GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 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 : 41,186: 28,402 35,423 6,821 373 4,607 0 0 0 817 0 429: 110 354
Old : 41,186: 28,402 35,423 6,821 373 4,607 0 0 0 817 0 429: 110 354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 2,446: 2,078 2,301 125 -240 241 0 0 0 -142 0 125: 19 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 86.0 16.6 0.9 11.2 0.0 0.0 0.0 2.0 0.0 1.0: 0.3 0.9
Old : 100.0: 69.0 86.0 16.6 0.9 11.2 0.0 0.0 0.0 2.0 0.0 1.0: 0.3 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: 30 30 10 4 11 0 0 0 . 0 .:
Old : 54: 30 30 10 4 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 : 37.1 31.1 56.0 52.7 23.7 16.4 31.5 26.4
Old : 37.1 31.1 56.0 52.7 23.7 16.4 31.5 26.4
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 11, 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 : 10,455: 8,802 8,671 936 1,115 554 0 0 0 0 0 0: 163 115
Old : 10,455: 8,802 8,671 936 1,115 554 0 0 0 0 0 0: 163 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 2,368: 2,328 2,434 101 -17 -49 0 0 0 0 0 0: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 82.9 9.0 10.7 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 1.1
Old : 100.0: 84.2 82.9 9.0 10.7 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 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 : 37: 21 21 4 4 6 0 0 0 0 0 0:
Old : 37: 21 21 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 : 34.3 42.2 58.7 65.7 25.2 30.0 41.9 41.8
Old : 34.3 42.2 58.7 65.7 25.2 30.0 41.9 41.8
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 11, 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 : 10,308: 5,023 5,642 1,497 515 2,307 0 0 0 105 314 216: 1,160 1,314
Old : 10,308: 5,023 5,642 1,497 515 2,307 0 0 0 105 314 216: 1,160 1,314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 469: 325 311 45 84 9 0 0 0 -5 -8 50: 45 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 54.7 14.5 5.0 22.4 0.0 0.0 0.0 1.0 3.0 2.1: 11.3 12.7
Old : 100.0: 48.7 54.7 14.5 5.0 22.4 0.0 0.0 0.0 1.0 3.0 2.1: 11.3 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 : 41: 20 26 6 5 11 0 0 0 . . .:
Old : 41: 20 26 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 : 40.1 23.6 58.6 39.9 22.6 11.1 28.2 17.7
Old : 40.1 23.6 58.6 39.9 22.6 11.1 28.2 17.7
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 11, 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 : 6,346: 3,250 4,143 859 301 1,081 0 0 0 663 0 118: 375 703
Old : 6,346: 3,250 4,143 859 301 1,081 0 0 0 663 0 118: 375 703
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 317: 54 217 119 86 83 0 0 0 130 -5 -5: -64 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 65.3 13.5 4.7 17.0 0.0 0.0 0.0 10.4 0.0 1.9: 5.9 11.1
Old : 100.0: 51.2 65.3 13.5 4.7 17.0 0.0 0.0 0.0 10.4 0.0 1.9: 5.9 11.1
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 : 64: 32 37 9 6 12 0 0 0 6 0 4:
Old : 64: 32 37 9 6 12 0 0 0 6 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 : 30.1 30.5 44.9 43.4 23.4 26.1 35.9 34.4
Old : 30.1 30.5 44.9 43.4 23.4 26.1 35.9 34.4
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 11, 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 : 3,821: 2,220 1,847 303 100 386 0 0 0 0 0 0: 912 1,488
Old : 3,821: 2,220 1,847 303 100 386 0 0 0 0 0 0: 912 1,488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 259: 256 127 -12 0 30 0 0 0 0 0 0: -15 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 48.3 7.9 2.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 23.9 38.9
Old : 100.0: 58.1 48.3 7.9 2.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 23.9 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 : 53.7 27.5 66.6 41.3 42.3 19.5 44.9 25.3
Old : 53.7 27.5 66.6 41.3 42.3 19.5 44.9 25.3
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 11, 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 : 2,854: 1,136 1,492 186 335 448 75 0 90 285 229 0: 634 260
Old : 2,854: 1,136 1,492 186 335 448 75 0 90 285 229 0: 634 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 337: 70 15 4 137 96 75 0 90 0 20 0: 2 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 52.3 6.5 11.7 15.7 2.6 0.0 3.2 10.0 8.0 0.0: 22.2 9.1
Old : 100.0: 39.8 52.3 6.5 11.7 15.7 2.6 0.0 3.2 10.0 8.0 0.0: 22.2 9.1
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 : 27: 12 12 . 4 6 . 0 . . . 0:
Old : 27: 12 12 . 4 6 . 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 : 33.7 39.5 49.1 63.8 20.8 27.8 31.1 42.4
Old : 33.7 39.5 49.1 63.8 20.8 27.8 31.1 42.4
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 11, 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 : 1,998: 911 1,125 192 23 293 0 0 0 25 175 81: 496 301
Old : 1,998: 911 1,125 192 23 293 0 0 0 25 175 81: 496 301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 158: 127 79 33 4 -5 0 0 0 0 6 0: 3 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 56.3 9.6 1.2 14.7 0.0 0.0 0.0 1.3 8.8 4.1: 24.8 15.1
Old : 100.0: 45.6 56.3 9.6 1.2 14.7 0.0 0.0 0.0 1.3 8.8 4.1: 24.8 15.1
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 : 23: 13 12 . . . 0 0 0 . . .:
Old : 23: 13 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 : 35.4 52.8 51.6 65.9 26.8 40.9 36.3 48.0
Old : 35.4 52.8 51.6 65.9 26.8 40.9 36.3 48.0
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 11, 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 : 6,351: 4,583 5,458 1,192 80 531 0 0 0 0 0 0: 45 282
Old : 6,351: 4,583 5,458 1,192 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: October 4, 2011 :
: -180: -275 -180 95 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 85.9 18.8 1.3 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 4.4
Old : 100.0: 72.2 85.9 18.8 1.3 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 4.4
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 : 27: 12 12 7 . . 0 0 0 0 0 0:
Old : 27: 12 12 7 . . 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 : 52.4 64.9 79.5 81.9 45.3 61.8 66.9 74.9
Old : 52.4 64.9 79.5 81.9 45.3 61.8 66.9 74.9
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 11, 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 : 18,162: 13,363 13,214 2,404 1,636 2,069 0 0 0 0 917 326: 0 0
Old : 18,162: 13,363 13,214 2,404 1,636 2,069 0 0 0 0 917 326: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 799: 650 795 50 103 -37 0 0 0 0 -198 136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 72.8 13.2 9.0 11.4 0.0 0.0 0.0 0.0 5.0 1.8: 0.0 0.0
Old : 100.0: 73.6 72.8 13.2 9.0 11.4 0.0 0.0 0.0 0.0 5.0 1.8: 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 : 33: 13 16 6 5 9 0 0 0 0 . .:
Old : 33: 13 16 6 5 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 : 48.7 45.8 70.5 72.7 29.0 29.9 43.3 41.0
Old : 48.7 45.8 70.5 72.7 29.0 29.9 43.3 41.0
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 11, 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 : 363,162: 120,623 196,836 62,876 4,444 24,944 27,197 13,903 27,785 11,000 15,667 45,681: 43,056 33,902
Old : 363,162: 120,623 196,836 62,876 4,444 24,944 27,197 13,903 27,785 11,000 15,667 45,681: 43,056 33,902
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -23,157: -25,115 -20,389 -2,588 -912 -1,902 365 -3,345 -1,330 368 -80 2,695: 4,350 2,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 54.2 17.3 1.2 6.9 7.5 3.8 7.7 3.0 4.3 12.6: 11.9 9.3
Old : 100.0: 33.2 54.2 17.3 1.2 6.9 7.5 3.8 7.7 3.0 4.3 12.6: 11.9 9.3
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 : 160: 57 70 13 7 16 17 18 22 13 13 22:
Old : 160: 57 70 13 7 16 17 18 22 13 13 22:
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 18.6 26.8 28.8 11.2 10.0 18.1 15.6
Old : 16.7 18.6 26.8 28.8 11.2 10.0 18.1 15.6
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 11, 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 : 78,636: 26,925 30,078 9,868 1,853 16,994 0 0 0 653 6,735 21,887: 2,310 1,090
Old : 78,636: 26,925 30,078 9,868 1,853 16,994 0 0 0 653 6,735 21,887: 2,310 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 7,037: 1,891 2,899 -414 -403 2,566 0 0 0 219 -772 2,566: 209 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 38.2 12.5 2.4 21.6 0.0 0.0 0.0 0.8 8.6 27.8: 2.9 1.4
Old : 100.0: 34.2 38.2 12.5 2.4 21.6 0.0 0.0 0.0 0.8 8.6 27.8: 2.9 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 : 27: 7 7 5 5 10 0 0 0 . 7 10:
Old : 27: 7 7 5 5 10 0 0 0 . 7 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 : 38.3 46.3 64.7 70.4 14.9 12.7 18.2 17.9
Old : 38.3 46.3 64.7 70.4 14.9 12.7 18.2 17.9
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 11, 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 : 11,483: 9,048 6,412 1,016 3,825 949 300 0 0 50 190 100: 20 7
Old : 11,483: 9,048 6,412 1,016 3,825 949 300 0 0 50 190 100: 20 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 458: 618 319 -274 -125 224 0 0 0 -150 20 100: -60 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 55.8 8.8 33.3 8.3 2.6 0.0 0.0 0.4 1.7 0.9: 0.2 0.1
Old : 100.0: 78.8 55.8 8.8 33.3 8.3 2.6 0.0 0.0 0.4 1.7 0.9: 0.2 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 : 56: 31 28 5 6 9 . 0 0 . . .:
Old : 56: 31 28 5 6 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 : 36.1 42.4 55.7 58.4 35.2 38.4 47.5 49.1
Old : 36.1 42.4 55.7 58.4 35.2 38.4 47.5 49.1
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 11, 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: October 4, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 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
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 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 : 1,260: 770 1,210 440 50 0 0 0 0 0 0 0: 50 0
Old : 1,260: 770 1,210 440 50 0 0 0 0 0 0 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 96.0 34.9 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 0.0
Old : 100.0: 61.1 96.0 34.9 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 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 : 24: 8 10 5 . 0 0 0 0 0 0 0:
Old : 24: 8 10 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 : 51.2 68.6 79.0 92.4 51.2 68.6 79.0 92.4
Old : 51.2 68.6 79.0 92.4 51.2 68.6 79.0 92.4
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, October 11, 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 : 9,549: 6,996 7,038 73 735 108 594 52 163 431 190 715: 469 548
Old : 9,549: 6,996 7,038 73 735 108 594 52 163 431 190 715: 469 548
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 677: 395 439 55 -133 37 1 -10 0 -90 -23 292: -13 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 73.7 0.8 7.7 1.1 6.2 0.5 1.7 4.5 2.0 7.5: 4.9 5.7
Old : 100.0: 73.3 73.7 0.8 7.7 1.1 6.2 0.5 1.7 4.5 2.0 7.5: 4.9 5.7
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 : 31: 17 19 . . . . . . 5 . 4:
Old : 31: 17 19 . . . . . . 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 : 46.5 46.9 67.9 71.4 22.1 26.7 34.2 34.4
Old : 46.5 46.9 67.9 71.4 22.1 26.7 34.2 34.4
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 11, 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 : 19,897: 18,853 17,036 0 998 288 200 0 0 113 1,099 209: 234 267
Old : 19,897: 18,853 17,036 0 998 288 200 0 0 113 1,099 209: 234 267
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 3,722: 3,938 3,321 0 493 -177 0 0 0 -44 70 -21: 27 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 85.6 0.0 5.0 1.4 1.0 0.0 0.0 0.6 5.5 1.1: 1.2 1.3
Old : 100.0: 94.8 85.6 0.0 5.0 1.4 1.0 0.0 0.0 0.6 5.5 1.1: 1.2 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 : 59: 36 38 0 . . . 0 0 . 7 4:
Old : 59: 36 38 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 : 43.2 45.7 58.4 62.2 39.6 39.1 51.4 51.8
Old : 43.2 45.7 58.4 62.2 39.6 39.1 51.4 51.8
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, October 11, 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 : 517,228: 155,858 188,127 56,261 58,905 106,731 26,356 8,860 26,969 13,473 1,720 105,950: 25,630 19,967
Old : 517,228: 155,858 188,127 56,261 58,905 106,731 26,356 8,860 26,969 13,473 1,720 105,950: 25,630 19,967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 552: 7,265 8,893 -1,028 402 -6,152 -5,612 -3,301 1,348 3,317 -4,318 3,448: -2,034 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 36.4 10.9 11.4 20.6 5.1 1.7 5.2 2.6 0.3 20.5: 5.0 3.9
Old : 100.0: 30.1 36.4 10.9 11.4 20.6 5.1 1.7 5.2 2.6 0.3 20.5: 5.0 3.9
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 : 136: 38 41 16 14 27 19 8 17 21 7 32:
Old : 136: 38 41 16 14 27 19 8 17 21 7 32:
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 16.2 30.9 27.2 8.5 9.5 13.3 13.8
Old : 17.7 16.2 30.9 27.2 8.5 9.5 13.3 13.8
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 11, 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 : 2,731,547: 369,376 497,939 191,387 258,882 797,393 212,632 54,939 312,198 105,263 65,133 665,771: 77,527 79,293
Old : 2,731,547: 369,376 497,939 191,387 258,882 797,393 212,632 54,939 312,198 105,263 65,133 665,771: 77,527 79,293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -63,039: -3,943 -560 -415 -509 -28,684 -2,419 -13,808 -31,028 -5,484 -10,682 15,562: -6,628 6,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.2 7.0 9.5 29.2 7.8 2.0 11.4 3.9 2.4 24.4: 2.8 2.9
Old : 100.0: 13.5 18.2 7.0 9.5 29.2 7.8 2.0 11.4 3.9 2.4 24.4: 2.8 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 : 374: 52 57 23 24 45 67 52 84 70 60 118:
Old : 374: 52 57 23 24 45 67 52 84 70 60 118:
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 13.7 27.3 25.5 7.1 6.0 9.8 9.2
Old : 17.1 13.7 27.3 25.5 7.1 6.0 9.8 9.2
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 11, 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 : 257,349: 76,697 148,851 15,900 38,937 18,366 1,873 17,972 10,806 113,797 1,485 18,815: 1,096 2,117
Old : 257,349: 76,697 148,851 15,900 38,937 18,366 1,873 17,972 10,806 113,797 1,485 18,815: 1,096 2,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -14,392: -7,974 -5,436 713 -6,168 -2,135 -338 -917 618 -4,860 151 -258: -158 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 57.8 6.2 15.1 7.1 0.7 7.0 4.2 44.2 0.6 7.3: 0.4 0.8
Old : 100.0: 29.8 57.8 6.2 15.1 7.1 0.7 7.0 4.2 44.2 0.6 7.3: 0.4 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 : 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 : 68.1 55.9 85.9 70.7 58.9 54.6 72.0 65.3
Old : 68.1 55.9 85.9 70.7 58.9 54.6 72.0 65.3
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 11, 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 : 207,399: 42,251 33,196 43,020 81,953 30,598 1,107 0 132 47,114 16,051 7,123: 36,054 38,346
Old : 207,399: 42,251 33,196 43,020 81,953 30,598 1,107 0 132 47,114 16,051 7,123: 36,054 38,346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 1,656: 247 379 -940 2,456 -260 -288 0 132 368 -1,499 1,339: 1,058 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.0 20.7 39.5 14.8 0.5 0.0 0.1 22.7 7.7 3.4: 17.4 18.5
Old : 100.0: 20.4 16.0 20.7 39.5 14.8 0.5 0.0 0.1 22.7 7.7 3.4: 17.4 18.5
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 : 37: 6 7 7 9 12 . 0 . 5 7 8:
Old : 37: 6 7 7 9 12 . 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 : 40.4 32.6 56.2 50.8 38.4 29.3 51.6 44.7
Old : 40.4 32.6 56.2 50.8 38.4 29.3 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 11, 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 : 105,146: 10,827 12,500 6,576 19,746 50,448 12,170 3,694 10,406 5,359 9 6,495: 2,866 1,848
Old : 105,146: 10,827 12,500 6,576 19,746 50,448 12,170 3,694 10,406 5,359 9 6,495: 2,866 1,848
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,109: 996 581 645 3,042 -2,349 868 -1,477 122 -767 -12 -627: 4 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.9 6.3 18.8 48.0 11.6 3.5 9.9 5.1 0.0 6.2: 2.7 1.8
Old : 100.0: 10.3 11.9 6.3 18.8 48.0 11.6 3.5 9.9 5.1 0.0 6.2: 2.7 1.8
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 : 59: 6 6 11 10 19 10 6 8 13 . 14:
Old : 59: 6 6 11 10 19 10 6 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 : 34.7 43.9 55.1 69.9 13.9 16.6 18.5 22.5
Old : 34.7 43.9 55.1 69.9 13.9 16.6 18.5 22.5
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 11, 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 : 503,628: 74,812 64,483 48,211 81,616 245,229 0 1,879 16,308 27,012 1,724 77,271: 14,784 15,117
Old : 503,628: 74,812 64,483 48,211 81,616 245,229 0 1,879 16,308 27,012 1,724 77,271: 14,784 15,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -18,855: -4,077 -2,339 9,934 -5,926 -8,160 0 591 -478 -13,240 253 -1,823: -1,013 -975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 12.8 9.6 16.2 48.7 0.0 0.4 3.2 5.4 0.3 15.3: 2.9 3.0
Old : 100.0: 14.9 12.8 9.6 16.2 48.7 0.0 0.4 3.2 5.4 0.3 15.3: 2.9 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 : 31.2 26.4 50.3 43.8 9.1 6.8 13.9 10.9
Old : 31.2 26.4 50.3 43.8 9.1 6.8 13.9 10.9
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 11, 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 : 15,353: 8,752 8,417 3,514 2,945 2,492 0 500 0 225 649 350: 20 0
Old : 15,353: 8,752 8,417 3,514 2,945 2,492 0 500 0 225 649 350: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 100: 25 -25 0 -50 50 0 0 0 0 100 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 54.8 22.9 19.2 16.2 0.0 3.3 0.0 1.5 4.2 2.3: 0.1 0.0
Old : 100.0: 57.0 54.8 22.9 19.2 16.2 0.0 3.3 0.0 1.5 4.2 2.3: 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 : 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 : 40.3 34.7 58.5 55.3 29.8 28.5 41.0 40.6
Old : 40.3 34.7 58.5 55.3 29.8 28.5 41.0 40.6
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 11, 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 : 82,123: 9,925 3,747 34,966 24,659 19,631 2,883 10,369 9,923 0 6,912 1,952: 2,843 4,930
Old : 82,123: 9,925 3,747 34,966 24,659 19,631 2,883 10,369 9,923 0 6,912 1,952: 2,843 4,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -35: 0 0 -114 258 -152 33 0 4 0 37 175: 19 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 4.6 42.6 30.0 23.9 3.5 12.6 12.1 0.0 8.4 2.4: 3.5 6.0
Old : 100.0: 12.1 4.6 42.6 30.0 23.9 3.5 12.6 12.1 0.0 8.4 2.4: 3.5 6.0
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 : 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 68.4 55.2 36.9 28.5 49.9 39.9
Old : 47.9 34.7 68.4 55.2 36.9 28.5 49.9 39.9
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 11, 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 : 40,788: 1,439 3,327 13,384 11,975 13,031 3,240 1,550 4,129 1,300 2,723 1,444: 2,821 2,609
Old : 40,788: 1,439 3,327 13,384 11,975 13,031 3,240 1,550 4,129 1,300 2,723 1,444: 2,821 2,609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -899: 0 0 -2,731 2,896 -164 721 -3,366 335 1,300 -325 50: -410 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 8.2 32.8 29.4 31.9 7.9 3.8 10.1 3.2 6.7 3.5: 6.9 6.4
Old : 100.0: 3.5 8.2 32.8 29.4 31.9 7.9 3.8 10.1 3.2 6.7 3.5: 6.9 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 : 32: . 4 8 6 13 5 . 6 . 4 .:
Old : 32: . 4 8 6 13 5 . 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 : 45.3 45.1 60.7 60.8 29.7 30.2 39.2 38.6
Old : 45.3 45.1 60.7 60.8 29.7 30.2 39.2 38.6
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 11, 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 : 13,430: 2,445 1,630 4,240 9,180 2,295 4,350 0 0 0 150 0: 100 175
Old : 13,430: 2,445 1,630 4,240 9,180 2,295 4,350 0 0 0 150 0: 100 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -750: -720 0 105 -645 -105 0 0 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.1 31.6 68.4 17.1 32.4 0.0 0.0 0.0 1.1 0.0: 0.7 1.3
Old : 100.0: 18.2 12.1 31.6 68.4 17.1 32.4 0.0 0.0 0.0 1.1 0.0: 0.7 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 : 26: 7 7 7 5 4 . 0 0 0 . 0:
Old : 26: 7 7 7 5 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 : 62.9 79.1 82.5 90.5 53.2 70.0 69.5 77.0
Old : 62.9 79.1 82.5 90.5 53.2 70.0 69.5 77.0
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, October 11, 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 : 27,585: 3,359 2,702 643 3,721 8,971 3,031 830 4,056 708 653 2,699: 4,118 3,954
Old : 27,585: 3,359 2,702 643 3,721 8,971 3,031 830 4,056 708 653 2,699: 4,118 3,954
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,605: -1,054 -751 263 229 -45 -42 -765 -757 -366 473 -237: 632 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.8 2.3 13.5 32.5 11.0 3.0 14.7 2.6 2.4 9.8: 14.9 14.3
Old : 100.0: 12.2 9.8 2.3 13.5 32.5 11.0 3.0 14.7 2.6 2.4 9.8: 14.9 14.3
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: . . 4 5 8 5 . 7 . . 4:
Old : 23: . . 4 5 8 5 . 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 : 42.4 44.6 62.0 67.6 12.7 15.2 17.0 18.9
Old : 42.4 44.6 62.0 67.6 12.7 15.2 17.0 18.9
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 11, 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 : 23,143: 782 1,530 3,848 3,387 13,073 2,583 1,125 1,081 273 1,196 699: 803 1,052
Old : 23,143: 782 1,530 3,848 3,387 13,073 2,583 1,125 1,081 273 1,196 699: 803 1,052
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -5,064: -746 -83 -1,040 -309 -2,215 -169 -767 -333 165 -698 -515: -211 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 6.6 16.6 14.6 56.5 11.2 4.9 4.7 1.2 5.2 3.0: 3.5 4.5
Old : 100.0: 3.4 6.6 16.6 14.6 56.5 11.2 4.9 4.7 1.2 5.2 3.0: 3.5 4.5
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 : 43: 4 5 8 9 15 5 7 7 . 6 5:
Old : 43: 4 5 8 9 15 5 7 7 . 6 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 : 43.6 40.5 64.6 61.6 19.0 14.6 26.8 21.1
Old : 43.6 40.5 64.6 61.6 19.0 14.6 26.8 21.1
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 11, 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 : 84,277: 8,769 7,850 11,660 14,373 38,841 4,257 0 2,515 1,615 754 5,815: 10,804 14,129
Old : 84,277: 8,769 7,850 11,660 14,373 38,841 4,257 0 2,515 1,615 754 5,815: 10,804 14,129
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 523: 992 8 2,350 915 -83 -587 0 -578 -1,394 415 -474: 296 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.3 13.8 17.1 46.1 5.1 0.0 3.0 1.9 0.9 6.9: 12.8 16.8
Old : 100.0: 10.4 9.3 13.8 17.1 46.1 5.1 0.0 3.0 1.9 0.9 6.9: 12.8 16.8
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 : 26: 5 5 6 9 14 . 0 . . . .:
Old : 26: 5 5 6 9 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 : 38.1 35.8 54.6 50.5 17.7 13.5 22.1 17.2
Old : 38.1 35.8 54.6 50.5 17.7 13.5 22.1 17.2
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 11, 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 : 287,835: 109,465 179,756 27,789 9,130 20,282 54,971 9,996 22,566 15,707 14,304 18,477: 18,579 13,325
Old : 287,835: 109,465 179,756 27,789 9,130 20,282 54,971 9,996 22,566 15,707 14,304 18,477: 18,579 13,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -5,506: -11,157 -957 -216 -1,066 697 4,932 -3,537 -1,599 1,365 2,922 -1,304: 1,775 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 62.5 9.7 3.2 7.0 19.1 3.5 7.8 5.5 5.0 6.4: 6.5 4.6
Old : 100.0: 38.0 62.5 9.7 3.2 7.0 19.1 3.5 7.8 5.5 5.0 6.4: 6.5 4.6
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 : 194: 52 69 16 6 18 49 15 32 18 9 20:
Old : 194: 52 69 16 6 18 49 15 32 18 9 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 : 15.9 21.8 25.8 34.5 11.4 12.6 17.6 19.8
Old : 15.9 21.8 25.8 34.5 11.4 12.6 17.6 19.8
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 11, 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 : 22,859: 6,406 14,891 545 1,164 216 2,047 0 726 6,087 280 111: 6,721 5,471
Old : 22,859: 6,406 14,891 545 1,164 216 2,047 0 726 6,087 280 111: 6,721 5,471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 798: 39 574 83 72 -14 -41 0 525 -2 0 39: 169 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 65.1 2.4 5.1 0.9 9.0 0.0 3.2 26.6 1.2 0.5: 29.4 23.9
Old : 100.0: 28.0 65.1 2.4 5.1 0.9 9.0 0.0 3.2 26.6 1.2 0.5: 29.4 23.9
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: 7 14 . . . . 0 . . . .:
Old : 24: 7 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 : 56.7 39.6 66.9 59.5 52.8 38.7 61.9 58.4
Old : 56.7 39.6 66.9 59.5 52.8 38.7 61.9 58.4
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 11, 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 : 5,541: 2,843 3,806 1,654 678 911 0 0 0 100 0 0: 33 146
Old : 5,541: 2,843 3,806 1,654 678 911 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: October 4, 2011 :
: 493: 243 293 50 0 200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 68.7 29.9 12.2 16.4 0.0 0.0 0.0 1.8 0.0 0.0: 0.6 2.6
Old : 100.0: 51.3 68.7 29.9 12.2 16.4 0.0 0.0 0.0 1.8 0.0 0.0: 0.6 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 : 36: 18 19 7 . 8 0 0 0 . 0 0:
Old : 36: 18 19 7 . 8 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 : 36.1 50.5 56.9 69.3 35.8 46.5 48.1 56.6
Old : 36.1 50.5 56.9 69.3 35.8 46.5 48.1 56.6
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, October 11, 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 : 48,106: 40,323 24,282 3,688 19,822 2,836 300 975 25 0 0 0: 934 166
Old : 48,106: 40,323 24,282 3,688 19,822 2,836 300 975 25 0 0 0: 934 166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 1,473: 1,358 869 0 530 49 0 0 0 0 0 0: 66 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 50.5 7.7 41.2 5.9 0.6 2.0 0.1 0.0 0.0 0.0: 1.9 0.3
Old : 100.0: 83.8 50.5 7.7 41.2 5.9 0.6 2.0 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 : 52: 32 24 7 7 5 . . . 0 0 0:
Old : 52: 32 24 7 7 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 : 59.1 54.1 71.4 68.6 44.6 40.8 52.3 52.7
Old : 59.1 54.1 71.4 68.6 44.6 40.8 52.3 52.7
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 11, 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 : 15,592: 11,365 10,647 3,662 4,175 445 0 300 0 0 0 0: 120 25
Old : 15,592: 11,365 10,647 3,662 4,175 445 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: October 4, 2011 :
: 640: 715 840 125 0 -200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 68.3 23.5 26.8 2.9 0.0 1.9 0.0 0.0 0.0 0.0: 0.8 0.2
Old : 100.0: 72.9 68.3 23.5 26.8 2.9 0.0 1.9 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 : 56.8 66.4 74.7 90.8 35.4 45.7 49.2 56.7
Old : 56.8 66.4 74.7 90.8 35.4 45.7 49.2 56.7
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 11, 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 : 5,010: 3,395 1,255 1,150 435 420 0 0 0 0 2,900 0: 45 0
Old : 5,010: 3,395 1,255 1,150 435 420 0 0 0 0 2,900 0: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 825: 300 50 300 -225 225 0 0 0 0 775 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 25.0 23.0 8.7 8.4 0.0 0.0 0.0 0.0 57.9 0.0: 0.9 0.0
Old : 100.0: 67.8 25.0 23.0 8.7 8.4 0.0 0.0 0.0 0.0 57.9 0.0: 0.9 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 : 37: 17 8 6 . . 0 0 0 0 4 0:
Old : 37: 17 8 6 . . 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 : 48.4 79.0 70.3 91.5 48.4 76.2 67.8 85.7
Old : 48.4 79.0 70.3 91.5 48.4 76.2 67.8 85.7
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, October 11, 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 : 5,966: 2,825 3,927 1,394 655 1,215 0 0 0 144 0 88: 300 81
Old : 5,966: 2,825 3,927 1,394 655 1,215 0 0 0 144 0 88: 300 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 296: 330 155 -100 25 75 0 0 0 -50 0 50: -9 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 65.8 23.4 11.0 20.4 0.0 0.0 0.0 2.4 0.0 1.5: 5.0 1.4
Old : 100.0: 47.4 65.8 23.4 11.0 20.4 0.0 0.0 0.0 2.4 0.0 1.5: 5.0 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: 9 11 5 . 4 0 0 0 . 0 .:
Old : 26: 9 11 5 . 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 : 55.2 56.6 75.1 83.4 33.1 32.6 45.2 47.6
Old : 55.2 56.6 75.1 83.4 33.1 32.6 45.2 47.6
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 11, 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 : 20,502: 12,693 10,551 3,778 4,232 2,510 25 2,181 21 663 165 782: 30 60
Old : 20,502: 12,693 10,551 3,778 4,232 2,510 25 2,181 21 663 165 782: 30 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 1,137: 332 1,024 580 47 193 25 -6 21 -113 -241 163: -64 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 51.5 18.4 20.6 12.2 0.1 10.6 0.1 3.2 0.8 3.8: 0.1 0.3
Old : 100.0: 61.9 51.5 18.4 20.6 12.2 0.1 10.6 0.1 3.2 0.8 3.8: 0.1 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 : 63: 25 26 10 8 12 . . . . . 4:
Old : 63: 25 26 10 8 12 . . . . . 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 : 38.8 33.5 56.2 55.3 31.8 31.7 45.8 50.2
Old : 38.8 33.5 56.2 55.3 31.8 31.7 45.8 50.2
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 11, 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 : 12,527: 10,599 7,931 66 3,590 341 589 0 465 186 0 150: 131 50
Old : 12,527: 10,599 7,931 66 3,590 341 589 0 465 186 0 150: 131 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 241: 604 121 0 -6 0 -626 0 126 135 0 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 63.3 0.5 28.7 2.7 4.7 0.0 3.7 1.5 0.0 1.2: 1.0 0.4
Old : 100.0: 84.6 63.3 0.5 28.7 2.7 4.7 0.0 3.7 1.5 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 : 41: 23 22 . 8 5 . 0 . . 0 .:
Old : 41: 23 22 . 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 : 35.9 46.4 60.0 65.0 35.0 43.4 52.8 56.7
Old : 35.9 46.4 60.0 65.0 35.0 43.4 52.8 56.7
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 11, 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 : 31,585: 11,424 17,715 4,046 7,767 3,791 1,890 120 60 9,309 688 793: 272 651
Old : 31,585: 11,424 17,715 4,046 7,767 3,791 1,890 120 60 9,309 688 793: 272 651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 989: 384 518 441 210 48 0 120 0 6 0 108: 2 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 56.1 12.8 24.6 12.0 6.0 0.4 0.2 29.5 2.2 2.5: 0.9 2.1
Old : 100.0: 36.2 56.1 12.8 24.6 12.0 6.0 0.4 0.2 29.5 2.2 2.5: 0.9 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 : 46: 14 18 8 8 11 . . . 5 . 4:
Old : 46: 14 18 8 8 11 . . . 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 : 54.3 51.5 69.5 67.2 52.6 49.5 64.6 60.4
Old : 54.3 51.5 69.5 67.2 52.6 49.5 64.6 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011