Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 43,055 : : Positions : : 28,073 33,560 9,626 884 3,783 0 0 0 1,392 4,403 83 : : : : Changes from: October 19, 2010 : : 593 345 148 107 50 0 0 0 285 224 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 77.9 22.4 2.1 8.8 0.0 0.0 0.0 3.2 10.2 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 35 10 5 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 32,006 : : Positions : : 24,733 22,386 3,669 6,666 2,734 0 0 0 783 0 0 : : : : Changes from: October 19, 2010 : : 1,177 1,317 188 50 312 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 69.9 11.5 20.8 8.5 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 29 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 6,052 : : Positions : : 2,236 4,364 1,704 0 258 0 0 0 122 216 79 : : : : Changes from: October 19, 2010 : : 36 78 0 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 72.1 28.2 0.0 4.3 0.0 0.0 0.0 2.0 3.6 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 9,057 : : Positions : : 3,877 4,558 668 723 2,023 0 0 0 928 215 120 : : : : Changes from: October 19, 2010 : : 41 166 171 -194 78 0 0 0 36 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 50.3 7.4 8.0 22.3 0.0 0.0 0.0 10.2 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 25 7 8 15 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 8,230 : : Positions : : 4,542 6,040 1,353 35 934 0 0 0 566 345 371 : : : : Changes from: October 19, 2010 : : 517 434 -65 22 250 0 0 0 15 -30 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 73.4 16.4 0.4 11.3 0.0 0.0 0.0 6.9 4.2 4.5 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 43 12 . 15 0 0 0 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 2,340 : : Positions : : 823 774 243 611 327 105 0 0 34 0 45 : : : : Changes from: October 19, 2010 : : -60 30 -16 -41 41 -30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 33.1 10.4 26.1 14.0 4.5 0.0 0.0 1.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 5 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 1,824 : : Positions : : 1,095 906 196 187 170 0 0 0 0 55 0 : : : : Changes from: October 19, 2010 : : 60 130 -10 0 10 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 49.7 10.7 10.3 9.3 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 2,075 : : Positions : : 677 1,176 447 19 175 0 0 0 40 35 85 : : : : Changes from: October 19, 2010 : : 112 124 -5 0 10 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 56.7 21.5 0.9 8.4 0.0 0.0 0.0 1.9 1.7 4.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 16,981 : : Positions : : 9,983 15,197 5,241 247 962 0 0 0 0 225 300 : : : : Changes from: October 19, 2010 : : 945 890 -150 0 150 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 89.5 30.9 1.5 5.7 0.0 0.0 0.0 0.0 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 13 8 . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 435,049 : : Positions : : 126,435 261,180 88,580 2,824 28,826 47,374 10,090 37,972 9,017 13,882 51,078 : : : : Changes from: October 19, 2010 : : 2,057 1,679 967 -243 -751 -656 953 -845 -216 -1,340 -847 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 60.0 20.4 0.6 6.6 10.9 2.3 8.7 2.1 3.2 11.7 : : : : Number of Traders in Each Category Total Traders: 166 : : 56 68 18 4 19 30 9 22 13 18 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 20,510 : : Positions : : 14,337 12,971 1,755 2,000 3,418 50 0 100 150 1,306 700 : : : : Changes from: October 19, 2010 : : 1,813 998 -375 165 1,097 0 0 0 37 312 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 63.2 8.6 9.8 16.7 0.2 0.0 0.5 0.7 6.4 3.4 : : : : Number of Traders in Each Category Total Traders: 71 : : 30 38 8 8 11 . 0 . . 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 9,601 : : Positions : : 3,835 4,001 1,441 2,981 2,109 50 0 0 1,770 0 75 : : : : Changes from: October 19, 2010 : : 0 50 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 41.7 15.0 31.0 22.0 0.5 0.0 0.0 18.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 8 8 8 7 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 4,126 : : Positions : : 2,142 1,248 262 395 335 0 0 0 160 247 208 : : : : Changes from: October 19, 2010 : : 42 -16 3 0 0 0 0 0 2 13 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 30.2 6.3 9.6 8.1 0.0 0.0 0.0 3.9 6.0 5.0 : : : : 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 26, 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 8,580 : : Positions : : 6,330 5,868 65 518 230 725 279 182 161 751 551 : : : : Changes from: October 19, 2010 : : -804 -633 -21 40 20 13 80 0 26 -241 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 68.4 0.8 6.0 2.7 8.4 3.3 2.1 1.9 8.8 6.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 14 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 7,880 : : Positions : : 7,414 5,529 71 750 224 0 0 0 0 1,244 0 : : : : Changes from: October 19, 2010 : : 1,499 1,556 -45 -45 138 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 70.2 0.9 9.5 2.8 0.0 0.0 0.0 0.0 15.8 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 21 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 3,025 : : Positions : : 2,905 2,731 60 279 0 0 0 0 0 0 0 : : : : Changes from: October 19, 2010 : : 94 60 0 24 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 90.3 2.0 9.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 2,494 : : Positions : : 1,742 1,740 25 186 68 0 0 0 47 0 15 : : : : Changes from: October 19, 2010 : : 76 75 -10 -11 18 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 69.8 1.0 7.5 2.7 0.0 0.0 0.0 1.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 20 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 529,055 : : Positions : : 143,291 194,383 78,165 58,854 109,137 31,371 25,831 46,040 26,886 1,988 76,187 : : : : Changes from: October 19, 2010 : : 3,484 -4,462 -5,350 3,448 -3,416 1,160 1,696 -1,873 -963 -1,932 -23,071 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 36.7 14.8 11.1 20.6 5.9 4.9 8.7 5.1 0.4 14.4 : : : : Number of Traders in Each Category Total Traders: 130 : : 38 40 12 20 26 14 12 16 21 8 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 2,720,853 : : Positions : : 379,966 538,634 205,578 261,364 806,059 238,355 59,531 319,544 93,130 67,401 584,625 : : : : Changes from: October 19, 2010 : : -32,994 -14,565 10,115 -4,167 -10,423 8,671 -6,513 2,599 930 3,373 -18,215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 19.8 7.6 9.6 29.6 8.8 2.2 11.7 3.4 2.5 21.5 : : : : Number of Traders in Each Category Total Traders: 405 : : 52 60 15 31 42 83 42 81 85 71 118 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 160,857 : : Positions : : 45,301 83,817 0 18,833 8,806 3,939 9,275 7,314 68,887 2,843 26,029 : : : : Changes from: October 19, 2010 : : -997 1,750 -230 5,953 -998 528 -844 -559 7,783 553 -1,901 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 52.1 0.0 11.7 5.5 2.4 5.8 4.5 42.8 1.8 16.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 17 0 8 7 . 5 . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 248,343 : : Positions : : 52,489 47,151 64,984 64,691 49,885 1,245 0 456 23,563 15,720 15,922 : : : : Changes from: October 19, 2010 : : 2,347 675 1,645 503 1,631 -420 0 321 -1,598 519 539 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 19.0 26.2 26.0 20.1 0.5 0.0 0.2 9.5 6.3 6.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 9 9 9 16 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 146,280 : : Positions : : 11,810 11,051 10,335 22,449 62,888 15,341 5,881 24,633 2,827 989 14,693 : : : : Changes from: October 19, 2010 : : 473 -59 1,715 -2,140 -1,430 -3,713 863 -1,935 433 369 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 7.6 7.1 15.3 43.0 10.5 4.0 16.8 1.9 0.7 10.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 9 9 8 10 17 17 5 14 11 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 628,351 : : Positions : : 125,297 101,595 43,050 109,848 292,830 334 2,866 8,229 45,203 1,083 99,340 : : : : Changes from: October 19, 2010 : : 1,416 923 -670 1,105 5,892 0 -144 -1,316 874 461 1,871 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 16.2 6.9 17.5 46.6 0.1 0.5 1.3 7.2 0.2 15.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 9 9 8 21 28 . . . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 44,693 : : Positions : : 15,850 20,859 13,373 4,685 14,929 75 1,482 25 33 2,257 283 : : : : Changes from: October 19, 2010 : : -25 325 242 -667 1,253 0 0 0 33 602 -1,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 46.7 29.9 10.5 33.4 0.2 3.3 0.1 0.1 5.1 0.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 25 28 13 5 13 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 106,918 : : Positions : : 15,510 8,558 35,114 15,301 39,828 8,020 25,341 3,167 466 8,697 1,188 : : : : Changes from: October 19, 2010 : : -1,700 -400 991 -112 -1,150 1,000 -147 -97 0 492 -499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 8.0 32.8 14.3 37.3 7.5 23.7 3.0 0.4 8.1 1.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 6 7 11 10 19 4 6 9 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 35,888 : : Positions : : 2,181 2,476 9,063 8,083 15,977 2,100 2,419 2,656 135 400 1,300 : : : : Changes from: October 19, 2010 : : 0 0 -1,316 400 500 1,000 -520 -1,000 0 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 6.9 25.3 22.5 44.5 5.9 6.7 7.4 0.4 1.1 3.6 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 9 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 18,703 : : Positions : : 5,240 5,008 3,778 8,660 4,210 5,298 150 0 0 600 0 : : : : Changes from: October 19, 2010 : : 0 0 0 -150 200 -114 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 26.8 20.2 46.3 22.5 28.3 0.8 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 8 10 6 10 6 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 312,236 : : Positions : : 113,616 216,611 38,655 2,601 19,363 60,810 9,078 25,217 12,637 5,383 20,120 : : : : Changes from: October 19, 2010 : : 1,628 -2,941 -532 -302 223 -6,313 -405 -666 -394 -592 -2,516 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 69.4 12.4 0.8 6.2 19.5 2.9 8.1 4.0 1.7 6.4 : : : : Number of Traders in Each Category Total Traders: 186 : : 62 68 15 4 17 46 12 27 12 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 24,711 : : Positions : : 12,626 15,234 2,648 1,394 277 1,689 220 595 860 491 1,032 : : : : Changes from: October 19, 2010 : : 2,510 2,255 -41 21 18 -55 220 -220 63 114 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 61.6 10.7 5.6 1.1 6.8 0.9 2.4 3.5 2.0 4.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 17 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 6,772 : : Positions : : 3,840 5,191 1,546 414 613 150 0 0 100 132 322 : : : : Changes from: October 19, 2010 : : 100 100 50 50 50 0 0 0 0 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 76.7 22.8 6.1 9.1 2.2 0.0 0.0 1.5 1.9 4.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 22 8 4 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 56,654 : : Positions : : 44,693 39,042 8,138 14,448 1,736 740 860 38 0 0 0 : : : : Changes from: October 19, 2010 : : 2,161 6 0 1,771 -725 0 390 -211 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 68.9 14.4 25.5 3.1 1.3 1.5 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 22 9 4 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 19,199 : : Positions : : 10,419 16,024 5,470 720 2,455 600 0 0 0 0 0 : : : : Changes from: October 19, 2010 : : 845 1,595 625 -125 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 83.5 28.5 3.8 12.8 3.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 9 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 7,136 : : Positions : : 2,395 4,255 2,556 1,416 1,265 600 50 0 50 150 0 : : : : Changes from: October 19, 2010 : : 50 0 0 0 0 0 0 0 50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 59.6 35.8 19.8 17.7 8.4 0.7 0.0 0.7 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 14 9 7 6 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 18,299 : : Positions : : 10,920 13,838 2,230 2,921 845 150 0 0 3,634 0 0 : : : : Changes from: October 19, 2010 : : 305 405 145 125 -45 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 75.6 12.2 16.0 4.6 0.8 0.0 0.0 19.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 14 7 4 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 17,228 : : Positions : : 9,579 7,931 3,992 6,025 1,561 180 723 12 845 200 203 : : : : Changes from: October 19, 2010 : : 228 408 -8 -47 -145 42 150 0 153 -96 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 46.0 23.2 35.0 9.1 1.0 4.2 0.1 4.9 1.2 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 16 19 7 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 16,322 : : Positions : : 14,615 10,909 555 3,199 359 0 657 385 0 333 27 : : : : Changes from: October 19, 2010 : : 471 309 45 -180 0 0 387 -135 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 66.8 3.4 19.6 2.2 0.0 4.0 2.4 0.0 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 18 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 31,833 : : Positions : : 8,966 19,276 10,217 3,894 5,380 300 0 50 3,578 1,556 1,122 : : : : Changes from: October 19, 2010 : : -150 150 -224 0 103 0 0 0 524 0 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 60.6 32.1 12.2 16.9 0.9 0.0 0.2 11.2 4.9 3.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 16 16 12 5 15 . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 29, 2010