GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 47,532: 33,487 39,701 5,933 1,303 5,908 0 0 0 1,966 75 158: 80 387 Old : 47,532: 33,487 39,701 5,933 1,303 5,908 0 0 0 1,966 75 158: 80 387 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 3,435: 3,105 3,622 188 -134 -52 0 0 0 144 0 2: 48 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 83.5 12.5 2.7 12.4 0.0 0.0 0.0 4.1 0.2 0.3: 0.2 0.8 Old : 100.0: 70.5 83.5 12.5 2.7 12.4 0.0 0.0 0.0 4.1 0.2 0.3: 0.2 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 32 32 10 6 12 0 0 0 . . .: Old : 58: 32 32 10 6 12 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 26.9 51.2 46.9 14.2 12.7 22.2 21.7 Old : 32.3 26.9 51.2 46.9 14.2 12.7 22.2 21.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,788: 7,383 8,070 1,752 1,088 463 0 0 0 0 0 0: 190 167 Old : 9,788: 7,383 8,070 1,752 1,088 463 0 0 0 0 0 0: 190 167 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 114: 114 125 -30 -41 30 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 82.4 17.9 11.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.7 Old : 100.0: 75.4 82.4 17.9 11.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 22 25 4 4 6 0 0 0 0 0 0: Old : 38: 22 25 4 4 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 43.7 65.8 66.7 35.9 37.4 58.0 56.5 Old : 41.1 43.7 65.8 66.7 35.9 37.4 58.0 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 4,176: 1,837 2,322 478 66 873 0 0 0 84 0 0: 904 915 Old : 4,176: 1,837 2,322 478 66 873 0 0 0 84 0 0: 904 915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 55.6 11.4 1.6 20.9 0.0 0.0 0.0 2.0 0.0 0.0: 21.6 21.9 Old : 100.0: 44.0 55.6 11.4 1.6 20.9 0.0 0.0 0.0 2.0 0.0 0.0: 21.6 21.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 14 4 . 5 0 0 0 . 0 0: Old : 21: 12 14 4 . 5 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 43.9 58.1 63.8 15.3 18.5 23.2 26.5 Old : 37.3 43.9 58.1 63.8 15.3 18.5 23.2 26.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 10,620: 5,455 6,098 1,339 336 2,391 0 0 0 0 381 202: 1,233 1,212 Old : 10,620: 5,455 6,098 1,339 336 2,391 0 0 0 0 381 202: 1,233 1,212 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 656: -415 19 348 -23 776 0 0 0 0 46 -7: -46 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 57.4 12.6 3.2 22.5 0.0 0.0 0.0 0.0 3.6 1.9: 11.6 11.4 Old : 100.0: 51.4 57.4 12.6 3.2 22.5 0.0 0.0 0.0 0.0 3.6 1.9: 11.6 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 24 28 6 6 12 0 0 0 0 4 .: Old : 45: 24 28 6 6 12 0 0 0 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.9 23.3 57.3 37.4 22.3 9.5 27.6 15.5 Old : 37.9 23.3 57.3 37.4 22.3 9.5 27.6 15.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 7,736: 4,022 5,458 1,363 265 1,074 0 0 0 562 45 74: 641 820 Old : 7,736: 4,022 5,458 1,363 265 1,074 0 0 0 562 45 74: 641 820 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 432: 288 235 5 167 163 0 0 0 -51 -98 -2: 29 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.0 70.6 17.6 3.4 13.9 0.0 0.0 0.0 7.3 0.6 1.0: 8.3 10.6 Old : 100.0: 52.0 70.6 17.6 3.4 13.9 0.0 0.0 0.0 7.3 0.6 1.0: 8.3 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 67: 33 40 11 5 14 0 0 0 4 . 5: Old : 67: 33 40 11 5 14 0 0 0 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.2 29.1 43.1 42.2 19.4 26.6 32.2 36.2 Old : 28.2 29.1 43.1 42.2 19.4 26.6 32.2 36.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,908: 2,307 1,910 283 135 406 0 0 0 15 0 48: 849 1,409 Old : 3,908: 2,307 1,910 283 135 406 0 0 0 15 0 48: 849 1,409 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 56: 54 11 -30 0 30 0 0 0 0 0 0: 2 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 48.9 7.2 3.5 10.4 0.0 0.0 0.0 0.4 0.0 1.2: 21.7 36.1 Old : 100.0: 59.0 48.9 7.2 3.5 10.4 0.0 0.0 0.0 0.4 0.0 1.2: 21.7 36.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 16 . . . 0 0 0 . 0 .: Old : 21: 14 16 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 23.9 60.7 40.0 32.0 15.1 36.9 21.5 Old : 44.7 23.9 60.7 40.0 32.0 15.1 36.9 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,834: 1,399 1,747 126 191 414 0 0 0 289 249 4: 602 229 Old : 2,834: 1,399 1,747 126 191 414 0 0 0 289 249 4: 602 229 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 199: 58 182 51 -39 44 0 0 0 0 14 0: 46 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.4 61.6 4.4 6.7 14.6 0.0 0.0 0.0 10.2 8.8 0.1: 21.2 8.1 Old : 100.0: 49.4 61.6 4.4 6.7 14.6 0.0 0.0 0.0 10.2 8.8 0.1: 21.2 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 14 . . 5 0 0 0 . . .: Old : 24: 13 14 . . 5 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 41.7 57.8 68.5 22.5 30.6 28.7 43.6 Old : 38.6 41.7 57.8 68.5 22.5 30.6 28.7 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,166: 766 1,296 453 124 323 0 0 0 25 55 45: 554 323 Old : 2,166: 766 1,296 453 124 323 0 0 0 25 55 45: 554 323 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 33: -133 -73 -33 18 28 0 0 0 25 -35 25: 121 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 59.8 20.9 5.7 14.9 0.0 0.0 0.0 1.2 2.5 2.1: 25.6 14.9 Old : 100.0: 35.4 59.8 20.9 5.7 14.9 0.0 0.0 0.0 1.2 2.5 2.1: 25.6 14.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 14 5 . 5 0 0 0 . . .: Old : 24: 13 14 5 . 5 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 51.1 50.9 65.3 28.6 40.5 34.3 46.8 Old : 37.3 51.1 50.9 65.3 28.6 40.5 34.3 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 8,606: 6,081 7,543 1,774 100 671 0 0 0 0 0 0: 80 292 Old : 8,606: 6,081 7,543 1,774 100 671 0 0 0 0 0 0: 80 292 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 368: 285 315 55 25 28 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.7 87.6 20.6 1.2 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 3.4 Old : 100.0: 70.7 87.6 20.6 1.2 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 12 7 . 5 0 0 0 0 0 0: Old : 30: 17 12 7 . 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 68.9 76.4 83.7 47.4 65.7 65.7 74.0 Old : 51.5 68.9 76.4 83.7 47.4 65.7 65.7 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 21,906: 16,540 15,299 2,293 1,312 2,983 0 0 0 0 2,222 90: 0 0 Old : 21,906: 16,540 15,299 2,293 1,312 2,983 0 0 0 0 2,222 90: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 1,035: 920 765 -110 0 225 0 0 0 0 45 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 69.8 10.5 6.0 13.6 0.0 0.0 0.0 0.0 10.1 0.4: 0.0 0.0 Old : 100.0: 75.5 69.8 10.5 6.0 13.6 0.0 0.0 0.0 0.0 10.1 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 20 16 7 5 10 0 0 0 0 . .: Old : 35: 20 16 7 5 10 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 42.9 64.4 69.4 26.1 31.5 34.7 42.3 Old : 43.7 42.9 64.4 69.4 26.1 31.5 34.7 42.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 329,434: 131,109 192,531 62,588 8,834 18,545 30,162 16,657 23,175 9,334 20,864 17,408: 37,113 31,420 Old : 329,434: 131,109 192,531 62,588 8,834 18,545 30,162 16,657 23,175 9,334 20,864 17,408: 37,113 31,420 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 1,794: 9,360 -513 4,984 -3,905 -2,086 -9,939 2,043 316 485 1,816 1,913: -3,239 2,210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.8 58.4 19.0 2.7 5.6 9.2 5.1 7.0 2.8 6.3 5.3: 11.3 9.5 Old : 100.0: 39.8 58.4 19.0 2.7 5.6 9.2 5.1 7.0 2.8 6.3 5.3: 11.3 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 161: 53 64 18 5 17 25 15 20 10 15 23: Old : 161: 53 64 18 5 17 25 15 20 10 15 23: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.7 20.7 30.1 33.0 12.9 10.6 20.9 17.8 Old : 17.7 20.7 30.1 33.0 12.9 10.6 20.9 17.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 15,190: 10,082 9,469 2,478 3,190 1,760 300 0 0 55 274 340: 175 157 Old : 15,190: 10,082 9,469 2,478 3,190 1,760 300 0 0 55 274 340: 175 157 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 2,225: 1,580 1,930 53 98 317 0 0 0 50 -200 200: 25 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 62.3 16.3 21.0 11.6 2.0 0.0 0.0 0.4 1.8 2.2: 1.2 1.0 Old : 100.0: 66.4 62.3 16.3 21.0 11.6 2.0 0.0 0.0 0.4 1.8 2.2: 1.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 29 31 8 5 9 . 0 0 . . .: Old : 60: 29 31 8 5 9 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.1 35.4 45.8 61.6 24.6 29.6 37.7 43.6 Old : 26.1 35.4 45.8 61.6 24.6 29.6 37.7 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,052: 5,035 4,805 925 782 355 186 180 120 300 706 44: 87 60 Old : 7,052: 5,035 4,805 925 782 355 186 180 120 300 706 44: 87 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 0: 0 150 0 -150 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 68.1 13.1 11.1 5.0 2.6 2.6 1.7 4.3 10.0 0.6: 1.2 0.9 Old : 100.0: 71.4 68.1 13.1 11.1 5.0 2.6 2.6 1.7 4.3 10.0 0.6: 1.2 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 18 11 5 7 . . . . . . .: Old : 42: 18 11 5 7 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 46.8 56.4 67.4 31.9 44.7 49.7 58.9 Old : 35.5 46.8 56.4 67.4 31.9 44.7 49.7 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 3,850: 841 1,549 1,529 839 513 96 0 0 0 336 0: 871 613 Old : 3,850: 841 1,549 1,529 839 513 96 0 0 0 336 0: 871 613 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 3: 0 0 -93 -81 93 0 0 0 0 0 0: 3 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 40.2 39.7 21.8 13.3 2.5 0.0 0.0 0.0 8.7 0.0: 22.6 15.9 Old : 100.0: 21.8 40.2 39.7 21.8 13.3 2.5 0.0 0.0 0.0 8.7 0.0: 22.6 15.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 5 6 6 6 . 0 0 0 . 0: Old : 20: 6 5 6 6 6 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 53.9 59.5 70.6 35.3 42.6 48.0 52.4 Old : 39.9 53.9 59.5 70.6 35.3 42.6 48.0 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 9,165: 6,884 6,412 1 815 97 507 71 154 299 340 766: 457 510 Old : 9,165: 6,884 6,412 1 815 97 507 71 154 299 340 766: 457 510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : -703: -633 -429 1 83 7 0 0 25 -4 -524 30: -129 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 70.0 0.0 8.9 1.1 5.5 0.8 1.7 3.3 3.7 8.4: 5.0 5.6 Old : 100.0: 75.1 70.0 0.0 8.9 1.1 5.5 0.8 1.7 3.3 3.7 8.4: 5.0 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 19 21 . . . . . . . . .: Old : 33: 19 21 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 41.7 70.9 67.1 24.7 29.9 38.5 38.3 Old : 47.8 41.7 70.9 67.1 24.7 29.9 38.5 38.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 16,806: 15,488 14,772 196 424 281 200 0 0 269 900 141: 231 288 Old : 16,806: 15,488 14,772 196 424 281 200 0 0 269 900 141: 231 288 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 607: 554 205 -127 34 94 0 0 0 124 330 -9: -29 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 87.9 1.2 2.5 1.7 1.2 0.0 0.0 1.6 5.4 0.8: 1.4 1.7 Old : 100.0: 92.2 87.9 1.2 2.5 1.7 1.2 0.0 0.0 1.6 5.4 0.8: 1.4 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 36 37 . . . . 0 0 . 5 4: Old : 59: 36 37 . . . . 0 0 . 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.8 44.0 43.4 59.4 23.5 37.3 40.5 46.6 Old : 23.8 44.0 43.4 59.4 23.5 37.3 40.5 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,376: 607 798 46 0 0 0 0 0 59 37 128: 536 413 Old : 1,376: 607 798 46 0 0 0 0 0 59 37 128: 536 413 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.1 58.0 3.3 0.0 0.0 0.0 0.0 0.0 4.3 2.7 9.3: 39.0 30.0 Old : 100.0: 44.1 58.0 3.3 0.0 0.0 0.0 0.0 0.0 4.3 2.7 9.3: 39.0 30.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 17 . 0 0 0 0 0 . . .: Old : 22: 12 17 . 0 0 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.3 27.3 44.4 45.5 16.8 25.9 26.7 36.8 Old : 26.3 27.3 44.4 45.5 16.8 25.9 26.7 36.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 424,221: 119,929 145,997 54,034 56,669 97,125 29,167 14,224 17,983 10,763 6,616 62,137: 33,083 23,470 Old : 424,221: 119,929 145,997 54,034 56,669 97,125 29,167 14,224 17,983 10,763 6,616 62,137: 33,083 23,470 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 18,649: 4,498 5,445 4,183 1,021 898 1,427 1,266 -586 -1,629 2,656 1,453: 8,405 6,496 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 34.4 12.7 13.4 22.9 6.9 3.4 4.2 2.5 1.6 14.6: 7.8 5.5 Old : 100.0: 28.3 34.4 12.7 13.4 22.9 6.9 3.4 4.2 2.5 1.6 14.6: 7.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 122: 33 35 17 13 28 17 10 16 13 13 24: Old : 122: 33 35 17 13 28 17 10 16 13 13 24: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.3 17.8 31.9 30.1 9.5 10.6 16.1 16.3 Old : 18.3 17.8 31.9 30.1 9.5 10.6 16.1 16.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,380,562: 191,916 338,417 223,854 216,404 247,471 215,424 73,890 163,934 104,779 108,627 168,297: 64,887 63,522 Old : 1,380,562: 191,916 338,417 223,854 216,404 247,471 215,424 73,890 163,934 104,779 108,627 168,297: 64,887 63,522 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 15,365: -6,993 -20,660 886 -12,796 6,145 -2,275 9,066 6,112 -4,572 6,366 15,982: 80 5,150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 24.5 16.2 15.7 17.9 15.6 5.4 11.9 7.6 7.9 12.2: 4.7 4.6 Old : 100.0: 13.9 24.5 16.2 15.7 17.9 15.6 5.4 11.9 7.6 7.9 12.2: 4.7 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 333: 49 57 25 21 39 55 56 65 55 45 80: Old : 333: 49 57 25 21 39 55 56 65 55 45 80: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.0 12.5 28.2 22.4 14.0 10.5 19.6 15.8 Old : 18.0 12.5 28.2 22.4 14.0 10.5 19.6 15.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 216,399: 45,005 32,211 48,014 81,389 32,753 1,017 0 64 53,743 24,875 4,866: 30,937 40,241 Old : 216,399: 45,005 32,211 48,014 81,389 32,753 1,017 0 64 53,743 24,875 4,866: 30,937 40,241 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 2,302: -17 759 1,427 -1,880 1,056 -732 0 24 193 1,347 165: 186 831 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 14.9 22.2 37.6 15.1 0.5 0.0 0.0 24.8 11.5 2.2: 14.3 18.6 Old : 100.0: 20.8 14.9 22.2 37.6 15.1 0.5 0.0 0.0 24.8 11.5 2.2: 14.3 18.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 6 7 9 9 14 . 0 . 6 8 10: Old : 41: 6 7 9 9 14 . 0 . 6 8 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.5 31.8 54.5 49.4 37.2 29.0 51.5 43.4 Old : 39.5 31.8 54.5 49.4 37.2 29.0 51.5 43.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 20,860: 13,242 11,427 3,255 4,902 3,032 38 425 75 500 301 698: 20 0 Old : 20,860: 13,242 11,427 3,255 4,902 3,032 38 425 75 500 301 698: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 852: 585 35 -15 435 82 0 0 0 -125 -25 325: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 54.8 15.6 23.5 14.5 0.2 2.0 0.4 2.4 1.4 3.3: 0.1 0.0 Old : 100.0: 63.5 54.8 15.6 23.5 14.5 0.2 2.0 0.4 2.4 1.4 3.3: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 27 26 6 7 9 . . . . . 4: Old : 55: 27 26 6 7 9 . . . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.1 32.0 54.0 48.0 27.2 24.8 40.0 35.0 Old : 38.1 32.0 54.0 48.0 27.2 24.8 40.0 35.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 79,815: 9,925 3,747 34,769 23,969 19,125 3,347 9,449 9,232 0 8,015 927: 2,490 5,351 Old : 79,815: 9,925 3,747 34,769 23,969 19,125 3,347 9,449 9,232 0 8,015 927: 2,490 5,351 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 497: 0 0 -367 220 727 37 0 -3 0 -550 0: 103 103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 4.7 43.6 30.0 24.0 4.2 11.8 11.6 0.0 10.0 1.2: 3.1 6.7 Old : 100.0: 12.4 4.7 43.6 30.0 24.0 4.2 11.8 11.6 0.0 10.0 1.2: 3.1 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 5 4 11 10 17 5 4 9 0 5 6: Old : 42: 5 4 11 10 17 5 4 9 0 5 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 34.8 68.6 56.0 37.2 29.4 51.0 41.4 Old : 47.9 34.8 68.6 56.0 37.2 29.4 51.0 41.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 36,181: 1,439 3,327 13,279 11,221 11,442 2,862 675 3,210 0 2,522 1,044: 2,905 2,740 Old : 36,181: 1,439 3,327 13,279 11,221 11,442 2,862 675 3,210 0 2,522 1,044: 2,905 2,740 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 276: 0 0 -773 704 191 14 -850 969 0 -363 13: -138 -388 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 9.2 36.7 31.0 31.6 7.9 1.9 8.9 0.0 7.0 2.9: 8.0 7.6 Old : 100.0: 4.0 9.2 36.7 31.0 31.6 7.9 1.9 8.9 0.0 7.0 2.9: 8.0 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: . 4 8 6 13 4 . 4 0 . .: Old : 27: . 4 8 6 13 4 . 4 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 45.5 61.8 62.3 32.4 30.4 42.2 42.4 Old : 44.7 45.5 61.8 62.3 32.4 30.4 42.2 42.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,840: 3,860 2,330 4,035 9,820 3,365 4,450 0 0 0 150 0: 130 175 Old : 15,840: 3,860 2,330 4,035 9,820 3,365 4,450 0 0 0 150 0: 130 175 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 605: 0 100 -80 450 -45 600 0 0 0 0 0: 130 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 14.7 25.5 62.0 21.2 28.1 0.0 0.0 0.0 0.9 0.0: 0.8 1.1 Old : 100.0: 24.4 14.7 25.5 62.0 21.2 28.1 0.0 0.0 0.0 0.9 0.0: 0.8 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 9 10 7 6 7 . 0 0 0 . 0: Old : 29: 9 10 7 6 7 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 73.1 73.3 86.6 45.8 60.4 60.5 65.0 Old : 54.8 73.1 73.3 86.6 45.8 60.4 60.5 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 267,532: 109,647 168,257 30,392 10,199 16,607 49,699 15,704 19,953 15,421 13,941 9,422: 16,391 13,449 Old : 267,532: 109,647 168,257 30,392 10,199 16,607 49,699 15,704 19,953 15,421 13,941 9,422: 16,391 13,449 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : -8,564: -1,540 -8,583 203 -1,295 -2,193 -7,422 3,471 3,210 1,634 -4,235 1,443: -3,899 -382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.0 62.9 11.4 3.8 6.2 18.6 5.9 7.5 5.8 5.2 3.5: 6.1 5.0 Old : 100.0: 41.0 62.9 11.4 3.8 6.2 18.6 5.9 7.5 5.8 5.2 3.5: 6.1 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 189: 53 67 17 6 18 48 14 27 14 11 24: Old : 189: 53 67 17 6 18 48 14 27 14 11 24: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.6 23.8 31.4 37.5 10.0 11.6 16.9 18.1 Old : 20.6 23.8 31.4 37.5 10.0 11.6 16.9 18.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 24,175: 7,422 18,961 454 332 564 2,900 0 126 6,065 280 148: 6,496 3,764 Old : 24,175: 7,422 18,961 454 332 564 2,900 0 126 6,065 280 148: 6,496 3,764 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 29: 490 -208 0 0 0 -513 0 126 -120 0 0: 46 111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 78.4 1.9 1.4 2.3 12.0 0.0 0.5 25.1 1.2 0.6: 26.9 15.6 Old : 100.0: 30.7 78.4 1.9 1.4 2.3 12.0 0.0 0.5 25.1 1.2 0.6: 26.9 15.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 18 . . . . 0 . . . .: Old : 28: 14 18 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 40.6 61.9 63.2 50.3 39.1 58.2 61.3 Old : 52.2 40.6 61.9 63.2 50.3 39.1 58.2 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 28,175: 26,593 16,067 0 9,763 0 0 0 0 0 0 0: 1,582 2,345 Old : 28,175: 26,593 16,067 0 9,763 0 0 0 0 0 0 0: 1,582 2,345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 205: 85 -65 0 0 0 0 0 0 0 0 0: 120 270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.4 57.0 0.0 34.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 8.3 Old : 100.0: 94.4 57.0 0.0 34.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 15 10 0 5 0 0 0 0 0 0 0: Old : 21: 15 10 0 5 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 59.4 84.2 80.9 33.6 38.1 47.2 47.3 Old : 64.8 59.4 84.2 80.9 33.6 38.1 47.2 47.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 6,321: 3,990 3,722 891 1,040 1,183 0 0 0 214 250 0: 43 126 Old : 6,321: 3,990 3,722 891 1,040 1,183 0 0 0 214 250 0: 43 126 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 401: 200 213 63 50 138 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.1 58.9 14.1 16.5 18.7 0.0 0.0 0.0 3.4 4.0 0.0: 0.7 2.0 Old : 100.0: 63.1 58.9 14.1 16.5 18.7 0.0 0.0 0.0 3.4 4.0 0.0: 0.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 19 20 5 5 7 0 0 0 . . 0: Old : 36: 19 20 5 5 7 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 38.7 54.6 56.3 28.2 27.6 40.0 37.6 Old : 34.6 38.7 54.6 56.3 28.2 27.6 40.0 37.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 55,708: 44,923 31,246 4,469 18,378 4,753 400 925 0 0 0 0: 1,163 406 Old : 55,708: 44,923 31,246 4,469 18,378 4,753 400 925 0 0 0 0: 1,163 406 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 2,508: 3,596 1,186 -891 741 -7 0 775 0 0 0 0: -190 -187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 56.1 8.0 33.0 8.5 0.7 1.7 0.0 0.0 0.0 0.0: 2.1 0.7 Old : 100.0: 80.6 56.1 8.0 33.0 8.5 0.7 1.7 0.0 0.0 0.0 0.0: 2.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 32 25 8 5 7 . . 0 0 0 0: Old : 50: 32 25 8 5 7 . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 50.7 68.9 67.8 44.4 37.9 51.3 49.3 Old : 58.7 50.7 68.9 67.8 44.4 37.9 51.3 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 17,989: 13,386 13,254 3,838 4,065 645 0 0 0 0 0 0: 120 25 Old : 17,989: 13,386 13,254 3,838 4,065 645 0 0 0 0 0 0: 120 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : -218: -395 -313 157 75 20 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 73.7 21.3 22.6 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1 Old : 100.0: 74.4 73.7 21.3 22.6 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 13 13 9 . . 0 0 0 0 0 0: Old : 29: 13 13 9 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 71.2 75.0 92.2 38.5 44.9 50.6 56.8 Old : 56.8 71.2 75.0 92.2 38.5 44.9 50.6 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 5,433: 4,210 1,455 823 420 350 0 108 0 25 3,075 25: 0 0 Old : 5,433: 4,210 1,455 823 420 350 0 108 0 25 3,075 25: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 600: 525 50 50 -25 25 0 0 0 0 550 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.5 26.8 15.1 7.7 6.4 0.0 2.0 0.0 0.5 56.6 0.5: 0.0 0.0 Old : 100.0: 77.5 26.8 15.1 7.7 6.4 0.0 2.0 0.0 0.5 56.6 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 17 10 7 4 . 0 . 0 . . .: Old : 39: 17 10 7 4 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 75.5 66.4 87.9 43.7 69.3 64.1 79.7 Old : 46.0 75.5 66.4 87.9 43.7 69.3 64.1 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,069: 3,867 5,140 1,888 1,301 1,347 78 0 0 599 0 38: 252 243 Old : 8,069: 3,867 5,140 1,888 1,301 1,347 78 0 0 599 0 38: 252 243 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 0: 125 210 0 0 0 0 0 0 -125 -210 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.9 63.7 23.4 16.1 16.7 1.0 0.0 0.0 7.4 0.0 0.5: 3.1 3.0 Old : 100.0: 47.9 63.7 23.4 16.1 16.7 1.0 0.0 0.0 7.4 0.0 0.5: 3.1 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 12 13 8 4 5 . 0 0 . 0 .: Old : 33: 12 13 8 4 5 . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 50.9 69.4 73.8 30.0 25.9 40.5 39.3 Old : 49.8 50.9 69.4 73.8 30.0 25.9 40.5 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 21,879: 13,907 10,727 3,202 4,334 2,921 50 2,254 40 1,102 916 563: 94 124 Old : 21,879: 13,907 10,727 3,202 4,334 2,921 50 2,254 40 1,102 916 563: 94 124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 1,005: 712 1,419 -73 -191 180 0 0 0 160 -429 26: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.6 49.0 14.6 19.8 13.4 0.2 10.3 0.2 5.0 4.2 2.6: 0.4 0.6 Old : 100.0: 63.6 49.0 14.6 19.8 13.4 0.2 10.3 0.2 5.0 4.2 2.6: 0.4 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 26 28 7 12 13 . . . 4 . 4: Old : 65: 26 28 7 12 13 . . . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 32.5 53.2 51.8 28.6 30.4 41.6 42.5 Old : 35.8 32.5 53.2 51.8 28.6 30.4 41.6 42.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 5,143: 1,225 1,878 670 2,507 358 54 0 60 2,436 58 0: 340 282 Old : 5,143: 1,225 1,878 670 2,507 358 54 0 60 2,436 58 0: 340 282 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 36.5 13.0 48.7 7.0 1.0 0.0 1.2 47.4 1.1 0.0: 6.6 5.5 Old : 100.0: 23.8 36.5 13.0 48.7 7.0 1.0 0.0 1.2 47.4 1.1 0.0: 6.6 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 6 . 4 . . 0 . . . 0: Old : 20: 6 6 . 4 . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.6 68.4 89.8 85.4 62.8 67.3 75.3 78.4 Old : 72.6 68.4 89.8 85.4 62.8 67.3 75.3 78.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 13,174: 10,585 8,628 256 3,557 252 1,412 115 339 0 19 201: 129 63 Old : 13,174: 10,585 8,628 256 3,557 252 1,412 115 339 0 19 201: 129 63 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 358: 704 313 45 -9 54 -445 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 65.5 1.9 27.0 1.9 10.7 0.9 2.6 0.0 0.1 1.5: 1.0 0.5 Old : 100.0: 80.3 65.5 1.9 27.0 1.9 10.7 0.9 2.6 0.0 0.1 1.5: 1.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 22 25 . 7 4 . . . 0 . .: Old : 42: 22 25 . 7 4 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 46.6 59.1 66.4 30.7 42.8 48.9 56.6 Old : 35.1 46.6 59.1 66.4 30.7 42.8 48.9 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 31,349: 10,411 18,126 4,246 6,132 4,546 1,469 0 145 9,391 983 825: 316 592 Old : 31,349: 10,411 18,126 4,246 6,132 4,546 1,469 0 145 9,391 983 825: 316 592 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 2,291: 1,166 1,676 46 361 254 0 0 0 825 0 240: -240 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 57.8 13.5 19.6 14.5 4.7 0.0 0.5 30.0 3.1 2.6: 1.0 1.9 Old : 100.0: 33.2 57.8 13.5 19.6 14.5 4.7 0.0 0.5 30.0 3.1 2.6: 1.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 15 20 8 9 14 4 0 . 5 4 4: Old : 53: 15 20 8 9 14 4 0 . 5 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 52.0 65.8 64.9 46.6 49.4 60.5 59.4 Old : 48.8 52.0 65.8 64.9 46.6 49.4 60.5 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Futures Only, September 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 20,293: 13,056 14,873 0 2,322 735 3,240 0 87 910 0 0: 2,265 2,276 Old : 20,293: 13,056 14,873 0 2,322 735 3,240 0 87 910 0 0: 2,265 2,276 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2011 : : 2,139: 2,049 1,321 0 533 300 -591 0 87 150 0 0: 144 -102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.3 73.3 0.0 11.4 3.6 16.0 0.0 0.4 4.5 0.0 0.0: 11.2 11.2 Old : 100.0: 64.3 73.3 0.0 11.4 3.6 16.0 0.0 0.4 4.5 0.0 0.0: 11.2 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 16 0 5 4 . 0 . . 0 0: Old : 26: 16 16 0 5 4 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 48.7 68.1 66.0 44.5 47.3 60.7 59.0 Old : 50.7 48.7 68.1 66.0 44.5 47.3 60.7 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011