Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 36,550 : : Positions : : 21,581 26,589 10,321 1,046 3,126 0 0 225 1,190 5,536 18 : : : : Changes from: September 7, 2010 : : 1,857 1,593 474 159 380 0 0 0 0 579 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 72.7 28.2 2.9 8.6 0.0 0.0 0.6 3.3 15.1 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 24 35 11 4 14 0 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 25,033 : : Positions : : 18,201 16,410 4,630 6,985 1,401 0 0 0 700 0 0 : : : : Changes from: September 7, 2010 : : 44 247 28 225 17 0 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 65.6 18.5 27.9 5.6 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 22 8 . 9 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 5,980 : : Positions : : 2,097 4,371 1,686 0 257 0 0 0 132 216 79 : : : : Changes from: September 7, 2010 : : 65 91 4 0 11 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 73.1 28.2 0.0 4.3 0.0 0.0 0.0 2.2 3.6 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 9,359 : : Positions : : 3,908 4,725 659 535 2,290 0 0 0 930 174 152 : : : : Changes from: September 7, 2010 : : 113 91 21 -196 161 0 0 0 26 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 50.5 7.0 5.7 24.5 0.0 0.0 0.0 9.9 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 27 9 7 15 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 7,774 : : Positions : : 4,335 5,503 1,274 41 836 0 0 0 228 393 570 : : : : Changes from: September 7, 2010 : : 76 172 -7 -85 152 0 0 0 -69 -105 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 70.8 16.4 0.5 10.8 0.0 0.0 0.0 2.9 5.1 7.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 41 12 . 15 0 0 0 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 2,535 : : Positions : : 1,037 1,086 276 481 503 120 0 0 0 0 0 : : : : Changes from: September 7, 2010 : : 90 25 78 68 -42 0 0 0 -25 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 42.8 10.9 19.0 19.8 4.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 4 5 7 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,952 : : Positions : : 1,284 1,059 50 232 117 0 0 0 30 25 0 : : : : Changes from: September 7, 2010 : : 135 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 54.3 2.6 11.9 6.0 0.0 0.0 0.0 1.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,883 : : Positions : : 756 1,034 359 109 139 0 0 0 30 40 0 : : : : Changes from: September 7, 2010 : : 43 65 -5 -5 33 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 54.9 19.1 5.8 7.4 0.0 0.0 0.0 1.6 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 16,790 : : Positions : : 12,712 12,933 1,461 1,235 2,427 0 0 0 0 0 0 : : : : Changes from: September 7, 2010 : : -365 60 300 -125 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 77.0 8.7 7.4 14.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 5 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 320,747 : : Positions : : 111,669 212,386 85,413 3,427 10,150 31,444 13,254 20,857 10,631 18,002 14,903 : : : : Changes from: September 7, 2010 : : 1,909 9,797 -2,833 319 -1,292 4,643 -7,023 2,777 -752 4,587 -539 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 66.2 26.6 1.1 3.2 9.8 4.1 6.5 3.3 5.6 4.6 : : : : Number of Traders in Each Category Total Traders: 161 : : 55 70 16 4 17 21 16 25 12 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 16,718 : : Positions : : 10,985 9,406 1,578 2,409 2,630 0 0 350 200 948 900 : : : : Changes from: September 7, 2010 : : -260 165 247 22 453 0 0 0 200 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 56.3 9.4 14.4 15.7 0.0 0.0 2.1 1.2 5.7 5.4 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 38 9 4 12 0 0 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 10,507 : : Positions : : 4,560 4,315 1,946 3,163 2,303 100 0 0 920 0 300 : : : : Changes from: September 7, 2010 : : 150 0 0 200 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 41.1 18.5 30.1 21.9 1.0 0.0 0.0 8.8 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 13 9 7 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 4,280 : : Positions : : 2,169 1,510 393 468 338 0 0 0 247 163 301 : : : : Changes from: September 7, 2010 : : -24 -18 18 15 -6 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 35.3 9.2 10.9 7.9 0.0 0.0 0.0 5.8 3.8 7.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 4 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 9,495 : : Positions : : 7,493 7,972 116 212 206 869 0 125 115 517 244 : : : : Changes from: September 7, 2010 : : -389 -91 -144 53 -17 120 -263 41 30 -92 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 84.0 1.2 2.2 2.2 9.2 0.0 1.3 1.2 5.4 2.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 20 . . . . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 5,798 : : Positions : : 5,395 3,060 0 1,150 197 0 0 0 0 1,190 0 : : : : Changes from: September 7, 2010 : : 281 12 0 304 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 52.8 0.0 19.8 3.4 0.0 0.0 0.0 0.0 20.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 22 0 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 3,188 : : Positions : : 3,095 2,959 83 211 0 0 0 0 0 0 0 : : : : Changes from: September 7, 2010 : : 395 324 0 121 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 92.8 2.6 6.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,206 : : Positions : : 1,518 1,554 39 156 56 0 0 0 48 0 55 : : : : Changes from: September 7, 2010 : : -9 -50 -5 27 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 70.4 1.8 7.1 2.5 0.0 0.0 0.0 2.2 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 23 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 502,461 : : Positions : : 116,317 195,122 101,456 53,292 124,337 25,142 18,378 26,363 26,924 3,533 68,747 : : : : Changes from: September 7, 2010 : : -10,241 -5,116 5,880 -4,909 1,492 -1,243 -3,420 2,373 -7,548 -275 15,233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 38.8 20.2 10.6 24.7 5.0 3.7 5.2 5.4 0.7 13.7 : : : : Number of Traders in Each Category Total Traders: 123 : : 36 39 14 19 28 11 11 15 18 8 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,336,392 : : Positions : : 187,139 373,753 295,153 161,376 194,482 205,423 91,663 150,363 81,539 146,962 144,342 : : : : Changes from: September 7, 2010 : : -1,122 -1,110 -21,125 6,261 8,077 18,245 -17,970 -9,039 -1,846 -3,479 -926 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 28.0 22.1 12.1 14.6 15.4 6.9 11.3 6.1 11.0 10.8 : : : : Number of Traders in Each Category Total Traders: 340 : : 49 57 20 22 36 61 47 63 49 65 87 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 232,742 : : Positions : : 46,893 46,763 68,053 53,535 50,286 2,672 0 0 23,062 16,291 15,641 : : : : Changes from: September 7, 2010 : : -735 -1,569 2,136 -163 998 -2,705 0 -82 116 1,426 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 20.1 29.2 23.0 21.6 1.1 0.0 0.0 9.9 7.0 6.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 8 10 7 15 . 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 42,217 : : Positions : : 18,340 22,547 9,251 2,809 14,193 0 1,500 25 200 935 33 : : : : Changes from: September 7, 2010 : : 1,071 946 1,475 -58 120 -25 1,500 25 -33 100 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 53.4 21.9 6.7 33.6 0.0 3.6 0.1 0.5 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 23 12 7 16 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 107,267 : : Positions : : 18,146 8,634 34,717 15,694 38,639 5,862 25,637 5,175 0 8,281 195 : : : : Changes from: September 7, 2010 : : 700 700 343 346 288 -450 215 0 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 8.0 32.4 14.6 36.0 5.5 23.9 4.8 0.0 7.7 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 7 7 10 9 18 . 9 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 34,654 : : Positions : : 2,256 2,484 8,887 7,031 15,574 1,500 2,169 3,956 0 400 0 : : : : Changes from: September 7, 2010 : : 0 0 -497 1,886 -1,191 1,500 -750 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 7.2 25.6 20.3 44.9 4.3 6.3 11.4 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 8 5 11 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 19,310 : : Positions : : 5,970 5,970 4,675 8,700 3,840 4,374 125 0 0 500 100 : : : : Changes from: September 7, 2010 : : 300 0 -45 -275 125 -726 125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 30.9 24.2 45.1 19.9 22.7 0.6 0.0 0.0 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 10 12 7 10 9 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 242,771 : : Positions : : 99,570 169,810 42,953 950 6,330 35,434 20,121 19,175 19,558 4,006 4,738 : : : : Changes from: September 7, 2010 : : -13 12,113 -290 -186 1,456 3,038 -6,619 -2,544 -133 129 -1,044 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 69.9 17.7 0.4 2.6 14.6 8.3 7.9 8.1 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 181 : : 53 70 16 5 15 33 22 25 18 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 24,876 : : Positions : : 12,697 17,271 2,506 1,624 74 2,363 235 1,259 839 245 915 : : : : Changes from: September 7, 2010 : : 234 39 83 -42 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 69.4 10.1 6.5 0.3 9.5 0.9 5.1 3.4 1.0 3.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 17,423 : : Positions : : 15,036 14,760 860 1,660 50 150 115 392 0 0 0 : : : : Changes from: September 7, 2010 : : -348 -350 -200 0 0 -75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 84.7 4.9 9.5 0.3 0.9 0.7 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 7,474 : : Positions : : 4,344 5,473 1,480 427 1,056 150 0 0 100 282 236 : : : : Changes from: September 7, 2010 : : 75 125 50 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 73.2 19.8 5.7 14.1 2.0 0.0 0.0 1.3 3.8 3.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 24 8 . 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 56,987 : : Positions : : 44,955 43,887 6,144 7,191 3,014 970 1,106 737 0 225 0 : : : : Changes from: September 7, 2010 : : 189 -982 170 895 -71 -100 145 100 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 77.0 10.8 12.6 5.3 1.7 1.9 1.3 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 23 10 4 10 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 22,257 : : Positions : : 12,592 18,587 6,555 810 2,095 800 290 0 0 0 0 : : : : Changes from: September 7, 2010 : : -25 -275 50 300 205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 83.5 29.5 3.6 9.4 3.6 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 13 9 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 7,398 : : Positions : : 2,935 4,860 2,803 1,198 1,190 150 150 0 50 0 0 : : : : Changes from: September 7, 2010 : : 0 125 0 25 -25 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 65.7 37.9 16.2 16.1 2.0 2.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 19 8 7 6 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 20,364 : : Positions : : 10,885 16,637 2,631 1,517 1,135 150 0 225 4,534 0 0 : : : : Changes from: September 7, 2010 : : 613 1,250 378 -45 26 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 81.7 12.9 7.4 5.6 0.7 0.0 1.1 22.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 14 7 4 8 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 17,257 : : Positions : : 9,411 8,017 4,075 5,562 1,909 25 941 100 1,028 25 6 : : : : Changes from: September 7, 2010 : : 479 -439 20 1,141 -381 25 -292 0 -171 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 46.5 23.6 32.2 11.1 0.1 5.5 0.6 6.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 19 7 10 14 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 2010 : 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 14,670 : : Positions : : 12,391 9,974 386 3,166 554 837 0 187 135 296 0 : : : : Changes from: September 7, 2010 : : 1,071 1,131 45 143 -28 240 0 -108 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 68.0 2.6 21.6 3.8 5.7 0.0 1.3 0.9 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 19 . . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 14, 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 30,588 : : Positions : : 8,648 16,353 10,674 3,921 5,785 581 0 74 1,113 1,404 1,800 : : : : Changes from: September 7, 2010 : : -93 -57 300 264 -212 0 0 -50 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 53.5 34.9 12.8 18.9 1.9 0.0 0.2 3.6 4.6 5.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 18 13 5 16 . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated September 17, 2010