Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 49,172 : : Positions : : 35,138 42,490 7,006 196 5,641 0 0 0 786 0 503 : : : : Changes from: October 18, 2011 : : 5,569 5,610 73 0 463 0 0 0 -32 0 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 86.4 14.2 0.4 11.5 0.0 0.0 0.0 1.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 31 11 . 12 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 12,396 : : Positions : : 10,431 10,292 1,041 1,228 761 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 52 113 45 -16 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 83.0 8.4 9.9 6.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 4 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 10,781 : : Positions : : 5,528 6,055 1,543 538 2,373 0 0 0 102 352 201 : : : : Changes from: October 18, 2011 : : 8 -58 9 13 -55 0 0 0 -3 5 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 56.2 14.3 5.0 22.0 0.0 0.0 0.0 0.9 3.3 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 29 6 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 7,339 : : Positions : : 3,916 4,893 956 232 1,137 0 0 0 793 43 67 : : : : Changes from: October 18, 2011 : : 526 710 46 -40 52 0 0 0 57 -40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 66.7 13.0 3.2 15.5 0.0 0.0 0.0 10.8 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 38 9 5 14 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 3,961 : : Positions : : 2,358 1,921 288 100 403 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 61 42 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 48.5 7.3 2.5 10.2 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 25, 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 3,147 : : Positions : : 1,355 1,447 236 332 542 75 0 90 285 494 0 : : : : Changes from: October 18, 2011 : : 49 -20 -5 -10 5 0 0 0 0 95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 46.0 7.5 10.5 17.2 2.4 0.0 2.9 9.1 15.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 11 4 5 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 2,206 : : Positions : : 1,106 1,399 257 13 274 0 0 0 0 140 101 : : : : Changes from: October 18, 2011 : : 26 101 51 -5 -7 0 0 0 0 -30 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 63.4 11.7 0.6 12.4 0.0 0.0 0.0 0.0 6.3 4.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 8,993 : : Positions : : 7,049 8,182 1,505 130 394 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 766 744 -17 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 91.0 16.7 1.4 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 20,887 : : Positions : : 15,535 15,802 2,717 1,533 2,199 0 0 0 0 917 436 : : : : Changes from: October 18, 2011 : : 320 657 175 -130 100 0 0 0 0 -32 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 75.7 13.0 7.3 10.5 0.0 0.0 0.0 0.0 4.4 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 17 6 5 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 298,497 : : Positions : : 88,885 178,570 58,233 5,016 18,646 42,372 8,173 20,720 10,799 25,853 14,025 : : : : Changes from: October 18, 2011 : : -4,867 1,242 -3,157 -576 519 4,959 807 -1,341 752 488 -2,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 59.8 19.5 1.7 6.2 14.2 2.7 6.9 3.6 8.7 4.7 : : : : Number of Traders in Each Category Total Traders: 163 : : 60 68 17 5 16 28 11 21 9 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 15,331 : : Positions : : 11,516 9,741 1,487 3,135 1,828 300 0 0 85 405 115 : : : : Changes from: October 18, 2011 : : 625 1,496 536 -485 241 0 0 0 50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 63.5 9.7 20.4 11.9 2.0 0.0 0.0 0.6 2.6 0.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 35 8 5 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 7,911 : : Positions : : 4,920 5,830 950 436 720 711 0 200 300 615 0 : : : : Changes from: October 18, 2011 : : 190 790 -200 100 95 600 -300 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 73.7 12.0 5.5 9.1 9.0 0.0 2.5 3.8 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 13 4 . 6 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,610 : : Positions : : 820 1,360 540 50 200 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,833 : : Positions : : 7,653 7,033 117 669 231 603 52 163 310 948 754 : : : : Changes from: October 18, 2011 : : -118 -303 10 30 24 9 0 0 11 211 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 64.9 1.1 6.2 2.1 5.6 0.5 1.5 2.9 8.8 7.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 19,708 : : Positions : : 18,331 16,375 0 862 472 125 0 0 296 1,599 134 : : : : Changes from: October 18, 2011 : : -1,749 -1,910 0 -109 48 0 0 0 124 390 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 83.1 0.0 4.4 2.4 0.6 0.0 0.0 1.5 8.1 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 37 40 0 . . . 0 0 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,342 : : Positions : : 1,320 889 0 32 60 0 159 78 0 126 0 : : : : Changes from: October 18, 2011 : : -45 68 0 -5 5 0 -28 6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 38.0 0.0 1.4 2.6 0.0 6.8 3.3 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 14 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 1,415 : : Positions : : 685 797 43 0 0 0 0 0 80 48 101 : : : : Changes from: October 18, 2011 : : 21 33 0 0 0 0 0 0 31 0 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 56.3 3.0 0.0 0.0 0.0 0.0 0.0 5.7 3.4 7.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 18 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 412,020 : : Positions : : 120,764 141,600 57,603 67,776 81,315 27,247 10,137 19,570 12,980 7,351 65,348 : : : : Changes from: October 18, 2011 : : -17,998 -15,861 1,010 2,818 -6,545 2,204 1,810 -2,054 3,307 -1,346 -11,848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 34.4 14.0 16.4 19.7 6.6 2.5 4.7 3.2 1.8 15.9 : : : : Number of Traders in Each Category Total Traders: 124 : : 33 37 14 16 26 15 9 16 10 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 1,388,897 : : Positions : : 183,208 314,265 209,820 236,154 252,439 237,254 53,107 189,467 97,958 122,387 155,764 : : : : Changes from: October 18, 2011 : : -29,341 -34,885 -20,928 9,738 10,740 17,863 -7,763 11,676 -5,875 4,404 -31,814 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 22.6 15.1 17.0 18.2 17.1 3.8 13.6 7.1 8.8 11.2 : : : : Number of Traders in Each Category Total Traders: 338 : : 46 52 27 22 39 70 43 70 53 53 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 209,881 : : Positions : : 42,121 29,579 42,951 80,534 33,111 1,107 0 132 47,180 21,024 5,247 : : : : Changes from: October 18, 2011 : : -68 -2,358 135 454 1,194 0 0 0 -279 2,549 -266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 14.1 20.5 38.4 15.8 0.5 0.0 0.1 22.5 10.0 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 7 6 10 12 . 0 . 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 16,227 : : Positions : : 9,277 9,316 3,771 3,205 2,307 0 500 0 500 549 350 : : : : Changes from: October 18, 2011 : : 375 274 332 435 -285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 57.4 23.2 19.8 14.2 0.0 3.1 0.0 3.1 3.4 2.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 19 7 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 74,302 : : Positions : : 9,925 3,745 32,929 25,969 20,101 3,906 9,449 4,678 0 5,377 837 : : : : Changes from: October 18, 2011 : : 0 -2 -2,211 485 1,669 300 -920 -5,305 0 -1,511 -1,125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 5.0 44.3 35.0 27.1 5.3 12.7 6.3 0.0 7.2 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 5 4 11 10 17 6 4 10 0 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 36,032 : : Positions : : 1,439 3,327 11,614 11,650 12,318 3,361 801 2,772 700 1,528 863 : : : : Changes from: October 18, 2011 : : 0 0 -2,160 325 385 31 -749 -1,503 700 -875 -531 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.2 32.2 32.3 34.2 9.3 2.2 7.7 1.9 4.2 2.4 : : : : Number of Traders in Each Category Total Traders: 29 : : . 4 8 6 13 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 13,685 : : Positions : : 2,745 1,630 4,570 8,805 2,895 3,327 0 0 0 150 0 : : : : Changes from: October 18, 2011 : : 300 0 600 300 -150 -648 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 11.9 33.4 64.3 21.2 24.3 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 7 7 6 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 20,325 : : Positions : : 1,577 1,422 0 2,611 5,439 2,555 532 2,933 2,329 863 3,298 : : : : Changes from: October 18, 2011 : : 969 -165 -266 64 616 -602 532 302 567 -29 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 7.0 0.0 12.8 26.8 12.6 2.6 14.4 11.5 4.2 16.2 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 0 7 6 . . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 280,564 : : Positions : : 103,239 189,528 29,002 10,408 16,374 68,879 7,553 15,811 16,702 17,378 10,951 : : : : Changes from: October 18, 2011 : : -3,246 2,714 -69 615 -1,319 7,404 -1,250 -2,627 97 101 1,932 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 67.6 10.3 3.7 5.8 24.6 2.7 5.6 6.0 6.2 3.9 : : : : Number of Traders in Each Category Total Traders: 202 : : 52 71 17 6 16 59 10 29 17 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 24,186 : : Positions : : 6,778 15,839 517 1,164 292 2,149 0 876 6,159 280 120 : : : : Changes from: October 18, 2011 : : 187 566 -42 0 1 -150 0 150 -94 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 65.5 2.1 4.8 1.2 8.9 0.0 3.6 25.5 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 25,855 : : Positions : : 25,375 12,515 0 11,750 0 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 1,070 50 0 450 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 48.4 0.0 45.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 0 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 6,820 : : Positions : : 3,922 5,061 1,704 678 1,061 0 0 0 100 0 0 : : : : Changes from: October 18, 2011 : : 600 550 -50 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 74.2 25.0 9.9 15.6 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 55,151 : : Positions : : 47,466 30,216 3,984 21,447 2,640 300 342 27 0 0 0 : : : : Changes from: October 18, 2011 : : 1,666 1,176 231 663 45 0 -508 2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 54.8 7.2 38.9 4.8 0.5 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 24 7 7 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 15,772 : : Positions : : 11,490 10,412 3,602 4,475 560 0 300 0 0 0 0 : : : : Changes from: October 18, 2011 : : 50 -10 -35 25 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 66.0 22.8 28.4 3.6 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 14 9 . 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 6,445 : : Positions : : 4,795 2,255 1,200 440 450 0 0 0 0 3,300 0 : : : : Changes from: October 18, 2011 : : 1,200 900 25 -20 30 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 35.0 18.6 6.8 7.0 0.0 0.0 0.0 0.0 51.2 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 10 6 4 4 0 0 0 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 5,919 : : Positions : : 2,769 3,941 1,419 630 1,190 0 0 0 164 0 68 : : : : Changes from: October 18, 2011 : : -31 -61 0 0 0 0 0 0 -30 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 66.6 24.0 10.6 20.1 0.0 0.0 0.0 2.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 6 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 21,848 : : Positions : : 13,517 11,983 4,360 4,244 2,374 25 2,271 21 791 165 755 : : : : Changes from: October 18, 2011 : : 117 492 101 -181 4 0 0 0 93 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 54.8 20.0 19.4 10.9 0.1 10.4 0.1 3.6 0.8 3.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 26 26 10 8 12 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 13,586 : : Positions : : 10,780 8,849 105 3,447 329 1,138 0 707 276 0 150 : : : : Changes from: October 18, 2011 : : -249 348 0 -128 45 469 0 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 65.1 0.8 25.4 2.4 8.4 0.0 5.2 2.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 19 . 9 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 34,328 : : Positions : : 13,735 20,047 4,772 8,427 3,605 1,290 540 60 9,921 325 673 : : : : Changes from: October 18, 2011 : : 953 548 180 255 -150 -600 0 0 270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 58.4 13.9 24.5 10.5 3.8 1.6 0.2 28.9 0.9 2.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 15 21 8 8 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 28, 2011