Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 46,574 : : Positions : : 33,958 32,473 8,927 5,360 2,635 0 0 0 577 5,538 316 : : : : Changes from: February 8, 2011 : : 1,396 2,230 778 -228 92 0 0 0 0 202 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 69.7 19.2 11.5 5.7 0.0 0.0 0.0 1.2 11.9 0.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 25 37 7 9 15 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 22,199 : : Positions : : 15,968 19,477 4,019 458 2,079 0 0 0 0 0 0 : : : : Changes from: February 8, 2011 : : 551 926 316 -34 249 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 87.7 18.1 2.1 9.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 24 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,410 : : Positions : : 5,248 6,480 620 319 1,766 0 0 0 1,091 300 247 : : : : Changes from: February 8, 2011 : : 630 682 -95 -3 78 0 0 0 19 39 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 62.2 6.0 3.1 17.0 0.0 0.0 0.0 10.5 2.9 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 27 7 4 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,703 : : Positions : : 4,385 6,009 1,469 112 532 0 0 0 609 135 302 : : : : Changes from: February 8, 2011 : : 527 539 17 10 58 0 0 0 114 25 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 78.0 19.1 1.5 6.9 0.0 0.0 0.0 7.9 1.8 3.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 41 10 . 10 0 0 0 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,462 : : Positions : : 982 1,461 275 562 405 305 0 10 295 81 459 : : : : Changes from: February 8, 2011 : : 164 64 45 22 110 0 0 0 36 81 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 42.2 7.9 16.2 11.7 8.8 0.0 0.3 8.5 2.3 13.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . 6 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,377 : : Positions : : 1,069 1,678 449 10 259 0 0 0 25 40 80 : : : : Changes from: February 8, 2011 : : 112 242 53 10 23 0 0 0 5 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 70.6 18.9 0.4 10.9 0.0 0.0 0.0 1.1 1.7 3.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 3,497 : : Positions : : 3,297 2,882 169 590 25 0 0 0 0 0 0 : : : : Changes from: February 8, 2011 : : 1,085 920 64 229 11 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 82.4 4.8 16.9 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 16,840 : : Positions : : 9,708 13,840 6,167 2,320 665 0 0 0 0 0 0 : : : : Changes from: February 8, 2011 : : 1,250 1,100 1,320 1,470 -145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 82.2 36.6 13.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 12 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 413,142 : : Positions : : 119,575 228,462 63,379 932 32,482 55,290 20,416 27,812 10,939 17,333 54,488 : : : : Changes from: February 8, 2011 : : 6,740 -951 -1,362 -3 5,320 -1,917 -348 1,341 349 636 2,141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 55.3 15.3 0.2 7.9 13.4 4.9 6.7 2.6 4.2 13.2 : : : : Number of Traders in Each Category Total Traders: 179 : : 53 68 18 . 15 45 10 19 9 20 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 121,586 : : Positions : : 51,297 60,775 14,702 1,563 18,734 0 0 0 373 5,823 32,528 : : : : Changes from: February 8, 2011 : : 739 706 -157 91 274 0 0 0 54 -28 452 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 50.0 12.1 1.3 15.4 0.0 0.0 0.0 0.3 4.8 26.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 6 7 . 9 0 0 0 . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 17,538 : : Positions : : 11,529 13,387 3,707 1,392 1,454 150 0 100 100 710 480 : : : : Changes from: February 8, 2011 : : 904 954 -50 -150 256 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 76.3 21.1 7.9 8.3 0.9 0.0 0.6 0.6 4.0 2.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 31 41 7 5 9 . 0 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 8,221 : : Positions : : 4,575 4,721 2,011 1,960 490 0 300 0 550 155 295 : : : : Changes from: February 8, 2011 : : 300 25 75 0 0 0 300 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 57.4 24.5 23.8 6.0 0.0 3.6 0.0 6.7 1.9 3.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 8 7 6 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,575 : : Positions : : 1,425 900 0 275 150 0 150 0 0 50 0 : : : : Changes from: February 8, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 57.1 0.0 17.5 9.5 0.0 9.5 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A62 Open Interest is 2,965 : : Positions : : 2,865 2,640 0 225 100 0 0 0 0 0 0 : : : : Changes from: February 8, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 89.0 0.0 7.6 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,447 : : Positions : : 6,017 5,928 61 212 150 0 233 203 593 174 207 : : : : Changes from: February 8, 2011 : : 443 -11 -24 -306 -4 -710 103 -12 26 -24 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 79.6 0.8 2.8 2.0 0.0 3.1 2.7 8.0 2.3 2.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 23 . . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 11,509 : : Positions : : 10,556 9,934 523 217 197 60 0 60 3 975 41 : : : : Changes from: February 8, 2011 : : 641 846 -50 -100 5 45 0 0 3 -20 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 86.3 4.5 1.9 1.7 0.5 0.0 0.5 0.0 8.5 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 24 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,655 : : Positions : : 840 1,091 124 44 51 0 0 0 87 26 0 : : : : Changes from: February 8, 2011 : : 9 35 -15 0 -14 0 0 0 0 -9 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 65.9 7.5 2.7 3.1 0.0 0.0 0.0 5.3 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 620,916 : : Positions : : 194,523 265,146 89,402 67,506 118,986 27,601 8,612 42,717 26,050 3,900 94,307 : : : : Changes from: February 8, 2011 : : 5,067 -8,920 -9,534 -632 5,892 -3,238 -3,657 -8,265 -1,844 -419 13,640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 42.7 14.4 10.9 19.2 4.4 1.4 6.9 4.2 0.6 15.2 : : : : Number of Traders in Each Category Total Traders: 131 : : 40 41 12 15 24 12 8 13 26 11 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,803,419 : : Positions : : 407,890 616,840 230,508 308,872 743,894 229,569 44,333 305,824 112,918 68,558 643,919 : : : : Changes from: February 8, 2011 : : -16,725 -2,245 3,920 -17,781 11,011 -12,054 5,093 -5,056 10,441 -568 29,004 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 22.0 8.2 11.0 26.5 8.2 1.6 10.9 4.0 2.4 23.0 : : : : Number of Traders in Each Category Total Traders: 441 : : 57 59 19 31 45 93 54 92 111 56 132 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 313,576 : : Positions : : 70,109 148,193 6,491 29,350 22,047 4,861 25,926 23,458 132,949 10,339 50,214 : : : : Changes from: February 8, 2011 : : 5,007 21,666 4,683 1,316 1,979 824 9,905 2,598 22,706 983 -1,906 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 47.3 2.1 9.4 7.0 1.6 8.3 7.5 42.4 3.3 16.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 13 17 . 7 9 . 8 6 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 226,890 : : Positions : : 53,817 35,618 56,581 74,922 33,339 751 0 530 37,329 16,472 8,937 : : : : Changes from: February 8, 2011 : : 1,181 639 -120 211 252 0 0 0 -47 355 2,017 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 15.7 24.9 33.0 14.7 0.3 0.0 0.2 16.5 7.3 3.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 9 8 8 14 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 133,743 : : Positions : : 11,413 10,806 8,559 36,492 47,682 25,090 453 25,951 2,188 828 8,251 : : : : Changes from: February 8, 2011 : : -259 -307 -304 -909 144 -493 95 2,428 -156 70 -107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 8.1 6.4 27.3 35.7 18.8 0.3 19.4 1.6 0.6 6.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 9 9 7 11 16 14 4 10 7 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 568,549 : : Positions : : 100,273 84,430 50,127 89,984 268,736 0 2,384 10,975 32,270 5,339 89,438 : : : : Changes from: February 8, 2011 : : -3,075 -1,902 1,658 -2,954 -2,831 0 215 -253 -2,831 665 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 14.9 8.8 15.8 47.3 0.0 0.4 1.9 5.7 0.9 15.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 8 8 7 19 26 0 . . 10 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 32,901 : : Positions : : 14,341 17,680 6,171 1,193 11,801 0 196 0 380 1,784 100 : : : : Changes from: February 8, 2011 : : 700 800 387 -84 239 0 0 0 25 336 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 53.7 18.8 3.6 35.9 0.0 0.6 0.0 1.2 5.4 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 23 9 5 12 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 89,218 : : Positions : : 9,308 4,939 39,838 17,321 27,381 4,451 24,052 1,312 3,061 7,874 922 : : : : Changes from: February 8, 2011 : : -160 261 2,718 649 -779 0 1,800 0 1,901 2,000 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 5.5 44.7 19.4 30.7 5.0 27.0 1.5 3.4 8.8 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 7 6 14 7 17 . 6 5 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 30,034 : : Positions : : 950 3,016 6,972 13,113 7,949 9,199 53 1,725 0 0 0 : : : : Changes from: February 8, 2011 : : -100 -931 -1,293 1,434 -3,386 2,164 -50 50 0 -1,160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 10.0 23.2 43.7 26.5 30.6 0.2 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 6 5 11 7 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 15,109 : : Positions : : 4,858 3,830 2,035 5,798 4,416 3,350 969 0 450 0 0 : : : : Changes from: February 8, 2011 : : 0 300 825 525 165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 25.3 13.5 38.4 29.2 22.2 6.4 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 7 8 5 9 9 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 309,779 : : Positions : : 115,628 220,866 39,745 7,568 20,056 62,440 8,726 14,360 13,541 4,622 20,111 : : : : Changes from: February 8, 2011 : : 13,510 8,555 -552 -1,221 2,503 -1,682 4,518 -487 166 -441 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 71.3 12.8 2.4 6.5 20.2 2.8 4.6 4.4 1.5 6.5 : : : : Number of Traders in Each Category Total Traders: 203 : : 60 76 15 8 18 61 11 29 15 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,621 : : Positions : : 13,426 13,859 2,726 1,354 125 2,325 1,374 80 0 891 1,197 : : : : Changes from: February 8, 2011 : : 1,496 306 375 753 0 100 0 0 0 -232 319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 58.7 11.5 5.7 0.5 9.8 5.8 0.3 0.0 3.8 5.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 6,453 : : Positions : : 3,781 5,315 1,388 204 224 0 0 0 350 0 660 : : : : Changes from: February 8, 2011 : : 223 248 50 25 60 0 0 0 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 82.4 21.5 3.2 3.5 0.0 0.0 0.0 5.4 0.0 10.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 5 4 . 0 0 0 . 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 54,683 : : Positions : : 43,306 33,116 7,129 15,546 2,997 100 2,745 9 430 0 0 : : : : Changes from: February 8, 2011 : : 2,419 989 -820 410 515 -100 -120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 60.6 13.0 28.4 5.5 0.2 5.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 25 8 6 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 19,668 : : Positions : : 17,238 16,413 1,805 2,775 480 0 0 0 0 0 0 : : : : Changes from: February 8, 2011 : : 375 610 235 0 160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 83.5 9.2 14.1 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,742 : : Positions : : 3,752 2,335 2,608 515 842 0 150 100 50 3,750 50 : : : : Changes from: February 8, 2011 : : 275 225 0 0 0 -150 0 50 50 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 30.2 33.7 6.7 10.9 0.0 1.9 1.3 0.6 48.4 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 13 8 4 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 21,714 : : Positions : : 13,224 15,325 1,345 3,879 1,872 75 10 80 4,692 0 400 : : : : Changes from: February 8, 2011 : : 856 386 -225 315 206 0 0 0 35 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 70.6 6.2 17.9 8.6 0.3 0.0 0.4 21.6 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 7 6 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 18,911 : : Positions : : 6,315 7,091 1,995 4,964 3,750 1,151 0 374 4,638 2,047 570 : : : : Changes from: February 8, 2011 : : -107 -460 96 366 46 300 0 -30 98 405 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 37.5 10.5 26.2 19.8 6.1 0.0 2.0 24.5 10.8 3.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 17 20 . 14 13 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 10,891 : : Positions : : 8,963 6,372 189 3,201 543 150 19 177 108 212 276 : : : : Changes from: February 8, 2011 : : 98 0 0 372 0 0 -173 11 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 58.5 1.7 29.4 5.0 1.4 0.2 1.6 1.0 1.9 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 17 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 33,498 : : Positions : : 6,895 21,883 7,645 2,193 5,758 2,334 186 50 8,126 1,264 1,654 : : : : Changes from: February 8, 2011 : : 0 -272 0 165 -72 0 0 0 -236 111 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 65.3 22.8 6.5 17.2 7.0 0.6 0.1 24.3 3.8 4.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 11 16 12 6 13 . . . 7 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 16,797 : : Positions : : 9,520 11,272 1,724 1,376 393 1,512 283 266 468 0 84 : : : : Changes from: February 8, 2011 : : 155 348 -42 -75 25 0 58 -58 468 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 67.1 10.3 8.2 2.3 9.0 1.7 1.6 2.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 18, 2011