Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 39,600 : : Positions : : 26,165 31,182 9,029 650 3,238 0 0 0 1,107 4,428 18 : : : : Changes from: September 28, 2010 : : -3,445 -1,355 -485 -554 -82 0 0 0 -83 -2,203 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 78.7 22.8 1.6 8.2 0.0 0.0 0.0 2.8 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 37 10 5 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 24,322 : : Positions : : 16,946 15,942 4,841 6,616 1,544 0 0 0 904 0 0 : : : : Changes from: September 28, 2010 : : -2,689 -2,115 128 -249 -127 0 0 0 204 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 65.5 19.9 27.2 6.3 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 21 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 5,496 : : Positions : : 1,842 3,851 1,459 0 233 0 0 0 122 216 79 : : : : Changes from: September 28, 2010 : : -374 -599 -222 0 -9 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 70.1 26.5 0.0 4.2 0.0 0.0 0.0 2.2 3.9 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 8,678 : : Positions : : 3,761 4,214 511 1,057 1,903 0 0 0 915 168 114 : : : : Changes from: September 28, 2010 : : -417 -931 -118 501 -270 0 0 0 -217 -81 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 48.6 5.9 12.2 21.9 0.0 0.0 0.0 10.5 1.9 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 22 7 9 16 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 6,898 : : Positions : : 3,625 5,072 1,481 8 519 0 0 0 477 437 352 : : : : Changes from: September 28, 2010 : : -1,259 -1,126 227 -36 -386 0 0 0 159 105 -269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 73.5 21.5 0.1 7.5 0.0 0.0 0.0 6.9 6.3 5.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 33 40 13 . 13 0 0 0 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 1,579 : : Positions : : 934 836 206 172 160 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -478 -357 8 -55 -54 0 0 0 -30 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 52.9 13.0 10.9 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 1,822 : : Positions : : 544 1,115 546 19 150 0 0 0 45 35 85 : : : : Changes from: September 28, 2010 : : -380 -71 188 -104 -86 0 0 0 -15 -5 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 61.2 30.0 1.0 8.2 0.0 0.0 0.0 2.5 1.9 4.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 13,487 : : Positions : : 8,864 11,533 3,046 647 957 0 0 0 100 0 200 : : : : Changes from: September 28, 2010 : : -2,903 -1,023 1,535 -620 -1,640 0 0 0 -400 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 85.5 22.6 4.8 7.1 0.0 0.0 0.0 0.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 5 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 337,021 : : Positions : : 89,646 230,390 84,784 3,517 10,240 61,895 6,749 28,576 10,437 18,996 12,019 : : : : Changes from: September 28, 2010 : : -27,440 2,405 -2,063 -299 2,334 24,290 -1,863 8,255 -405 -2,882 1,578 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 68.4 25.2 1.0 3.0 18.4 2.0 8.5 3.1 5.6 3.6 : : : : Number of Traders in Each Category Total Traders: 175 : : 51 70 17 5 17 38 9 25 11 18 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 16,175 : : Positions : : 10,999 10,048 1,930 1,985 2,296 50 0 300 13 944 587 : : : : Changes from: September 28, 2010 : : -1,969 -2,304 -323 -234 -634 0 0 -50 -387 -141 -313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 62.1 11.9 12.3 14.2 0.3 0.0 1.9 0.1 5.8 3.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 32 34 7 7 10 . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 9,176 : : Positions : : 3,685 3,576 1,467 2,886 2,108 50 0 0 1,470 0 75 : : : : Changes from: September 28, 2010 : : -875 -739 -634 -282 -215 0 0 0 550 0 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 39.0 16.0 31.5 23.0 0.5 0.0 0.0 16.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 7 7 10 6 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 4,036 : : Positions : : 2,044 1,193 232 392 345 0 0 0 153 245 192 : : : : Changes from: September 28, 2010 : : -160 -311 -147 -96 -61 0 0 0 -74 117 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 29.6 5.7 9.7 8.5 0.0 0.0 0.0 3.8 6.1 4.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 4 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 9,651 : : Positions : : 7,993 7,425 92 317 177 736 0 220 125 1,243 94 : : : : Changes from: September 28, 2010 : : -417 -516 41 -11 -48 -139 0 38 5 15 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 76.9 1.0 3.3 1.8 7.6 0.0 2.3 1.3 12.9 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . . . 4 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 4,901 : : Positions : : 4,570 2,760 20 641 79 0 0 0 0 1,244 0 : : : : Changes from: September 28, 2010 : : -2,107 -1,375 20 -641 -93 0 0 0 -250 -191 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 56.3 0.4 13.1 1.6 0.0 0.0 0.0 0.0 25.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 2,659 : : Positions : : 2,541 2,470 78 180 0 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -1,015 -891 -5 -65 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 92.9 2.9 6.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 2,409 : : Positions : : 1,611 1,691 43 176 61 0 0 0 37 0 15 : : : : Changes from: September 28, 2010 : : -418 -256 33 5 -52 0 0 0 -11 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 70.2 1.8 7.3 2.5 0.0 0.0 0.0 1.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 20 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 533,286 : : Positions : : 121,031 185,794 98,592 51,253 115,179 27,749 22,187 40,378 17,546 6,024 93,672 : : : : Changes from: September 28, 2010 : : 7,795 642 -1,073 1,696 3,261 2,299 986 5,441 -2,619 837 10,080 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 34.8 18.5 9.6 21.6 5.2 4.2 7.6 3.3 1.1 17.6 : : : : Number of Traders in Each Category Total Traders: 127 : : 36 41 13 19 28 11 15 17 14 11 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 1,407,933 : : Positions : : 197,963 360,233 243,886 204,547 197,685 233,918 68,805 178,925 85,445 134,532 187,732 : : : : Changes from: September 28, 2010 : : 16,723 6,784 -25,240 35,274 13,006 30,224 -27,773 9,182 -4,331 -864 35,391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 25.6 17.3 14.5 14.0 16.6 4.9 12.7 6.1 9.6 13.3 : : : : Number of Traders in Each Category Total Traders: 359 : : 51 60 18 26 36 73 40 66 63 59 94 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 232,530 : : Positions : : 46,526 44,894 62,672 58,580 47,319 0 0 0 27,807 13,918 14,798 : : : : Changes from: September 28, 2010 : : -2,930 -3,549 -5,182 4,990 -4,387 -2,348 0 0 3,366 -3,376 -959 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 19.3 27.0 25.2 20.3 0.0 0.0 0.0 12.0 6.0 6.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 8 7 9 8 14 0 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 36,924 : : Positions : : 12,325 16,809 14,601 4,982 8,965 50 2,982 25 0 2,155 933 : : : : Changes from: September 28, 2010 : : -7,216 -6,409 740 2,133 -6,498 50 -2,470 0 -200 120 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 45.5 39.5 13.5 24.3 0.1 8.1 0.1 0.0 5.8 2.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 23 26 13 5 12 . 4 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 105,298 : : Positions : : 17,696 8,608 34,568 15,692 38,494 5,870 25,459 4,267 0 7,665 151 : : : : Changes from: September 28, 2010 : : 0 0 -265 538 -264 0 -228 -800 0 -610 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 8.2 32.8 14.9 36.6 5.6 24.2 4.1 0.0 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 7 7 9 10 18 . 8 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 40,107 : : Positions : : 2,131 2,480 9,665 9,708 16,896 2,730 2,169 5,156 135 400 800 : : : : Changes from: September 28, 2010 : : -125 0 581 -2,520 607 -3,170 0 0 -100 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.3 6.2 24.1 24.2 42.1 6.8 5.4 12.9 0.3 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 9 5 12 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 18,460 : : Positions : : 5,240 5,140 3,585 8,810 3,710 5,643 125 0 0 600 0 : : : : Changes from: September 28, 2010 : : -630 -805 -865 -3,490 -30 -2,631 0 0 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 27.8 19.4 47.7 20.1 30.6 0.7 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 11 6 9 6 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 259,571 : : Positions : : 86,779 190,215 42,289 2,342 9,417 60,655 10,963 21,045 14,291 4,800 6,843 : : : : Changes from: September 28, 2010 : : -12,547 16,484 687 693 1,482 22,794 -4,463 2,501 -3,390 1,025 1,546 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 73.3 16.3 0.9 3.6 23.4 4.2 8.1 5.5 1.8 2.6 : : : : Number of Traders in Each Category Total Traders: 179 : : 52 69 13 7 14 36 17 23 13 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 21,406 : : Positions : : 9,181 12,176 2,211 1,330 0 1,689 179 636 851 0 711 : : : : Changes from: September 28, 2010 : : -3,108 -3,300 -337 -553 -36 -76 -628 -310 167 -245 -331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 56.9 10.3 6.2 0.0 7.9 0.8 3.0 4.0 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . . 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 6,024 : : Positions : : 3,140 4,541 1,646 414 501 150 0 0 50 132 436 : : : : Changes from: September 28, 2010 : : -1,852 -1,465 231 37 -736 0 0 0 -50 -250 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 75.4 27.3 6.9 8.3 2.5 0.0 0.0 0.8 2.2 7.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 21 8 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 52,309 : : Positions : : 40,496 37,716 7,463 11,177 2,020 640 470 599 0 0 0 : : : : Changes from: September 28, 2010 : : -10,781 -10,621 -6 1,059 -940 70 -731 -250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 72.1 14.3 21.4 3.9 1.2 0.9 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 23 9 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 16,574 : : Positions : : 8,459 12,914 4,970 845 2,255 600 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -3,731 -5,303 -1,700 35 -30 -200 -290 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 77.9 30.0 5.1 13.6 3.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 9 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 6,786 : : Positions : : 2,250 4,105 2,476 1,341 1,190 600 150 0 0 0 0 : : : : Changes from: September 28, 2010 : : -900 -995 -327 -132 -25 150 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 60.5 36.5 19.8 17.5 8.8 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 13 8 6 6 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 16,192 : : Positions : : 9,142 11,884 2,073 2,808 775 150 0 0 3,579 0 0 : : : : Changes from: September 28, 2010 : : -2,408 -5,125 -98 526 -898 0 0 -75 -2,076 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 73.4 12.8 17.3 4.8 0.9 0.0 0.0 22.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 13 7 4 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 16,077 : : Positions : : 8,991 7,046 3,942 6,157 1,552 88 423 37 596 136 75 : : : : Changes from: September 28, 2010 : : -643 -1,122 -265 589 -384 0 -498 0 -272 111 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 43.8 24.5 38.3 9.7 0.5 2.6 0.2 3.7 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 15 16 7 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 14,804 : : Positions : : 12,974 10,705 375 3,138 274 599 0 143 0 180 0 : : : : Changes from: September 28, 2010 : : -517 -909 -173 -48 -351 -288 0 0 -135 -116 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 72.3 2.5 21.2 1.9 4.0 0.0 1.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 5, 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 30,528 : : Positions : : 8,282 18,052 10,546 4,365 4,684 300 0 50 3,360 1,556 1,191 : : : : Changes from: September 28, 2010 : : -966 199 -428 -231 -908 0 0 0 1,683 263 -570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 59.1 34.5 14.3 15.3 1.0 0.0 0.2 11.0 5.1 3.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 16 17 12 5 15 . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 8, 2010