Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 38,740 : : Positions : : 26,324 33,122 6,696 613 4,366 0 0 0 959 0 304 : : : : Changes from: September 27, 2011 : : -7,163 -6,579 763 -690 -1,542 0 0 0 -1,007 -75 146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 85.5 17.3 1.6 11.3 0.0 0.0 0.0 2.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 30 9 5 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 8,087 : : Positions : : 6,474 6,237 835 1,132 603 0 0 0 0 0 0 : : : : Changes from: September 27, 2011 : : -909 -1,833 -917 44 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 77.1 10.3 14.0 7.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 21 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 9,839 : : Positions : : 4,698 5,331 1,452 431 2,298 0 0 0 110 322 166 : : : : Changes from: September 27, 2011 : : -757 -767 113 95 -93 0 0 0 110 -59 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 54.2 14.8 4.4 23.4 0.0 0.0 0.0 1.1 3.3 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 24 6 5 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 6,029 : : Positions : : 3,196 3,926 740 215 998 0 0 0 533 5 123 : : : : Changes from: September 27, 2011 : : -826 -1,532 -623 -50 -76 0 0 0 -29 -40 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 65.1 12.3 3.6 16.6 0.0 0.0 0.0 8.8 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 37 9 5 12 0 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 3,562 : : Positions : : 1,964 1,720 315 100 356 0 0 0 0 0 0 : : : : Changes from: September 27, 2011 : : -343 -190 32 -35 -50 0 0 0 -15 0 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 48.3 8.8 2.8 10.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 2,517 : : Positions : : 1,066 1,477 182 198 352 0 0 0 285 209 0 : : : : Changes from: September 27, 2011 : : -333 -270 56 7 -62 0 0 0 -4 -40 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 58.7 7.2 7.9 14.0 0.0 0.0 0.0 11.3 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 1,840 : : Positions : : 784 1,046 159 19 298 0 0 0 25 169 81 : : : : Changes from: September 27, 2011 : : 18 -250 -294 -105 -25 0 0 0 0 114 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 56.8 8.6 1.0 16.2 0.0 0.0 0.0 1.4 9.2 4.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 6,531 : : Positions : : 4,858 5,638 1,097 80 531 0 0 0 0 0 0 : : : : Changes from: September 27, 2011 : : -1,223 -1,905 -677 -20 -140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 86.3 16.8 1.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 17,363 : : Positions : : 12,713 12,419 2,354 1,533 2,106 0 0 0 0 1,115 190 : : : : Changes from: September 27, 2011 : : -3,827 -2,880 61 221 -877 0 0 0 0 -1,107 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 71.5 13.6 8.8 12.1 0.0 0.0 0.0 0.0 6.4 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 16 6 4 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 329,440 : : Positions : : 128,636 189,013 62,830 6,657 17,180 26,837 17,383 28,424 10,227 21,943 18,179 : : : : Changes from: September 27, 2011 : : -2,473 -3,518 242 -2,177 -1,365 -3,325 726 5,249 893 1,079 771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 57.4 19.1 2.0 5.2 8.1 5.3 8.6 3.1 6.7 5.5 : : : : Number of Traders in Each Category Total Traders: 170 : : 52 69 16 6 15 20 18 22 10 19 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 11,025 : : Positions : : 8,430 6,093 1,290 3,950 725 300 0 0 200 170 0 : : : : Changes from: September 27, 2011 : : -1,652 -3,376 -1,188 760 -1,035 0 0 0 145 -104 -340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 55.3 11.7 35.8 6.6 2.7 0.0 0.0 1.8 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 28 5 6 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 6,256 : : Positions : : 4,535 4,695 1,000 336 250 111 300 0 300 615 0 : : : : Changes from: September 27, 2011 : : -500 -110 75 -446 -105 -75 120 -120 0 -91 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 75.0 16.0 5.4 4.0 1.8 4.8 0.0 4.8 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 9 4 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 8,872 : : Positions : : 6,601 6,599 18 868 71 593 62 163 521 213 423 : : : : Changes from: September 27, 2011 : : -283 187 17 53 -26 86 -9 9 222 -127 -343 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 74.4 0.2 9.8 0.8 6.7 0.7 1.8 5.9 2.4 4.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 16,050 : : Positions : : 14,822 13,652 0 534 435 200 0 0 157 1,029 230 : : : : Changes from: September 27, 2011 : : -666 -1,120 -196 110 154 0 0 0 -112 129 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 85.1 0.0 3.3 2.7 1.2 0.0 0.0 1.0 6.4 1.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 33 0 . . . 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 436,829 : : Positions : : 122,009 150,322 59,327 56,838 98,333 31,368 13,182 19,330 8,717 9,422 71,700 : : : : Changes from: September 27, 2011 : : 2,080 4,325 5,293 169 1,208 2,201 -1,042 1,347 -2,046 2,806 9,563 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 34.4 13.6 13.0 22.5 7.2 3.0 4.4 2.0 2.2 16.4 : : : : Number of Traders in Each Category Total Traders: 130 : : 36 38 19 12 29 17 8 16 10 19 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 1,431,783 : : Positions : : 221,038 348,599 223,686 210,510 248,511 211,402 85,309 178,816 104,191 122,120 176,087 : : : : Changes from: September 27, 2011 : : 29,122 10,182 -168 -5,894 1,040 -4,022 11,419 14,882 -588 13,493 7,790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 24.3 15.6 14.7 17.4 14.8 6.0 12.5 7.3 8.5 12.3 : : : : Number of Traders in Each Category Total Traders: 345 : : 51 55 25 21 40 63 52 63 51 56 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 205,743 : : Positions : : 42,004 32,817 43,960 79,497 30,858 1,395 0 0 46,746 17,550 5,784 : : : : Changes from: September 27, 2011 : : -3,001 606 -4,054 -1,892 -1,895 378 0 -64 -6,997 -7,325 918 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 16.0 21.4 38.6 15.0 0.7 0.0 0.0 22.7 8.5 2.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 7 7 9 12 . 0 0 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 15,253 : : Positions : : 8,727 8,442 3,514 2,995 2,442 0 500 0 225 549 325 : : : : Changes from: September 27, 2011 : : -4,515 -2,985 259 -1,907 -590 -38 75 -75 -275 248 -373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 55.3 23.0 19.6 16.0 0.0 3.3 0.0 1.5 3.6 2.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 21 7 7 8 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 82,158 : : Positions : : 9,925 3,747 35,080 24,401 19,783 2,850 10,369 9,919 0 6,875 1,777 : : : : Changes from: September 27, 2011 : : 0 0 311 432 658 -497 920 687 0 -1,140 850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 4.6 42.7 29.7 24.1 3.5 12.6 12.1 0.0 8.4 2.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 5 4 11 10 17 4 5 9 0 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 41,687 : : Positions : : 1,439 3,327 16,115 9,079 13,195 2,519 4,916 3,794 0 3,048 1,394 : : : : Changes from: September 27, 2011 : : 0 0 2,836 -2,142 1,753 -343 4,241 584 0 526 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.5 8.0 38.7 21.8 31.7 6.0 11.8 9.1 0.0 7.3 3.3 : : : : Number of Traders in Each Category Total Traders: 31 : : . 4 9 5 13 4 4 5 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 14,180 : : Positions : : 3,165 1,630 4,135 9,825 2,400 4,350 0 0 0 150 0 : : : : Changes from: September 27, 2011 : : -695 -700 100 5 -965 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 11.5 29.2 69.3 16.9 30.7 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 7 6 6 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 271,347 : : Positions : : 110,725 171,348 29,447 10,235 15,922 49,708 13,469 23,123 14,437 11,974 11,542 : : : : Changes from: September 27, 2011 : : 1,078 3,091 -945 36 -685 9 -2,235 3,170 -984 -1,967 2,120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 63.1 10.9 3.8 5.9 18.3 5.0 8.5 5.3 4.4 4.3 : : : : Number of Traders in Each Category Total Traders: 183 : : 47 63 16 7 15 46 14 27 14 10 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 22,061 : : Positions : : 6,367 14,317 462 1,092 230 2,088 0 201 6,089 280 72 : : : : Changes from: September 27, 2011 : : -1,055 -4,644 8 760 -334 -812 0 75 24 0 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 64.9 2.1 4.9 1.0 9.5 0.0 0.9 27.6 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 5,048 : : Positions : : 2,600 3,513 1,604 678 711 0 0 0 100 0 0 : : : : Changes from: September 27, 2011 : : -1,390 -209 713 -362 -472 0 0 0 -114 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 69.6 31.8 13.4 14.1 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 7 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 46,633 : : Positions : : 38,965 23,413 3,688 19,292 2,787 300 975 25 0 0 0 : : : : Changes from: September 27, 2011 : : -5,958 -7,833 -781 914 -1,966 -100 50 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 50.2 7.9 41.4 6.0 0.6 2.1 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 23 6 7 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 14,952 : : Positions : : 10,650 9,807 3,537 4,175 645 0 300 0 0 0 0 : : : : Changes from: September 27, 2011 : : -2,736 -3,447 -301 110 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 65.6 23.7 27.9 4.3 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 9 . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 4,185 : : Positions : : 3,095 1,205 850 660 195 0 0 0 0 2,125 0 : : : : Changes from: September 27, 2011 : : -1,115 -250 27 240 -155 0 -108 0 -25 -950 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 28.8 20.3 15.8 4.7 0.0 0.0 0.0 0.0 50.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 7 5 . . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 5,670 : : Positions : : 2,495 3,772 1,494 630 1,140 0 0 0 194 0 38 : : : : Changes from: September 27, 2011 : : -1,372 -1,368 -394 -671 -207 -78 0 0 -405 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 66.5 26.3 11.1 20.1 0.0 0.0 0.0 3.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 10 6 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 19,365 : : Positions : : 12,361 9,527 3,198 4,185 2,317 0 2,187 0 776 406 619 : : : : Changes from: September 27, 2011 : : -1,546 -1,200 -4 -149 -604 -50 -67 -40 -326 -510 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 49.2 16.5 21.6 12.0 0.0 11.3 0.0 4.0 2.1 3.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 21 24 10 8 11 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 12,286 : : Positions : : 9,995 7,810 66 3,596 341 1,215 0 339 51 0 150 : : : : Changes from: September 27, 2011 : : -590 -818 -190 39 89 -197 -115 0 51 -19 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 63.6 0.5 29.3 2.8 9.9 0.0 2.8 0.4 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 . 8 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 30,596 : : Positions : : 11,040 17,197 3,605 7,557 3,743 1,890 0 60 9,303 688 685 : : : : Changes from: September 27, 2011 : : 629 -929 -641 1,425 -803 421 0 -85 -88 -295 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 56.2 11.8 24.7 12.2 6.2 0.0 0.2 30.4 2.2 2.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 15 18 7 9 11 . 0 . 6 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 7, 2011