Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 33,839 : : Positions : : 19,724 24,996 9,847 887 2,746 0 0 225 1,190 4,957 18 : : : : Changes from: August 31, 2010 : : -3,440 -3,122 -118 -519 -614 0 0 0 -83 53 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 73.9 29.1 2.6 8.1 0.0 0.0 0.7 3.5 14.6 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 24 32 11 4 13 0 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 24,544 : : Positions : : 18,157 16,163 4,602 6,760 1,384 0 0 0 300 0 0 : : : : Changes from: August 31, 2010 : : -3,086 -1,954 -239 -1,085 17 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 65.9 18.8 27.5 5.6 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 8 . 9 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 5,863 : : Positions : : 2,032 4,280 1,682 0 246 0 0 0 132 216 79 : : : : Changes from: August 31, 2010 : : -110 -347 -295 0 -1 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 73.0 28.7 0.0 4.2 0.0 0.0 0.0 2.3 3.7 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 8,983 : : Positions : : 3,795 4,634 638 731 2,129 0 0 0 904 144 152 : : : : Changes from: August 31, 2010 : : -502 -418 -248 -127 33 0 -73 0 -59 -145 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 51.6 7.1 8.1 23.7 0.0 0.0 0.0 10.1 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 25 10 7 16 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,609 : : Positions : : 4,259 5,331 1,281 126 684 0 0 0 297 498 484 : : : : Changes from: August 31, 2010 : : -768 -1,197 -151 25 -226 0 0 0 4 219 -326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 70.1 16.8 1.7 9.0 0.0 0.0 0.0 3.9 6.5 6.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 37 12 . 15 0 0 0 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,464 : : Positions : : 947 1,061 198 413 545 120 0 0 25 0 20 : : : : Changes from: August 31, 2010 : : -147 -325 -30 116 -156 -30 0 0 -55 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 43.1 8.0 16.8 22.1 4.9 0.0 0.0 1.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 11 4 4 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 1,822 : : Positions : : 1,149 959 50 232 117 0 0 0 30 25 0 : : : : Changes from: August 31, 2010 : : -325 -199 -37 -239 -83 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 52.6 2.7 12.7 6.4 0.0 0.0 0.0 1.6 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 1,727 : : Positions : : 713 969 364 114 106 0 0 0 30 40 0 : : : : Changes from: August 31, 2010 : : -27 31 -35 -50 8 0 0 0 -30 20 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 56.1 21.1 6.6 6.1 0.0 0.0 0.0 1.7 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 16,755 : : Positions : : 13,077 12,873 1,161 1,360 2,427 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -4,265 -1,598 260 -2,412 -248 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 76.8 6.9 8.1 14.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 5 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 420,660 : : Positions : : 143,494 244,781 90,681 3,326 29,305 26,873 18,109 32,436 10,455 9,224 48,859 : : : : Changes from: August 31, 2010 : : -3,744 8,522 294 1,526 1,198 2,882 -7,982 1,063 406 1,212 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 58.2 21.6 0.8 7.0 6.4 4.3 7.7 2.5 2.2 11.6 : : : : Number of Traders in Each Category Total Traders: 163 : : 50 68 17 4 18 19 24 21 15 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 107,771 : : Positions : : 48,716 58,600 13,651 0 16,241 0 651 0 1,039 5,557 22,978 : : : : Changes from: August 31, 2010 : : 1,390 1,394 -335 0 -3 0 172 0 93 -322 873 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 54.4 12.7 0.0 15.1 0.0 0.6 0.0 1.0 5.2 21.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 7 0 7 0 . 0 . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 16,153 : : Positions : : 11,245 9,241 1,331 2,387 2,177 0 0 350 0 948 950 : : : : Changes from: August 31, 2010 : : -2,296 -4,934 -1,508 1,846 -2,016 0 0 0 -181 -897 431 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 57.2 8.2 14.8 13.5 0.0 0.0 2.2 0.0 5.9 5.9 : : : : Number of Traders in Each Category Total Traders: 65 : : 30 39 8 5 12 0 0 . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 10,307 : : Positions : : 4,410 4,315 1,946 2,963 2,303 50 0 0 920 0 300 : : : : Changes from: August 31, 2010 : : -1,075 -450 -255 -767 -222 0 0 -8 100 0 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 41.9 18.9 28.7 22.3 0.5 0.0 0.0 8.9 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 13 9 7 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 4,271 : : Positions : : 2,193 1,528 375 453 344 0 0 0 237 163 301 : : : : Changes from: August 31, 2010 : : -67 -358 -52 -64 -68 0 0 0 -60 49 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 35.8 8.8 10.6 8.1 0.0 0.0 0.0 5.5 3.8 7.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 4 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 9,913 : : Positions : : 7,882 8,063 260 159 223 749 263 84 85 609 291 : : : : Changes from: August 31, 2010 : : 1 -361 51 137 -60 -24 50 -29 -105 134 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 81.3 2.6 1.6 2.2 7.6 2.7 0.8 0.9 6.1 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 18 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 5,425 : : Positions : : 5,114 3,048 0 846 195 0 0 0 0 1,190 0 : : : : Changes from: August 31, 2010 : : -1,026 -442 0 -383 -10 0 0 0 0 -155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 56.2 0.0 15.6 3.6 0.0 0.0 0.0 0.0 21.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 22 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 2,808 : : Positions : : 2,700 2,635 83 90 0 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -1,007 -901 -7 -35 0 0 0 0 0 -51 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 93.8 3.0 3.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 18 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,212 : : Positions : : 1,527 1,604 44 129 76 0 0 0 48 0 55 : : : : Changes from: August 31, 2010 : : -216 -105 39 -122 -58 0 0 0 -84 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 72.5 2.0 5.8 3.4 0.0 0.0 0.0 2.2 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 23 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 508,643 : : Positions : : 128,961 203,005 95,446 58,592 124,106 26,384 21,304 25,558 34,448 3,476 55,009 : : : : Changes from: August 31, 2010 : : 12,634 20,393 13,721 6,606 -1,308 2,903 -2,493 -508 -2,537 2,647 -1,866 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 39.9 18.8 11.5 24.4 5.2 4.2 5.0 6.8 0.7 10.8 : : : : Number of Traders in Each Category Total Traders: 123 : : 41 42 12 20 27 10 9 13 19 7 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,690,039 : : Positions : : 387,489 561,804 249,748 194,560 805,225 189,944 104,987 296,494 93,416 74,824 574,535 : : : : Changes from: August 31, 2010 : : 49,104 41,568 -3,305 7,602 6,725 -638 -6,901 -9,044 140 3,553 -5,290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 20.9 9.3 7.2 29.9 7.1 3.9 11.0 3.5 2.8 21.4 : : : : Number of Traders in Each Category Total Traders: 411 : : 57 59 19 22 37 61 69 81 87 72 122 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 192,443 : : Positions : : 60,894 83,500 4,211 12,928 14,529 2,628 23,576 9,514 62,362 8,037 36,675 : : : : Changes from: August 31, 2010 : : 1,830 6,102 761 -177 113 982 53 1,130 2,334 -105 3,044 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 43.4 2.2 6.7 7.5 1.4 12.3 4.9 32.4 4.2 19.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 16 . 4 7 . 7 4 . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 231,991 : : Positions : : 47,628 48,332 65,917 53,698 49,288 5,377 0 82 22,946 14,865 15,512 : : : : Changes from: August 31, 2010 : : -5,252 -5,726 -1,086 -3,331 -7,105 -534 0 -83 1,532 -1,718 -2,131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 20.8 28.4 23.1 21.2 2.3 0.0 0.0 9.9 6.4 6.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 10 8 10 7 15 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 137,510 : : Positions : : 11,776 11,794 12,314 19,480 59,272 12,646 5,706 22,369 1,410 937 13,544 : : : : Changes from: August 31, 2010 : : 26 -95 -285 1,678 -659 683 -1,154 123 -52 -13 560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 8.6 9.0 14.2 43.1 9.2 4.1 16.3 1.0 0.7 9.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 10 10 9 8 16 15 . 13 11 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 602,759 : : Positions : : 128,593 103,130 39,062 97,122 280,827 191 1,587 11,482 34,539 1,001 85,409 : : : : Changes from: August 31, 2010 : : -665 -615 2,499 1,544 5,476 69 196 -600 -1,236 400 1,537 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 17.1 6.5 16.1 46.6 0.0 0.3 1.9 5.7 0.2 14.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 7 8 8 21 28 . . . 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 39,451 : : Positions : : 17,269 21,601 7,776 2,867 14,073 25 0 0 233 835 0 : : : : Changes from: August 31, 2010 : : -3,847 -2,900 -1,232 -2,087 -1,168 25 0 -25 117 50 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 54.8 19.7 7.3 35.7 0.1 0.0 0.0 0.6 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 23 11 7 17 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 106,380 : : Positions : : 17,446 7,934 34,374 15,348 38,351 6,312 25,422 5,175 0 8,781 195 : : : : Changes from: August 31, 2010 : : 0 0 1,127 -5,684 -326 -5,631 253 -200 0 800 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 7.5 32.3 14.4 36.1 5.9 23.9 4.9 0.0 8.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 6 6 11 8 18 4 9 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 34,891 : : Positions : : 2,256 2,484 9,384 5,145 16,765 0 2,919 4,156 0 400 0 : : : : Changes from: August 31, 2010 : : 0 0 -188 1,100 -512 0 -1,100 -500 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 7.1 26.9 14.7 48.0 0.0 8.4 11.9 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 9 4 11 0 4 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 19,635 : : Positions : : 5,670 5,970 4,720 8,975 3,715 5,100 0 0 0 500 100 : : : : Changes from: August 31, 2010 : : -1,105 -430 -760 -1,535 -130 0 0 0 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 30.4 24.0 45.7 18.9 26.0 0.0 0.0 0.0 2.5 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 12 7 10 9 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 278,596 : : Positions : : 114,664 175,395 44,430 989 11,725 32,384 26,390 24,407 19,618 2,808 18,285 : : : : Changes from: August 31, 2010 : : 3,883 8,635 -1,123 -28 218 1,293 -5,870 132 135 166 666 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 63.0 15.9 0.4 4.2 11.6 9.5 8.8 7.0 1.0 6.6 : : : : Number of Traders in Each Category Total Traders: 203 : : 54 68 16 5 15 33 30 31 19 11 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 25,515 : : Positions : : 12,463 17,232 2,423 1,666 74 2,313 235 1,259 839 245 915 : : : : Changes from: August 31, 2010 : : -1,341 -3,994 -145 310 2 -448 39 53 -707 245 94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 67.5 9.5 6.5 0.3 9.1 0.9 4.9 3.3 1.0 3.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 17,711 : : Positions : : 15,384 15,110 1,060 1,660 50 225 115 392 0 0 0 : : : : Changes from: August 31, 2010 : : -1,689 -2,321 35 -310 -100 -365 115 -8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 85.3 6.0 9.4 0.3 1.3 0.6 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 7,476 : : Positions : : 4,269 5,348 1,430 427 1,051 150 0 0 100 282 236 : : : : Changes from: August 31, 2010 : : -818 -1,960 -1,003 -43 -115 0 0 0 0 217 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 71.5 19.1 5.7 14.1 2.0 0.0 0.0 1.3 3.8 3.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 24 8 . 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 56,602 : : Positions : : 44,766 44,869 5,974 6,296 3,085 1,070 961 637 0 0 0 : : : : Changes from: August 31, 2010 : : -12,229 -12,039 23 -976 -443 -155 224 -206 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 79.3 10.6 11.1 5.5 1.9 1.7 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 23 8 5 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 22,027 : : Positions : : 12,617 18,862 6,505 510 1,890 800 290 0 0 0 0 : : : : Changes from: August 31, 2010 : : -1,505 -4,112 -2,152 300 -315 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 85.6 29.5 2.3 8.6 3.6 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 13 9 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,273 : : Positions : : 2,935 4,735 2,803 1,173 1,215 0 150 0 50 0 0 : : : : Changes from: August 31, 2010 : : -2,250 -1,405 -77 -972 -275 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 65.1 38.5 16.1 16.7 0.0 2.1 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 11 19 8 6 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 18,853 : : Positions : : 10,272 15,387 2,253 1,562 1,109 150 0 225 4,359 0 0 : : : : Changes from: August 31, 2010 : : -1,956 -3,199 -763 206 -269 0 0 0 -199 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 81.6 12.0 8.3 5.9 0.8 0.0 1.2 23.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 7 4 8 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 17,228 : : Positions : : 8,932 8,456 4,055 4,421 2,290 0 1,233 100 1,199 25 6 : : : : Changes from: August 31, 2010 : : -1,218 -1,341 -312 -157 -574 0 -275 -127 -404 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 49.1 23.5 25.7 13.3 0.0 7.2 0.6 7.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 20 8 9 14 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 13,528 : : Positions : : 11,320 8,843 341 3,023 582 597 0 295 135 296 0 : : : : Changes from: August 31, 2010 : : -1,389 -1,905 -314 387 -277 -284 0 0 135 -308 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 65.4 2.5 22.3 4.3 4.4 0.0 2.2 1.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 20 . . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 30,613 : : Positions : : 8,741 16,410 10,374 3,657 5,997 581 0 124 1,083 1,404 1,800 : : : : Changes from: August 31, 2010 : : -891 -1,527 -439 -418 -568 -5 0 0 -384 88 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 53.6 33.9 11.9 19.6 1.9 0.0 0.4 3.5 4.6 5.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 18 13 5 16 . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated September 10, 2010