GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, October 4, 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 : 38,740: 26,324 33,122 6,696 613 4,366 0 0 0 959 0 304: 91 335
Old : 38,740: 26,324 33,122 6,696 613 4,366 0 0 0 959 0 304: 91 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -8,792: -7,163 -6,579 763 -690 -1,542 0 0 0 -1,007 -75 146: 11 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 85.5 17.3 1.6 11.3 0.0 0.0 0.0 2.5 0.0 0.8: 0.2 0.9
Old : 100.0: 68.0 85.5 17.3 1.6 11.3 0.0 0.0 0.0 2.5 0.0 0.8: 0.2 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 : 54: 32 30 9 5 11 0 0 0 . 0 .:
Old : 54: 32 30 9 5 11 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 : 36.3 31.7 54.7 52.7 22.4 16.5 30.2 25.6
Old : 36.3 31.7 54.7 52.7 22.4 16.5 30.2 25.6
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, October 4, 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 : 8,087: 6,474 6,237 835 1,132 603 0 0 0 0 0 0: 175 115
Old : 8,087: 6,474 6,237 835 1,132 603 0 0 0 0 0 0: 175 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,701: -909 -1,833 -917 44 140 0 0 0 0 0 0: -15 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 77.1 10.3 14.0 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 1.4
Old : 100.0: 80.1 77.1 10.3 14.0 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 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 : 36: 20 21 . 5 5 0 0 0 0 0 0:
Old : 36: 20 21 . 5 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 : 38.0 43.8 63.6 66.6 33.2 37.8 55.2 54.0
Old : 38.0 43.8 63.6 66.6 33.2 37.8 55.2 54.0
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, October 4, 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 : 9,839: 4,698 5,331 1,452 431 2,298 0 0 0 110 322 166: 1,115 1,291
Old : 9,839: 4,698 5,331 1,452 431 2,298 0 0 0 110 322 166: 1,115 1,291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -781: -757 -767 113 95 -93 0 0 0 110 -59 -36: -118 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 54.2 14.8 4.4 23.4 0.0 0.0 0.0 1.1 3.3 1.7: 11.3 13.1
Old : 100.0: 47.7 54.2 14.8 4.4 23.4 0.0 0.0 0.0 1.1 3.3 1.7: 11.3 13.1
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 : 39: 18 24 6 5 11 0 0 0 . . .:
Old : 39: 18 24 6 5 11 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 : 40.7 25.2 58.6 39.8 23.3 11.0 28.2 17.3
Old : 40.7 25.2 58.6 39.8 23.3 11.0 28.2 17.3
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, October 4, 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 : 6,029: 3,196 3,926 740 215 998 0 0 0 533 5 123: 439 762
Old : 6,029: 3,196 3,926 740 215 998 0 0 0 533 5 123: 439 762
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,707: -826 -1,532 -623 -50 -76 0 0 0 -29 -40 49: -202 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 65.1 12.3 3.6 16.6 0.0 0.0 0.0 8.8 0.1 2.0: 7.3 12.6
Old : 100.0: 53.0 65.1 12.3 3.6 16.6 0.0 0.0 0.0 8.8 0.1 2.0: 7.3 12.6
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 : 64: 34 37 9 5 12 0 0 0 7 . 4:
Old : 64: 34 37 9 5 12 0 0 0 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 : 27.5 30.7 42.3 44.6 19.4 25.3 30.9 34.2
Old : 27.5 30.7 42.3 44.6 19.4 25.3 30.9 34.2
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, October 4, 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 : 3,562: 1,964 1,720 315 100 356 0 0 0 0 0 0: 927 1,386
Old : 3,562: 1,964 1,720 315 100 356 0 0 0 0 0 0: 927 1,386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -346: -343 -190 32 -35 -50 0 0 0 -15 0 -48: 78 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 48.3 8.8 2.8 10.0 0.0 0.0 0.0 0.0 0.0 0.0: 26.0 38.9
Old : 100.0: 55.1 48.3 8.8 2.8 10.0 0.0 0.0 0.0 0.0 0.0 0.0: 26.0 38.9
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: 14 15 . . . 0 0 0 0 0 0:
Old : 20: 14 15 . . . 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 : 50.2 27.1 63.0 41.0 39.4 18.4 42.8 25.0
Old : 50.2 27.1 63.0 41.0 39.4 18.4 42.8 25.0
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, October 4, 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 : 2,517: 1,066 1,477 182 198 352 0 0 0 285 209 0: 632 281
Old : 2,517: 1,066 1,477 182 198 352 0 0 0 285 209 0: 632 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -317: -333 -270 56 7 -62 0 0 0 -4 -40 -4: 30 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 58.7 7.2 7.9 14.0 0.0 0.0 0.0 11.3 8.3 0.0: 25.1 11.2
Old : 100.0: 42.4 58.7 7.2 7.9 14.0 0.0 0.0 0.0 11.3 8.3 0.0: 25.1 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 : 21: 11 11 . . . 0 0 0 . . 0:
Old : 21: 11 11 . . . 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 : 38.5 42.9 55.7 70.7 24.0 30.8 34.8 45.5
Old : 38.5 42.9 55.7 70.7 24.0 30.8 34.8 45.5
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, October 4, 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 : 1,840: 784 1,046 159 19 298 0 0 0 25 169 81: 493 227
Old : 1,840: 784 1,046 159 19 298 0 0 0 25 169 81: 493 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -326: 18 -250 -294 -105 -25 0 0 0 0 114 36: -61 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 56.8 8.6 1.0 16.2 0.0 0.0 0.0 1.4 9.2 4.4: 26.8 12.3
Old : 100.0: 42.6 56.8 8.6 1.0 16.2 0.0 0.0 0.0 1.4 9.2 4.4: 26.8 12.3
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 : 23: 13 13 . . . 0 0 0 . . .:
Old : 23: 13 13 . . . 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 : 35.5 51.4 50.3 65.6 25.4 38.7 32.5 46.3
Old : 35.5 51.4 50.3 65.6 25.4 38.7 32.5 46.3
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, October 4, 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 : 6,531: 4,858 5,638 1,097 80 531 0 0 0 0 0 0: 45 282
Old : 6,531: 4,858 5,638 1,097 80 531 0 0 0 0 0 0: 45 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -2,075: -1,223 -1,905 -677 -20 -140 0 0 0 0 0 0: -35 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 86.3 16.8 1.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 4.3
Old : 100.0: 74.4 86.3 16.8 1.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 4.3
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 : 27: 13 13 6 . . 0 0 0 0 0 0:
Old : 27: 13 13 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 : 56.3 61.4 80.1 81.2 48.5 59.0 64.6 72.2
Old : 56.3 61.4 80.1 81.2 48.5 59.0 64.6 72.2
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, October 4, 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 : 17,363: 12,713 12,419 2,354 1,533 2,106 0 0 0 0 1,115 190: 0 0
Old : 17,363: 12,713 12,419 2,354 1,533 2,106 0 0 0 0 1,115 190: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -4,543: -3,827 -2,880 61 221 -877 0 0 0 0 -1,107 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 71.5 13.6 8.8 12.1 0.0 0.0 0.0 0.0 6.4 1.1: 0.0 0.0
Old : 100.0: 73.2 71.5 13.6 8.8 12.1 0.0 0.0 0.0 0.0 6.4 1.1: 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 : 32: 13 16 6 4 9 0 0 0 0 . .:
Old : 32: 13 16 6 4 9 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 : 50.1 46.6 74.1 74.2 29.7 30.9 43.4 42.8
Old : 50.1 46.6 74.1 74.2 29.7 30.9 43.4 42.8
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, October 4, 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 : 386,319: 145,738 217,225 65,464 5,357 26,845 26,832 17,248 29,115 10,632 15,747 42,986: 38,706 31,796
Old : 386,319: 145,738 217,225 65,464 5,357 26,845 26,832 17,248 29,115 10,632 15,747 42,986: 38,706 31,796
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,339: -1,251 -1,728 207 -2,046 -737 -3,286 704 5,159 705 4 2,971: -430 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 56.2 16.9 1.4 6.9 6.9 4.5 7.5 2.8 4.1 11.1: 10.0 8.2
Old : 100.0: 37.7 56.2 16.9 1.4 6.9 6.9 4.5 7.5 2.8 4.1 11.1: 10.0 8.2
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 : 172: 54 71 16 6 18 19 20 23 14 16 28:
Old : 172: 54 71 16 6 18 19 20 23 14 16 28:
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 : 16.7 19.6 29.2 31.2 10.9 9.2 17.5 15.0
Old : 16.7 19.6 29.2 31.2 10.9 9.2 17.5 15.0
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, October 4, 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 : 71,600: 25,034 27,179 10,282 2,255 14,428 0 0 0 434 7,507 19,321: 2,101 910
Old : 71,600: 25,034 27,179 10,282 2,255 14,428 0 0 0 434 7,507 19,321: 2,101 910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -19,278: -7,894 -10,657 -879 656 -4,552 0 0 0 166 1,071 -5,452: -667 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 38.0 14.4 3.1 20.2 0.0 0.0 0.0 0.6 10.5 27.0: 2.9 1.3
Old : 100.0: 35.0 38.0 14.4 3.1 20.2 0.0 0.0 0.0 0.6 10.5 27.0: 2.9 1.3
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 : 27: 7 7 5 5 10 0 0 0 4 6 10:
Old : 27: 7 7 5 5 10 0 0 0 4 6 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 : 39.3 47.1 64.8 71.2 17.0 15.3 21.3 20.1
Old : 39.3 47.1 64.8 71.2 17.0 15.3 21.3 20.1
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, October 4, 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 : 11,025: 8,430 6,093 1,290 3,950 725 300 0 0 200 170 0: 80 87
Old : 11,025: 8,430 6,093 1,290 3,950 725 300 0 0 200 170 0: 80 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -4,165: -1,652 -3,376 -1,188 760 -1,035 0 0 0 145 -104 -340: -95 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 55.3 11.7 35.8 6.6 2.7 0.0 0.0 1.8 1.5 0.0: 0.7 0.8
Old : 100.0: 76.5 55.3 11.7 35.8 6.6 2.7 0.0 0.0 1.8 1.5 0.0: 0.7 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 : 55: 29 28 5 6 7 . 0 0 . . 0:
Old : 55: 29 28 5 6 7 . 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 : 37.7 46.1 58.6 61.7 37.2 41.0 51.7 51.5
Old : 37.7 46.1 58.6 61.7 37.2 41.0 51.7 51.5
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, October 4, 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 : 6,256: 4,535 4,695 1,000 336 250 111 300 0 300 615 0: 60 60
Old : 6,256: 4,535 4,695 1,000 336 250 111 300 0 300 615 0: 60 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -796: -500 -110 75 -446 -105 -75 120 -120 0 -91 -44: -27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 75.0 16.0 5.4 4.0 1.8 4.8 0.0 4.8 9.8 0.0: 1.0 1.0
Old : 100.0: 72.5 75.0 16.0 5.4 4.0 1.8 4.8 0.0 4.8 9.8 0.0: 1.0 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 : 35: 15 9 4 . . . . 0 . . 0:
Old : 35: 15 9 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 : 35.6 55.1 59.1 75.5 31.6 53.9 52.2 67.2
Old : 35.6 55.1 59.1 75.5 31.6 53.9 52.2 67.2
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, October 4, 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 : 8,872: 6,601 6,599 18 868 71 593 62 163 521 213 423: 482 473
Old : 8,872: 6,601 6,599 18 868 71 593 62 163 521 213 423: 482 473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -293: -283 187 17 53 -26 86 -9 9 222 -127 -343: 25 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 74.4 0.2 9.8 0.8 6.7 0.7 1.8 5.9 2.4 4.8: 5.4 5.3
Old : 100.0: 74.4 74.4 0.2 9.8 0.8 6.7 0.7 1.8 5.9 2.4 4.8: 5.4 5.3
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 : 31: 16 20 . . . . . . . . .:
Old : 31: 16 20 . . . . . . . . .:
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 : 45.2 45.0 68.2 70.8 25.3 31.3 38.5 41.7
Old : 45.2 45.0 68.2 70.8 25.3 31.3 38.5 41.7
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, October 4, 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 : 16,175: 14,915 13,715 0 505 465 200 0 0 157 1,029 230: 208 230
Old : 16,175: 14,915 13,715 0 505 465 200 0 0 157 1,029 230: 208 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -817: -707 -1,241 -196 129 135 0 0 0 -112 129 89: -25 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 84.8 0.0 3.1 2.9 1.2 0.0 0.0 1.0 6.4 1.4: 1.3 1.4
Old : 100.0: 92.2 84.8 0.0 3.1 2.9 1.2 0.0 0.0 1.0 6.4 1.4: 1.3 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 : 56: 34 34 0 . . . 0 0 . 6 4:
Old : 56: 34 34 0 . . . 0 0 . 6 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 : 31.3 42.7 48.7 61.3 30.6 36.1 43.7 48.2
Old : 31.3 42.7 48.7 61.3 30.6 36.1 43.7 48.2
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, October 4, 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 : 516,676: 148,593 179,235 57,289 58,503 112,883 31,968 12,161 25,621 10,156 6,037 102,502: 27,665 19,734
Old : 516,676: 148,593 179,235 57,289 58,503 112,883 31,968 12,161 25,621 10,156 6,037 102,502: 27,665 19,734
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 29,614: 7,068 10,006 5,644 1,704 3,947 2,368 -1,085 2,306 -450 2,371 15,871: -7,140 -5,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 34.7 11.1 11.3 21.8 6.2 2.4 5.0 2.0 1.2 19.8: 5.4 3.8
Old : 100.0: 28.8 34.7 11.1 11.3 21.8 6.2 2.4 5.0 2.0 1.2 19.8: 5.4 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 : 130: 36 38 17 14 29 18 7 16 11 18 31:
Old : 130: 36 38 17 14 29 18 7 16 11 18 31:
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 : 19.1 17.6 32.3 29.3 8.7 9.0 13.5 13.5
Old : 19.1 17.6 32.3 29.3 8.7 9.0 13.5 13.5
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, October 4, 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 : 2,794,587: 373,319 498,499 191,802 259,391 826,077 215,051 68,747 343,227 110,748 75,815 650,209: 84,154 72,623
Old : 2,794,587: 373,319 498,499 191,802 259,391 826,077 215,051 68,747 343,227 110,748 75,815 650,209: 84,154 72,623
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 164,119: 37,655 16,419 -12,223 235 39,143 -2,220 6,329 37,511 1,939 10,147 55,629: 6,684 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.8 6.9 9.3 29.6 7.7 2.5 12.3 4.0 2.7 23.3: 3.0 2.6
Old : 100.0: 13.4 17.8 6.9 9.3 29.6 7.7 2.5 12.3 4.0 2.7 23.3: 3.0 2.6
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 : 380: 54 56 21 25 42 75 52 81 74 58 112:
Old : 380: 54 56 21 25 42 75 52 81 74 58 112:
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 : 17.1 13.9 27.3 25.9 7.0 5.8 9.7 9.0
Old : 17.1 13.9 27.3 25.9 7.0 5.8 9.7 9.0
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, October 4, 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 : 271,741: 84,671 154,287 15,187 45,105 20,501 2,211 18,890 10,188 118,657 1,335 19,072: 1,254 2,363
Old : 271,741: 84,671 154,287 15,187 45,105 20,501 2,211 18,890 10,188 118,657 1,335 19,072: 1,254 2,363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -4,807: 2,836 -1,928 134 3,755 217 1,871 -6,705 -1,198 -9,506 -117 857: -19 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 56.8 5.6 16.6 7.5 0.8 7.0 3.7 43.7 0.5 7.0: 0.5 0.9
Old : 100.0: 31.2 56.8 5.6 16.6 7.5 0.8 7.0 3.7 43.7 0.5 7.0: 0.5 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 : 51: 16 17 . 7 9 . 11 8 8 . 9:
Old : 51: 16 17 . 7 9 . 11 8 8 . 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 : 67.5 54.9 86.6 70.6 59.0 53.3 73.3 65.2
Old : 67.5 54.9 86.6 70.6 59.0 53.3 73.3 65.2
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, October 4, 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 : 205,743: 42,004 32,817 43,960 79,497 30,858 1,395 0 0 46,746 17,550 5,784: 34,996 39,237
Old : 205,743: 42,004 32,817 43,960 79,497 30,858 1,395 0 0 46,746 17,550 5,784: 34,996 39,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -10,656: -3,001 606 -4,054 -1,892 -1,895 378 0 -64 -6,997 -7,325 918: 4,059 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.0 21.4 38.6 15.0 0.7 0.0 0.0 22.7 8.5 2.8: 17.0 19.1
Old : 100.0: 20.4 16.0 21.4 38.6 15.0 0.7 0.0 0.0 22.7 8.5 2.8: 17.0 19.1
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 : 37: 6 7 7 9 12 . 0 0 5 7 8:
Old : 37: 6 7 7 9 12 . 0 0 5 7 8:
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 : 40.2 32.6 56.1 51.2 38.4 30.1 51.6 44.7
Old : 40.2 32.6 56.1 51.2 38.4 30.1 51.6 44.7
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, October 4, 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 : 106,255: 9,831 11,920 5,930 16,703 52,797 11,303 5,171 10,284 6,126 21 7,123: 2,862 2,237
Old : 106,255: 9,831 11,920 5,930 16,703 52,797 11,303 5,171 10,284 6,126 21 7,123: 2,862 2,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -429: -1,089 -728 -878 -3,356 2,028 -1,097 1,716 -354 794 3 266: -98 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.2 5.6 15.7 49.7 10.6 4.9 9.7 5.8 0.0 6.7: 2.7 2.1
Old : 100.0: 9.3 11.2 5.6 15.7 49.7 10.6 4.9 9.7 5.8 0.0 6.7: 2.7 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 : 60: 6 6 10 11 19 11 5 9 14 . 15:
Old : 60: 6 6 10 11 19 11 5 9 14 . 15:
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 : 33.2 40.0 53.7 66.4 11.6 13.2 16.3 20.2
Old : 33.2 40.0 53.7 66.4 11.6 13.2 16.3 20.2
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, October 4, 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 : 522,484: 78,889 66,822 38,277 87,543 253,389 0 1,288 16,786 40,253 1,470 79,094: 15,796 16,092
Old : 522,484: 78,889 66,822 38,277 87,543 253,389 0 1,288 16,786 40,253 1,470 79,094: 15,796 16,092
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -5,782: -2,264 -1,151 -3,862 5,409 -4,788 0 67 -908 8,500 -2,274 -2,375: -84 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.8 7.3 16.8 48.5 0.0 0.2 3.2 7.7 0.3 15.1: 3.0 3.1
Old : 100.0: 15.1 12.8 7.3 16.8 48.5 0.0 0.2 3.2 7.7 0.3 15.1: 3.0 3.1
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 : 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 : 30.1 26.6 48.7 43.3 8.7 6.8 13.5 11.0
Old : 30.1 26.6 48.7 43.3 8.7 6.8 13.5 11.0
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, October 4, 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 : 15,253: 8,727 8,442 3,514 2,995 2,442 0 500 0 225 549 325: 20 0
Old : 15,253: 8,727 8,442 3,514 2,995 2,442 0 500 0 225 549 325: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -5,607: -4,515 -2,985 259 -1,907 -590 -38 75 -75 -275 248 -373: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 55.3 23.0 19.6 16.0 0.0 3.3 0.0 1.5 3.6 2.1: 0.1 0.0
Old : 100.0: 57.2 55.3 23.0 19.6 16.0 0.0 3.3 0.0 1.5 3.6 2.1: 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 : 49: 22 21 7 7 8 0 . 0 . 4 .:
Old : 49: 22 21 7 7 8 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 : 40.6 35.0 58.7 56.0 30.0 29.8 41.2 42.0
Old : 40.6 35.0 58.7 56.0 30.0 29.8 41.2 42.0
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, October 4, 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 : 82,158: 9,925 3,747 35,080 24,401 19,783 2,850 10,369 9,919 0 6,875 1,777: 2,824 5,287
Old : 82,158: 9,925 3,747 35,080 24,401 19,783 2,850 10,369 9,919 0 6,875 1,777: 2,824 5,287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,343: 0 0 311 432 658 -497 920 687 0 -1,140 850: 334 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 4.6 42.7 29.7 24.1 3.5 12.6 12.1 0.0 8.4 2.2: 3.4 6.4
Old : 100.0: 12.1 4.6 42.7 29.7 24.1 3.5 12.6 12.1 0.0 8.4 2.2: 3.4 6.4
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 : 42: 5 4 11 10 17 4 5 9 0 5 6:
Old : 42: 5 4 11 10 17 4 5 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 34.7 68.7 55.2 36.9 28.5 50.0 39.7
Old : 47.9 34.7 68.7 55.2 36.9 28.5 50.0 39.7
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, October 4, 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 : 41,687: 1,439 3,327 16,115 9,079 13,195 2,519 4,916 3,794 0 3,048 1,394: 3,231 2,934
Old : 41,687: 1,439 3,327 16,115 9,079 13,195 2,519 4,916 3,794 0 3,048 1,394: 3,231 2,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 5,506: 0 0 2,836 -2,142 1,753 -343 4,241 584 0 526 350: 326 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 8.0 38.7 21.8 31.7 6.0 11.8 9.1 0.0 7.3 3.3: 7.8 7.0
Old : 100.0: 3.5 8.0 38.7 21.8 31.7 6.0 11.8 9.1 0.0 7.3 3.3: 7.8 7.0
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 : 31: . 4 9 5 13 4 4 5 0 4 .:
Old : 31: . 4 9 5 13 4 4 5 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 : 47.9 38.9 64.1 57.7 32.5 28.4 41.2 38.5
Old : 47.9 38.9 64.1 57.7 32.5 28.4 41.2 38.5
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, October 4, 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 : 14,180: 3,165 1,630 4,135 9,825 2,400 4,350 0 0 0 150 0: 130 175
Old : 14,180: 3,165 1,630 4,135 9,825 2,400 4,350 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 27, 2011 :
: -1,660: -695 -700 100 5 -965 -100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 11.5 29.2 69.3 16.9 30.7 0.0 0.0 0.0 1.1 0.0: 0.9 1.2
Old : 100.0: 22.3 11.5 29.2 69.3 16.9 30.7 0.0 0.0 0.0 1.1 0.0: 0.9 1.2
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: 8 7 6 6 4 . 0 0 0 . 0:
Old : 26: 8 7 6 6 4 . 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 : 59.6 76.0 79.3 91.0 50.4 67.7 65.8 74.3
Old : 59.6 76.0 79.3 91.0 50.4 67.7 65.8 74.3
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, October 4, 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 : 29,190: 4,413 3,454 380 3,491 9,016 3,073 1,595 4,812 1,074 179 2,936: 3,486 3,706
Old : 29,190: 4,413 3,454 380 3,491 9,016 3,073 1,595 4,812 1,074 179 2,936: 3,486 3,706
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,656: 777 518 -163 1,131 925 38 -283 741 586 134 37: 714 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.8 1.3 12.0 30.9 10.5 5.5 16.5 3.7 0.6 10.1: 11.9 12.7
Old : 100.0: 15.1 11.8 1.3 12.0 30.9 10.5 5.5 16.5 3.7 0.6 10.1: 11.9 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 : 24: . . 5 4 8 4 . 7 . . 5:
Old : 24: . . 5 4 8 4 . 7 . . 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 : 47.1 46.6 65.5 70.0 12.9 16.2 17.2 17.8
Old : 47.1 46.6 65.5 70.0 12.9 16.2 17.2 17.8
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, October 4, 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 : 28,207: 1,528 1,612 4,888 3,696 15,289 2,752 1,892 1,413 109 1,894 1,214: 1,014 1,197
Old : 28,207: 1,528 1,612 4,888 3,696 15,289 2,752 1,892 1,413 109 1,894 1,214: 1,014 1,197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,754: 509 274 836 374 726 38 345 151 -37 439 206: 325 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.7 17.3 13.1 54.2 9.8 6.7 5.0 0.4 6.7 4.3: 3.6 4.2
Old : 100.0: 5.4 5.7 17.3 13.1 54.2 9.8 6.7 5.0 0.4 6.7 4.3: 3.6 4.2
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 : 43: 4 5 9 8 16 5 8 8 . 7 7:
Old : 43: 4 5 9 8 16 5 8 8 . 7 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 : 39.7 38.9 62.1 58.7 18.2 15.3 25.1 20.5
Old : 39.7 38.9 62.1 58.7 18.2 15.3 25.1 20.5
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, October 4, 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 : 83,754: 7,777 7,842 9,310 13,458 38,923 4,844 0 3,094 3,009 339 6,289: 10,508 13,810
Old : 83,754: 7,777 7,842 9,310 13,458 38,923 4,844 0 3,094 3,009 339 6,289: 10,508 13,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -6,371: -143 -2,571 -1,692 -399 -3,266 -1,366 0 928 -172 -1,078 220: -879 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.4 11.1 16.1 46.5 5.8 0.0 3.7 3.6 0.4 7.5: 12.5 16.5
Old : 100.0: 9.3 9.4 11.1 16.1 46.5 5.8 0.0 3.7 3.6 0.4 7.5: 12.5 16.5
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 : 26: 4 5 4 11 14 . 0 . . . .:
Old : 26: 4 5 4 11 14 . 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 : 38.9 35.4 55.2 50.4 16.7 11.8 20.9 15.3
Old : 38.9 35.4 55.2 50.4 16.7 11.8 20.9 15.3
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, October 4, 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 : 293,342: 120,622 180,713 28,005 10,196 19,585 50,038 13,533 24,165 14,341 11,381 19,781: 16,804 13,987
Old : 293,342: 120,622 180,713 28,005 10,196 19,585 50,038 13,533 24,165 14,341 11,381 19,781: 16,804 13,987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 6,919: 2,444 4,197 -1,214 34 -550 387 -2,228 4,010 -946 -1,435 2,682: 105 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 61.6 9.5 3.5 6.7 17.1 4.6 8.2 4.9 3.9 6.7: 5.7 4.8
Old : 100.0: 41.1 61.6 9.5 3.5 6.7 17.1 4.6 8.2 4.9 3.9 6.7: 5.7 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 : 186: 47 64 16 7 17 46 15 29 15 11 24:
Old : 186: 47 64 16 7 17 46 15 29 15 11 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 : 20.4 22.6 30.4 36.2 10.0 9.0 16.4 14.7
Old : 20.4 22.6 30.4 36.2 10.0 9.0 16.4 14.7
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, October 4, 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 : 22,061: 6,367 14,317 462 1,092 230 2,088 0 201 6,089 280 72: 6,552 5,869
Old : 22,061: 6,367 14,317 462 1,092 230 2,088 0 201 6,089 280 72: 6,552 5,869
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -2,114: -1,055 -4,644 8 760 -334 -812 0 75 24 0 -76: 56 2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 64.9 2.1 4.9 1.0 9.5 0.0 0.9 27.6 1.3 0.3: 29.7 26.6
Old : 100.0: 28.9 64.9 2.1 4.9 1.0 9.5 0.0 0.9 27.6 1.3 0.3: 29.7 26.6
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 : 22: 7 13 . . . . 0 . . . .:
Old : 22: 7 13 . . . . 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 : 55.7 41.4 66.4 61.6 53.7 40.5 63.3 60.5
Old : 55.7 41.4 66.4 61.6 53.7 40.5 63.3 60.5
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, October 4, 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 : 5,048: 2,600 3,513 1,604 678 711 0 0 0 100 0 0: 33 146
Old : 5,048: 2,600 3,513 1,604 678 711 0 0 0 100 0 0: 33 146
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,273: -1,390 -209 713 -362 -472 0 0 0 -114 -250 0: -10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 69.6 31.8 13.4 14.1 0.0 0.0 0.0 2.0 0.0 0.0: 0.7 2.9
Old : 100.0: 51.5 69.6 31.8 13.4 14.1 0.0 0.0 0.0 2.0 0.0 0.0: 0.7 2.9
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 : 34: 16 17 7 . 6 0 0 0 . 0 0:
Old : 34: 16 17 7 . 6 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 : 39.7 51.5 62.1 71.1 39.2 48.0 50.8 59.1
Old : 39.7 51.5 62.1 71.1 39.2 48.0 50.8 59.1
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, October 4, 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 : 46,633: 38,965 23,413 3,688 19,292 2,787 300 975 25 0 0 0: 868 141
Old : 46,633: 38,965 23,413 3,688 19,292 2,787 300 975 25 0 0 0: 868 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -9,075: -5,958 -7,833 -781 914 -1,966 -100 50 25 0 0 0: -295 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 50.2 7.9 41.4 6.0 0.6 2.1 0.1 0.0 0.0 0.0: 1.9 0.3
Old : 100.0: 83.6 50.2 7.9 41.4 6.0 0.6 2.1 0.1 0.0 0.0 0.0: 1.9 0.3
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 : 50: 31 23 6 7 4 . . . 0 0 0:
Old : 50: 31 23 6 7 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 : 57.8 54.4 71.4 69.0 44.1 41.9 52.5 54.0
Old : 57.8 54.4 71.4 69.0 44.1 41.9 52.5 54.0
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, October 4, 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 : 14,952: 10,650 9,807 3,537 4,175 645 0 300 0 0 0 0: 120 25
Old : 14,952: 10,650 9,807 3,537 4,175 645 0 300 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 27, 2011 :
: -3,037: -2,736 -3,447 -301 110 0 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 65.6 23.7 27.9 4.3 0.0 2.0 0.0 0.0 0.0 0.0: 0.8 0.2
Old : 100.0: 71.2 65.6 23.7 27.9 4.3 0.0 2.0 0.0 0.0 0.0 0.0: 0.8 0.2
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 : 28: 11 15 9 . 4 0 . 0 0 0 0:
Old : 28: 11 15 9 . 4 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 : 54.4 67.3 73.3 89.3 36.1 47.5 50.4 62.0
Old : 54.4 67.3 73.3 89.3 36.1 47.5 50.4 62.0
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, October 4, 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 : 4,185: 3,095 1,205 850 660 195 0 0 0 0 2,125 0: 45 0
Old : 4,185: 3,095 1,205 850 660 195 0 0 0 0 2,125 0: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,248: -1,115 -250 27 240 -155 0 -108 0 -25 -950 -25: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 28.8 20.3 15.8 4.7 0.0 0.0 0.0 0.0 50.8 0.0: 1.1 0.0
Old : 100.0: 74.0 28.8 20.3 15.8 4.7 0.0 0.0 0.0 0.0 50.8 0.0: 1.1 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 : 33: 15 7 5 . . 0 0 0 0 4 0:
Old : 33: 15 7 5 . . 0 0 0 0 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 : 54.4 77.3 76.3 91.6 54.4 74.4 76.3 88.8
Old : 54.4 77.3 76.3 91.6 54.4 74.4 76.3 88.8
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, October 4, 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 : 5,670: 2,495 3,772 1,494 630 1,140 0 0 0 194 0 38: 309 90
Old : 5,670: 2,495 3,772 1,494 630 1,140 0 0 0 194 0 38: 309 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -2,399: -1,372 -1,368 -394 -671 -207 -78 0 0 -405 0 0: 57 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 66.5 26.3 11.1 20.1 0.0 0.0 0.0 3.4 0.0 0.7: 5.4 1.6
Old : 100.0: 44.0 66.5 26.3 11.1 20.1 0.0 0.0 0.0 3.4 0.0 0.7: 5.4 1.6
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 : 26: 9 10 6 . . 0 0 0 . 0 .:
Old : 26: 9 10 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 : 56.4 58.6 74.4 86.8 28.5 33.4 41.8 48.6
Old : 56.4 58.6 74.4 86.8 28.5 33.4 41.8 48.6
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, October 4, 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 : 19,365: 12,361 9,527 3,198 4,185 2,317 0 2,187 0 776 406 619: 94 124
Old : 19,365: 12,361 9,527 3,198 4,185 2,317 0 2,187 0 776 406 619: 94 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -2,514: -1,546 -1,200 -4 -149 -604 -50 -67 -40 -326 -510 56: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 49.2 16.5 21.6 12.0 0.0 11.3 0.0 4.0 2.1 3.2: 0.5 0.6
Old : 100.0: 63.8 49.2 16.5 21.6 12.0 0.0 11.3 0.0 4.0 2.1 3.2: 0.5 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 : 58: 21 24 10 8 11 0 . 0 . 4 4:
Old : 58: 21 24 10 8 11 0 . 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 : 40.0 35.8 58.1 57.7 32.6 34.0 47.9 52.1
Old : 40.0 35.8 58.1 57.7 32.6 34.0 47.9 52.1
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, October 4, 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 : 12,286: 9,995 7,810 66 3,596 341 1,215 0 339 51 0 150: 129 50
Old : 12,286: 9,995 7,810 66 3,596 341 1,215 0 339 51 0 150: 129 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -888: -590 -818 -190 39 89 -197 -115 0 51 -19 -51: 0 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 63.6 0.5 29.3 2.8 9.9 0.0 2.8 0.4 0.0 1.2: 1.0 0.4
Old : 100.0: 81.4 63.6 0.5 29.3 2.8 9.9 0.0 2.8 0.4 0.0 1.2: 1.0 0.4
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 : 39: 21 21 . 8 5 . 0 . . 0 .:
Old : 39: 21 21 . 8 5 . 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 : 35.1 48.5 58.6 68.8 33.2 45.2 53.0 58.3
Old : 35.1 48.5 58.6 68.8 33.2 45.2 53.0 58.3
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, October 4, 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 : 30,596: 11,040 17,197 3,605 7,557 3,743 1,890 0 60 9,303 688 685: 270 666
Old : 30,596: 11,040 17,197 3,605 7,557 3,743 1,890 0 60 9,303 688 685: 270 666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -753: 629 -929 -641 1,425 -803 421 0 -85 -88 -295 -140: -46 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 56.2 11.8 24.7 12.2 6.2 0.0 0.2 30.4 2.2 2.2: 0.9 2.2
Old : 100.0: 36.1 56.2 11.8 24.7 12.2 6.2 0.0 0.2 30.4 2.2 2.2: 0.9 2.2
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 : 47: 15 18 7 9 11 . 0 . 6 . 4:
Old : 47: 15 18 7 9 11 . 0 . 6 . 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 : 53.6 52.1 69.4 68.7 51.9 50.2 64.3 61.6
Old : 53.6 52.1 69.4 68.7 51.9 50.2 64.3 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011