.0 10.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 11 11 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 14,746 : : Positions : : 7,814 7,850 3,697 4,167 1,829 756 0 300 150 400 200 : : : : Changes from: February 2, 2010 : : 325 525 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 53.2 25.1 28.3 12.4 5.1 0.0 2.0 1.0 2.7 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 13 15 10 8 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 3,300 : : Positions : : 905 1,937 1,278 126 174 0 90 0 0 10 35 : : : : Changes from: February 2, 2010 : : -8 24 -17 0 15 0 -15 0 0 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 58.7 38.7 3.8 5.3 0.0 2.7 0.0 0.0 0.3 1.1 : : : : 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 9, 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 13,335 : : Positions : : 9,985 11,430 2,478 1,348 507 180 0 0 0 0 0 : : : : Changes from: February 2, 2010 : : 267 742 150 -385 225 -60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 85.7 18.6 10.1 3.8 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 20,484 : : Positions : : 12,015 7,378 4,516 6,558 2,353 0 3,482 636 480 0 0 : : : : Changes from: February 2, 2010 : : 639 1,337 163 -190 337 0 -45 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 36.0 22.0 32.0 11.5 0.0 17.0 3.1 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 16 18 7 12 11 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 13,497 : : Positions : : 10,008 11,168 1,478 79 1,110 360 1,122 0 541 0 0 : : : : Changes from: February 2, 2010 : : 416 -52 -75 79 152 -134 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 82.7 11.0 0.6 8.2 2.7 8.3 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 6 . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 45,733 : : Positions : : 12,402 27,299 16,863 4,920 8,744 2,801 353 0 885 2,417 1,188 : : : : Changes from: February 2, 2010 : : -963 -1,299 -150 0 0 -150 0 0 -24 0 -141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 59.7 36.9 10.8 19.1 6.1 0.8 0.0 1.9 5.3 2.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 15 18 15 5 18 . . 0 . 4 4 : ----------------------------------------------------------------------------------------------------------------
Updated February 7, 2010