Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 47,532 : : Positions : : 33,487 39,701 5,933 1,303 5,908 0 0 0 1,966 75 158 : : : : Changes from: September 20, 2011 : : 3,105 3,622 188 -134 -52 0 0 0 144 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 83.5 12.5 2.7 12.4 0.0 0.0 0.0 4.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 32 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 9,788 : : Positions : : 7,383 8,070 1,752 1,088 463 0 0 0 0 0 0 : : : : Changes from: September 20, 2011 : : 114 125 -30 -41 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 82.4 17.9 11.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 25 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 4,176 : : Positions : : 1,837 2,322 478 66 873 0 0 0 84 0 0 : : : : Changes from: September 20, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 55.6 11.4 1.6 20.9 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 14 4 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 10,620 : : Positions : : 5,455 6,098 1,339 336 2,391 0 0 0 0 381 202 : : : : Changes from: September 20, 2011 : : -415 19 348 -23 776 0 0 0 0 46 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 57.4 12.6 3.2 22.5 0.0 0.0 0.0 0.0 3.6 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 28 6 6 12 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 7,736 : : Positions : : 4,022 5,458 1,363 265 1,074 0 0 0 562 45 74 : : : : Changes from: September 20, 2011 : : 288 235 5 167 163 0 0 0 -51 -98 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 70.6 17.6 3.4 13.9 0.0 0.0 0.0 7.3 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 33 40 11 5 14 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 3,908 : : Positions : : 2,307 1,910 283 135 406 0 0 0 15 0 48 : : : : Changes from: September 20, 2011 : : 54 11 -30 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 48.9 7.2 3.5 10.4 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 27, 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 2,834 : : Positions : : 1,399 1,747 126 191 414 0 0 0 289 249 4 : : : : Changes from: September 20, 2011 : : 58 182 51 -39 44 0 0 0 0 14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 61.6 4.4 6.7 14.6 0.0 0.0 0.0 10.2 8.8 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 2,166 : : Positions : : 766 1,296 453 124 323 0 0 0 25 55 45 : : : : Changes from: September 20, 2011 : : -133 -73 -33 18 28 0 0 0 25 -35 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 59.8 20.9 5.7 14.9 0.0 0.0 0.0 1.2 2.5 2.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 5 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 8,606 : : Positions : : 6,081 7,543 1,774 100 671 0 0 0 0 0 0 : : : : Changes from: September 20, 2011 : : 285 315 55 25 28 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 87.6 20.6 1.2 7.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 21,906 : : Positions : : 16,540 15,299 2,293 1,312 2,983 0 0 0 0 2,222 90 : : : : Changes from: September 20, 2011 : : 920 765 -110 0 225 0 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 69.8 10.5 6.0 13.6 0.0 0.0 0.0 0.0 10.1 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 16 7 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 329,434 : : Positions : : 131,109 192,531 62,588 8,834 18,545 30,162 16,657 23,175 9,334 20,864 17,408 : : : : Changes from: September 20, 2011 : : 9,360 -513 4,984 -3,905 -2,086 -9,939 2,043 316 485 1,816 1,913 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 58.4 19.0 2.7 5.6 9.2 5.1 7.0 2.8 6.3 5.3 : : : : Number of Traders in Each Category Total Traders: 161 : : 53 64 18 5 17 25 15 20 10 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 15,190 : : Positions : : 10,082 9,469 2,478 3,190 1,760 300 0 0 55 274 340 : : : : Changes from: September 20, 2011 : : 1,580 1,930 53 98 317 0 0 0 50 -200 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 62.3 16.3 21.0 11.6 2.0 0.0 0.0 0.4 1.8 2.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 31 8 5 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 4,805 925 782 355 186 180 120 300 706 44 : : : : Changes from: September 20, 2011 : : 0 150 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 68.1 13.1 11.1 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 27, 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 3,850 : : Positions : : 841 1,549 1,529 839 513 96 0 0 0 336 0 : : : : Changes from: September 20, 2011 : : 0 0 -93 -81 93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 40.2 39.7 21.8 13.3 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 27, 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 9,165 : : Positions : : 6,884 6,412 1 815 97 507 71 154 299 340 766 : : : : Changes from: September 20, 2011 : : -633 -429 1 83 7 0 0 25 -4 -524 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 70.0 0.0 8.9 1.1 5.5 0.8 1.7 3.3 3.7 8.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 16,806 : : Positions : : 15,488 14,772 196 424 281 200 0 0 269 900 141 : : : : Changes from: September 20, 2011 : : 554 205 -127 34 94 0 0 0 124 330 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 87.9 1.2 2.5 1.7 1.2 0.0 0.0 1.6 5.4 0.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 37 . . . . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,376 : : Positions : : 607 798 46 0 0 0 0 0 59 37 128 : : : : Changes from: September 20, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 58.0 3.3 0.0 0.0 0.0 0.0 0.0 4.3 2.7 9.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 17 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 424,221 : : Positions : : 119,929 145,997 54,034 56,669 97,125 29,167 14,224 17,983 10,763 6,616 62,137 : : : : Changes from: September 20, 2011 : : 4,498 5,445 4,183 1,021 898 1,427 1,266 -586 -1,629 2,656 1,453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 34.4 12.7 13.4 22.9 6.9 3.4 4.2 2.5 1.6 14.6 : : : : Number of Traders in Each Category Total Traders: 122 : : 33 35 17 13 28 17 10 16 13 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 1,380,562 : : Positions : : 191,916 338,417 223,854 216,404 247,471 215,424 73,890 163,934 104,779 108,627 168,297 : : : : Changes from: September 20, 2011 : : -6,993 -20,660 886 -12,796 6,145 -2,275 9,066 6,112 -4,572 6,366 15,982 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 24.5 16.2 15.7 17.9 15.6 5.4 11.9 7.6 7.9 12.2 : : : : Number of Traders in Each Category Total Traders: 333 : : 49 57 25 21 39 55 56 65 55 45 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 216,399 : : Positions : : 45,005 32,211 48,014 81,389 32,753 1,017 0 64 53,743 24,875 4,866 : : : : Changes from: September 20, 2011 : : -17 759 1,427 -1,880 1,056 -732 0 24 193 1,347 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 14.9 22.2 37.6 15.1 0.5 0.0 0.0 24.8 11.5 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 27, 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 20,860 : : Positions : : 13,242 11,427 3,255 4,902 3,032 38 425 75 500 301 698 : : : : Changes from: September 20, 2011 : : 585 35 -15 435 82 0 0 0 -125 -25 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 54.8 15.6 23.5 14.5 0.2 2.0 0.4 2.4 1.4 3.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 26 6 7 9 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 79,815 : : Positions : : 9,925 3,747 34,769 23,969 19,125 3,347 9,449 9,232 0 8,015 927 : : : : Changes from: September 20, 2011 : : 0 0 -367 220 727 37 0 -3 0 -550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 4.7 43.6 30.0 24.0 4.2 11.8 11.6 0.0 10.0 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 27, 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 36,181 : : Positions : : 1,439 3,327 13,279 11,221 11,442 2,862 675 3,210 0 2,522 1,044 : : : : Changes from: September 20, 2011 : : 0 0 -773 704 191 14 -850 969 0 -363 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.2 36.7 31.0 31.6 7.9 1.9 8.9 0.0 7.0 2.9 : : : : Number of Traders in Each Category Total Traders: 27 : : . 4 8 6 13 4 . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 15,840 : : Positions : : 3,860 2,330 4,035 9,820 3,365 4,450 0 0 0 150 0 : : : : Changes from: September 20, 2011 : : 0 100 -80 450 -45 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 14.7 25.5 62.0 21.2 28.1 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 10 7 6 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 267,532 : : Positions : : 109,647 168,257 30,392 10,199 16,607 49,699 15,704 19,953 15,421 13,941 9,422 : : : : Changes from: September 20, 2011 : : -1,540 -8,583 203 -1,295 -2,193 -7,422 3,471 3,210 1,634 -4,235 1,443 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 62.9 11.4 3.8 6.2 18.6 5.9 7.5 5.8 5.2 3.5 : : : : Number of Traders in Each Category Total Traders: 189 : : 53 67 17 6 18 48 14 27 14 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 24,175 : : Positions : : 7,422 18,961 454 332 564 2,900 0 126 6,065 280 148 : : : : Changes from: September 20, 2011 : : 490 -208 0 0 0 -513 0 126 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 78.4 1.9 1.4 2.3 12.0 0.0 0.5 25.1 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 28,175 : : Positions : : 26,593 16,067 0 9,763 0 0 0 0 0 0 0 : : : : Changes from: September 20, 2011 : : 85 -65 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 57.0 0.0 34.7 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 27, 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 6,321 : : Positions : : 3,990 3,722 891 1,040 1,183 0 0 0 214 250 0 : : : : Changes from: September 20, 2011 : : 200 213 63 50 138 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 58.9 14.1 16.5 18.7 0.0 0.0 0.0 3.4 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 5 5 7 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 55,708 : : Positions : : 44,923 31,246 4,469 18,378 4,753 400 925 0 0 0 0 : : : : Changes from: September 20, 2011 : : 3,596 1,186 -891 741 -7 0 775 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 56.1 8.0 33.0 8.5 0.7 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 25 8 5 7 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 17,989 : : Positions : : 13,386 13,254 3,838 4,065 645 0 0 0 0 0 0 : : : : Changes from: September 20, 2011 : : -395 -313 157 75 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 73.7 21.3 22.6 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 5,433 : : Positions : : 4,210 1,455 823 420 350 0 108 0 25 3,075 25 : : : : Changes from: September 20, 2011 : : 525 50 50 -25 25 0 0 0 0 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 26.8 15.1 7.7 6.4 0.0 2.0 0.0 0.5 56.6 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 10 7 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 : : 3,867 5,140 1,888 1,301 1,347 78 0 0 599 0 38 : : : : Changes from: September 20, 2011 : : 125 210 0 0 0 0 0 0 -125 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 63.7 23.4 16.1 16.7 1.0 0.0 0.0 7.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 13 8 4 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 21,879 : : Positions : : 13,907 10,727 3,202 4,334 2,921 50 2,254 40 1,102 916 563 : : : : Changes from: September 20, 2011 : : 712 1,419 -73 -191 180 0 0 0 160 -429 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 49.0 14.6 19.8 13.4 0.2 10.3 0.2 5.0 4.2 2.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 26 28 7 12 13 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 5,143 : : Positions : : 1,225 1,878 670 2,507 358 54 0 60 2,436 58 0 : : : : Changes from: September 20, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 36.5 13.0 48.7 7.0 1.0 0.0 1.2 47.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 . 4 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 13,174 : : Positions : : 10,585 8,628 256 3,557 252 1,412 115 339 0 19 201 : : : : Changes from: September 20, 2011 : : 704 313 45 -9 54 -445 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 65.5 1.9 27.0 1.9 10.7 0.9 2.6 0.0 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 25 . 7 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 31,349 : : Positions : : 10,411 18,126 4,246 6,132 4,546 1,469 0 145 9,391 983 825 : : : : Changes from: September 20, 2011 : : 1,166 1,676 46 361 254 0 0 0 825 0 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 57.8 13.5 19.6 14.5 4.7 0.0 0.5 30.0 3.1 2.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 15 20 8 9 14 4 0 . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 20,293 : : Positions : : 13,056 14,873 0 2,322 735 3,240 0 87 910 0 0 : : : : Changes from: September 20, 2011 : : 2,049 1,321 0 533 300 -591 0 87 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 73.3 0.0 11.4 3.6 16.0 0.0 0.4 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 0 5 4 . 0 . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2011