Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 41,122 : : Positions : : 27,862 33,841 5,877 1,241 5,410 0 0 0 1,766 75 175 : : : : Changes from: September 6, 2011 : : 1,651 2,380 -3 60 351 0 0 0 265 -524 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 82.3 14.3 3.0 13.2 0.0 0.0 0.0 4.3 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 31 10 6 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 8,544 : : Positions : : 6,358 6,720 1,543 1,204 453 0 0 0 0 0 0 : : : : Changes from: September 6, 2011 : : 527 290 -134 88 107 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 78.7 18.1 14.1 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,902 : : Positions : : 5,960 6,341 980 334 1,481 0 0 0 121 304 220 : : : : Changes from: September 6, 2011 : : 619 537 -20 -6 52 0 0 0 0 59 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 64.0 9.9 3.4 15.0 0.0 0.0 0.0 1.2 3.1 2.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 4 6 11 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,817 : : Positions : : 3,412 4,842 1,256 102 871 0 0 0 525 95 94 : : : : Changes from: September 6, 2011 : : 110 122 14 0 52 0 0 0 56 -7 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 71.0 18.4 1.5 12.8 0.0 0.0 0.0 7.7 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 36 11 4 13 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,732 : : Positions : : 2,128 1,714 293 135 406 0 0 0 15 0 48 : : : : Changes from: September 6, 2011 : : 120 110 5 15 44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 45.9 7.9 3.6 10.9 0.0 0.0 0.0 0.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,994 : : Positions : : 851 1,288 498 113 253 0 0 0 0 90 20 : : : : Changes from: September 6, 2011 : : 66 156 49 -11 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 64.6 25.0 5.7 12.7 0.0 0.0 0.0 0.0 4.5 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 5 . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 7,846 : : Positions : : 5,558 6,843 1,602 105 606 0 0 0 0 0 0 : : : : Changes from: September 6, 2011 : : 30 125 20 -75 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 87.2 20.4 1.3 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 19,624 : : Positions : : 14,478 14,181 2,486 1,012 2,650 0 0 0 0 1,771 10 : : : : Changes from: September 6, 2011 : : 855 375 320 420 -241 0 0 0 0 380 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 72.3 12.7 5.2 13.5 0.0 0.0 0.0 0.0 9.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 12 7 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 324,202 : : Positions : : 121,439 188,057 58,131 12,902 17,321 38,694 15,504 21,869 8,521 23,006 17,754 : : : : Changes from: September 6, 2011 : : 8,240 -2,372 459 -34 -157 -3,000 4,606 2,568 -243 1,021 904 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 58.0 17.9 4.0 5.3 11.9 4.8 6.7 2.6 7.1 5.5 : : : : Number of Traders in Each Category Total Traders: 166 : : 51 67 16 5 14 29 13 23 10 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 12,238 : : Positions : : 7,295 6,982 2,755 2,892 1,493 300 0 0 55 524 140 : : : : Changes from: September 6, 2011 : : 295 445 200 -50 100 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 57.1 22.5 23.6 12.2 2.5 0.0 0.0 0.4 4.3 1.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 25 7 6 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,317 : : Positions : : 5,060 4,580 1,155 1,017 295 186 480 120 450 706 44 : : : : Changes from: September 6, 2011 : : 0 300 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 62.6 15.8 13.9 4.0 2.5 6.6 1.6 6.2 9.6 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 11 6 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #022A24 Open Interest is 3,868 : : Positions : : 841 1,594 1,721 890 342 96 0 0 0 420 0 : : : : Changes from: September 6, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 41.2 44.5 23.0 8.8 2.5 0.0 0.0 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 8 4 6 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,469 : : Positions : : 8,008 7,265 1 1,065 105 743 16 159 324 892 636 : : : : Changes from: September 6, 2011 : : -39 -180 0 66 0 5 16 11 10 27 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 69.4 0.0 10.2 1.0 7.1 0.2 1.5 3.1 8.5 6.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 15,795 : : Positions : : 15,130 13,682 0 609 42 200 0 0 95 1,086 65 : : : : Changes from: September 6, 2011 : : 650 413 0 118 -36 100 0 0 0 197 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 86.6 0.0 3.9 0.3 1.3 0.0 0.0 0.6 6.9 0.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 37 35 0 . . . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 439,939 : : Positions : : 128,382 147,819 45,568 56,460 106,790 24,478 10,133 22,963 10,384 6,914 69,306 : : : : Changes from: September 6, 2011 : : -4,445 4,497 -4,477 -6,529 9,270 -6,343 -7,439 -6,066 -3,714 -6,548 -4,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 33.6 10.4 12.8 24.3 5.6 2.3 5.2 2.4 1.6 15.8 : : : : Number of Traders in Each Category Total Traders: 134 : : 37 37 17 15 29 15 12 13 16 12 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,462,207 : : Positions : : 234,528 400,293 219,940 223,191 260,289 228,362 59,564 169,175 106,859 110,262 169,858 : : : : Changes from: September 6, 2011 : : 233 -15,651 -11,764 -1,665 -399 4,163 -10,508 -34,103 -6,912 7,506 -14,355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 27.4 15.0 15.3 17.8 15.6 4.1 11.6 7.3 7.5 11.6 : : : : Number of Traders in Each Category Total Traders: 341 : : 49 53 23 25 43 67 48 67 54 48 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 211,501 : : Positions : : 42,397 29,052 46,880 85,286 30,250 1,893 0 40 52,809 21,957 5,035 : : : : Changes from: September 6, 2011 : : 506 768 2,293 2,920 2,916 600 0 0 836 3,534 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 13.7 22.2 40.3 14.3 0.9 0.0 0.0 25.0 10.4 2.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 5 6 9 9 14 . 0 . 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 18,239 : : Positions : : 11,342 10,722 3,145 3,727 2,816 38 425 75 450 301 173 : : : : Changes from: September 6, 2011 : : 898 598 -50 800 -810 0 0 0 250 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 58.8 17.2 20.4 15.4 0.2 2.3 0.4 2.5 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 26 6 7 9 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 80,319 : : Positions : : 9,904 3,749 35,249 24,206 19,404 3,268 9,449 9,162 0 8,757 1,009 : : : : Changes from: September 6, 2011 : : 0 0 50 128 472 113 -15 762 0 -9 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 4.7 43.9 30.1 24.2 4.1 11.8 11.4 0.0 10.9 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 5 4 11 10 17 5 4 9 0 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 37,814 : : Positions : : 1,439 3,427 15,427 11,859 11,752 3,005 1,775 2,041 0 2,885 1,031 : : : : Changes from: September 6, 2011 : : 0 0 77 368 1,567 451 -300 -108 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 9.1 40.8 31.4 31.1 7.9 4.7 5.4 0.0 7.6 2.7 : : : : Number of Traders in Each Category Total Traders: 27 : : . 4 8 6 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 14,635 : : Positions : : 3,860 2,230 4,115 8,770 3,410 3,250 0 0 0 150 0 : : : : Changes from: September 6, 2011 : : 0 0 0 1,200 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 15.2 28.1 59.9 23.3 22.2 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 7 6 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 272,622 : : Positions : : 104,286 176,461 29,535 11,013 18,728 61,740 10,521 15,790 13,635 21,012 6,376 : : : : Changes from: September 6, 2011 : : 14,544 6,350 609 406 1,832 -4,908 2,653 -3,092 -166 2,205 -253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 64.7 10.8 4.0 6.9 22.6 3.9 5.8 5.0 7.7 2.3 : : : : Number of Traders in Each Category Total Traders: 193 : : 50 65 17 7 18 56 13 31 13 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,938 : : Positions : : 5,916 19,255 1,179 152 454 3,933 0 0 6,683 280 79 : : : : Changes from: September 6, 2011 : : 146 1,235 113 0 67 375 0 0 -300 280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 80.4 4.9 0.6 1.9 16.4 0.0 0.0 27.9 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 18 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 26,190 : : Positions : : 24,698 16,032 0 9,163 0 0 0 0 0 0 0 : : : : Changes from: September 6, 2011 : : 1,045 935 0 345 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 61.2 0.0 35.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 5 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 4,914 : : Positions : : 3,240 2,959 306 636 1,069 0 0 0 214 250 0 : : : : Changes from: September 6, 2011 : : 250 50 -75 125 162 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 60.2 6.2 12.9 21.8 0.0 0.0 0.0 4.4 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 4 5 7 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 50,417 : : Positions : : 39,377 28,580 5,590 17,472 3,622 400 75 75 0 0 0 : : : : Changes from: September 6, 2011 : : 1,211 498 -390 -26 136 -100 75 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 56.7 11.1 34.7 7.2 0.8 0.1 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 25 6 7 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,282 : : Positions : : 14,083 14,067 3,579 3,690 500 0 0 0 0 0 0 : : : : Changes from: September 6, 2011 : : 360 410 50 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 76.9 19.6 20.2 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 4,438 : : Positions : : 3,460 1,555 723 445 205 0 108 0 25 2,100 25 : : : : Changes from: September 6, 2011 : : 100 100 0 0 0 0 0 0 25 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 35.0 16.3 10.0 4.6 0.0 2.4 0.0 0.6 47.3 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 9 7 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 7,852 : : Positions : : 3,727 4,930 1,828 1,301 1,347 78 0 0 464 0 156 : : : : Changes from: September 6, 2011 : : 0 100 0 0 0 0 0 0 64 0 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 62.8 23.3 16.6 17.2 1.0 0.0 0.0 5.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 12 8 4 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 19,680 : : Positions : : 12,226 9,102 3,194 4,130 2,716 50 2,104 40 942 1,046 482 : : : : Changes from: September 6, 2011 : : 255 69 -283 -11 280 0 0 0 32 -54 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 46.3 16.2 21.0 13.8 0.3 10.7 0.2 4.8 5.3 2.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 26 9 10 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 12,255 : : Positions : : 9,219 7,970 211 3,431 198 1,981 115 258 0 19 201 : : : : Changes from: September 6, 2011 : : 871 338 190 -37 27 -642 115 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 65.0 1.7 28.0 1.6 16.2 0.9 2.1 0.0 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . 6 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 27,186 : : Positions : : 8,333 15,445 4,441 5,187 3,984 2,519 0 145 6,598 983 610 : : : : Changes from: September 6, 2011 : : 1,475 616 -130 101 -77 -300 0 -50 -180 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 56.8 16.3 19.1 14.7 9.3 0.0 0.5 24.3 3.6 2.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 16 17 8 9 12 4 0 . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 14,993 : : Positions : : 10,254 10,125 0 1,857 309 2,364 0 84 0 0 0 : : : : Changes from: September 6, 2011 : : 2,170 594 0 -92 300 594 0 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 67.5 0.0 12.4 2.1 15.8 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 18 0 4 . . 0 . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 16, 2011