GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 47,532: 33,487 39,701 5,933 1,303 5,908 0 0 0 1,966 75 158: 80 387
Old : 47,532: 33,487 39,701 5,933 1,303 5,908 0 0 0 1,966 75 158: 80 387
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,435: 3,105 3,622 188 -134 -52 0 0 0 144 0 2: 48 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 83.5 12.5 2.7 12.4 0.0 0.0 0.0 4.1 0.2 0.3: 0.2 0.8
Old : 100.0: 70.5 83.5 12.5 2.7 12.4 0.0 0.0 0.0 4.1 0.2 0.3: 0.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 32 32 10 6 12 0 0 0 . . .:
Old : 58: 32 32 10 6 12 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 26.9 51.2 46.9 14.2 12.7 22.2 21.7
Old : 32.3 26.9 51.2 46.9 14.2 12.7 22.2 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 9,788: 7,383 8,070 1,752 1,088 463 0 0 0 0 0 0: 190 167
Old : 9,788: 7,383 8,070 1,752 1,088 463 0 0 0 0 0 0: 190 167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 114: 114 125 -30 -41 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 82.4 17.9 11.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.7
Old : 100.0: 75.4 82.4 17.9 11.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 25 4 4 6 0 0 0 0 0 0:
Old : 38: 22 25 4 4 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 43.7 65.8 66.7 35.9 37.4 58.0 56.5
Old : 41.1 43.7 65.8 66.7 35.9 37.4 58.0 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 4,176: 1,837 2,322 478 66 873 0 0 0 84 0 0: 904 915
Old : 4,176: 1,837 2,322 478 66 873 0 0 0 84 0 0: 904 915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 55.6 11.4 1.6 20.9 0.0 0.0 0.0 2.0 0.0 0.0: 21.6 21.9
Old : 100.0: 44.0 55.6 11.4 1.6 20.9 0.0 0.0 0.0 2.0 0.0 0.0: 21.6 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 14 4 . 5 0 0 0 . 0 0:
Old : 21: 12 14 4 . 5 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 43.9 58.1 63.8 15.3 18.5 23.2 26.5
Old : 37.3 43.9 58.1 63.8 15.3 18.5 23.2 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 10,620: 5,455 6,098 1,339 336 2,391 0 0 0 0 381 202: 1,233 1,212
Old : 10,620: 5,455 6,098 1,339 336 2,391 0 0 0 0 381 202: 1,233 1,212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 656: -415 19 348 -23 776 0 0 0 0 46 -7: -46 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 57.4 12.6 3.2 22.5 0.0 0.0 0.0 0.0 3.6 1.9: 11.6 11.4
Old : 100.0: 51.4 57.4 12.6 3.2 22.5 0.0 0.0 0.0 0.0 3.6 1.9: 11.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 28 6 6 12 0 0 0 0 4 .:
Old : 45: 24 28 6 6 12 0 0 0 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 23.3 57.3 37.4 22.3 9.5 27.6 15.5
Old : 37.9 23.3 57.3 37.4 22.3 9.5 27.6 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 7,736: 4,022 5,458 1,363 265 1,074 0 0 0 562 45 74: 641 820
Old : 7,736: 4,022 5,458 1,363 265 1,074 0 0 0 562 45 74: 641 820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 432: 288 235 5 167 163 0 0 0 -51 -98 -2: 29 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 70.6 17.6 3.4 13.9 0.0 0.0 0.0 7.3 0.6 1.0: 8.3 10.6
Old : 100.0: 52.0 70.6 17.6 3.4 13.9 0.0 0.0 0.0 7.3 0.6 1.0: 8.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 33 40 11 5 14 0 0 0 4 . 5:
Old : 67: 33 40 11 5 14 0 0 0 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 29.1 43.1 42.2 19.4 26.6 32.2 36.2
Old : 28.2 29.1 43.1 42.2 19.4 26.6 32.2 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,908: 2,307 1,910 283 135 406 0 0 0 15 0 48: 849 1,409
Old : 3,908: 2,307 1,910 283 135 406 0 0 0 15 0 48: 849 1,409
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 56: 54 11 -30 0 30 0 0 0 0 0 0: 2 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 48.9 7.2 3.5 10.4 0.0 0.0 0.0 0.4 0.0 1.2: 21.7 36.1
Old : 100.0: 59.0 48.9 7.2 3.5 10.4 0.0 0.0 0.0 0.4 0.0 1.2: 21.7 36.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 16 . . . 0 0 0 . 0 .:
Old : 21: 14 16 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 23.9 60.7 40.0 32.0 15.1 36.9 21.5
Old : 44.7 23.9 60.7 40.0 32.0 15.1 36.9 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,834: 1,399 1,747 126 191 414 0 0 0 289 249 4: 602 229
Old : 2,834: 1,399 1,747 126 191 414 0 0 0 289 249 4: 602 229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 199: 58 182 51 -39 44 0 0 0 0 14 0: 46 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 61.6 4.4 6.7 14.6 0.0 0.0 0.0 10.2 8.8 0.1: 21.2 8.1
Old : 100.0: 49.4 61.6 4.4 6.7 14.6 0.0 0.0 0.0 10.2 8.8 0.1: 21.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 14 . . 5 0 0 0 . . .:
Old : 24: 13 14 . . 5 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 41.7 57.8 68.5 22.5 30.6 28.7 43.6
Old : 38.6 41.7 57.8 68.5 22.5 30.6 28.7 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,166: 766 1,296 453 124 323 0 0 0 25 55 45: 554 323
Old : 2,166: 766 1,296 453 124 323 0 0 0 25 55 45: 554 323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 33: -133 -73 -33 18 28 0 0 0 25 -35 25: 121 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 59.8 20.9 5.7 14.9 0.0 0.0 0.0 1.2 2.5 2.1: 25.6 14.9
Old : 100.0: 35.4 59.8 20.9 5.7 14.9 0.0 0.0 0.0 1.2 2.5 2.1: 25.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 14 5 . 5 0 0 0 . . .:
Old : 24: 13 14 5 . 5 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 51.1 50.9 65.3 28.6 40.5 34.3 46.8
Old : 37.3 51.1 50.9 65.3 28.6 40.5 34.3 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 8,606: 6,081 7,543 1,774 100 671 0 0 0 0 0 0: 80 292
Old : 8,606: 6,081 7,543 1,774 100 671 0 0 0 0 0 0: 80 292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 368: 285 315 55 25 28 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 87.6 20.6 1.2 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 3.4
Old : 100.0: 70.7 87.6 20.6 1.2 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 12 7 . 5 0 0 0 0 0 0:
Old : 30: 17 12 7 . 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 68.9 76.4 83.7 47.4 65.7 65.7 74.0
Old : 51.5 68.9 76.4 83.7 47.4 65.7 65.7 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 21,906: 16,540 15,299 2,293 1,312 2,983 0 0 0 0 2,222 90: 0 0
Old : 21,906: 16,540 15,299 2,293 1,312 2,983 0 0 0 0 2,222 90: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,035: 920 765 -110 0 225 0 0 0 0 45 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 69.8 10.5 6.0 13.6 0.0 0.0 0.0 0.0 10.1 0.4: 0.0 0.0
Old : 100.0: 75.5 69.8 10.5 6.0 13.6 0.0 0.0 0.0 0.0 10.1 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 16 7 5 10 0 0 0 0 . .:
Old : 35: 20 16 7 5 10 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 42.9 64.4 69.4 26.1 31.5 34.7 42.3
Old : 43.7 42.9 64.4 69.4 26.1 31.5 34.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 382,981: 146,989 218,953 65,256 7,403 27,583 30,118 16,544 23,956 9,927 15,742 40,015: 39,137 32,784
Old : 382,981: 146,989 218,953 65,256 7,403 27,583 30,118 16,544 23,956 9,927 15,742 40,015: 39,137 32,784
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -2,393: 8,829 -1,305 4,942 -3,867 -2,384 -9,935 2,110 143 45 1,456 -1: -4,033 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 57.2 17.0 1.9 7.2 7.9 4.3 6.3 2.6 4.1 10.4: 10.2 8.6
Old : 100.0: 38.4 57.2 17.0 1.9 7.2 7.9 4.3 6.3 2.6 4.1 10.4: 10.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 162: 53 65 18 5 18 24 16 21 14 12 24:
Old : 162: 53 65 18 5 18 24 16 21 14 12 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 19.3 29.4 30.9 11.1 9.0 17.9 15.4
Old : 16.8 19.3 29.4 30.9 11.1 9.0 17.9 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 90,878: 32,927 37,836 11,161 1,599 18,980 0 0 0 268 6,436 24,773: 2,768 1,254
Old : 90,878: 32,927 37,836 11,161 1,599 18,980 0 0 0 268 6,436 24,773: 2,768 1,254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,629: 3,358 1,293 718 778 -598 0 0 0 -10 2,089 -463: -376 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 41.6 12.3 1.8 20.9 0.0 0.0 0.0 0.3 7.1 27.3: 3.0 1.4
Old : 100.0: 36.2 41.6 12.3 1.8 20.9 0.0 0.0 0.0 0.3 7.1 27.3: 3.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 7 7 5 5 10 0 0 0 . 7 9:
Old : 26: 7 7 5 5 10 0 0 0 . 7 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 50.5 68.0 73.6 13.5 12.4 16.4 16.0
Old : 41.1 50.5 68.0 73.6 13.5 12.4 16.4 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 15,190: 10,082 9,469 2,478 3,190 1,760 300 0 0 55 274 340: 175 157
Old : 15,190: 10,082 9,469 2,478 3,190 1,760 300 0 0 55 274 340: 175 157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,225: 1,580 1,930 53 98 317 0 0 0 50 -200 200: 25 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 62.3 16.3 21.0 11.6 2.0 0.0 0.0 0.4 1.8 2.2: 1.2 1.0
Old : 100.0: 66.4 62.3 16.3 21.0 11.6 2.0 0.0 0.0 0.4 1.8 2.2: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 29 31 8 5 9 . 0 0 . . .:
Old : 60: 29 31 8 5 9 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 35.4 45.8 61.6 24.6 29.6 37.7 43.6
Old : 26.1 35.4 45.8 61.6 24.6 29.6 37.7 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,052: 5,035 4,805 925 782 355 186 180 120 300 706 44: 87 60
Old : 7,052: 5,035 4,805 925 782 355 186 180 120 300 706 44: 87 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 0: 0 150 0 -150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 68.1 13.1 11.1 5.0 2.6 2.6 1.7 4.3 10.0 0.6: 1.2 0.9
Old : 100.0: 71.4 68.1 13.1 11.1 5.0 2.6 2.6 1.7 4.3 10.0 0.6: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 18 11 5 7 . . . . . . .:
Old : 42: 18 11 5 7 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 46.8 56.4 67.4 31.9 44.7 49.7 58.9
Old : 35.5 46.8 56.4 67.4 31.9 44.7 49.7 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 100 METRIC TONS) :
: : Positions :
All : 3,850: 841 1,549 1,529 839 513 96 0 0 0 336 0: 871 613
Old : 3,850: 841 1,549 1,529 839 513 96 0 0 0 336 0: 871 613
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3: 0 0 -93 -81 93 0 0 0 0 0 0: 3 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 40.2 39.7 21.8 13.3 2.5 0.0 0.0 0.0 8.7 0.0: 22.6 15.9
Old : 100.0: 21.8 40.2 39.7 21.8 13.3 2.5 0.0 0.0 0.0 8.7 0.0: 22.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 5 6 6 6 . 0 0 0 . 0:
Old : 20: 6 5 6 6 6 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 53.9 59.5 70.6 35.3 42.6 48.0 52.4
Old : 39.9 53.9 59.5 70.6 35.3 42.6 48.0 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 9,165: 6,884 6,412 1 815 97 507 71 154 299 340 766: 457 510
Old : 9,165: 6,884 6,412 1 815 97 507 71 154 299 340 766: 457 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -703: -633 -429 1 83 7 0 0 25 -4 -524 30: -129 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 70.0 0.0 8.9 1.1 5.5 0.8 1.7 3.3 3.7 8.4: 5.0 5.6
Old : 100.0: 75.1 70.0 0.0 8.9 1.1 5.5 0.8 1.7 3.3 3.7 8.4: 5.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 21 . . . . . . . . .:
Old : 33: 19 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 41.7 70.9 67.1 24.7 29.9 38.5 38.3
Old : 47.8 41.7 70.9 67.1 24.7 29.9 38.5 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 16,991: 15,622 14,956 196 376 331 200 0 0 269 900 141: 233 288
Old : 16,991: 15,622 14,956 196 376 331 200 0 0 269 900 141: 233 288
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 681: 639 280 -127 44 83 0 0 0 124 330 -9: -30 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 88.0 1.2 2.2 1.9 1.2 0.0 0.0 1.6 5.3 0.8: 1.4 1.7
Old : 100.0: 91.9 88.0 1.2 2.2 1.9 1.2 0.0 0.0 1.6 5.3 0.8: 1.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 36 38 . . . . 0 0 . 5 4:
Old : 59: 36 38 . . . . 0 0 . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 44.2 43.8 59.6 23.1 37.6 39.9 46.8
Old : 24.2 44.2 43.8 59.6 23.1 37.6 39.9 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,376: 607 798 46 0 0 0 0 0 59 37 128: 536 413
Old : 1,376: 607 798 46 0 0 0 0 0 59 37 128: 536 413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 58.0 3.3 0.0 0.0 0.0 0.0 0.0 4.3 2.7 9.3: 39.0 30.0
Old : 100.0: 44.1 58.0 3.3 0.0 0.0 0.0 0.0 0.0 4.3 2.7 9.3: 39.0 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 17 . 0 0 0 0 0 . . .:
Old : 22: 12 17 . 0 0 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 27.3 44.4 45.5 16.8 25.9 26.7 36.8
Old : 26.3 27.3 44.4 45.5 16.8 25.9 26.7 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 487,062: 141,525 169,229 51,645 56,800 108,936 29,600 13,247 23,315 10,606 3,666 86,630: 34,805 25,240
Old : 487,062: 141,525 169,229 51,645 56,800 108,936 29,600 13,247 23,315 10,606 3,666 86,630: 34,805 25,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 25,102: 5,995 8,554 4,380 1,138 1,972 1,613 1,228 -372 -1,366 1,572 4,126: 8,753 6,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 34.7 10.6 11.7 22.4 6.1 2.7 4.8 2.2 0.8 17.8: 7.1 5.2
Old : 100.0: 29.1 34.7 10.6 11.7 22.4 6.1 2.7 4.8 2.2 0.8 17.8: 7.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 122: 33 35 16 14 28 18 9 16 13 13 27:
Old : 122: 33 35 16 14 28 18 9 16 13 13 27:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 16.5 31.1 28.4 8.3 9.2 13.8 14.1
Old : 17.7 16.5 31.1 28.4 8.3 9.2 13.8 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,630,468: 335,664 482,080 204,025 259,156 786,933 217,271 62,417 305,716 108,809 65,668 594,579: 77,470 73,917
Old : 2,630,468: 335,664 482,080 204,025 259,156 786,933 217,271 62,417 305,716 108,809 65,668 594,579: 77,470 73,917
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 57,674: -8,365 -18,055 -2,231 -11,070 16,773 -4,928 7,396 15,792 -1,641 216 40,472: 1,800 6,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 18.3 7.8 9.9 29.9 8.3 2.4 11.6 4.1 2.5 22.6: 2.9 2.8
Old : 100.0: 12.8 18.3 7.8 9.9 29.9 8.3 2.4 11.6 4.1 2.5 22.6: 2.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 370: 51 58 22 24 42 66 59 82 72 55 111:
Old : 370: 51 58 22 24 42 66 59 82 72 55 111:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 14.0 28.4 26.1 7.6 6.1 10.5 9.4
Old : 17.8 14.0 28.4 26.1 7.6 6.1 10.5 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 276,547: 81,834 156,216 15,053 41,350 20,284 340 25,595 11,386 128,163 1,452 18,215: 1,273 2,049
Old : 276,547: 81,834 156,216 15,053 41,350 20,284 340 25,595 11,386 128,163 1,452 18,215: 1,273 2,049
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -1,615: -857 -379 48 -592 -761 340 -730 527 -485 1,142 -284: -144 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 56.5 5.4 15.0 7.3 0.1 9.3 4.1 46.3 0.5 6.6: 0.5 0.7
Old : 100.0: 29.6 56.5 5.4 15.0 7.3 0.1 9.3 4.1 46.3 0.5 6.6: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 15 16 . 7 8 . 12 10 6 5 9:
Old : 50: 15 16 . 7 8 . 12 10 6 5 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 54.7 86.8 69.9 61.9 53.1 75.2 64.9
Old : 68.9 54.7 86.8 69.9 61.9 53.1 75.2 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 216,399: 45,005 32,211 48,014 81,389 32,753 1,017 0 64 53,743 24,875 4,866: 30,937 40,241
Old : 216,399: 45,005 32,211 48,014 81,389 32,753 1,017 0 64 53,743 24,875 4,866: 30,937 40,241
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,302: -17 759 1,427 -1,880 1,056 -732 0 24 193 1,347 165: 186 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 14.9 22.2 37.6 15.1 0.5 0.0 0.0 24.8 11.5 2.2: 14.3 18.6
Old : 100.0: 20.8 14.9 22.2 37.6 15.1 0.5 0.0 0.0 24.8 11.5 2.2: 14.3 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 6 7 9 9 14 . 0 . 6 8 10:
Old : 41: 6 7 9 9 14 . 0 . 6 8 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 31.8 54.5 49.4 37.2 29.0 51.5 43.4
Old : 39.5 31.8 54.5 49.4 37.2 29.0 51.5 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 106,683: 10,920 12,647 6,809 20,059 50,768 12,400 3,455 10,638 5,331 19 6,856: 2,960 2,241
Old : 106,683: 10,920 12,647 6,809 20,059 50,768 12,400 3,455 10,638 5,331 19 6,856: 2,960 2,241
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -5,041: -560 -472 -707 -1,063 -2,488 -536 316 -1,065 657 -6 -152: -190 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.9 6.4 18.8 47.6 11.6 3.2 10.0 5.0 0.0 6.4: 2.8 2.1
Old : 100.0: 10.2 11.9 6.4 18.8 47.6 11.6 3.2 10.0 5.0 0.0 6.4: 2.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 6 6 10 11 19 12 4 8 13 . 14:
Old : 58: 6 6 10 11 19 12 4 8 13 . 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 43.3 54.5 69.6 13.6 16.8 18.0 22.8
Old : 34.3 43.3 54.5 69.6 13.6 16.8 18.0 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 528,266: 81,153 67,973 42,139 82,134 258,176 0 1,221 17,694 31,753 3,745 81,469: 15,881 15,853
Old : 528,266: 81,153 67,973 42,139 82,134 258,176 0 1,221 17,694 31,753 3,745 81,469: 15,881 15,853
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,106: 256 186 66 687 1,176 0 473 -383 1,220 262 809: -38 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.9 8.0 15.5 48.9 0.0 0.2 3.3 6.0 0.7 15.4: 3.0 3.0
Old : 100.0: 15.4 12.9 8.0 15.5 48.9 0.0 0.2 3.3 6.0 0.7 15.4: 3.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 7 8 9 18 27 0 . . 11 . 13:
Old : 49: 7 8 9 18 27 0 . . 11 . 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 26.5 50.2 43.6 9.0 6.7 13.4 10.4
Old : 31.0 26.5 50.2 43.6 9.0 6.7 13.4 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 20,860: 13,242 11,427 3,255 4,902 3,032 38 425 75 500 301 698: 20 0
Old : 20,860: 13,242 11,427 3,255 4,902 3,032 38 425 75 500 301 698: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 852: 585 35 -15 435 82 0 0 0 -125 -25 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 54.8 15.6 23.5 14.5 0.2 2.0 0.4 2.4 1.4 3.3: 0.1 0.0
Old : 100.0: 63.5 54.8 15.6 23.5 14.5 0.2 2.0 0.4 2.4 1.4 3.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 27 26 6 7 9 . . . . . 4:
Old : 55: 27 26 6 7 9 . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 32.0 54.0 48.0 27.2 24.8 40.0 35.0
Old : 38.1 32.0 54.0 48.0 27.2 24.8 40.0 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 79,815: 9,925 3,747 34,769 23,969 19,125 3,347 9,449 9,232 0 8,015 927: 2,490 5,351
Old : 79,815: 9,925 3,747 34,769 23,969 19,125 3,347 9,449 9,232 0 8,015 927: 2,490 5,351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 497: 0 0 -367 220 727 37 0 -3 0 -550 0: 103 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.7 43.6 30.0 24.0 4.2 11.8 11.6 0.0 10.0 1.2: 3.1 6.7
Old : 100.0: 12.4 4.7 43.6 30.0 24.0 4.2 11.8 11.6 0.0 10.0 1.2: 3.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 5 4 11 10 17 5 4 9 0 5 6:
Old : 42: 5 4 11 10 17 5 4 9 0 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 34.8 68.6 56.0 37.2 29.4 51.0 41.4
Old : 47.9 34.8 68.6 56.0 37.2 29.4 51.0 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 36,181: 1,439 3,327 13,279 11,221 11,442 2,862 675 3,210 0 2,522 1,044: 2,905 2,740
Old : 36,181: 1,439 3,327 13,279 11,221 11,442 2,862 675 3,210 0 2,522 1,044: 2,905 2,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 276: 0 0 -773 704 191 14 -850 969 0 -363 13: -138 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.2 36.7 31.0 31.6 7.9 1.9 8.9 0.0 7.0 2.9: 8.0 7.6
Old : 100.0: 4.0 9.2 36.7 31.0 31.6 7.9 1.9 8.9 0.0 7.0 2.9: 8.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: . 4 8 6 13 4 . 4 0 . .:
Old : 27: . 4 8 6 13 4 . 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 45.5 61.8 62.3 32.4 30.4 42.2 42.4
Old : 44.7 45.5 61.8 62.3 32.4 30.4 42.2 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 15,840: 3,860 2,330 4,035 9,820 3,365 4,450 0 0 0 150 0: 130 175
Old : 15,840: 3,860 2,330 4,035 9,820 3,365 4,450 0 0 0 150 0: 130 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 605: 0 100 -80 450 -45 600 0 0 0 0 0: 130 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.7 25.5 62.0 21.2 28.1 0.0 0.0 0.0 0.9 0.0: 0.8 1.1
Old : 100.0: 24.4 14.7 25.5 62.0 21.2 28.1 0.0 0.0 0.0 0.9 0.0: 0.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 9 10 7 6 7 . 0 0 0 . 0:
Old : 29: 9 10 7 6 7 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 73.1 73.3 86.6 45.8 60.4 60.5 65.0
Old : 54.8 73.1 73.3 86.6 45.8 60.4 60.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 25,534: 3,636 2,935 543 2,360 8,092 3,035 1,878 4,071 488 45 2,899: 2,772 3,254
Old : 25,534: 3,636 2,935 543 2,360 8,092 3,035 1,878 4,071 488 45 2,899: 2,772 3,254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,922: 454 43 -683 -302 1,728 14 -394 652 112 45 2,158: -2,515 -2,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.5 2.1 9.2 31.7 11.9 7.4 15.9 1.9 0.2 11.4: 10.9 12.7
Old : 100.0: 14.2 11.5 2.1 9.2 31.7 11.9 7.4 15.9 1.9 0.2 11.4: 10.9 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: . . 5 4 8 4 . 7 . . 4:
Old : 23: . . 5 4 8 4 . 7 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 44.1 66.1 67.2 13.9 14.8 16.8 16.8
Old : 47.3 44.1 66.1 67.2 13.9 14.8 16.8 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 25,453: 1,019 1,338 4,053 3,322 14,563 2,714 1,547 1,263 146 1,454 1,008: 689 959
Old : 25,453: 1,019 1,338 4,053 3,322 14,563 2,714 1,547 1,263 146 1,454 1,008: 689 959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 268: 180 1 268 432 -303 142 -47 -14 -66 66 66: -7 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 5.3 15.9 13.1 57.2 10.7 6.1 5.0 0.6 5.7 4.0: 2.7 3.8
Old : 100.0: 4.0 5.3 15.9 13.1 57.2 10.7 6.1 5.0 0.6 5.7 4.0: 2.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: . 5 10 7 16 5 8 8 . 6 6:
Old : 43: . 5 10 7 16 5 8 8 . 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 39.4 63.2 60.5 17.9 13.2 24.7 18.9
Old : 43.0 39.4 63.2 60.5 17.9 13.2 24.7 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 90,125: 7,920 10,413 11,002 13,857 42,189 6,210 0 2,166 3,181 1,417 6,069: 11,387 14,014
Old : 90,125: 7,920 10,413 11,002 13,857 42,189 6,210 0 2,166 3,181 1,417 6,069: 11,387 14,014
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,833: -367 827 -216 1,720 -1,475 2,034 0 -1,117 1,144 247 75: 1,754 1,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.6 12.2 15.4 46.8 6.9 0.0 2.4 3.5 1.6 6.7: 12.6 15.5
Old : 100.0: 8.8 11.6 12.2 15.4 46.8 6.9 0.0 2.4 3.5 1.6 6.7: 12.6 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 4 5 4 12 15 . 0 . 4 . 4:
Old : 27: 4 5 4 12 15 . 0 . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 35.7 55.0 51.8 18.6 13.4 22.1 16.9
Old : 38.5 35.7 55.0 51.8 18.6 13.4 22.1 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 286,423: 118,178 176,516 29,219 10,163 20,135 49,651 15,761 20,155 15,287 12,817 17,098: 16,699 13,778
Old : 286,423: 118,178 176,516 29,219 10,163 20,135 49,651 15,761 20,155 15,287 12,817 17,098: 16,699 13,778
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -14,435: -2,805 -9,875 337 -1,402 -2,739 -7,417 3,613 2,673 1,399 -4,492 -1,621: -4,263 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 61.6 10.2 3.5 7.0 17.3 5.5 7.0 5.3 4.5 6.0: 5.8 4.8
Old : 100.0: 41.3 61.6 10.2 3.5 7.0 17.3 5.5 7.0 5.3 4.5 6.0: 5.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 192: 53 67 17 6 19 47 16 29 19 8 25:
Old : 192: 53 67 17 6 19 47 16 29 19 8 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 23.0 30.4 35.8 9.4 10.6 15.6 16.7
Old : 20.3 23.0 30.4 35.8 9.4 10.6 15.6 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 24,175: 7,422 18,961 454 332 564 2,900 0 126 6,065 280 148: 6,496 3,764
Old : 24,175: 7,422 18,961 454 332 564 2,900 0 126 6,065 280 148: 6,496 3,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 29: 490 -208 0 0 0 -513 0 126 -120 0 0: 46 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 78.4 1.9 1.4 2.3 12.0 0.0 0.5 25.1 1.2 0.6: 26.9 15.6
Old : 100.0: 30.7 78.4 1.9 1.4 2.3 12.0 0.0 0.5 25.1 1.2 0.6: 26.9 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 18 . . . . 0 . . . .:
Old : 28: 14 18 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 40.6 61.9 63.2 50.3 39.1 58.2 61.3
Old : 52.2 40.6 61.9 63.2 50.3 39.1 58.2 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 28,175: 26,593 16,067 0 9,763 0 0 0 0 0 0 0: 1,582 2,345
Old : 28,175: 26,593 16,067 0 9,763 0 0 0 0 0 0 0: 1,582 2,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 205: 85 -65 0 0 0 0 0 0 0 0 0: 120 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 57.0 0.0 34.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 8.3
Old : 100.0: 94.4 57.0 0.0 34.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 10 0 5 0 0 0 0 0 0 0:
Old : 21: 15 10 0 5 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 59.4 84.2 80.9 33.6 38.1 47.2 47.3
Old : 64.8 59.4 84.2 80.9 33.6 38.1 47.2 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 6,321: 3,990 3,722 891 1,040 1,183 0 0 0 214 250 0: 43 126
Old : 6,321: 3,990 3,722 891 1,040 1,183 0 0 0 214 250 0: 43 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 401: 200 213 63 50 138 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 58.9 14.1 16.5 18.7 0.0 0.0 0.0 3.4 4.0 0.0: 0.7 2.0
Old : 100.0: 63.1 58.9 14.1 16.5 18.7 0.0 0.0 0.0 3.4 4.0 0.0: 0.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 20 5 5 7 0 0 0 . . 0:
Old : 36: 19 20 5 5 7 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.7 54.6 56.3 28.2 27.6 40.0 37.6
Old : 34.6 38.7 54.6 56.3 28.2 27.6 40.0 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 55,708: 44,923 31,246 4,469 18,378 4,753 400 925 0 0 0 0: 1,163 406
Old : 55,708: 44,923 31,246 4,469 18,378 4,753 400 925 0 0 0 0: 1,163 406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,508: 3,596 1,186 -891 741 -7 0 775 0 0 0 0: -190 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 56.1 8.0 33.0 8.5 0.7 1.7 0.0 0.0 0.0 0.0: 2.1 0.7
Old : 100.0: 80.6 56.1 8.0 33.0 8.5 0.7 1.7 0.0 0.0 0.0 0.0: 2.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 32 25 8 5 7 . . 0 0 0 0:
Old : 50: 32 25 8 5 7 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 50.7 68.9 67.8 44.4 37.9 51.3 49.3
Old : 58.7 50.7 68.9 67.8 44.4 37.9 51.3 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 17,989: 13,386 13,254 3,838 4,065 645 0 0 0 0 0 0: 120 25
Old : 17,989: 13,386 13,254 3,838 4,065 645 0 0 0 0 0 0: 120 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -218: -395 -313 157 75 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 73.7 21.3 22.6 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 74.4 73.7 21.3 22.6 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 13 9 . . 0 0 0 0 0 0:
Old : 29: 13 13 9 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 71.2 75.0 92.2 38.5 44.9 50.6 56.8
Old : 56.8 71.2 75.0 92.2 38.5 44.9 50.6 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,433: 4,210 1,455 823 420 350 0 108 0 25 3,075 25: 0 0
Old : 5,433: 4,210 1,455 823 420 350 0 108 0 25 3,075 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 600: 525 50 50 -25 25 0 0 0 0 550 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 26.8 15.1 7.7 6.4 0.0 2.0 0.0 0.5 56.6 0.5: 0.0 0.0
Old : 100.0: 77.5 26.8 15.1 7.7 6.4 0.0 2.0 0.0 0.5 56.6 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 10 7 4 . 0 . 0 . . .:
Old : 39: 17 10 7 4 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 75.5 66.4 87.9 43.7 69.3 64.1 79.7
Old : 46.0 75.5 66.4 87.9 43.7 69.3 64.1 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,069: 3,867 5,140 1,888 1,301 1,347 78 0 0 599 0 38: 252 243
Old : 8,069: 3,867 5,140 1,888 1,301 1,347 78 0 0 599 0 38: 252 243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 0: 125 210 0 0 0 0 0 0 -125 -210 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 63.7 23.4 16.1 16.7 1.0 0.0 0.0 7.4 0.0 0.5: 3.1 3.0
Old : 100.0: 47.9 63.7 23.4 16.1 16.7 1.0 0.0 0.0 7.4 0.0 0.5: 3.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 12 13 8 4 5 . 0 0 . 0 .:
Old : 33: 12 13 8 4 5 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 50.9 69.4 73.8 30.0 25.9 40.5 39.3
Old : 49.8 50.9 69.4 73.8 30.0 25.9 40.5 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 21,879: 13,907 10,727 3,202 4,334 2,921 50 2,254 40 1,102 916 563: 94 124
Old : 21,879: 13,907 10,727 3,202 4,334 2,921 50 2,254 40 1,102 916 563: 94 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,005: 712 1,419 -73 -191 180 0 0 0 160 -429 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 49.0 14.6 19.8 13.4 0.2 10.3 0.2 5.0 4.2 2.6: 0.4 0.6
Old : 100.0: 63.6 49.0 14.6 19.8 13.4 0.2 10.3 0.2 5.0 4.2 2.6: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 26 28 7 12 13 . . . 4 . 4:
Old : 65: 26 28 7 12 13 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 32.5 53.2 51.8 28.6 30.4 41.6 42.5
Old : 35.8 32.5 53.2 51.8 28.6 30.4 41.6 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,143: 1,225 1,878 670 2,507 358 54 0 60 2,436 58 0: 340 282
Old : 5,143: 1,225 1,878 670 2,507 358 54 0 60 2,436 58 0: 340 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 36.5 13.0 48.7 7.0 1.0 0.0 1.2 47.4 1.1 0.0: 6.6 5.5
Old : 100.0: 23.8 36.5 13.0 48.7 7.0 1.0 0.0 1.2 47.4 1.1 0.0: 6.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 6 . 4 . . 0 . . . 0:
Old : 20: 6 6 . 4 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 68.4 89.8 85.4 62.8 67.3 75.3 78.4
Old : 72.6 68.4 89.8 85.4 62.8 67.3 75.3 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,174: 10,585 8,628 256 3,557 252 1,412 115 339 0 19 201: 129 63
Old : 13,174: 10,585 8,628 256 3,557 252 1,412 115 339 0 19 201: 129 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 358: 704 313 45 -9 54 -445 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 65.5 1.9 27.0 1.9 10.7 0.9 2.6 0.0 0.1 1.5: 1.0 0.5
Old : 100.0: 80.3 65.5 1.9 27.0 1.9 10.7 0.9 2.6 0.0 0.1 1.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 25 . 7 4 . . . 0 . .:
Old : 42: 22 25 . 7 4 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 46.6 59.1 66.4 30.7 42.8 48.9 56.6
Old : 35.1 46.6 59.1 66.4 30.7 42.8 48.9 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,349: 10,411 18,126 4,246 6,132 4,546 1,469 0 145 9,391 983 825: 316 592
Old : 31,349: 10,411 18,126 4,246 6,132 4,546 1,469 0 145 9,391 983 825: 316 592
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,291: 1,166 1,676 46 361 254 0 0 0 825 0 240: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 57.8 13.5 19.6 14.5 4.7 0.0 0.5 30.0 3.1 2.6: 1.0 1.9
Old : 100.0: 33.2 57.8 13.5 19.6 14.5 4.7 0.0 0.5 30.0 3.1 2.6: 1.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 15 20 8 9 14 4 0 . 5 4 4:
Old : 53: 15 20 8 9 14 4 0 . 5 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 52.0 65.8 64.9 46.6 49.4 60.5 59.4
Old : 48.8 52.0 65.8 64.9 46.6 49.4 60.5 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 20,293: 13,056 14,873 0 2,322 735 3,240 0 87 910 0 0: 2,265 2,276
Old : 20,293: 13,056 14,873 0 2,322 735 3,240 0 87 910 0 0: 2,265 2,276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,139: 2,049 1,321 0 533 300 -591 0 87 150 0 0: 144 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 73.3 0.0 11.4 3.6 16.0 0.0 0.4 4.5 0.0 0.0: 11.2 11.2
Old : 100.0: 64.3 73.3 0.0 11.4 3.6 16.0 0.0 0.4 4.5 0.0 0.0: 11.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 0 5 4 . 0 . . 0 0:
Old : 26: 16 16 0 5 4 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 48.7 68.1 66.0 44.5 47.3 60.7 59.0
Old : 50.7 48.7 68.1 66.0 44.5 47.3 60.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011