Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 44,097 : : Positions : : 30,382 36,079 5,745 1,437 5,960 0 0 0 1,822 75 156 : : : : Changes from: September 13, 2011 : : 2,520 2,238 -132 196 550 0 0 0 56 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 81.8 13.0 3.3 13.5 0.0 0.0 0.0 4.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 31 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 9,674 : : Positions : : 7,269 7,945 1,782 1,129 433 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : 911 1,225 239 -75 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 82.1 18.4 11.7 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 25 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 9,964 : : Positions : : 5,870 6,079 991 359 1,615 0 0 0 0 335 209 : : : : Changes from: September 13, 2011 : : -90 -262 11 25 134 0 0 0 -121 31 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 61.0 9.9 3.6 16.2 0.0 0.0 0.0 0.0 3.4 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 5 6 11 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 7,304 : : Positions : : 3,734 5,223 1,358 98 911 0 0 0 613 143 76 : : : : Changes from: September 13, 2011 : : 322 381 102 -4 40 0 0 0 88 48 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 71.5 18.6 1.3 12.5 0.0 0.0 0.0 8.4 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 38 11 4 14 0 0 0 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 3,852 : : Positions : : 2,253 1,899 313 135 376 0 0 0 15 0 48 : : : : Changes from: September 13, 2011 : : 125 185 20 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 49.3 8.1 3.5 9.8 0.0 0.0 0.0 0.4 0.0 1.2 : : : : 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 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,635 : : Positions : : 1,341 1,565 75 230 370 0 0 0 289 235 4 : : : : Changes from: September 13, 2011 : : 198 98 27 -40 37 0 0 0 -36 180 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 59.4 2.8 8.7 14.0 0.0 0.0 0.0 11.0 8.9 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 2,133 : : Positions : : 899 1,369 486 106 295 0 0 0 0 90 20 : : : : Changes from: September 13, 2011 : : 48 81 -12 -7 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 64.2 22.8 5.0 13.8 0.0 0.0 0.0 0.0 4.2 0.9 : : : : 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 20, 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 8,238 : : Positions : : 5,796 7,228 1,719 75 643 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : 238 385 117 -30 37 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 87.7 20.9 0.9 7.8 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 20, 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 20,871 : : Positions : : 15,620 14,534 2,403 1,312 2,758 0 0 0 0 2,177 90 : : : : Changes from: September 13, 2011 : : 1,142 353 -83 300 108 0 0 0 0 406 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 69.6 11.5 6.3 13.2 0.0 0.0 0.0 0.0 10.4 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 15 7 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 327,640 : : Positions : : 121,749 193,044 57,604 12,739 20,631 40,101 14,614 22,859 8,849 19,048 15,495 : : : : Changes from: September 13, 2011 : : 310 4,987 -527 -163 3,310 1,407 -890 990 328 -3,958 -2,259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 58.9 17.6 3.9 6.3 12.2 4.5 7.0 2.7 5.8 4.7 : : : : Number of Traders in Each Category Total Traders: 166 : : 57 68 18 5 17 30 11 20 9 16 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 12,965 : : Positions : : 8,502 7,539 2,425 3,092 1,443 300 0 0 5 474 140 : : : : Changes from: September 13, 2011 : : 1,207 557 -330 200 -50 0 0 0 -50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 58.1 18.7 23.8 11.1 2.3 0.0 0.0 0.0 3.7 1.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 29 8 5 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 7,052 : : Positions : : 5,035 4,655 925 932 355 186 180 120 300 706 44 : : : : Changes from: September 13, 2011 : : -25 75 -230 -85 60 0 -300 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 66.0 13.1 13.2 5.0 2.6 2.6 1.7 4.3 10.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 11 5 7 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 3,847 : : Positions : : 841 1,549 1,622 920 420 96 0 0 0 336 0 : : : : Changes from: September 13, 2011 : : 0 -45 -99 30 78 0 0 0 0 -84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 40.3 42.2 23.9 10.9 2.5 0.0 0.0 0.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 6 6 6 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 9,868 : : Positions : : 7,517 6,841 0 732 90 507 71 129 303 864 736 : : : : Changes from: September 13, 2011 : : -491 -424 -1 -333 -15 -236 55 -30 -21 -28 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 69.3 0.0 7.4 0.9 5.1 0.7 1.3 3.1 8.8 7.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 16,199 : : Positions : : 14,934 14,567 323 390 187 200 0 0 145 570 150 : : : : Changes from: September 13, 2011 : : -196 885 323 -219 145 0 0 0 50 -516 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 89.9 2.0 2.4 1.2 1.2 0.0 0.0 0.9 3.5 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 37 . . . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 405,572 : : Positions : : 115,431 140,552 49,851 55,648 96,227 27,740 12,958 18,569 12,392 3,960 60,684 : : : : Changes from: September 13, 2011 : : -12,951 -7,267 4,283 -812 -10,563 3,262 2,825 -4,394 2,008 -2,954 -8,622 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 34.7 12.3 13.7 23.7 6.8 3.2 4.6 3.1 1.0 15.0 : : : : Number of Traders in Each Category Total Traders: 121 : : 30 31 19 12 28 14 10 13 19 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 1,365,197 : : Positions : : 198,909 359,077 222,968 229,200 241,326 217,699 64,824 157,822 109,351 102,261 152,315 : : : : Changes from: September 13, 2011 : : -35,619 -41,216 3,028 6,009 -18,963 -10,663 5,260 -11,353 2,492 -8,001 -17,543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 26.3 16.3 16.8 17.7 15.9 4.7 11.6 8.0 7.5 11.2 : : : : Number of Traders in Each Category Total Traders: 332 : : 47 55 25 21 39 63 48 65 56 43 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 214,097 : : Positions : : 45,022 31,452 46,587 83,269 31,697 1,749 0 40 53,550 23,528 4,701 : : : : Changes from: September 13, 2011 : : 2,625 2,400 -293 -2,017 1,447 -144 0 0 741 1,571 -334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 14.7 21.8 38.9 14.8 0.8 0.0 0.0 25.0 11.0 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 6 7 9 9 14 . 0 . 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 20,008 : : Positions : : 12,657 11,392 3,270 4,467 2,950 38 425 75 625 326 373 : : : : Changes from: September 13, 2011 : : 1,315 670 125 740 134 0 0 0 175 25 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 56.9 16.3 22.3 14.7 0.2 2.1 0.4 3.1 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 26 6 7 10 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 79,318 : : Positions : : 9,925 3,747 35,136 23,749 18,398 3,310 9,449 9,235 0 8,565 927 : : : : Changes from: September 13, 2011 : : 21 -2 -113 -457 -1,006 42 0 73 0 -192 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 4.7 44.3 29.9 23.2 4.2 11.9 11.6 0.0 10.8 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 5 4 11 10 17 5 4 9 0 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 35,905 : : Positions : : 1,439 3,327 14,052 10,517 11,251 2,848 1,525 2,241 0 2,885 1,031 : : : : Changes from: September 13, 2011 : : 0 -100 -1,375 -1,342 -501 -157 -250 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.3 39.1 29.3 31.3 7.9 4.2 6.2 0.0 8.0 2.9 : : : : Number of Traders in Each Category Total Traders: 26 : : . 4 8 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 15,235 : : Positions : : 3,860 2,230 4,115 9,370 3,410 3,850 0 0 0 150 0 : : : : Changes from: September 13, 2011 : : 0 0 0 600 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 14.6 27.0 61.5 22.4 25.3 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 20, 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 276,096 : : Positions : : 111,187 176,840 30,189 11,494 18,800 57,121 12,233 16,743 13,787 18,176 7,979 : : : : Changes from: September 13, 2011 : : 6,901 379 654 481 72 -4,619 1,712 953 152 -2,836 1,603 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 64.1 10.9 4.2 6.8 20.7 4.4 6.1 5.0 6.6 2.9 : : : : Number of Traders in Each Category Total Traders: 194 : : 50 66 16 7 17 52 12 29 13 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 24,146 : : Positions : : 6,932 19,169 454 332 564 3,413 0 0 6,185 280 148 : : : : Changes from: September 13, 2011 : : 1,016 -86 -725 180 110 -520 0 0 -498 0 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 79.4 1.9 1.4 2.3 14.1 0.0 0.0 25.6 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 27,970 : : Positions : : 26,508 16,132 0 9,763 0 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : 1,810 100 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 57.7 0.0 34.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 0 5 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 5,920 : : Positions : : 3,790 3,509 828 990 1,045 0 0 0 214 250 0 : : : : Changes from: September 13, 2011 : : 550 550 522 354 -24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 59.3 14.0 16.7 17.7 0.0 0.0 0.0 3.6 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 5 5 7 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 53,200 : : Positions : : 41,327 30,060 5,360 17,637 4,760 400 150 0 0 0 0 : : : : Changes from: September 13, 2011 : : 1,950 1,480 -230 165 1,138 0 75 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 56.5 10.1 33.2 8.9 0.8 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 25 7 6 8 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 18,207 : : Positions : : 13,781 13,567 3,681 3,990 625 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : -302 -500 102 300 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 74.5 20.2 21.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 4,833 : : Positions : : 3,685 1,405 773 445 325 0 108 0 25 2,525 25 : : : : Changes from: September 13, 2011 : : 225 -150 50 0 120 0 0 0 0 425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 29.1 16.0 9.2 6.7 0.0 2.2 0.0 0.5 52.2 0.5 : : : : 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 20, 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 8,069 : : Positions : : 3,742 4,930 1,888 1,301 1,347 78 0 0 724 210 38 : : : : Changes from: September 13, 2011 : : 15 0 60 0 0 0 0 0 260 210 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 61.1 23.4 16.1 16.7 1.0 0.0 0.0 9.0 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 12 8 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 20,874 : : Positions : : 13,195 9,308 3,275 4,525 2,741 50 2,254 40 942 1,345 537 : : : : Changes from: September 13, 2011 : : 969 206 81 395 25 0 150 0 0 299 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 44.6 15.7 21.7 13.1 0.2 10.8 0.2 4.5 6.4 2.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 27 27 9 10 13 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 12,816 : : Positions : : 9,881 8,315 211 3,566 198 1,857 115 339 0 19 201 : : : : Changes from: September 13, 2011 : : 662 345 0 135 0 -124 0 81 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 64.9 1.6 27.8 1.5 14.5 0.9 2.6 0.0 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 . 6 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 29,058 : : Positions : : 9,245 16,450 4,200 5,771 4,292 1,469 0 145 8,566 983 585 : : : : Changes from: September 13, 2011 : : 912 1,005 -241 584 308 -1,050 0 0 1,968 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 56.6 14.5 19.9 14.8 5.1 0.0 0.5 29.5 3.4 2.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 15 18 7 10 14 4 0 . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 18,154 : : Positions : : 11,007 13,552 0 1,789 435 3,831 0 0 760 0 0 : : : : Changes from: September 13, 2011 : : 753 3,427 0 -68 126 1,467 0 -84 760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 74.7 0.0 9.9 2.4 21.1 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 0 4 . . 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 23, 2011