Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 40,423 : : Positions : : 26,602 31,722 9,441 1,029 3,162 0 0 0 1,107 4,453 18 : : : : Changes from: October 5, 2010 : : 437 540 412 379 -76 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 78.5 23.4 2.5 7.8 0.0 0.0 0.0 2.7 11.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 36 10 5 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 28,895 : : Positions : : 21,726 19,857 3,954 6,616 2,202 0 0 0 926 0 0 : : : : Changes from: October 5, 2010 : : 4,780 3,915 -887 0 658 0 0 0 22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 68.7 13.7 22.9 7.6 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 22 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 5,915 : : Positions : : 2,151 4,048 1,608 0 248 0 0 0 122 216 79 : : : : Changes from: October 5, 2010 : : 309 197 149 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 68.4 27.2 0.0 4.2 0.0 0.0 0.0 2.1 3.7 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 8,684 : : Positions : : 3,794 4,238 498 1,029 1,767 0 0 0 925 180 114 : : : : Changes from: October 5, 2010 : : 33 24 -13 -28 -136 0 0 0 10 12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 48.8 5.7 11.8 20.3 0.0 0.0 0.0 10.7 2.1 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 22 6 8 15 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 7,135 : : Positions : : 3,848 5,317 1,444 8 570 0 0 0 477 400 369 : : : : Changes from: October 5, 2010 : : 223 245 -37 0 51 0 0 0 0 -37 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 74.5 20.2 0.1 8.0 0.0 0.0 0.0 6.7 5.6 5.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 34 41 13 . 14 0 0 0 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 1,634 : : Positions : : 976 781 206 172 160 0 0 0 0 50 0 : : : : Changes from: October 5, 2010 : : 42 -55 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 47.8 12.6 10.5 9.8 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 1,888 : : Positions : : 559 1,167 546 19 160 0 0 0 45 35 85 : : : : Changes from: October 5, 2010 : : 15 52 0 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 61.8 28.9 1.0 8.5 0.0 0.0 0.0 2.4 1.9 4.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 14,049 : : Positions : : 8,001 12,245 4,466 372 1,012 0 0 0 0 100 300 : : : : Changes from: October 5, 2010 : : -863 712 1,420 -275 55 0 0 0 -100 100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 87.2 31.8 2.6 7.2 0.0 0.0 0.0 0.0 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 14 8 . 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 439,561 : : Positions : : 122,940 265,238 86,804 3,325 29,937 54,731 8,356 37,633 9,257 14,067 50,437 : : : : Changes from: October 5, 2010 : : -2,843 -7,400 -2,357 -495 495 -7,139 -814 -4,343 -1,504 -1,336 2,006 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 60.3 19.7 0.8 6.8 12.5 1.9 8.6 2.1 3.2 11.5 : : : : Number of Traders in Each Category Total Traders: 168 : : 51 69 17 4 19 34 8 20 15 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 115,283 : : Positions : : 54,130 56,911 12,678 0 17,441 0 0 0 172 10,678 25,720 : : : : Changes from: October 5, 2010 : : -145 -2,844 -1,489 0 130 0 0 0 84 908 -585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 49.4 11.0 0.0 15.1 0.0 0.0 0.0 0.1 9.3 22.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 7 0 7 0 0 0 . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 17,400 : : Positions : : 12,049 11,548 2,055 1,660 2,421 50 0 100 13 944 712 : : : : Changes from: October 5, 2010 : : 1,050 1,500 125 -325 125 0 0 -200 0 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 66.4 11.8 9.5 13.9 0.3 0.0 0.6 0.1 5.4 4.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 31 36 7 7 10 . 0 . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 9,551 : : Positions : : 3,835 3,951 1,441 2,881 2,209 50 0 0 1,620 0 75 : : : : Changes from: October 5, 2010 : : 150 375 -26 -5 101 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 41.4 15.1 30.2 23.1 0.5 0.0 0.0 17.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 7 8 9 6 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 4,058 : : Positions : : 2,060 1,265 258 392 319 0 0 0 153 245 192 : : : : Changes from: October 5, 2010 : : 16 72 26 0 -26 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 31.2 6.4 9.7 7.9 0.0 0.0 0.0 3.8 6.0 4.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 9,449 : : Positions : : 7,791 6,903 86 509 151 687 98 185 135 1,279 156 : : : : Changes from: October 5, 2010 : : -202 -522 -6 192 -26 -49 98 -35 10 36 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 73.1 0.9 5.4 1.6 7.3 1.0 2.0 1.4 13.5 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 5,646 : : Positions : : 5,250 3,447 65 722 67 0 0 0 46 1,244 0 : : : : Changes from: October 5, 2010 : : 680 687 45 81 -12 0 0 0 46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 61.1 1.2 12.8 1.2 0.0 0.0 0.0 0.8 22.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 2,836 : : Positions : : 2,716 2,577 60 255 0 0 0 0 0 0 0 : : : : Changes from: October 5, 2010 : : 175 107 -18 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 90.9 2.1 9.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 2,440 : : Positions : : 1,663 1,694 43 180 57 0 0 0 37 0 15 : : : : Changes from: October 5, 2010 : : 52 3 0 4 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 69.4 1.8 7.4 2.3 0.0 0.0 0.0 1.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 20 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 579,345 : : Positions : : 139,973 206,918 97,571 57,194 110,691 29,350 22,272 48,008 22,292 6,109 112,446 : : : : Changes from: October 5, 2010 : : 16,386 18,301 -518 5,240 -6,693 1,601 1,252 4,006 4,580 82 16,694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 35.7 16.8 9.9 19.1 5.1 3.8 8.3 3.8 1.1 19.4 : : : : Number of Traders in Each Category Total Traders: 133 : : 35 39 14 18 29 12 14 16 21 11 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 2,824,648 : : Positions : : 421,949 569,414 186,627 260,933 819,411 242,924 64,186 301,137 94,559 63,763 661,132 : : : : Changes from: October 5, 2010 : : 32,033 20,427 -8,903 22,000 -5,477 3,165 -7,033 178 889 -171 15,902 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 20.2 6.6 9.2 29.0 8.6 2.3 10.7 3.3 2.3 23.4 : : : : Number of Traders in Each Category Total Traders: 416 : : 53 59 15 31 40 87 46 82 90 67 124 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 181,327 : : Positions : : 55,050 88,406 864 14,483 11,343 2,464 14,795 11,564 64,585 3,747 34,638 : : : : Changes from: October 5, 2010 : : 1,105 -4,666 348 -601 -373 -59 -1,588 1,165 -8,123 -163 2,985 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 48.8 0.5 8.0 6.3 1.4 8.2 6.4 35.6 2.1 19.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 18 18 . 7 7 . 9 6 . 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 235,501 : : Positions : : 47,950 45,271 61,993 58,885 47,648 0 0 0 25,315 14,798 15,238 : : : : Changes from: October 5, 2010 : : 1,424 377 -679 305 329 0 0 0 -2,492 880 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 19.2 26.3 25.0 20.2 0.0 0.0 0.0 10.7 6.3 6.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 8 9 8 14 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 147,487 : : Positions : : 11,770 11,400 10,076 26,287 61,377 17,813 4,292 25,610 2,938 619 14,660 : : : : Changes from: October 5, 2010 : : -271 -260 -846 1,311 1,205 1,244 298 99 1,005 -27 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 7.7 6.8 17.8 41.6 12.1 2.9 17.4 2.0 0.4 9.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 9 9 9 9 17 18 5 15 11 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 623,634 : : Positions : : 125,417 102,273 45,273 110,161 288,922 0 0 0 44,053 3,725 105,664 : : : : Changes from: October 5, 2010 : : -2,381 -8 2,364 9,766 1,323 0 0 0 4,976 -802 -1,300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 16.4 7.3 17.7 46.3 0.0 0.0 0.0 7.1 0.6 16.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 9 9 8 21 28 0 0 0 9 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 38,209 : : Positions : : 12,935 17,629 13,046 4,742 11,170 0 1,982 0 0 1,655 933 : : : : Changes from: October 5, 2010 : : 610 820 -1,555 -240 2,205 -50 -1,000 -25 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 46.1 34.1 12.4 29.2 0.0 5.2 0.0 0.0 4.3 2.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 23 26 13 5 12 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 107,614 : : Positions : : 17,710 8,608 35,827 15,460 39,423 6,120 25,856 3,916 240 8,655 1,163 : : : : Changes from: October 5, 2010 : : 14 0 1,259 -232 929 250 397 -351 240 990 1,012 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 8.0 33.3 14.4 36.6 5.7 24.0 3.6 0.2 8.0 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 7 7 10 10 19 4 7 9 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 36,286 : : Positions : : 2,181 2,480 9,771 8,273 15,396 1,730 2,169 3,856 135 400 800 : : : : Changes from: October 5, 2010 : : 50 0 106 -1,435 -1,500 -1,000 0 -1,300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 6.8 26.9 22.8 42.4 4.8 6.0 10.6 0.4 1.1 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 5 12 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 18,635 : : Positions : : 5,390 4,990 3,610 9,110 3,710 5,643 150 0 0 600 0 : : : : Changes from: October 5, 2010 : : 150 -150 25 300 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 26.8 19.4 48.9 19.9 30.3 0.8 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 8 10 6 9 6 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 306,014 : : Positions : : 106,050 215,700 41,237 3,472 16,167 64,154 7,449 23,493 14,373 3,996 21,346 : : : : Changes from: October 5, 2010 : : 6,486 9,423 -1,758 1,415 75 3,511 -2,839 516 115 925 3,305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 70.5 13.5 1.1 5.3 21.0 2.4 7.7 4.7 1.3 7.0 : : : : Number of Traders in Each Category Total Traders: 185 : : 52 64 12 8 15 47 9 28 16 16 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 22,180 : : Positions : : 9,841 12,630 2,211 1,373 0 1,689 37 778 939 497 819 : : : : Changes from: October 5, 2010 : : 660 454 0 43 0 0 -142 142 88 497 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 56.9 10.0 6.2 0.0 7.6 0.2 3.5 4.2 2.2 3.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 11 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 6,286 : : Positions : : 3,440 4,741 1,496 414 563 150 0 0 100 132 336 : : : : Changes from: October 5, 2010 : : 300 200 -150 0 62 0 0 0 50 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 75.4 23.8 6.6 9.0 2.4 0.0 0.0 1.6 2.1 5.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 21 8 4 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 52,676 : : Positions : : 40,946 38,500 7,563 11,052 2,155 740 470 249 0 0 0 : : : : Changes from: October 5, 2010 : : 450 784 100 -125 135 100 0 -350 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 73.1 14.4 21.0 4.1 1.4 0.9 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 9 4 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 17,399 : : Positions : : 9,034 13,514 4,995 845 2,480 600 0 0 0 0 0 : : : : Changes from: October 5, 2010 : : 575 600 25 0 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 77.7 28.7 4.9 14.3 3.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 9 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 6,881 : : Positions : : 2,345 4,125 2,476 1,366 1,190 600 150 0 0 50 0 : : : : Changes from: October 5, 2010 : : 95 20 0 25 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 59.9 36.0 19.9 17.3 8.7 2.2 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 13 8 7 6 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 16,653 : : Positions : : 9,641 12,337 1,998 2,841 850 150 0 0 3,494 0 0 : : : : Changes from: October 5, 2010 : : 499 453 -75 33 75 0 0 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 74.1 12.0 17.1 5.1 0.9 0.0 0.0 21.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 7 4 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 16,860 : : Positions : : 9,383 7,429 3,942 6,130 1,552 138 573 12 788 232 267 : : : : Changes from: October 5, 2010 : : 392 383 0 -27 0 50 150 -25 192 96 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 44.1 23.4 36.4 9.2 0.8 3.4 0.1 4.7 1.4 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 15 17 7 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 14,942 : : Positions : : 13,232 10,843 375 3,138 274 599 0 143 0 180 0 : : : : Changes from: October 5, 2010 : : 258 138 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 72.6 2.5 21.0 1.8 4.0 0.0 1.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 19 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 32,346 : : Positions : : 8,372 19,552 10,726 4,254 4,828 300 249 50 4,704 1,556 1,326 : : : : Changes from: October 5, 2010 : : 90 1,500 180 -111 144 0 249 0 1,344 0 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 60.4 33.2 13.2 14.9 0.9 0.8 0.2 14.5 4.8 4.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 17 12 5 15 . . . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 15, 2010