GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, October 25, 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 : 49,172: 35,138 42,490 7,006 196 5,641 0 0 0 786 0 503: 98 342
Old : 49,172: 35,138 42,490 7,006 196 5,641 0 0 0 786 0 503: 98 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 6,094: 5,569 5,610 73 0 463 0 0 0 -32 0 32: -11 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 86.4 14.2 0.4 11.5 0.0 0.0 0.0 1.6 0.0 1.0: 0.2 0.7
Old : 100.0: 71.5 86.4 14.2 0.4 11.5 0.0 0.0 0.0 1.6 0.0 1.0: 0.2 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 : 55: 31 31 11 . 12 0 0 0 . 0 .:
Old : 55: 31 31 11 . 12 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 : 37.5 30.0 57.1 50.7 20.7 17.4 27.5 26.5
Old : 37.5 30.0 57.1 50.7 20.7 17.4 27.5 26.5
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, October 25, 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 : 12,396: 10,431 10,292 1,041 1,228 761 0 0 0 0 0 0: 163 115
Old : 12,396: 10,431 10,292 1,041 1,228 761 0 0 0 0 0 0: 163 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 99: 52 113 45 -16 2 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 83.0 8.4 9.9 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.9
Old : 100.0: 84.1 83.0 8.4 9.9 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 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 : 38: 21 22 4 5 5 0 0 0 0 0 0:
Old : 38: 21 22 4 5 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 : 35.5 45.1 60.7 66.6 22.6 25.7 37.4 36.1
Old : 35.5 45.1 60.7 66.6 22.6 25.7 37.4 36.1
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, October 25, 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 : 10,781: 5,528 6,055 1,543 538 2,373 0 0 0 102 352 201: 1,034 1,262
Old : 10,781: 5,528 6,055 1,543 538 2,373 0 0 0 102 352 201: 1,034 1,262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -57: 8 -58 9 13 -55 0 0 0 -3 5 10: -26 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 56.2 14.3 5.0 22.0 0.0 0.0 0.0 0.9 3.3 1.9: 9.6 11.7
Old : 100.0: 51.3 56.2 14.3 5.0 22.0 0.0 0.0 0.0 0.9 3.3 1.9: 9.6 11.7
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 : 45: 22 29 6 6 12 0 0 0 . . .:
Old : 45: 22 29 6 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 : 39.0 24.4 59.7 41.1 22.0 10.5 27.4 16.9
Old : 39.0 24.4 59.7 41.1 22.0 10.5 27.4 16.9
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, October 25, 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 : 7,339: 3,916 4,893 956 232 1,137 0 0 0 793 43 67: 470 967
Old : 7,339: 3,916 4,893 956 232 1,137 0 0 0 793 43 67: 470 967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 670: 526 710 46 -40 52 0 0 0 57 -40 -40: 29 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 66.7 13.0 3.2 15.5 0.0 0.0 0.0 10.8 0.6 0.9: 6.4 13.2
Old : 100.0: 53.4 66.7 13.0 3.2 15.5 0.0 0.0 0.0 10.8 0.6 0.9: 6.4 13.2
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 : 61: 33 38 9 5 14 0 0 0 4 . .:
Old : 61: 33 38 9 5 14 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 : 29.8 32.7 45.6 43.4 25.4 29.6 37.9 37.2
Old : 29.8 32.7 45.6 43.4 25.4 29.6 37.9 37.2
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, October 25, 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 : 3,961: 2,358 1,921 288 100 403 0 0 0 0 0 0: 912 1,537
Old : 3,961: 2,358 1,921 288 100 403 0 0 0 0 0 0: 912 1,537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 61: 61 42 0 0 0 0 0 0 0 0 0: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 48.5 7.3 2.5 10.2 0.0 0.0 0.0 0.0 0.0 0.0: 23.0 38.8
Old : 100.0: 59.5 48.5 7.3 2.5 10.2 0.0 0.0 0.0 0.0 0.0 0.0: 23.0 38.8
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 : 20: 14 15 . . . 0 0 0 0 0 0:
Old : 20: 14 15 . . . 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 : 54.0 27.2 66.7 40.8 42.5 17.6 44.6 24.0
Old : 54.0 27.2 66.7 40.8 42.5 17.6 44.6 24.0
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, October 25, 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 : 3,147: 1,355 1,447 236 332 542 75 0 90 285 494 0: 564 242
Old : 3,147: 1,355 1,447 236 332 542 75 0 90 285 494 0: 564 242
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 54: 49 -20 -5 -10 5 0 0 0 0 95 0: 5 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 46.0 7.5 10.5 17.2 2.4 0.0 2.9 9.1 15.7 0.0: 17.9 7.7
Old : 100.0: 43.1 46.0 7.5 10.5 17.2 2.4 0.0 2.9 9.1 15.7 0.0: 17.9 7.7
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 : 30: 13 11 4 5 7 . 0 . . . 0:
Old : 30: 13 11 4 5 7 . 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 : 28.8 43.0 44.0 64.7 19.7 33.5 30.9 46.0
Old : 28.8 43.0 44.0 64.7 19.7 33.5 30.9 46.0
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, October 25, 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 : 2,206: 1,106 1,399 257 13 274 0 0 0 0 140 101: 468 279
Old : 2,206: 1,106 1,399 257 13 274 0 0 0 0 140 101: 468 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 81: 26 101 51 -5 -7 0 0 0 0 -30 20: -9 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 63.4 11.7 0.6 12.4 0.0 0.0 0.0 0.0 6.3 4.6: 21.2 12.6
Old : 100.0: 50.1 63.4 11.7 0.6 12.4 0.0 0.0 0.0 0.0 6.3 4.6: 21.2 12.6
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: 17 18 . . . 0 0 0 0 . .:
Old : 27: 17 18 . . . 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 : 34.5 47.8 48.5 60.5 27.6 37.7 36.9 45.8
Old : 34.5 47.8 48.5 60.5 27.6 37.7 36.9 45.8
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, October 25, 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 : 8,993: 7,049 8,182 1,505 130 394 0 0 0 0 0 0: 45 287
Old : 8,993: 7,049 8,182 1,505 130 394 0 0 0 0 0 0: 45 287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 809: 766 744 -17 0 60 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 91.0 16.7 1.4 4.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 3.2
Old : 100.0: 78.4 91.0 16.7 1.4 4.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 3.2
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 : 30: 18 13 5 . 4 0 0 0 0 0 0:
Old : 30: 18 13 5 . 4 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 : 52.3 63.5 73.8 85.9 45.9 62.8 63.5 74.9
Old : 52.3 63.5 73.8 85.9 45.9 62.8 63.5 74.9
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, October 25, 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 : 20,887: 15,535 15,802 2,717 1,533 2,199 0 0 0 0 917 436: 0 0
Old : 20,887: 15,535 15,802 2,717 1,533 2,199 0 0 0 0 917 436: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 595: 320 657 175 -130 100 0 0 0 0 -32 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 75.7 13.0 7.3 10.5 0.0 0.0 0.0 0.0 4.4 2.1: 0.0 0.0
Old : 100.0: 74.4 75.7 13.0 7.3 10.5 0.0 0.0 0.0 0.0 4.4 2.1: 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: 15 17 6 5 9 0 0 0 0 . .:
Old : 35: 15 17 6 5 9 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 : 50.8 45.5 71.7 70.0 33.4 30.7 47.3 43.8
Old : 50.8 45.5 71.7 70.0 33.4 30.7 47.3 43.8
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, October 25, 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 : 298,497: 88,885 178,570 58,233 5,016 18,646 42,372 8,173 20,720 10,799 25,853 14,025: 44,817 27,494
Old : 298,497: 88,885 178,570 58,233 5,016 18,646 42,372 8,173 20,720 10,799 25,853 14,025: 44,817 27,494
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -397: -4,867 1,242 -3,157 -576 519 4,959 807 -1,341 752 488 -2,177: 4,915 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 59.8 19.5 1.7 6.2 14.2 2.7 6.9 3.6 8.7 4.7: 15.0 9.2
Old : 100.0: 29.8 59.8 19.5 1.7 6.2 14.2 2.7 6.9 3.6 8.7 4.7: 15.0 9.2
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 : 163: 60 68 17 5 16 28 11 21 9 15 22:
Old : 163: 60 68 17 5 16 28 11 21 9 15 22:
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 : 14.5 23.7 24.8 33.8 11.6 15.5 20.0 22.8
Old : 14.5 23.7 24.8 33.8 11.6 15.5 20.0 22.8
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, October 25, 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 : 15,331: 11,516 9,741 1,487 3,135 1,828 300 0 0 85 405 115: 0 107
Old : 15,331: 11,516 9,741 1,487 3,135 1,828 300 0 0 85 405 115: 0 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,452: 625 1,496 536 -485 241 0 0 0 50 100 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 63.5 9.7 20.4 11.9 2.0 0.0 0.0 0.6 2.6 0.8: 0.0 0.7
Old : 100.0: 75.1 63.5 9.7 20.4 11.9 2.0 0.0 0.0 0.6 2.6 0.8: 0.0 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 : 62: 32 35 8 5 8 . 0 0 . . .:
Old : 62: 32 35 8 5 8 . 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 : 30.4 34.0 47.0 50.8 26.3 31.3 37.8 41.6
Old : 30.4 34.0 47.0 50.8 26.3 31.3 37.8 41.6
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, October 25, 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 : 7,911: 4,920 5,830 950 436 720 711 0 200 300 615 0: 110 110
Old : 7,911: 4,920 5,830 950 436 720 711 0 200 300 615 0: 110 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 935: 190 790 -200 100 95 600 -300 200 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 73.7 12.0 5.5 9.1 9.0 0.0 2.5 3.8 7.8 0.0: 1.4 1.4
Old : 100.0: 62.2 73.7 12.0 5.5 9.1 9.0 0.0 2.5 3.8 7.8 0.0: 1.4 1.4
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 : 38: 15 13 4 . 6 . 0 . . . 0:
Old : 38: 15 13 4 . 6 . 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 : 37.5 44.6 59.2 63.5 28.4 42.7 45.4 55.5
Old : 37.5 44.6 59.2 63.5 28.4 42.7 45.4 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Disaggregated Commitments of Traders - Futures Only, October 25, 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 : 1,610: 820 1,360 540 50 200 0 0 0 0 0 0: 50 0
Old : 1,610: 820 1,360 540 50 200 0 0 0 0 0 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.0
Old : 100.0: 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 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 : 25: 9 10 5 . . 0 0 0 0 0 0:
Old : 25: 9 10 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 : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
Old : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
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, October 25, 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 : 10,833: 7,653 7,033 117 669 231 603 52 163 310 948 754: 1,002 983
Old : 10,833: 7,653 7,033 117 669 231 603 52 163 310 948 754: 1,002 983
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 419: -118 -303 10 30 24 9 0 0 11 211 73: 410 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 64.9 1.1 6.2 2.1 5.6 0.5 1.5 2.9 8.8 7.0: 9.2 9.1
Old : 100.0: 70.6 64.9 1.1 6.2 2.1 5.6 0.5 1.5 2.9 8.8 7.0: 9.2 9.1
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 : 34: 17 20 . . . . . . . 5 5:
Old : 34: 17 20 . . . . . . . 5 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 : 43.0 42.8 63.0 69.4 22.0 24.1 31.8 35.5
Old : 43.0 42.8 63.0 69.4 22.0 24.1 31.8 35.5
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, October 25, 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 : 19,708: 18,331 16,375 0 862 472 125 0 0 296 1,599 134: 350 266
Old : 19,708: 18,331 16,375 0 862 472 125 0 0 296 1,599 134: 350 266
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -1,573: -1,749 -1,910 0 -109 48 0 0 0 124 390 -5: 9 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 83.1 0.0 4.4 2.4 0.6 0.0 0.0 1.5 8.1 0.7: 1.8 1.3
Old : 100.0: 93.0 83.1 0.0 4.4 2.4 0.6 0.0 0.0 1.5 8.1 0.7: 1.8 1.3
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 : 62: 37 40 0 . . . 0 0 4 5 4:
Old : 62: 37 40 0 . . . 0 0 4 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 : 30.2 36.9 48.4 55.9 22.3 29.5 35.2 40.3
Old : 30.2 36.9 48.4 55.9 22.3 29.5 35.2 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Futures Only, October 25, 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 : 2,342: 1,320 889 0 32 60 0 159 78 0 126 0: 884 998
Old : 2,342: 1,320 889 0 32 60 0 159 78 0 126 0: 884 998
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 172: -45 68 0 -5 5 0 -28 6 0 0 0: 206 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 38.0 0.0 1.4 2.6 0.0 6.8 3.3 0.0 5.4 0.0: 37.7 42.6
Old : 100.0: 56.4 38.0 0.0 1.4 2.6 0.0 6.8 3.3 0.0 5.4 0.0: 37.7 42.6
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 : 20: 15 14 0 . . 0 . . 0 . 0:
Old : 20: 15 14 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 : 30.8 25.6 45.9 41.1 26.0 16.7 34.0 27.5
Old : 30.8 25.6 45.9 41.1 26.0 16.7 34.0 27.5
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, October 25, 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 : 1,415: 685 797 43 0 0 0 0 0 80 48 101: 506 469
Old : 1,415: 685 797 43 0 0 0 0 0 80 48 101: 506 469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 56: 21 33 0 0 0 0 0 0 31 0 -16: 20 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 56.3 3.0 0.0 0.0 0.0 0.0 0.0 5.7 3.4 7.1: 35.8 33.1
Old : 100.0: 48.4 56.3 3.0 0.0 0.0 0.0 0.0 0.0 5.7 3.4 7.1: 35.8 33.1
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: 15 18 . 0 0 0 0 0 . . .:
Old : 24: 15 18 . 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 : 22.5 24.7 39.7 41.3 19.4 20.7 30.6 33.6
Old : 22.5 24.7 39.7 41.3 19.4 20.7 30.6 33.6
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, October 25, 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 : 412,020: 120,764 141,600 57,603 67,776 81,315 27,247 10,137 19,570 12,980 7,351 65,348: 27,193 18,923
Old : 412,020: 120,764 141,600 57,603 67,776 81,315 27,247 10,137 19,570 12,980 7,351 65,348: 27,193 18,923
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -31,897: -17,998 -15,861 1,010 2,818 -6,545 2,204 1,810 -2,054 3,307 -1,346 -11,848: 27 1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 34.4 14.0 16.4 19.7 6.6 2.5 4.7 3.2 1.8 15.9: 6.6 4.6
Old : 100.0: 29.3 34.4 14.0 16.4 19.7 6.6 2.5 4.7 3.2 1.8 15.9: 6.6 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 : 124: 33 37 14 16 26 15 9 16 10 14 29:
Old : 124: 33 37 14 16 26 15 9 16 10 14 29:
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 : 21.2 18.8 33.8 30.0 13.2 12.1 20.3 18.8
Old : 21.2 18.8 33.8 30.0 13.2 12.1 20.3 18.8
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, October 25, 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 : 1,388,897: 183,208 314,265 209,820 236,154 252,439 237,254 53,107 189,467 97,958 122,387 155,764: 62,987 65,314
Old : 1,388,897: 183,208 314,265 209,820 236,154 252,439 237,254 53,107 189,467 97,958 122,387 155,764: 62,987 65,314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -42,666: -29,341 -34,885 -20,928 9,738 10,740 17,863 -7,763 11,676 -5,875 4,404 -31,814: 5,013 -4,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.6 15.1 17.0 18.2 17.1 3.8 13.6 7.1 8.8 11.2: 4.5 4.7
Old : 100.0: 13.2 22.6 15.1 17.0 18.2 17.1 3.8 13.6 7.1 8.8 11.2: 4.5 4.7
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 : 338: 46 52 27 22 39 70 43 70 53 53 85:
Old : 338: 46 52 27 22 39 70 43 70 53 53 85:
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 12.5 28.5 22.5 13.3 10.9 19.0 16.5
Old : 18.3 12.5 28.5 22.5 13.3 10.9 19.0 16.5
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, October 25, 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 : 209,881: 42,121 29,579 42,951 80,534 33,111 1,107 0 132 47,180 21,024 5,247: 38,032 40,254
Old : 209,881: 42,121 29,579 42,951 80,534 33,111 1,107 0 132 47,180 21,024 5,247: 38,032 40,254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,729: -68 -2,358 135 454 1,194 0 0 0 -279 2,549 -266: 1,013 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 14.1 20.5 38.4 15.8 0.5 0.0 0.1 22.5 10.0 2.5: 18.1 19.2
Old : 100.0: 20.1 14.1 20.5 38.4 15.8 0.5 0.0 0.1 22.5 10.0 2.5: 18.1 19.2
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 : 37: 6 7 6 10 12 . 0 . 5 7 8:
Old : 37: 6 7 6 10 12 . 0 . 5 7 8:
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 : 40.1 30.4 56.5 48.6 38.1 27.4 51.8 41.6
Old : 40.1 30.4 56.5 48.6 38.1 27.4 51.8 41.6
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, October 25, 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 : 16,227: 9,277 9,316 3,771 3,205 2,307 0 500 0 500 549 350: 22 0
Old : 16,227: 9,277 9,316 3,771 3,205 2,307 0 500 0 500 549 350: 22 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 424: 375 274 332 435 -285 0 0 0 0 0 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 57.4 23.2 19.8 14.2 0.0 3.1 0.0 3.1 3.4 2.2: 0.1 0.0
Old : 100.0: 57.2 57.4 23.2 19.8 14.2 0.0 3.1 0.0 3.1 3.4 2.2: 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 : 47: 21 19 7 7 8 0 . 0 . . .:
Old : 47: 21 19 7 7 8 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 : 37.9 33.3 57.0 52.4 28.0 29.2 38.2 42.5
Old : 37.9 33.3 57.0 52.4 28.0 29.2 38.2 42.5
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, October 25, 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 : 74,302: 9,925 3,745 32,929 25,969 20,101 3,906 9,449 4,678 0 5,377 837: 1,926 4,146
Old : 74,302: 9,925 3,745 32,929 25,969 20,101 3,906 9,449 4,678 0 5,377 837: 1,926 4,146
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -6,845: 0 -2 -2,211 485 1,669 300 -920 -5,305 0 -1,511 -1,125: -173 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 5.0 44.3 35.0 27.1 5.3 12.7 6.3 0.0 7.2 1.1: 2.6 5.6
Old : 100.0: 13.4 5.0 44.3 35.0 27.1 5.3 12.7 6.3 0.0 7.2 1.1: 2.6 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 : 41: 5 4 11 10 17 6 4 10 0 4 5:
Old : 41: 5 4 11 10 17 6 4 10 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 : 51.5 36.4 69.6 56.9 38.5 30.6 52.4 44.8
Old : 51.5 36.4 69.6 56.9 38.5 30.6 52.4 44.8
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, October 25, 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 : 36,032: 1,439 3,327 11,614 11,650 12,318 3,361 801 2,772 700 1,528 863: 2,965 2,773
Old : 36,032: 1,439 3,327 11,614 11,650 12,318 3,361 801 2,772 700 1,528 863: 2,965 2,773
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -2,834: 0 0 -2,160 325 385 31 -749 -1,503 700 -875 -531: 244 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.2 32.2 32.3 34.2 9.3 2.2 7.7 1.9 4.2 2.4: 8.2 7.7
Old : 100.0: 4.0 9.2 32.2 32.3 34.2 9.3 2.2 7.7 1.9 4.2 2.4: 8.2 7.7
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 : 29: . 4 8 6 13 4 . 4 . . .:
Old : 29: . 4 8 6 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 : 46.9 47.6 62.6 63.8 30.7 34.1 38.3 42.3
Old : 46.9 47.6 62.6 63.8 30.7 34.1 38.3 42.3
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, October 25, 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 : 13,685: 2,745 1,630 4,570 8,805 2,895 3,327 0 0 0 150 0: 148 205
Old : 13,685: 2,745 1,630 4,570 8,805 2,895 3,327 0 0 0 150 0: 148 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 150: 300 0 600 300 -150 -648 0 0 0 0 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 11.9 33.4 64.3 21.2 24.3 0.0 0.0 0.0 1.1 0.0: 1.1 1.5
Old : 100.0: 20.1 11.9 33.4 64.3 21.2 24.3 0.0 0.0 0.0 1.1 0.0: 1.1 1.5
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 : 29: 9 7 7 6 4 . 0 0 0 . 0:
Old : 29: 9 7 7 6 4 . 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 : 59.0 78.2 78.4 89.3 48.3 63.8 64.3 71.7
Old : 59.0 78.2 78.4 89.3 48.3 63.8 64.3 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Futures Only, October 25, 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 : 20,325: 1,577 1,422 0 2,611 5,439 2,555 532 2,933 2,329 863 3,298: 2,194 3,227
Old : 20,325: 1,577 1,422 0 2,611 5,439 2,555 532 2,933 2,329 863 3,298: 2,194 3,227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,853: 969 -165 -266 64 616 -602 532 302 567 -29 187: 80 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 7.0 0.0 12.8 26.8 12.6 2.6 14.4 11.5 4.2 16.2: 10.8 15.9
Old : 100.0: 7.8 7.0 0.0 12.8 26.8 12.6 2.6 14.4 11.5 4.2 16.2: 10.8 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: . . 0 7 6 . . 4 4 . 5:
Old : 20: . . 0 7 6 . . 4 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 : 47.5 40.8 68.1 66.2 18.6 16.5 26.1 20.8
Old : 47.5 40.8 68.1 66.2 18.6 16.5 26.1 20.8
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, October 25, 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 : 280,564: 103,239 189,528 29,002 10,408 16,374 68,879 7,553 15,811 16,702 17,378 10,951: 19,606 12,561
Old : 280,564: 103,239 189,528 29,002 10,408 16,374 68,879 7,553 15,811 16,702 17,378 10,951: 19,606 12,561
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 2,214: -3,246 2,714 -69 615 -1,319 7,404 -1,250 -2,627 97 101 1,932: 42 2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 67.6 10.3 3.7 5.8 24.6 2.7 5.6 6.0 6.2 3.9: 7.0 4.5
Old : 100.0: 36.8 67.6 10.3 3.7 5.8 24.6 2.7 5.6 6.0 6.2 3.9: 7.0 4.5
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 : 202: 52 71 17 6 16 59 10 29 17 11 20:
Old : 202: 52 71 17 6 16 59 10 29 17 11 20:
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 : 16.3 25.6 26.2 40.5 10.8 17.2 17.7 25.7
Old : 16.3 25.6 26.2 40.5 10.8 17.2 17.7 25.7
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, October 25, 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 : 24,186: 6,778 15,839 517 1,164 292 2,149 0 876 6,159 280 120: 7,295 5,615
Old : 24,186: 6,778 15,839 517 1,164 292 2,149 0 876 6,159 280 120: 7,295 5,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 256: 187 566 -42 0 1 -150 0 150 -94 0 30: 174 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 65.5 2.1 4.8 1.2 8.9 0.0 3.6 25.5 1.2 0.5: 30.2 23.2
Old : 100.0: 28.0 65.5 2.1 4.8 1.2 8.9 0.0 3.6 25.5 1.2 0.5: 30.2 23.2
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 : 25: 8 15 . . . . 0 . . . .:
Old : 25: 8 15 . . . . 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 : 56.4 37.1 66.2 56.3 52.0 36.3 60.7 55.2
Old : 56.4 37.1 66.2 56.3 52.0 36.3 60.7 55.2
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, October 25, 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 : 25,855: 25,375 12,515 0 11,750 0 0 0 0 0 0 0: 480 1,590
Old : 25,855: 25,375 12,515 0 11,750 0 0 0 0 0 0 0: 480 1,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,070: 1,070 50 0 450 0 0 0 0 0 0 0: 0 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.1 48.4 0.0 45.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 6.1
Old : 100.0: 98.1 48.4 0.0 45.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 6.1
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 12 0 4 0 0 0 0 0 0 0:
Old : 21: 14 12 0 4 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 : 72.2 53.1 88.9 78.4 58.6 52.1 68.6 65.1
Old : 72.2 53.1 88.9 78.4 58.6 52.1 68.6 65.1
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, October 25, 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 : 6,820: 3,922 5,061 1,704 678 1,061 0 0 0 100 0 0: 33 20
Old : 6,820: 3,922 5,061 1,704 678 1,061 0 0 0 100 0 0: 33 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 450: 600 550 -50 0 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 74.2 25.0 9.9 15.6 0.0 0.0 0.0 1.5 0.0 0.0: 0.5 0.3
Old : 100.0: 57.5 74.2 25.0 9.9 15.6 0.0 0.0 0.0 1.5 0.0 0.0: 0.5 0.3
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 : 41: 22 23 7 . 8 0 0 0 . 0 0:
Old : 41: 22 23 7 . 8 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 : 34.2 44.0 52.9 66.0 29.0 40.7 41.3 48.9
Old : 34.2 44.0 52.9 66.0 29.0 40.7 41.3 48.9
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, October 25, 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 : 55,151: 47,466 30,216 3,984 21,447 2,640 300 342 27 0 0 0: 734 479
Old : 55,151: 47,466 30,216 3,984 21,447 2,640 300 342 27 0 0 0: 734 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,706: 1,666 1,176 231 663 45 0 -508 2 0 0 0: -238 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 54.8 7.2 38.9 4.8 0.5 0.6 0.0 0.0 0.0 0.0: 1.3 0.9
Old : 100.0: 86.1 54.8 7.2 38.9 4.8 0.5 0.6 0.0 0.0 0.0 0.0: 1.3 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 : 55: 32 24 7 7 6 . . . 0 0 0:
Old : 55: 32 24 7 7 6 . . . 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 : 58.6 52.3 72.2 70.0 46.0 43.5 54.1 55.2
Old : 58.6 52.3 72.2 70.0 46.0 43.5 54.1 55.2
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, October 25, 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 : 15,772: 11,490 10,412 3,602 4,475 560 0 300 0 0 0 0: 120 25
Old : 15,772: 11,490 10,412 3,602 4,475 560 0 300 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: October 18, 2011 :
: 65: 50 -10 -35 25 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 66.0 22.8 28.4 3.6 0.0 1.9 0.0 0.0 0.0 0.0: 0.8 0.2
Old : 100.0: 72.9 66.0 22.8 28.4 3.6 0.0 1.9 0.0 0.0 0.0 0.0: 0.8 0.2
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 : 27: 11 14 9 . 5 0 . 0 0 0 0:
Old : 27: 11 14 9 . 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 : 54.9 73.8 73.9 90.0 27.4 39.7 40.2 48.7
Old : 54.9 73.8 73.9 90.0 27.4 39.7 40.2 48.7
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, October 25, 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 : 6,445: 4,795 2,255 1,200 440 450 0 0 0 0 3,300 0: 0 0
Old : 6,445: 4,795 2,255 1,200 440 450 0 0 0 0 3,300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,210: 1,200 900 25 -20 30 0 0 0 0 300 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 35.0 18.6 6.8 7.0 0.0 0.0 0.0 0.0 51.2 0.0: 0.0 0.0
Old : 100.0: 74.4 35.0 18.6 6.8 7.0 0.0 0.0 0.0 0.0 51.2 0.0: 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 : 41: 20 10 6 4 4 0 0 0 0 5 0:
Old : 41: 20 10 6 4 4 0 0 0 0 5 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 : 44.1 77.3 68.6 87.8 44.1 74.4 64.3 82.9
Old : 44.1 77.3 68.6 87.8 44.1 74.4 64.3 82.9
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, October 25, 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 : 5,919: 2,769 3,941 1,419 630 1,190 0 0 0 164 0 68: 309 90
Old : 5,919: 2,769 3,941 1,419 630 1,190 0 0 0 164 0 68: 309 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -31: -31 -61 0 0 0 0 0 0 -30 0 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 66.6 24.0 10.6 20.1 0.0 0.0 0.0 2.8 0.0 1.1: 5.2 1.5
Old : 100.0: 46.8 66.6 24.0 10.6 20.1 0.0 0.0 0.0 2.8 0.0 1.1: 5.2 1.5
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 : 27: 11 12 6 . 4 0 0 0 . 0 .:
Old : 27: 11 12 6 . 4 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 : 54.4 55.6 75.3 85.1 34.2 32.9 45.6 49.9
Old : 54.4 55.6 75.3 85.1 34.2 32.9 45.6 49.9
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, October 25, 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 : 21,848: 13,517 11,983 4,360 4,244 2,374 25 2,271 21 791 165 755: 5 35
Old : 21,848: 13,517 11,983 4,360 4,244 2,374 25 2,271 21 791 165 755: 5 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 266: 117 492 101 -181 4 0 0 0 93 0 -24: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 54.8 20.0 19.4 10.9 0.1 10.4 0.1 3.6 0.8 3.5: 0.0 0.2
Old : 100.0: 61.9 54.8 20.0 19.4 10.9 0.1 10.4 0.1 3.6 0.8 3.5: 0.0 0.2
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 : 64: 26 26 10 8 12 . . . 4 . 4:
Old : 64: 26 26 10 8 12 . . . 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 : 34.7 34.5 52.9 55.4 28.6 31.7 42.6 47.6
Old : 34.7 34.5 52.9 55.4 28.6 31.7 42.6 47.6
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, October 25, 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 : 13,586: 10,780 8,849 105 3,447 329 1,138 0 707 276 0 150: 101 104
Old : 13,586: 10,780 8,849 105 3,447 329 1,138 0 707 276 0 150: 101 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 354: -249 348 0 -128 45 469 0 80 0 0 0: 9 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 65.1 0.8 25.4 2.4 8.4 0.0 5.2 2.0 0.0 1.1: 0.7 0.8
Old : 100.0: 79.3 65.1 0.8 25.4 2.4 8.4 0.0 5.2 2.0 0.0 1.1: 0.7 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 : 43: 25 19 . 9 8 . 0 . . 0 .:
Old : 43: 25 19 . 9 8 . 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 : 37.2 40.0 60.4 57.8 36.7 38.0 51.6 51.3
Old : 37.2 40.0 60.4 57.8 36.7 38.0 51.6 51.3
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, October 25, 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 : 34,328: 13,735 20,047 4,772 8,427 3,605 1,290 540 60 9,921 325 673: 272 651
Old : 34,328: 13,735 20,047 4,772 8,427 3,605 1,290 540 60 9,921 325 673: 272 651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 653: 953 548 180 255 -150 -600 0 0 270 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 58.4 13.9 24.5 10.5 3.8 1.6 0.2 28.9 0.9 2.0: 0.8 1.9
Old : 100.0: 40.0 58.4 13.9 24.5 10.5 3.8 1.6 0.2 28.9 0.9 2.0: 0.8 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 : 49: 15 21 8 8 11 . . . 5 . 4:
Old : 49: 15 21 8 8 11 . . . 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 : 55.1 49.2 69.4 64.6 52.6 47.2 66.0 57.1
Old : 55.1 49.2 69.4 64.6 52.6 47.2 66.0 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011