Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 43,734 : : Positions : : 29,610 32,537 9,514 1,204 3,320 0 0 0 1,190 6,631 18 : : : : Changes from: September 21, 2010 : : 5,155 3,872 -406 119 -1 0 0 -225 0 737 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 74.4 21.8 2.8 7.6 0.0 0.0 0.0 2.7 15.2 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 35 10 5 14 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 26,820 : : Positions : : 19,635 18,057 4,713 6,865 1,671 0 0 0 700 0 0 : : : : Changes from: September 21, 2010 : : 776 826 -10 -50 220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 67.3 17.6 25.6 6.2 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 23 8 . 10 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 6,057 : : Positions : : 2,216 4,450 1,681 0 242 0 0 0 132 216 79 : : : : Changes from: September 21, 2010 : : -26 -90 -12 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 73.5 27.8 0.0 4.0 0.0 0.0 0.0 2.2 3.6 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 28, 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 9,848 : : Positions : : 4,178 5,145 629 556 2,173 0 0 0 1,132 249 171 : : : : Changes from: September 21, 2010 : : 103 190 -65 59 -121 0 0 0 131 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 52.2 6.4 5.6 22.1 0.0 0.0 0.0 11.5 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 27 7 8 15 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 8,531 : : Positions : : 4,884 6,198 1,254 44 905 0 0 0 318 332 621 : : : : Changes from: September 21, 2010 : : 282 365 -22 -19 106 0 0 0 63 -17 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 72.7 14.7 0.5 10.6 0.0 0.0 0.0 3.7 3.9 7.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 38 43 12 . 14 0 0 0 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 2,741 : : Positions : : 1,065 1,304 297 412 569 120 0 0 80 0 25 : : : : Changes from: September 21, 2010 : : 3 98 21 -19 16 0 0 0 60 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 47.6 10.8 15.0 20.8 4.4 0.0 0.0 2.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 6 4 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 2,135 : : Positions : : 1,412 1,193 198 227 214 0 0 0 30 25 0 : : : : Changes from: September 21, 2010 : : 35 70 0 5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 55.9 9.3 10.6 10.0 0.0 0.0 0.0 1.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 2,267 : : Positions : : 924 1,186 358 123 236 0 0 0 60 40 95 : : : : Changes from: September 21, 2010 : : 127 111 -1 24 57 0 0 0 0 5 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 52.3 15.8 5.4 10.4 0.0 0.0 0.0 2.6 1.8 4.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 16,515 : : Positions : : 11,767 12,556 1,511 1,267 2,597 0 0 0 500 0 0 : : : : Changes from: September 21, 2010 : : -295 -45 0 0 50 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 76.0 9.1 7.7 15.7 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 5 5 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 429,026 : : Positions : : 149,722 268,966 88,910 4,119 25,430 37,654 6,388 34,591 10,764 18,514 41,882 : : : : Changes from: September 21, 2010 : : -6,323 -4,354 1,836 262 -3,319 2,162 1,375 -1,236 1,567 1,362 -4,267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 62.7 20.7 1.0 5.9 8.8 1.5 8.1 2.5 4.3 9.8 : : : : Number of Traders in Each Category Total Traders: 167 : : 51 65 15 6 18 29 14 22 13 17 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 109,803 : : Positions : : 49,700 55,341 13,661 0 16,833 0 646 0 520 9,151 24,085 : : : : Changes from: September 21, 2010 : : -191 -238 -145 0 -160 0 -39 0 66 -65 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 50.4 12.4 0.0 15.3 0.0 0.6 0.0 0.5 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 28, 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 19,851 : : Positions : : 12,968 12,352 2,253 2,219 2,930 50 0 350 400 1,085 900 : : : : Changes from: September 21, 2010 : : 602 1,015 350 35 200 0 0 0 100 -13 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 62.2 11.3 11.2 14.8 0.3 0.0 1.8 2.0 5.5 4.5 : : : : Number of Traders in Each Category Total Traders: 70 : : 34 40 9 . 13 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 10,757 : : Positions : : 4,560 4,315 2,101 3,168 2,323 50 0 0 920 0 300 : : : : Changes from: September 21, 2010 : : -75 -125 105 5 45 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 40.1 19.5 29.5 21.6 0.5 0.0 0.0 8.6 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 12 9 8 8 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 4,386 : : Positions : : 2,204 1,504 379 488 406 0 0 0 227 128 324 : : : : Changes from: September 21, 2010 : : 28 -9 -2 20 60 0 0 0 -20 -8 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 34.3 8.6 11.1 9.3 0.0 0.0 0.0 5.2 2.9 7.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 4 5 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 10,138 : : Positions : : 8,410 7,941 51 328 225 875 0 182 120 1,228 125 : : : : Changes from: September 21, 2010 : : 519 224 -57 57 14 4 0 32 5 117 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 78.3 0.5 3.2 2.2 8.6 0.0 1.8 1.2 12.1 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . . . 5 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 7,215 : : Positions : : 6,677 4,135 0 1,282 172 0 0 0 250 1,435 0 : : : : Changes from: September 21, 2010 : : 278 239 0 75 -45 0 0 0 172 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 57.3 0.0 17.8 2.4 0.0 0.0 0.0 3.5 19.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 27 0 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 3,639 : : Positions : : 3,556 3,361 83 245 0 0 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 240 467 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 92.4 2.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,230 : : Positions : : 1,607 1,321 0 0 0 0 58 61 0 25 0 : : : : Changes from: September 21, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 59.2 0.0 0.0 0.0 0.0 2.6 2.7 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 18 0 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 2,767 : : Positions : : 2,029 1,947 10 171 113 0 0 0 48 0 15 : : : : Changes from: September 21, 2010 : : 203 159 -19 10 37 0 0 0 0 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 70.4 0.4 6.2 4.1 0.0 0.0 0.0 1.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 22 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 515,052 : : Positions : : 115,660 188,142 99,430 49,890 113,380 25,444 19,772 37,365 19,957 5,328 85,251 : : : : Changes from: September 21, 2010 : : 6,260 4,586 837 -2,654 792 2,044 -1,935 2,565 -5,498 3,781 5,410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 36.5 19.3 9.7 22.0 4.9 3.8 7.3 3.9 1.0 16.6 : : : : Number of Traders in Each Category Total Traders: 123 : : 34 39 14 18 27 11 14 17 14 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 2,649,955 : : Positions : : 369,117 531,435 202,405 205,530 805,823 207,581 90,675 306,406 94,510 56,433 572,284 : : : : Changes from: September 21, 2010 : : 16,063 12,111 -13,202 561 14,255 6,968 -3,615 -1,257 -2,768 -7,119 2,848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 20.1 7.6 7.8 30.4 7.8 3.4 11.6 3.6 2.1 21.6 : : : : Number of Traders in Each Category Total Traders: 392 : : 52 57 18 26 38 74 49 77 93 58 108 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 188,653 : : Positions : : 59,536 93,847 1,277 13,336 12,852 2,385 18,213 8,663 68,110 4,615 34,826 : : : : Changes from: September 21, 2010 : : -2,963 -1,865 -979 259 128 -333 -1,913 706 -476 -1,162 1,222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 49.7 0.7 7.1 6.8 1.3 9.7 4.6 36.1 2.4 18.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 17 17 . 5 6 . 10 5 4 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 238,830 : : Positions : : 49,456 48,443 67,854 53,590 51,706 2,348 0 0 24,441 17,294 15,757 : : : : Changes from: September 21, 2010 : : 1,346 664 602 1,195 1,394 -132 0 0 822 448 349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 20.3 28.4 22.4 21.6 1.0 0.0 0.0 10.2 7.2 6.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 8 10 7 15 . 0 0 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 136,995 : : Positions : : 11,370 11,449 10,916 21,841 60,970 16,508 6,134 22,498 1,762 817 10,134 : : : : Changes from: September 21, 2010 : : -68 -112 -625 4,054 2,294 3,102 -1,717 2,687 -100 -80 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 8.4 8.0 15.9 44.5 12.1 4.5 16.4 1.3 0.6 7.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 9 9 9 8 16 16 6 14 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 617,409 : : Positions : : 126,978 100,245 39,864 98,217 291,984 570 1,377 11,471 34,119 600 89,835 : : : : Changes from: September 21, 2010 : : -716 -2,425 -404 -683 2,895 45 463 -436 -1,009 213 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 16.2 6.5 15.9 47.3 0.1 0.2 1.9 5.5 0.1 14.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 9 9 8 21 28 . . . 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 49,848 : : Positions : : 19,541 23,218 13,861 2,849 15,463 0 5,452 25 200 2,035 733 : : : : Changes from: September 21, 2010 : : 616 371 1,460 105 545 0 1,400 0 0 200 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 46.6 27.8 5.7 31.0 0.0 10.9 0.1 0.4 4.1 1.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 27 25 12 7 16 0 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 106,552 : : Positions : : 17,696 8,608 34,833 15,154 38,758 5,870 25,687 5,067 0 8,275 151 : : : : Changes from: September 21, 2010 : : 0 0 862 -125 615 0 497 0 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 8.1 32.7 14.2 36.4 5.5 24.1 4.8 0.0 7.8 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 7 7 10 9 18 . 9 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 42,155 : : Positions : : 2,256 2,480 9,084 12,228 16,289 5,900 2,169 5,156 235 400 600 : : : : Changes from: September 21, 2010 : : 0 0 -6 2,125 231 1,900 0 0 200 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.4 5.9 21.5 29.0 38.6 14.0 5.1 12.2 0.6 0.9 1.4 : : : : 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 28, 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 22,785 : : Positions : : 5,870 5,945 4,450 12,300 3,740 8,274 125 0 0 500 100 : : : : Changes from: September 21, 2010 : : -100 500 300 -300 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 26.1 19.5 54.0 16.4 36.3 0.5 0.0 0.0 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 10 12 7 10 9 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 275,522 : : Positions : : 112,426 189,346 42,484 1,532 14,113 37,861 15,129 20,500 17,744 2,517 15,531 : : : : Changes from: September 21, 2010 : : -322 2,074 -934 489 -999 -1,461 -4,067 440 -1,009 -191 -2,413 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 68.7 15.4 0.6 5.1 13.7 5.5 7.4 6.4 0.9 5.6 : : : : Number of Traders in Each Category Total Traders: 180 : : 59 71 14 7 15 32 20 24 17 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 24,294 : : Positions : : 12,289 15,476 2,548 1,883 36 1,765 807 946 684 245 1,042 : : : : Changes from: September 21, 2010 : : -77 -589 0 133 0 0 467 -291 52 0 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 63.7 10.5 7.8 0.1 7.3 3.3 3.9 2.8 1.0 4.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 18,798 : : Positions : : 16,736 16,165 475 1,760 50 150 115 392 0 0 0 : : : : Changes from: September 21, 2010 : : 620 450 -285 100 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 86.0 2.5 9.4 0.3 0.8 0.6 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 8,288 : : Positions : : 4,992 6,006 1,415 377 1,237 150 0 0 100 382 286 : : : : Changes from: September 21, 2010 : : 540 390 -100 0 88 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 72.5 17.1 4.5 14.9 1.8 0.0 0.0 1.2 4.6 3.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 25 8 . 11 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 64,142 : : Positions : : 51,277 48,337 7,469 10,118 2,960 570 1,201 849 0 0 0 : : : : Changes from: September 21, 2010 : : 2,951 2,191 690 1,355 -145 0 95 -88 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 75.4 11.6 15.8 4.6 0.9 1.9 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 25 9 5 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 22,212 : : Positions : : 12,190 18,217 6,670 810 2,285 800 290 0 0 0 0 : : : : Changes from: September 21, 2010 : : -172 -65 190 0 115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 82.0 30.0 3.6 10.3 3.6 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 9 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 7,938 : : Positions : : 3,150 5,100 2,803 1,473 1,215 450 150 0 50 0 0 : : : : Changes from: September 21, 2010 : : 265 265 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 64.2 35.3 18.6 15.3 5.7 1.9 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 12 19 8 6 7 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 21,934 : : Positions : : 11,550 17,009 2,171 2,282 1,673 150 0 75 5,655 0 0 : : : : Changes from: September 21, 2010 : : 895 113 -467 1,065 452 0 0 -150 825 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 77.5 9.9 10.4 7.6 0.7 0.0 0.3 25.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 16 7 4 8 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 17,358 : : Positions : : 9,634 8,168 4,207 5,568 1,936 88 921 37 868 25 6 : : : : Changes from: September 21, 2010 : : -26 190 -84 -131 121 63 -20 -63 90 -60 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 47.1 24.2 32.1 11.2 0.5 5.3 0.2 5.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 19 8 9 14 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 16,065 : : Positions : : 13,491 11,614 548 3,186 625 887 0 143 135 296 0 : : : : Changes from: September 21, 2010 : : 183 192 0 -27 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 72.3 3.4 19.8 3.9 5.5 0.0 0.9 0.8 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 31,448 : : Positions : : 9,248 17,853 10,974 4,596 5,592 300 0 50 1,677 1,293 1,761 : : : : Changes from: September 21, 2010 : : 600 1,500 0 150 -184 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 56.8 34.9 14.6 17.8 1.0 0.0 0.2 5.3 4.1 5.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 16 19 13 5 16 . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 1, 2010