GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 43,734: 29,610 32,537 9,514 1,204 3,320 0 0 0 1,190 6,631 18: 82 24
Old : 43,734: 29,610 32,537 9,514 1,204 3,320 0 0 0 1,190 6,631 18: 82 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 4,516: 5,155 3,872 -406 119 -1 0 0 -225 0 737 0: -7 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 74.4 21.8 2.8 7.6 0.0 0.0 0.0 2.7 15.2 0.0: 0.2 0.1
Old : 100.0: 67.7 74.4 21.8 2.8 7.6 0.0 0.0 0.0 2.7 15.2 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 29 35 10 5 14 0 0 0 . 4 .:
Old : 59: 29 35 10 5 14 0 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 37.5 57.2 55.2 28.8 27.6 39.2 35.7
Old : 34.3 37.5 57.2 55.2 28.8 27.6 39.2 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 26,820: 19,635 18,057 4,713 6,865 1,671 0 0 0 700 0 0: 101 227
Old : 26,820: 19,635 18,057 4,713 6,865 1,671 0 0 0 700 0 0: 101 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 986: 776 826 -10 -50 220 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 67.3 17.6 25.6 6.2 0.0 0.0 0.0 2.6 0.0 0.0: 0.4 0.8
Old : 100.0: 73.2 67.3 17.6 25.6 6.2 0.0 0.0 0.0 2.6 0.0 0.0: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 18 23 8 . 10 0 0 0 . 0 0:
Old : 40: 18 23 8 . 10 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 52.6 76.2 72.7 35.4 40.1 48.4 49.9
Old : 53.5 52.6 76.2 72.7 35.4 40.1 48.4 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 6,057: 2,216 4,450 1,681 0 242 0 0 0 132 216 79: 1,707 1,070
Old : 6,057: 2,216 4,450 1,681 0 242 0 0 0 132 216 79: 1,707 1,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -63: -26 -90 -12 0 0 0 0 0 0 0 0: -25 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 73.5 27.8 0.0 4.0 0.0 0.0 0.0 2.2 3.6 1.3: 28.2 17.7
Old : 100.0: 36.6 73.5 27.8 0.0 4.0 0.0 0.0 0.0 2.2 3.6 1.3: 28.2 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 17 5 0 . 0 0 0 . . .:
Old : 25: 17 17 5 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 40.3 50.8 63.1 25.6 29.0 34.1 41.0
Old : 34.6 40.3 50.8 63.1 25.6 29.0 34.1 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 9,848: 4,178 5,145 629 556 2,173 0 0 0 1,132 249 171: 1,565 1,554
Old : 9,848: 4,178 5,145 629 556 2,173 0 0 0 1,132 249 171: 1,565 1,554
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 199: 103 190 -65 59 -121 0 0 0 131 30 0: 151 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 52.2 6.4 5.6 22.1 0.0 0.0 0.0 11.5 2.5 1.7: 15.9 15.8
Old : 100.0: 42.4 52.2 6.4 5.6 22.1 0.0 0.0 0.0 11.5 2.5 1.7: 15.9 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 20 27 7 8 15 0 0 0 4 . 5:
Old : 48: 20 27 7 8 15 0 0 0 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 23.3 43.6 37.4 23.1 16.6 30.8 25.1
Old : 30.1 23.3 43.6 37.4 23.1 16.6 30.8 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 8,531: 4,884 6,198 1,254 44 905 0 0 0 318 332 621: 549 431
Old : 8,531: 4,884 6,198 1,254 44 905 0 0 0 318 332 621: 549 431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 451: 282 365 -22 -19 106 0 0 0 63 -17 42: -20 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 72.7 14.7 0.5 10.6 0.0 0.0 0.0 3.7 3.9 7.3: 6.4 5.1
Old : 100.0: 57.3 72.7 14.7 0.5 10.6 0.0 0.0 0.0 3.7 3.9 7.3: 6.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 38 43 12 . 14 0 0 0 4 5 8:
Old : 68: 38 43 12 . 14 0 0 0 4 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 21.4 44.6 36.0 23.4 16.6 31.6 27.4
Old : 31.8 21.4 44.6 36.0 23.4 16.6 31.6 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,741: 1,065 1,304 297 412 569 120 0 0 80 0 25: 585 431
Old : 2,741: 1,065 1,304 297 412 569 120 0 0 80 0 25: 585 431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 90: 3 98 21 -19 16 0 0 0 60 0 -10: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 47.6 10.8 15.0 20.8 4.4 0.0 0.0 2.9 0.0 0.9: 21.3 15.7
Old : 100.0: 38.9 47.6 10.8 15.0 20.8 4.4 0.0 0.0 2.9 0.0 0.9: 21.3 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 13 6 4 7 . 0 0 . 0 .:
Old : 25: 9 13 6 4 7 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 40.3 57.4 59.2 27.8 32.0 38.8 42.4
Old : 38.8 40.3 57.4 59.2 27.8 32.0 38.8 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,135: 1,412 1,193 198 227 214 0 0 0 30 25 0: 281 476
Old : 2,135: 1,412 1,193 198 227 214 0 0 0 30 25 0: 281 476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 117: 35 70 0 5 0 0 0 0 0 0 0: 82 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 55.9 9.3 10.6 10.0 0.0 0.0 0.0 1.4 1.2 0.0: 13.2 22.3
Old : 100.0: 66.1 55.9 9.3 10.6 10.0 0.0 0.0 0.0 1.4 1.2 0.0: 13.2 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . 4 0 0 0 . . 0:
Old : 29: 15 15 . . 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 31.3 55.2 49.6 29.9 24.0 42.2 37.4
Old : 34.0 31.3 55.2 49.6 29.9 24.0 42.2 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,267: 924 1,186 358 123 236 0 0 0 60 40 95: 594 587
Old : 2,267: 924 1,186 358 123 236 0 0 0 60 40 95: 594 587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 193: 127 111 -1 24 57 0 0 0 0 5 50: -40 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 52.3 15.8 5.4 10.4 0.0 0.0 0.0 2.6 1.8 4.2: 26.2 25.9
Old : 100.0: 40.8 52.3 15.8 5.4 10.4 0.0 0.0 0.0 2.6 1.8 4.2: 26.2 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . 4 0 0 0 . . .:
Old : 26: 15 16 . . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 26.6 47.6 44.7 23.2 20.4 29.9 29.8
Old : 33.3 26.6 47.6 44.7 23.2 20.4 29.9 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 16,515: 11,767 12,556 1,511 1,267 2,597 0 0 0 500 0 0: 140 95
Old : 16,515: 11,767 12,556 1,511 1,267 2,597 0 0 0 500 0 0: 140 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 5: -295 -45 0 0 50 0 0 0 200 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 76.0 9.1 7.7 15.7 0.0 0.0 0.0 3.0 0.0 0.0: 0.8 0.6
Old : 100.0: 71.3 76.0 9.1 7.7 15.7 0.0 0.0 0.0 3.0 0.0 0.0: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 15 5 5 7 0 0 0 . 0 0:
Old : 30: 15 15 5 5 7 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 46.8 81.8 69.7 51.6 37.4 62.3 54.5
Old : 66.2 46.8 81.8 69.7 51.6 37.4 62.3 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 429,026: 149,722 268,966 88,910 4,119 25,430 37,654 6,388 34,591 10,764 18,514 41,882: 40,072 29,136
Old : 429,026: 149,722 268,966 88,910 4,119 25,430 37,654 6,388 34,591 10,764 18,514 41,882: 40,072 29,136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -11,626: -6,323 -4,354 1,836 262 -3,319 2,162 1,375 -1,236 1,567 1,362 -4,267: -2,046 -1,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 62.7 20.7 1.0 5.9 8.8 1.5 8.1 2.5 4.3 9.8: 9.3 6.8
Old : 100.0: 34.9 62.7 20.7 1.0 5.9 8.8 1.5 8.1 2.5 4.3 9.8: 9.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 167: 51 65 15 6 18 29 14 22 13 17 22:
Old : 167: 51 65 15 6 18 29 14 22 13 17 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 24.4 35.1 34.7 11.4 9.8 18.2 16.0
Old : 21.9 24.4 35.1 34.7 11.4 9.8 18.2 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 109,803: 49,700 55,341 13,661 0 16,833 0 646 0 520 9,151 24,085: 5,004 3,747
Old : 109,803: 49,700 55,341 13,661 0 16,833 0 646 0 520 9,151 24,085: 5,004 3,747
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -619: -191 -238 -145 0 -160 0 -39 0 66 -65 -116: -72 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 50.4 12.4 0.0 15.3 0.0 0.6 0.0 0.5 8.3 21.9: 4.6 3.4
Old : 100.0: 45.3 50.4 12.4 0.0 15.3 0.0 0.6 0.0 0.5 8.3 21.9: 4.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 5 5 7 0 7 0 . 0 . 5 8:
Old : 21: 5 5 7 0 7 0 . 0 . 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 61.9 76.8 82.5 11.6 10.7 13.6 14.7
Old : 58.8 61.9 76.8 82.5 11.6 10.7 13.6 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 19,851: 12,968 12,352 2,253 2,219 2,930 50 0 350 400 1,085 900: 0 15
Old : 19,851: 12,968 12,352 2,253 2,219 2,930 50 0 350 400 1,085 900: 0 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,402: 602 1,015 350 35 200 0 0 0 100 -13 150: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 62.2 11.3 11.2 14.8 0.3 0.0 1.8 2.0 5.5 4.5: 0.0 0.1
Old : 100.0: 65.3 62.2 11.3 11.2 14.8 0.3 0.0 1.8 2.0 5.5 4.5: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 70: 34 40 9 . 13 . 0 . . 5 4:
Old : 70: 34 40 9 . 13 . 0 . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 25.3 48.5 42.6 23.5 21.1 32.2 32.2
Old : 34.9 25.3 48.5 42.6 23.5 21.1 32.2 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 10,757: 4,560 4,315 2,101 3,168 2,323 50 0 0 920 0 300: 503 651
Old : 10,757: 4,560 4,315 2,101 3,168 2,323 50 0 0 920 0 300: 503 651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 150: -75 -125 105 5 45 -50 0 0 0 0 0: 125 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 40.1 19.5 29.5 21.6 0.5 0.0 0.0 8.6 0.0 2.8: 4.7 6.1
Old : 100.0: 42.4 40.1 19.5 29.5 21.6 0.5 0.0 0.0 8.6 0.0 2.8: 4.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 13 12 9 8 8 . 0 0 . 0 .:
Old : 39: 13 12 9 8 8 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 51.2 59.2 72.2 27.7 32.0 41.6 47.3
Old : 36.8 51.2 59.2 72.2 27.7 32.0 41.6 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 METRIC TONS) :
: : Positions :
All : 4,386: 2,204 1,504 379 488 406 0 0 0 227 128 324: 846 1,536
Old : 4,386: 2,204 1,504 379 488 406 0 0 0 227 128 324: 846 1,536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 57: 28 -9 -2 20 60 0 0 0 -20 -8 23: -32 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 34.3 8.6 11.1 9.3 0.0 0.0 0.0 5.2 2.9 7.4: 19.3 35.0
Old : 100.0: 50.3 34.3 8.6 11.1 9.3 0.0 0.0 0.0 5.2 2.9 7.4: 19.3 35.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 4 5 8 0 0 0 . . .:
Old : 26: 12 11 4 5 8 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 33.5 55.4 46.9 32.1 26.9 44.5 33.5
Old : 38.1 33.5 55.4 46.9 32.1 26.9 44.5 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 10,138: 8,410 7,941 51 328 225 875 0 182 120 1,228 125: 150 109
Old : 10,138: 8,410 7,941 51 328 225 875 0 182 120 1,228 125: 150 109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 409: 519 224 -57 57 14 4 0 32 5 117 -22: -86 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 78.3 0.5 3.2 2.2 8.6 0.0 1.8 1.2 12.1 1.2: 1.5 1.1
Old : 100.0: 83.0 78.3 0.5 3.2 2.2 8.6 0.0 1.8 1.2 12.1 1.2: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 19 . . . 5 0 . . 4 .:
Old : 36: 19 19 . . . 5 0 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 60.1 77.1 79.6 20.8 23.6 28.2 31.6
Old : 61.4 60.1 77.1 79.6 20.8 23.6 28.2 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 7,215: 6,677 4,135 0 1,282 172 0 0 0 250 1,435 0: 116 191
Old : 7,215: 6,677 4,135 0 1,282 172 0 0 0 250 1,435 0: 116 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 394: 278 239 0 75 -45 0 0 0 172 70 0: -11 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 57.3 0.0 17.8 2.4 0.0 0.0 0.0 3.5 19.9 0.0: 1.6 2.6
Old : 100.0: 92.5 57.3 0.0 17.8 2.4 0.0 0.0 0.0 3.5 19.9 0.0: 1.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 27 0 4 . 0 0 0 . . 0:
Old : 43: 21 27 0 4 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 41.3 67.1 60.3 44.5 40.3 59.9 57.0
Old : 47.9 41.3 67.1 60.3 44.5 40.3 59.9 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 3,639: 3,556 3,361 83 245 0 0 0 0 0 0 0: 0 33
Old : 3,639: 3,556 3,361 83 245 0 0 0 0 0 0 0: 0 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 260: 240 467 25 0 0 0 0 0 0 0 0: -5 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.7 92.4 2.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.9
Old : 100.0: 97.7 92.4 2.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 19 . . 0 0 0 0 0 0 0:
Old : 26: 16 19 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 58.3 81.5 75.1 52.0 52.8 62.3 61.6
Old : 61.3 58.3 81.5 75.1 52.0 52.8 62.3 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,230: 1,607 1,321 0 0 0 0 58 61 0 25 0: 562 765
Old : 2,230: 1,607 1,321 0 0 0 0 58 61 0 25 0: 562 765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 59.2 0.0 0.0 0.0 0.0 2.6 2.7 0.0 1.1 0.0: 25.2 34.3
Old : 100.0: 72.1 59.2 0.0 0.0 0.0 0.0 2.6 2.7 0.0 1.1 0.0: 25.2 34.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 17 18 0 0 0 0 . . 0 . 0:
Old : 20: 17 18 0 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 26.4 57.2 46.4 29.6 16.5 36.5 26.1
Old : 40.1 26.4 57.2 46.4 29.6 16.5 36.5 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,767: 2,029 1,947 10 171 113 0 0 0 48 0 15: 552 521
Old : 2,767: 2,029 1,947 10 171 113 0 0 0 48 0 15: 552 521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 234: 203 159 -19 10 37 0 0 0 0 0 -40: 53 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 70.4 0.4 6.2 4.1 0.0 0.0 0.0 1.7 0.0 0.5: 19.9 18.8
Old : 100.0: 73.3 70.4 0.4 6.2 4.1 0.0 0.0 0.0 1.7 0.0 0.5: 19.9 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 22 . 4 . 0 0 0 . 0 .:
Old : 31: 24 22 . 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 23.3 48.8 38.1 25.6 14.7 32.5 25.9
Old : 34.6 23.3 48.8 38.1 25.6 14.7 32.5 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 515,052: 115,660 188,142 99,430 49,890 113,380 25,444 19,772 37,365 19,957 5,328 85,251: 18,565 15,923
Old : 515,052: 115,660 188,142 99,430 49,890 113,380 25,444 19,772 37,365 19,957 5,328 85,251: 18,565 15,923
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 15,897: 6,260 4,586 837 -2,654 792 2,044 -1,935 2,565 -5,498 3,781 5,410: 3,487 3,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 36.5 19.3 9.7 22.0 4.9 3.8 7.3 3.9 1.0 16.6: 3.6 3.1
Old : 100.0: 22.5 36.5 19.3 9.7 22.0 4.9 3.8 7.3 3.9 1.0 16.6: 3.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 123: 34 39 14 18 27 11 14 17 14 11 21:
Old : 123: 34 39 14 18 27 11 14 17 14 11 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 20.7 41.6 32.6 16.1 10.2 21.4 14.7
Old : 26.6 20.7 41.6 32.6 16.1 10.2 21.4 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,649,955: 369,117 531,435 202,405 205,530 805,823 207,581 90,675 306,406 94,510 56,433 572,284: 91,830 81,370
Old : 2,649,955: 369,117 531,435 202,405 205,530 805,823 207,581 90,675 306,406 94,510 56,433 572,284: 91,830 81,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 24,789: 16,063 12,111 -13,202 561 14,255 6,968 -3,615 -1,257 -2,768 -7,119 2,848: 1,882 7,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.1 7.6 7.8 30.4 7.8 3.4 11.6 3.6 2.1 21.6: 3.5 3.1
Old : 100.0: 13.9 20.1 7.6 7.8 30.4 7.8 3.4 11.6 3.6 2.1 21.6: 3.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 392: 52 57 18 26 38 74 49 77 93 58 108:
Old : 392: 52 57 18 26 38 74 49 77 93 58 108:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 16.1 30.7 28.7 7.4 5.3 10.8 8.1
Old : 19.3 16.1 30.7 28.7 7.4 5.3 10.8 8.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 188,653: 59,536 93,847 1,277 13,336 12,852 2,385 18,213 8,663 68,110 4,615 34,826: 1,002 2,300
Old : 188,653: 59,536 93,847 1,277 13,336 12,852 2,385 18,213 8,663 68,110 4,615 34,826: 1,002 2,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -2,888: -2,963 -1,865 -979 259 128 -333 -1,913 706 -476 -1,162 1,222: -193 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 49.7 0.7 7.1 6.8 1.3 9.7 4.6 36.1 2.4 18.5: 0.5 1.2
Old : 100.0: 31.6 49.7 0.7 7.1 6.8 1.3 9.7 4.6 36.1 2.4 18.5: 0.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 17 17 . 5 6 . 10 5 4 7 8:
Old : 49: 17 17 . 5 6 . 10 5 4 7 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 55.0 83.8 71.2 52.2 37.9 55.6 45.4
Old : 72.2 55.0 83.8 71.2 52.2 37.9 55.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 238,830: 49,456 48,443 67,854 53,590 51,706 2,348 0 0 24,441 17,294 15,757: 27,268 52,040
Old : 238,830: 49,456 48,443 67,854 53,590 51,706 2,348 0 0 24,441 17,294 15,757: 27,268 52,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 5,147: 1,346 664 602 1,195 1,394 -132 0 0 822 448 349: 766 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.3 28.4 22.4 21.6 1.0 0.0 0.0 10.2 7.2 6.6: 11.4 21.8
Old : 100.0: 20.7 20.3 28.4 22.4 21.6 1.0 0.0 0.0 10.2 7.2 6.6: 11.4 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 10 8 10 7 15 . 0 0 4 4 5:
Old : 36: 10 8 10 7 15 . 0 0 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 31.2 51.0 49.0 32.4 28.5 44.4 39.2
Old : 32.5 31.2 51.0 49.0 32.4 28.5 44.4 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 136,995: 11,370 11,449 10,916 21,841 60,970 16,508 6,134 22,498 1,762 817 10,134: 2,837 3,153
Old : 136,995: 11,370 11,449 10,916 21,841 60,970 16,508 6,134 22,498 1,762 817 10,134: 2,837 3,153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 7,506: -68 -112 -625 4,054 2,294 3,102 -1,717 2,687 -100 -80 130: 86 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.4 8.0 15.9 44.5 12.1 4.5 16.4 1.3 0.6 7.4: 2.1 2.3
Old : 100.0: 8.3 8.4 8.0 15.9 44.5 12.1 4.5 16.4 1.3 0.6 7.4: 2.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 9 9 9 8 16 16 6 14 9 6 14:
Old : 64: 9 9 9 8 16 16 6 14 9 6 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 39.7 53.2 65.1 11.6 16.7 15.9 20.3
Old : 32.9 39.7 53.2 65.1 11.6 16.7 15.9 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 617,409: 126,978 100,245 39,864 98,217 291,984 570 1,377 11,471 34,119 600 89,835: 22,588 23,680
Old : 617,409: 126,978 100,245 39,864 98,217 291,984 570 1,377 11,471 34,119 600 89,835: 22,588 23,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 468: -716 -2,425 -404 -683 2,895 45 463 -436 -1,009 213 -121: 214 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.2 6.5 15.9 47.3 0.1 0.2 1.9 5.5 0.1 14.6: 3.7 3.8
Old : 100.0: 20.6 16.2 6.5 15.9 47.3 0.1 0.2 1.9 5.5 0.1 14.6: 3.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 9 9 8 21 28 . . . 8 . 9:
Old : 49: 9 9 8 21 28 . . . 8 . 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 26.4 51.5 44.1 8.5 6.8 13.5 11.5
Old : 33.6 26.4 51.5 44.1 8.5 6.8 13.5 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 49,848: 19,541 23,218 13,861 2,849 15,463 0 5,452 25 200 2,035 733: 25 73
Old : 49,848: 19,541 23,218 13,861 2,849 15,463 0 5,452 25 200 2,035 733: 25 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,721: 616 371 1,460 105 545 0 1,400 0 0 200 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 46.6 27.8 5.7 31.0 0.0 10.9 0.1 0.4 4.1 1.5: 0.1 0.1
Old : 100.0: 39.2 46.6 27.8 5.7 31.0 0.0 10.9 0.1 0.4 4.1 1.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 27 25 12 7 16 0 5 . . 4 .:
Old : 63: 27 25 12 7 16 0 5 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 31.4 63.3 49.9 31.7 21.9 39.5 32.0
Old : 45.9 31.4 63.3 49.9 31.7 21.9 39.5 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 106,552: 17,696 8,608 34,833 15,154 38,758 5,870 25,687 5,067 0 8,275 151: 4,177 4,852
Old : 106,552: 17,696 8,608 34,833 15,154 38,758 5,870 25,687 5,067 0 8,275 151: 4,177 4,852
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,432: 0 0 862 -125 615 0 497 0 0 450 0: -45 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 8.1 32.7 14.2 36.4 5.5 24.1 4.8 0.0 7.8 0.1: 3.9 4.6
Old : 100.0: 16.6 8.1 32.7 14.2 36.4 5.5 24.1 4.8 0.0 7.8 0.1: 3.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 7 7 10 9 18 . 9 9 0 4 .:
Old : 42: 7 7 10 9 18 . 9 9 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 38.2 57.9 54.9 24.6 27.2 35.7 36.6
Old : 40.4 38.2 57.9 54.9 24.6 27.2 35.7 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 42,155: 2,256 2,480 9,084 12,228 16,289 5,900 2,169 5,156 235 400 600: 2,635 2,833
Old : 42,155: 2,256 2,480 9,084 12,228 16,289 5,900 2,169 5,156 235 400 600: 2,635 2,833
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,588: 0 0 -6 2,125 231 1,900 0 0 200 0 100: 163 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.9 21.5 29.0 38.6 14.0 5.1 12.2 0.6 0.9 1.4: 6.3 6.7
Old : 100.0: 5.4 5.9 21.5 29.0 38.6 14.0 5.1 12.2 0.6 0.9 1.4: 6.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: . . 8 5 11 4 . 4 . . .:
Old : 26: . . 8 5 11 4 . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 46.0 60.1 66.8 21.5 29.1 32.4 35.6
Old : 38.9 46.0 60.1 66.8 21.5 29.1 32.4 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 22,785: 5,870 5,945 4,450 12,300 3,740 8,274 125 0 0 500 100: 351 75
Old : 22,785: 5,870 5,945 4,450 12,300 3,740 8,274 125 0 0 500 100: 351 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 100: -100 500 300 -300 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 26.1 19.5 54.0 16.4 36.3 0.5 0.0 0.0 2.2 0.4: 1.5 0.3
Old : 100.0: 25.8 26.1 19.5 54.0 16.4 36.3 0.5 0.0 0.0 2.2 0.4: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 10 12 7 10 9 . . 0 0 . .:
Old : 38: 10 12 7 10 9 . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 52.1 78.4 74.0 42.9 43.2 57.0 55.3
Old : 58.5 52.1 78.4 74.0 42.9 43.2 57.0 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 275,522: 112,426 189,346 42,484 1,532 14,113 37,861 15,129 20,500 17,744 2,517 15,531: 14,864 16,854
Old : 275,522: 112,426 189,346 42,484 1,532 14,113 37,861 15,129 20,500 17,744 2,517 15,531: 14,864 16,854
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -4,836: -322 2,074 -934 489 -999 -1,461 -4,067 440 -1,009 -191 -2,413: 1,861 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 68.7 15.4 0.6 5.1 13.7 5.5 7.4 6.4 0.9 5.6: 5.4 6.1
Old : 100.0: 40.8 68.7 15.4 0.6 5.1 13.7 5.5 7.4 6.4 0.9 5.6: 5.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 180: 59 71 14 7 15 32 20 24 17 10 17:
Old : 180: 59 71 14 7 15 32 20 24 17 10 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 25.1 36.4 35.9 11.3 8.0 18.1 13.8
Old : 26.5 25.1 36.4 35.9 11.3 8.0 18.1 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 24,294: 12,289 15,476 2,548 1,883 36 1,765 807 946 684 245 1,042: 4,984 3,859
Old : 24,294: 12,289 15,476 2,548 1,883 36 1,765 807 946 684 245 1,042: 4,984 3,859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -343: -77 -589 0 133 0 0 467 -291 52 0 -48: 21 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 63.7 10.5 7.8 0.1 7.3 3.3 3.9 2.8 1.0 4.3: 20.5 15.9
Old : 100.0: 50.6 63.7 10.5 7.8 0.1 7.3 3.3 3.9 2.8 1.0 4.3: 20.5 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 17 . . . . . 4 . . .:
Old : 31: 16 17 . . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 38.8 55.3 55.1 29.7 36.1 46.4 50.3
Old : 35.2 38.8 55.3 55.1 29.7 36.1 46.4 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 18,798: 16,736 16,165 475 1,760 50 150 115 392 0 0 0: 995 316
Old : 18,798: 16,736 16,165 475 1,760 50 150 115 392 0 0 0: 995 316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 395: 620 450 -285 100 50 0 0 0 0 0 0: 10 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 86.0 2.5 9.4 0.3 0.8 0.6 2.1 0.0 0.0 0.0: 5.3 1.7
Old : 100.0: 89.0 86.0 2.5 9.4 0.3 0.8 0.6 2.1 0.0 0.0 0.0: 5.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 . . . . . . 0 0 0:
Old : 23: 14 12 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 70.2 72.9 88.5 35.8 53.5 52.2 60.2
Old : 47.0 70.2 72.9 88.5 35.8 53.5 52.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,288: 4,992 6,006 1,415 377 1,237 150 0 0 100 382 286: 108 0
Old : 8,288: 4,992 6,006 1,415 377 1,237 150 0 0 100 382 286: 108 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 528: 540 390 -100 0 88 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 72.5 17.1 4.5 14.9 1.8 0.0 0.0 1.2 4.6 3.5: 1.3 0.0
Old : 100.0: 60.2 72.5 17.1 4.5 14.9 1.8 0.0 0.0 1.2 4.6 3.5: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 22 25 8 . 11 . 0 0 . 4 .:
Old : 48: 22 25 8 . 11 . 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 37.9 50.9 51.6 23.7 33.8 34.0 44.1
Old : 33.3 37.9 50.9 51.6 23.7 33.8 34.0 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 64,142: 51,277 48,337 7,469 10,118 2,960 570 1,201 849 0 0 0: 1,017 677
Old : 64,142: 51,277 48,337 7,469 10,118 2,960 570 1,201 849 0 0 0: 1,017 677
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 3,058: 2,951 2,191 690 1,355 -145 0 95 -88 0 0 0: -350 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 75.4 11.6 15.8 4.6 0.9 1.9 1.3 0.0 0.0 0.0: 1.6 1.1
Old : 100.0: 79.9 75.4 11.6 15.8 4.6 0.9 1.9 1.3 0.0 0.0 0.0: 1.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 26 25 9 5 10 . . . 0 0 0:
Old : 51: 26 25 9 5 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 54.4 71.6 72.4 31.4 26.9 39.6 39.5
Old : 58.4 54.4 71.6 72.4 31.4 26.9 39.6 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 22,212: 12,190 18,217 6,670 810 2,285 800 290 0 0 0 0: 267 610
Old : 22,212: 12,190 18,217 6,670 810 2,285 800 290 0 0 0 0: 267 610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 210: -172 -65 190 0 115 0 0 0 0 0 0: 77 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 82.0 30.0 3.6 10.3 3.6 1.3 0.0 0.0 0.0 0.0: 1.2 2.7
Old : 100.0: 54.9 82.0 30.0 3.6 10.3 3.6 1.3 0.0 0.0 0.0 0.0: 1.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 13 9 . . . . 0 0 0 0:
Old : 30: 14 13 9 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 62.2 78.2 85.5 35.3 45.4 49.4 53.5
Old : 55.1 62.2 78.2 85.5 35.3 45.4 49.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,938: 3,150 5,100 2,803 1,473 1,215 450 150 0 50 0 0: 270 0
Old : 7,938: 3,150 5,100 2,803 1,473 1,215 450 150 0 50 0 0: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 265: 265 265 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 64.2 35.3 18.6 15.3 5.7 1.9 0.0 0.6 0.0 0.0: 3.4 0.0
Old : 100.0: 39.7 64.2 35.3 18.6 15.3 5.7 1.9 0.0 0.6 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 12 19 8 6 7 . . 0 . 0 0:
Old : 44: 12 19 8 6 7 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 49.2 62.0 67.5 32.4 29.6 49.4 45.2
Old : 38.4 49.2 62.0 67.5 32.4 29.6 49.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 21,934: 11,550 17,009 2,171 2,282 1,673 150 0 75 5,655 0 0: 660 895
Old : 21,934: 11,550 17,009 2,171 2,282 1,673 150 0 75 5,655 0 0: 660 895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,525: 895 113 -467 1,065 452 0 0 -150 825 0 0: -30 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 77.5 9.9 10.4 7.6 0.7 0.0 0.3 25.8 0.0 0.0: 3.0 4.1
Old : 100.0: 52.7 77.5 9.9 10.4 7.6 0.7 0.0 0.3 25.8 0.0 0.0: 3.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 16 7 4 8 . 0 . . 0 0:
Old : 35: 20 16 7 4 8 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 56.5 67.2 79.0 54.4 49.2 61.6 66.8
Old : 54.8 56.5 67.2 79.0 54.4 49.2 61.6 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 17,358: 9,634 8,168 4,207 5,568 1,936 88 921 37 868 25 6: 582 697
Old : 17,358: 9,634 8,168 4,207 5,568 1,936 88 921 37 868 25 6: 582 697
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 22: -26 190 -84 -131 121 63 -20 -63 90 -60 -15: -64 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 47.1 24.2 32.1 11.2 0.5 5.3 0.2 5.0 0.1 0.0: 3.4 4.0
Old : 100.0: 55.5 47.1 24.2 32.1 11.2 0.5 5.3 0.2 5.0 0.1 0.0: 3.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 16 19 8 9 14 . . . 4 . .:
Old : 51: 16 19 8 9 14 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 43.0 56.4 63.5 30.9 37.8 50.6 56.4
Old : 34.7 43.0 56.4 63.5 30.9 37.8 50.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 16,065: 13,491 11,614 548 3,186 625 887 0 143 135 296 0: 236 201
Old : 16,065: 13,491 11,614 548 3,186 625 887 0 143 135 296 0: 236 201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 228: 183 192 0 -27 45 0 0 0 0 0 0: 0 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 72.3 3.4 19.8 3.9 5.5 0.0 0.9 0.8 1.8 0.0: 1.5 1.3
Old : 100.0: 84.0 72.3 3.4 19.8 3.9 5.5 0.0 0.9 0.8 1.8 0.0: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 23 . . 4 . 0 . . . 0:
Old : 40: 24 23 . . 4 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 52.0 67.0 73.7 38.8 46.1 53.8 61.0
Old : 42.3 52.0 67.0 73.7 38.8 46.1 53.8 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,448: 9,248 17,853 10,974 4,596 5,592 300 0 50 1,677 1,293 1,761: 1,846 303
Old : 31,448: 9,248 17,853 10,974 4,596 5,592 300 0 50 1,677 1,293 1,761: 1,846 303
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 277: 600 1,500 0 150 -184 0 0 0 0 0 0: -139 -1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 56.8 34.9 14.6 17.8 1.0 0.0 0.2 5.3 4.1 5.6: 5.9 1.0
Old : 100.0: 29.4 56.8 34.9 14.6 17.8 1.0 0.0 0.2 5.3 4.1 5.6: 5.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 16 19 13 5 16 . 0 . . . 4:
Old : 52: 16 19 13 5 16 . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 36.4 46.1 55.0 24.9 34.3 38.1 50.0
Old : 28.7 36.4 46.1 55.0 24.9 34.3 38.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010