Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 39,218 : : Positions : : 24,455 28,665 9,920 1,085 3,321 0 0 225 1,190 5,894 18 : : : : Changes from: September 14, 2010 : : 2,874 2,076 -401 39 195 0 0 0 0 358 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 73.1 25.3 2.8 8.5 0.0 0.0 0.6 3.0 15.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 36 11 4 14 0 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 25,834 : : Positions : : 18,859 17,231 4,723 6,915 1,451 0 0 0 700 0 0 : : : : Changes from: September 14, 2010 : : 658 821 93 -70 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 66.7 18.3 26.8 5.6 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 22 8 . 9 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 6,120 : : Positions : : 2,242 4,540 1,693 0 242 0 0 0 132 216 79 : : : : Changes from: September 14, 2010 : : 145 169 7 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 74.2 27.7 0.0 4.0 0.0 0.0 0.0 2.2 3.5 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,649 : : Positions : : 4,075 4,955 694 497 2,294 0 0 0 1,001 219 171 : : : : Changes from: September 14, 2010 : : 167 230 35 -38 4 0 0 0 71 45 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 51.4 7.2 5.2 23.8 0.0 0.0 0.0 10.4 2.3 1.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 21 26 8 8 15 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 8,080 : : Positions : : 4,602 5,833 1,276 63 799 0 0 0 255 349 579 : : : : Changes from: September 14, 2010 : : 267 330 2 22 -37 0 0 0 27 -44 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 72.2 15.8 0.8 9.9 0.0 0.0 0.0 3.2 4.3 7.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 42 12 . 15 0 0 0 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 2,651 : : Positions : : 1,062 1,206 276 431 553 120 0 0 20 0 35 : : : : Changes from: September 14, 2010 : : 25 120 0 -50 50 0 0 0 20 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 45.5 10.4 16.3 20.9 4.5 0.0 0.0 0.8 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 4 5 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 2,018 : : Positions : : 1,377 1,123 198 222 214 0 0 0 30 25 0 : : : : Changes from: September 14, 2010 : : 93 64 148 -10 97 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 55.6 9.8 11.0 10.6 0.0 0.0 0.0 1.5 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 2,074 : : Positions : : 797 1,075 359 99 179 0 0 0 60 35 45 : : : : Changes from: September 14, 2010 : : 41 41 0 -10 40 0 0 0 30 -5 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 51.8 17.3 4.8 8.6 0.0 0.0 0.0 2.9 1.7 2.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 16,510 : : Positions : : 12,062 12,601 1,511 1,267 2,547 0 0 0 300 0 0 : : : : Changes from: September 14, 2010 : : -650 -332 50 32 120 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 76.3 9.2 7.7 15.4 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 5 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 440,652 : : Positions : : 156,045 273,320 87,075 3,857 28,748 35,492 5,013 35,827 9,197 17,152 46,149 : : : : Changes from: September 14, 2010 : : 9,651 17,905 -1,272 200 -382 3,908 -7,309 929 -898 3,464 -3,299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 62.0 19.8 0.9 6.5 8.1 1.1 8.1 2.1 3.9 10.5 : : : : Number of Traders in Each Category Total Traders: 163 : : 54 68 14 6 17 27 12 21 14 17 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 110,422 : : Positions : : 49,891 55,579 13,806 0 16,993 0 685 0 454 9,216 24,201 : : : : Changes from: September 14, 2010 : : -586 -5,535 -1,035 0 186 0 -56 0 -661 3,084 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 50.3 12.5 0.0 15.4 0.0 0.6 0.0 0.4 8.3 21.9 : : : : 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 21, 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 18,449 : : Positions : : 12,366 11,337 1,903 2,184 2,730 50 0 350 300 1,098 750 : : : : Changes from: September 14, 2010 : : 1,381 1,931 325 -225 100 50 0 0 100 150 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 61.5 10.3 11.8 14.8 0.3 0.0 1.9 1.6 6.0 4.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 32 39 9 . 12 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 10,607 : : Positions : : 4,635 4,440 1,996 3,163 2,278 100 0 0 920 0 300 : : : : Changes from: September 14, 2010 : : 75 125 50 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 41.9 18.8 29.8 21.5 0.9 0.0 0.0 8.7 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 13 10 7 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 4,329 : : Positions : : 2,176 1,513 381 468 346 0 0 0 247 136 301 : : : : Changes from: September 14, 2010 : : 7 3 -12 0 8 0 0 0 0 -27 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 35.0 8.8 10.8 8.0 0.0 0.0 0.0 5.7 3.1 7.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 4 4 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 9,729 : : Positions : : 7,891 7,717 108 271 211 871 0 150 115 1,111 147 : : : : Changes from: September 14, 2010 : : 398 -255 -8 59 5 2 0 25 0 594 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 79.3 1.1 2.8 2.2 9.0 0.0 1.5 1.2 11.4 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 . . . 4 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 6,821 : : Positions : : 6,399 3,896 0 1,207 217 0 0 0 78 1,365 0 : : : : Changes from: September 14, 2010 : : 1,004 836 0 57 20 0 0 0 78 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 57.1 0.0 17.7 3.2 0.0 0.0 0.0 1.1 20.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 26 0 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 3,379 : : Positions : : 3,316 2,894 58 245 0 0 0 0 0 0 0 : : : : Changes from: September 14, 2010 : : 221 -65 -25 34 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 85.6 1.7 7.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,533 : : Positions : : 1,826 1,788 29 161 76 0 0 0 48 0 55 : : : : Changes from: September 14, 2010 : : 308 234 -10 5 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 70.6 1.1 6.4 3.0 0.0 0.0 0.0 1.9 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 22 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 499,154 : : Positions : : 109,400 183,555 98,593 52,544 112,588 23,400 21,707 34,800 25,455 1,547 79,841 : : : : Changes from: September 14, 2010 : : -9,291 -14,395 -2,771 -1,395 -12,999 -1,740 4,138 6,628 -1,573 -1,778 9,756 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 36.8 19.8 10.5 22.6 4.7 4.3 7.0 5.1 0.3 16.0 : : : : Number of Traders in Each Category Total Traders: 118 : : 34 38 13 19 27 10 12 15 16 7 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 2,625,167 : : Positions : : 353,055 519,324 215,606 204,969 791,568 200,613 94,290 307,663 97,279 63,551 569,436 : : : : Changes from: September 14, 2010 : : -31,743 -44,705 -15,624 2,446 -24,241 -7,664 8,622 21,117 5,323 -3,430 -14,779 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 19.8 8.2 7.8 30.2 7.6 3.6 11.7 3.7 2.4 21.7 : : : : Number of Traders in Each Category Total Traders: 386 : : 54 56 18 26 39 65 56 75 93 55 107 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 191,540 : : Positions : : 62,500 95,712 2,256 13,076 12,724 2,718 20,126 7,957 68,586 5,777 33,604 : : : : Changes from: September 14, 2010 : : 7,693 16,940 -799 -285 -920 154 -2,301 -747 6,527 -363 -692 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 50.0 1.2 6.8 6.6 1.4 10.5 4.2 35.8 3.0 17.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 17 17 . 4 6 . 10 5 4 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 233,683 : : Positions : : 48,110 47,779 67,252 52,395 50,312 2,480 0 0 23,619 16,846 15,408 : : : : Changes from: September 14, 2010 : : 1,217 1,016 -801 -1,140 26 -192 0 0 557 555 -233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 20.4 28.8 22.4 21.5 1.1 0.0 0.0 10.1 7.2 6.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 8 10 7 15 . 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 129,489 : : Positions : : 11,438 11,560 11,540 17,787 58,677 13,406 7,850 19,811 1,862 897 10,003 : : : : Changes from: September 14, 2010 : : -313 -171 -600 -2,231 -255 263 1,639 -4,409 134 215 -3,247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 8.9 8.9 13.7 45.3 10.4 6.1 15.3 1.4 0.7 7.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 9 9 9 8 16 15 6 13 8 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 616,940 : : Positions : : 127,694 102,670 40,268 98,900 289,089 525 914 11,907 35,128 387 89,956 : : : : Changes from: September 14, 2010 : : -3,762 -2,029 -1,186 -3,337 -3,036 50 -816 161 -1,753 -521 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 16.6 6.5 16.0 46.9 0.1 0.1 1.9 5.7 0.1 14.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 9 9 7 22 28 . . . 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 47,127 : : Positions : : 18,925 22,847 12,401 2,744 14,918 0 4,052 25 200 1,835 633 : : : : Changes from: September 14, 2010 : : 585 300 3,150 -65 725 0 2,552 0 0 900 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 48.5 26.3 5.8 31.7 0.0 8.6 0.1 0.4 3.9 1.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 27 24 13 6 16 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 105,120 : : Positions : : 17,696 8,608 33,971 15,279 38,143 5,870 25,190 5,067 0 7,825 151 : : : : Changes from: September 14, 2010 : : -450 -26 -746 -415 -496 8 -447 -108 0 -456 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 8.2 32.3 14.5 36.3 5.6 24.0 4.8 0.0 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 7 7 9 10 18 . 8 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 39,567 : : Positions : : 2,256 2,480 9,090 10,103 16,058 4,000 2,169 5,156 35 400 500 : : : : Changes from: September 14, 2010 : : 0 -4 203 3,072 484 2,500 0 1,200 35 0 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 6.3 23.0 25.5 40.6 10.1 5.5 13.0 0.1 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 8 5 11 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 22,685 : : Positions : : 5,970 5,445 4,150 12,600 3,840 8,274 125 0 0 500 100 : : : : Changes from: September 14, 2010 : : 0 -525 -525 3,900 0 3,900 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 24.0 18.3 55.5 16.9 36.5 0.6 0.0 0.0 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 10 11 7 10 9 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 280,358 : : Positions : : 112,747 187,271 43,418 1,042 15,112 39,322 19,196 20,061 18,752 2,708 17,943 : : : : Changes from: September 14, 2010 : : -1,904 -2 -523 244 1,814 3,914 -405 -1,880 -610 -282 809 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 66.8 15.5 0.4 5.4 14.0 6.8 7.2 6.7 1.0 6.4 : : : : Number of Traders in Each Category Total Traders: 183 : : 57 66 15 6 16 33 22 29 21 8 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 24,637 : : Positions : : 12,366 16,065 2,548 1,750 36 1,765 340 1,237 632 245 1,090 : : : : Changes from: September 14, 2010 : : -331 -1,206 42 126 -38 -598 105 -22 -207 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 65.2 10.3 7.1 0.1 7.2 1.4 5.0 2.6 1.0 4.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 18,403 : : Positions : : 16,116 15,715 760 1,660 0 150 115 392 0 0 0 : : : : Changes from: September 14, 2010 : : 1,080 955 -100 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 85.4 4.1 9.0 0.0 0.8 0.6 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 7,760 : : Positions : : 4,452 5,616 1,515 377 1,149 150 0 0 100 332 286 : : : : Changes from: September 14, 2010 : : 108 143 35 -50 93 0 0 0 0 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 72.4 19.5 4.9 14.8 1.9 0.0 0.0 1.3 4.3 3.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 25 8 . 10 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 61,084 : : Positions : : 48,326 46,146 6,779 8,763 3,105 570 1,106 937 0 0 0 : : : : Changes from: September 14, 2010 : : 3,371 2,259 635 1,572 91 -400 0 200 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 75.5 11.1 14.3 5.1 0.9 1.8 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 26 9 5 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 22,002 : : Positions : : 12,362 18,282 6,480 810 2,170 800 290 0 0 0 0 : : : : Changes from: September 14, 2010 : : -230 -305 -75 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 83.1 29.5 3.7 9.9 3.6 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 9 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 7,673 : : Positions : : 2,885 4,835 2,803 1,473 1,215 450 150 0 50 0 0 : : : : Changes from: September 14, 2010 : : -50 -25 0 275 25 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 63.0 36.5 19.2 15.8 5.9 2.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 19 8 6 7 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 20,409 : : Positions : : 10,655 16,896 2,638 1,217 1,221 150 0 225 4,830 0 0 : : : : Changes from: September 14, 2010 : : -230 259 7 -300 86 0 0 0 296 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 82.8 12.9 6.0 6.0 0.7 0.0 1.1 23.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 15 7 4 8 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 17,336 : : Positions : : 9,660 7,978 4,291 5,699 1,815 25 941 100 778 85 21 : : : : Changes from: September 14, 2010 : : 249 -39 216 137 -94 0 0 0 -250 60 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 46.0 24.8 32.9 10.5 0.1 5.4 0.6 4.5 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 19 7 10 14 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 15,837 : : Positions : : 13,308 11,422 548 3,213 580 887 0 143 135 296 0 : : : : Changes from: September 14, 2010 : : 917 1,448 162 47 26 50 0 -44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 72.1 3.5 20.3 3.7 5.6 0.0 0.9 0.9 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 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 31,171 : : Positions : : 8,648 16,353 10,974 4,446 5,776 300 0 50 1,677 1,293 1,761 : : : : Changes from: September 14, 2010 : : 0 0 300 525 -9 -281 0 -24 564 -111 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 52.5 35.2 14.3 18.5 1.0 0.0 0.2 5.4 4.1 5.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 18 13 5 16 . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated September 24, 2010