GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 43,078: 29,569 36,880 6,933 196 5,178 0 0 0 818 0 471: 109 353
Old : 43,078: 29,569 36,880 6,933 196 5,178 0 0 0 818 0 471: 109 353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,892: 1,167 1,457 112 -177 571 0 0 0 1 0 42: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 85.6 16.1 0.5 12.0 0.0 0.0 0.0 1.9 0.0 1.1: 0.3 0.8
Old : 100.0: 68.6 85.6 16.1 0.5 12.0 0.0 0.0 0.0 1.9 0.0 1.1: 0.3 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: 32 31 11 . 12 0 0 0 . 0 .:
Old : 55: 32 31 11 . 12 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 : 36.0 31.8 56.3 52.3 23.1 18.3 30.9 28.5
Old : 36.0 31.8 56.3 52.3 23.1 18.3 30.9 28.5
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 18, 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 : 12,297: 10,379 10,179 996 1,244 759 0 0 0 0 0 0: 163 115
Old : 12,297: 10,379 10,179 996 1,244 759 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 11, 2011 :
: 1,842: 1,577 1,508 60 129 205 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 82.8 8.1 10.1 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.9
Old : 100.0: 84.4 82.8 8.1 10.1 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 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 : 38: 21 22 4 5 5 0 0 0 0 0 0:
Old : 38: 21 22 4 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 : 35.7 44.5 61.6 66.8 22.8 25.9 36.7 35.9
Old : 35.7 44.5 61.6 66.8 22.8 25.9 36.7 35.9
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 18, 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 : 10,838: 5,520 6,113 1,534 525 2,428 0 0 0 105 347 191: 1,060 1,234
Old : 10,838: 5,520 6,113 1,534 525 2,428 0 0 0 105 347 191: 1,060 1,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 530: 497 471 37 10 121 0 0 0 0 33 -25: -100 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 56.4 14.2 4.8 22.4 0.0 0.0 0.0 1.0 3.2 1.8: 9.8 11.4
Old : 100.0: 50.9 56.4 14.2 4.8 22.4 0.0 0.0 0.0 1.0 3.2 1.8: 9.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 27 6 6 12 0 0 0 . . .:
Old : 43: 21 27 6 6 12 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 24.7 60.1 41.7 21.8 10.5 27.2 16.9
Old : 39.6 24.7 60.1 41.7 21.8 10.5 27.2 16.9
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 18, 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 : 6,669: 3,390 4,183 910 272 1,085 0 0 0 736 83 107: 441 939
Old : 6,669: 3,390 4,183 910 272 1,085 0 0 0 736 83 107: 441 939
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 323: 140 40 51 -29 4 0 0 0 73 83 -11: 66 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 62.7 13.6 4.1 16.3 0.0 0.0 0.0 11.0 1.2 1.6: 6.6 14.1
Old : 100.0: 50.8 62.7 13.6 4.1 16.3 0.0 0.0 0.0 11.0 1.2 1.6: 6.6 14.1
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: 31 34 8 6 14 0 0 0 4 . 4:
Old : 60: 31 34 8 6 14 0 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 : 29.4 30.5 45.5 42.3 24.2 26.3 36.7 34.1
Old : 29.4 30.5 45.5 42.3 24.2 26.3 36.7 34.1
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 18, 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 : 3,900: 2,297 1,879 288 100 403 0 0 0 0 0 0: 912 1,518
Old : 3,900: 2,297 1,879 288 100 403 0 0 0 0 0 0: 912 1,518
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 79: 77 32 -15 0 17 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 48.2 7.4 2.6 10.3 0.0 0.0 0.0 0.0 0.0 0.0: 23.4 38.9
Old : 100.0: 58.9 48.2 7.4 2.6 10.3 0.0 0.0 0.0 0.0 0.0 0.0: 23.4 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 : 54.2 26.5 67.1 40.4 42.8 19.1 44.9 24.5
Old : 54.2 26.5 67.1 40.4 42.8 19.1 44.9 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 3,093: 1,306 1,467 241 342 537 75 0 90 285 399 0: 559 258
Old : 3,093: 1,306 1,467 241 342 537 75 0 90 285 399 0: 559 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 239: 170 -25 55 7 89 0 0 0 0 170 0: -75 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 47.4 7.8 11.1 17.4 2.4 0.0 2.9 9.2 12.9 0.0: 18.1 8.3
Old : 100.0: 42.2 47.4 7.8 11.1 17.4 2.4 0.0 2.9 9.2 12.9 0.0: 18.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 11 4 5 8 . 0 . . . 0:
Old : 30: 13 11 4 5 8 . 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 : 30.3 40.8 45.6 62.9 19.9 31.2 30.8 44.7
Old : 30.3 40.8 45.6 62.9 19.9 31.2 30.8 44.7
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 18, 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 : 2,125: 1,080 1,298 206 18 281 0 0 0 0 170 81: 477 277
Old : 2,125: 1,080 1,298 206 18 281 0 0 0 0 170 81: 477 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 127: 169 173 14 -5 -12 0 0 0 -25 -5 0: -19 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 61.1 9.7 0.8 13.2 0.0 0.0 0.0 0.0 8.0 3.8: 22.4 13.0
Old : 100.0: 50.8 61.1 9.7 0.8 13.2 0.0 0.0 0.0 0.0 8.0 3.8: 22.4 13.0
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 : 26: 16 17 . . . 0 0 0 0 . .:
Old : 26: 16 17 . . . 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 : 34.1 48.9 48.8 61.5 26.6 38.4 36.1 46.8
Old : 34.1 48.9 48.8 61.5 26.6 38.4 36.1 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 8,184: 6,283 7,438 1,522 130 334 0 0 0 0 0 0: 45 282
Old : 8,184: 6,283 7,438 1,522 130 334 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 11, 2011 :
: 1,833: 1,700 1,980 330 50 -197 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 90.9 18.6 1.6 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 3.4
Old : 100.0: 76.8 90.9 18.6 1.6 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 6 . . 0 0 0 0 0 0:
Old : 29: 14 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 64.0 79.2 84.8 50.1 63.2 70.9 78.3
Old : 56.3 64.0 79.2 84.8 50.1 63.2 70.9 78.3
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 18, 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 : 20,292: 15,215 15,145 2,542 1,663 2,099 0 0 0 0 949 436: 0 0
Old : 20,292: 15,215 15,145 2,542 1,663 2,099 0 0 0 0 949 436: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,130: 1,852 1,931 138 27 30 0 0 0 0 32 110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 74.6 12.5 8.2 10.3 0.0 0.0 0.0 0.0 4.7 2.1: 0.0 0.0
Old : 100.0: 75.0 74.6 12.5 8.2 10.3 0.0 0.0 0.0 0.0 4.7 2.1: 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 : 36: 15 18 6 5 9 0 0 0 0 . .:
Old : 36: 15 18 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 : 50.6 45.7 71.2 71.0 33.0 30.7 46.9 44.3
Old : 50.6 45.7 71.2 71.0 33.0 30.7 46.9 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 371,475: 118,338 213,316 63,819 4,073 28,609 37,344 7,243 22,795 9,990 18,458 48,538: 42,042 28,443
Old : 371,475: 118,338 213,316 63,819 4,073 28,609 37,344 7,243 22,795 9,990 18,458 48,538: 42,042 28,443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 8,313: -2,285 16,479 943 -371 3,666 10,147 -6,660 -4,990 -1,010 2,791 2,857: -1,014 -5,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 57.4 17.2 1.1 7.7 10.1 1.9 6.1 2.7 5.0 13.1: 11.3 7.7
Old : 100.0: 31.9 57.4 17.2 1.1 7.7 10.1 1.9 6.1 2.7 5.0 13.1: 11.3 7.7
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 : 169: 62 71 17 5 19 28 9 25 11 15 25:
Old : 169: 62 71 17 5 19 28 9 25 11 15 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 20.8 26.6 31.1 10.1 10.9 16.8 16.5
Old : 15.5 20.8 26.6 31.1 10.1 10.9 16.8 16.5
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 18, 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 : 86,717: 29,567 33,083 10,205 1,611 19,042 0 0 0 530 6,937 24,795: 2,577 1,248
Old : 86,717: 29,567 33,083 10,205 1,611 19,042 0 0 0 530 6,937 24,795: 2,577 1,248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 8,081: 2,642 3,005 337 -241 2,049 0 0 0 -122 202 2,908: 267 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 38.2 11.8 1.9 22.0 0.0 0.0 0.0 0.6 8.0 28.6: 3.0 1.4
Old : 100.0: 34.1 38.2 11.8 1.9 22.0 0.0 0.0 0.0 0.6 8.0 28.6: 3.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 37.7 44.9 64.2 69.3 14.1 11.6 16.6 16.6
Old : 37.7 44.9 64.2 69.3 14.1 11.6 16.6 16.6
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 18, 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 : 13,879: 10,891 8,245 951 3,620 1,587 300 0 0 35 305 115: 0 7
Old : 13,879: 10,891 8,245 951 3,620 1,587 300 0 0 35 305 115: 0 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,396: 1,843 1,833 -65 -205 638 0 0 0 -15 115 15: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 59.4 6.9 26.1 11.4 2.2 0.0 0.0 0.3 2.2 0.8: 0.0 0.1
Old : 100.0: 78.5 59.4 6.9 26.1 11.4 2.2 0.0 0.0 0.3 2.2 0.8: 0.0 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 : 62: 34 32 6 7 7 . 0 0 . . .:
Old : 62: 34 32 6 7 7 . 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 : 30.7 37.0 47.7 53.9 27.2 33.8 38.5 44.3
Old : 30.7 37.0 47.7 53.9 27.2 33.8 38.5 44.3
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 18, 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 : 6,976: 4,730 5,040 1,150 336 625 111 300 0 300 615 0: 60 60
Old : 6,976: 4,730 5,040 1,150 336 625 111 300 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 11, 2011 :
: 720: 195 345 150 0 375 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 72.2 16.5 4.8 9.0 1.6 4.3 0.0 4.3 8.8 0.0: 0.9 0.9
Old : 100.0: 67.8 72.2 16.5 4.8 9.0 1.6 4.3 0.0 4.3 8.8 0.0: 0.9 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 : 36: 15 11 4 . 4 . . 0 . . 0:
Old : 36: 15 11 4 . 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 : 39.5 50.3 62.3 70.7 29.0 48.4 49.0 60.3
Old : 39.5 50.3 62.3 70.7 29.0 48.4 49.0 60.3
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 18, 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 : 1,610: 820 1,360 540 50 200 0 0 0 0 0 0: 50 0
Old : 1,610: 820 1,360 540 50 200 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 11, 2011 :
: 350: 50 150 100 0 200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.0
Old : 100.0: 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 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 : 25: 9 10 5 . . 0 0 0 0 0 0:
Old : 25: 9 10 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 : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
Old : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
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 18, 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 : 10,414: 7,771 7,336 107 639 207 594 52 163 299 737 681: 592 599
Old : 10,414: 7,771 7,336 107 639 207 594 52 163 299 737 681: 592 599
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 865: 775 298 34 -96 99 0 0 0 -132 547 -34: 123 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 70.4 1.0 6.1 2.0 5.7 0.5 1.6 2.9 7.1 6.5: 5.7 5.8
Old : 100.0: 74.6 70.4 1.0 6.1 2.0 5.7 0.5 1.6 2.9 7.1 6.5: 5.7 5.8
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 : 31: 16 19 . . . . . . . 5 4:
Old : 31: 16 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 : 47.3 46.0 67.9 71.1 22.9 23.6 34.8 32.7
Old : 47.3 46.0 67.9 71.1 22.9 23.6 34.8 32.7
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 18, 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 : 21,420: 20,196 18,384 0 994 424 125 0 0 172 1,209 139: 364 271
Old : 21,420: 20,196 18,384 0 994 424 125 0 0 172 1,209 139: 364 271
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,523: 1,344 1,348 0 -5 136 -75 0 0 59 110 -70: 129 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 85.8 0.0 4.6 2.0 0.6 0.0 0.0 0.8 5.6 0.6: 1.7 1.3
Old : 100.0: 94.3 85.8 0.0 4.6 2.0 0.6 0.0 0.0 0.8 5.6 0.6: 1.7 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 : 61: 36 41 0 . . . 0 0 . 5 4:
Old : 61: 36 41 0 . . . 0 0 . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 44.6 54.8 61.5 36.4 35.8 48.2 48.3
Old : 40.4 44.6 54.8 61.5 36.4 35.8 48.2 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 2,170: 1,365 821 0 37 55 0 187 72 0 126 0: 678 872
Old : 2,170: 1,365 821 0 37 55 0 187 72 0 126 0: 678 872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 37.8 0.0 1.7 2.5 0.0 8.6 3.3 0.0 5.8 0.0: 31.2 40.2
Old : 100.0: 62.9 37.8 0.0 1.7 2.5 0.0 8.6 3.3 0.0 5.8 0.0: 31.2 40.2
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 : 20: 15 14 0 . . 0 . . 0 . 0:
Old : 20: 15 14 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 : 34.1 27.4 51.4 42.0 29.0 18.3 38.0 26.8
Old : 34.1 27.4 51.4 42.0 29.0 18.3 38.0 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 1,359: 664 764 43 0 0 0 0 0 49 48 117: 486 430
Old : 1,359: 664 764 43 0 0 0 0 0 49 48 117: 486 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 56.2 3.2 0.0 0.0 0.0 0.0 0.0 3.6 3.5 8.6: 35.8 31.6
Old : 100.0: 48.9 56.2 3.2 0.0 0.0 0.0 0.0 0.0 3.6 3.5 8.6: 35.8 31.6
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 : 23: 13 18 . 0 0 0 0 0 . . .:
Old : 23: 13 18 . 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 : 21.3 25.0 39.7 42.6 17.8 22.5 28.6 33.0
Old : 21.3 25.0 39.7 42.6 17.8 22.5 28.6 33.0
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 18, 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 : 508,131: 158,949 183,600 54,060 65,167 102,035 25,444 7,306 26,378 11,634 3,471 101,622: 28,009 18,552
Old : 508,131: 158,949 183,600 54,060 65,167 102,035 25,444 7,306 26,378 11,634 3,471 101,622: 28,009 18,552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -9,097: 3,091 -4,528 -2,202 6,262 -4,695 -911 -1,554 -591 -1,840 1,751 -4,328: 2,379 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 36.1 10.6 12.8 20.1 5.0 1.4 5.2 2.3 0.7 20.0: 5.5 3.7
Old : 100.0: 31.3 36.1 10.6 12.8 20.1 5.0 1.4 5.2 2.3 0.7 20.0: 5.5 3.7
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 : 133: 36 40 17 13 27 16 9 17 20 7 31:
Old : 133: 36 40 17 13 27 16 9 17 20 7 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 : 18.5 16.6 30.7 27.8 9.2 9.6 14.1 14.8
Old : 18.5 16.6 30.7 27.8 9.2 9.6 14.1 14.8
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 18, 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 : 2,662,483: 354,924 496,902 207,591 266,646 792,827 224,335 52,957 308,866 105,803 64,000 600,861: 67,276 79,423
Old : 2,662,483: 354,924 496,902 207,591 266,646 792,827 224,335 52,957 308,866 105,803 64,000 600,861: 67,276 79,423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -69,064: -14,452 -1,037 16,204 7,764 -4,566 11,704 -1,982 -3,332 539 -1,133 -64,910: -10,251 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 18.7 7.8 10.0 29.8 8.4 2.0 11.6 4.0 2.4 22.6: 2.5 3.0
Old : 100.0: 13.3 18.7 7.8 10.0 29.8 8.4 2.0 11.6 4.0 2.4 22.6: 2.5 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 : 356: 58 58 21 26 41 65 48 81 64 56 107:
Old : 356: 58 58 21 26 41 65 48 81 64 56 107:
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 : 17.9 13.8 28.1 25.5 7.5 6.4 10.6 9.7
Old : 17.9 13.8 28.1 25.5 7.5 6.4 10.6 9.7
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 18, 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 : 252,048: 77,457 144,045 15,393 38,740 19,347 2,525 18,968 8,989 110,150 1,373 17,210: 976 3,375
Old : 252,048: 77,457 144,045 15,393 38,740 19,347 2,525 18,968 8,989 110,150 1,373 17,210: 976 3,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -5,301: 761 -4,805 -508 -197 981 652 996 -1,817 -3,647 -113 -1,604: -119 1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 57.2 6.1 15.4 7.7 1.0 7.5 3.6 43.7 0.5 6.8: 0.4 1.3
Old : 100.0: 30.7 57.2 6.1 15.4 7.7 1.0 7.5 3.6 43.7 0.5 6.8: 0.4 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 : 52: 17 17 . 7 9 . 11 7 8 4 10:
Old : 52: 17 17 . 7 9 . 11 7 8 4 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 : 67.2 55.8 85.3 71.0 58.7 54.4 71.7 65.7
Old : 67.2 55.8 85.3 71.0 58.7 54.4 71.7 65.7
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 18, 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 : 208,152: 42,189 31,937 42,816 80,080 31,917 1,107 0 132 47,459 18,475 5,513: 37,019 40,098
Old : 208,152: 42,189 31,937 42,816 80,080 31,917 1,107 0 132 47,459 18,475 5,513: 37,019 40,098
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 753: -62 -1,259 -204 -1,873 1,319 0 0 0 345 2,424 -1,610: 965 1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.3 20.6 38.5 15.3 0.5 0.0 0.1 22.8 8.9 2.6: 17.8 19.3
Old : 100.0: 20.3 15.3 20.6 38.5 15.3 0.5 0.0 0.1 22.8 8.9 2.6: 17.8 19.3
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 : 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 : 40.7 31.5 56.7 49.7 38.7 28.5 52.2 43.4
Old : 40.7 31.5 56.7 49.7 38.7 28.5 52.2 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 109,322: 11,267 12,775 6,652 21,744 51,969 13,415 2,999 11,606 5,120 11 5,896: 3,398 2,323
Old : 109,322: 11,267 12,775 6,652 21,744 51,969 13,415 2,999 11,606 5,120 11 5,896: 3,398 2,323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 4,176: 440 275 76 1,998 1,521 1,244 -695 1,200 -239 2 -600: 533 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.7 6.1 19.9 47.5 12.3 2.7 10.6 4.7 0.0 5.4: 3.1 2.1
Old : 100.0: 10.3 11.7 6.1 19.9 47.5 12.3 2.7 10.6 4.7 0.0 5.4: 3.1 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 6 9 13 . 14:
Old : 60: 6 6 10 11 19 11 6 9 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 44.6 54.7 70.1 14.1 17.1 18.2 22.6
Old : 34.7 44.6 54.7 70.1 14.1 17.1 18.2 22.6
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 18, 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 : 510,345: 74,719 64,308 47,683 81,910 250,972 0 1,969 16,590 27,929 1,604 77,827: 14,624 15,166
Old : 510,345: 74,719 64,308 47,683 81,910 250,972 0 1,969 16,590 27,929 1,604 77,827: 14,624 15,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 6,716: -93 -176 -528 293 5,743 0 90 282 917 -120 555: -159 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 12.6 9.3 16.0 49.2 0.0 0.4 3.3 5.5 0.3 15.2: 2.9 3.0
Old : 100.0: 14.6 12.6 9.3 16.0 49.2 0.0 0.4 3.3 5.5 0.3 15.2: 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 : 31.4 26.2 50.5 43.6 9.4 6.7 14.3 10.8
Old : 31.4 26.2 50.5 43.6 9.4 6.7 14.3 10.8
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 18, 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 : 15,803: 8,902 9,042 3,439 2,770 2,592 0 500 0 500 549 350: 20 0
Old : 15,803: 8,902 9,042 3,439 2,770 2,592 0 500 0 500 549 350: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 450: 150 625 -75 -175 100 0 0 0 275 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 57.2 21.8 17.5 16.4 0.0 3.2 0.0 3.2 3.5 2.2: 0.1 0.0
Old : 100.0: 56.3 57.2 21.8 17.5 16.4 0.0 3.2 0.0 3.2 3.5 2.2: 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 : 48: 22 20 7 7 8 0 . 0 . . .:
Old : 48: 22 20 7 7 8 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 : 37.4 33.3 55.1 52.6 27.9 28.3 36.9 40.2
Old : 37.4 33.3 55.1 52.6 27.9 28.3 36.9 40.2
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 18, 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 : 81,147: 9,925 3,747 35,140 25,484 18,432 3,606 10,369 9,983 0 6,888 1,962: 2,099 4,282
Old : 81,147: 9,925 3,747 35,140 25,484 18,432 3,606 10,369 9,983 0 6,888 1,962: 2,099 4,282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -976: 0 0 174 825 -1,199 723 0 60 0 -24 10: -744 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.6 43.3 31.4 22.7 4.4 12.8 12.3 0.0 8.5 2.4: 2.6 5.3
Old : 100.0: 12.2 4.6 43.3 31.4 22.7 4.4 12.8 12.3 0.0 8.5 2.4: 2.6 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 : 43: 5 4 11 10 17 5 5 10 0 5 6:
Old : 43: 5 4 11 10 17 5 5 10 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 : 48.1 35.1 68.9 55.3 37.3 28.9 50.7 41.4
Old : 48.1 35.1 68.9 55.3 37.3 28.9 50.7 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 38,866: 1,439 3,327 13,774 11,325 11,933 3,330 1,550 4,275 0 2,403 1,394: 2,721 2,659
Old : 38,866: 1,439 3,327 13,774 11,325 11,933 3,330 1,550 4,275 0 2,403 1,394: 2,721 2,659
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -1,922: 0 0 390 -650 -1,098 90 0 146 -1,300 -320 -50: -100 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 8.6 35.4 29.1 30.7 8.6 4.0 11.0 0.0 6.2 3.6: 7.0 6.8
Old : 100.0: 3.7 8.6 35.4 29.1 30.7 8.6 4.0 11.0 0.0 6.2 3.6: 7.0 6.8
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 : 31: . 4 9 5 13 5 . 5 0 4 .:
Old : 31: . 4 9 5 13 5 . 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 : 46.9 43.4 62.7 59.6 31.3 31.4 39.2 40.3
Old : 46.9 43.4 62.7 59.6 31.3 31.4 39.2 40.3
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 18, 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 : 13,535: 2,445 1,630 3,970 8,505 3,045 3,975 0 0 0 150 0: 100 205
Old : 13,535: 2,445 1,630 3,970 8,505 3,045 3,975 0 0 0 150 0: 100 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 105: 0 0 -270 -675 750 -375 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 12.0 29.3 62.8 22.5 29.4 0.0 0.0 0.0 1.1 0.0: 0.7 1.5
Old : 100.0: 18.1 12.0 29.3 62.8 22.5 29.4 0.0 0.0 0.0 1.1 0.0: 0.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 8 7 7 5 4 . 0 0 0 . 0:
Old : 27: 8 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 : 59.6 79.0 79.3 90.3 50.0 64.5 66.1 71.4
Old : 59.6 79.0 79.3 90.3 50.0 64.5 66.1 71.4
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 18, 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 : 26,603: 2,545 2,544 635 3,610 7,995 3,095 699 3,716 1,956 1,148 3,263: 3,397 3,628
Old : 26,603: 2,545 2,544 635 3,610 7,995 3,095 699 3,716 1,956 1,148 3,263: 3,397 3,628
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -982: -814 -158 -8 -111 -976 64 -131 -339 1,248 495 564: -721 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 9.6 2.4 13.6 30.1 11.6 2.6 14.0 7.4 4.3 12.3: 12.8 13.6
Old : 100.0: 9.6 9.6 2.4 13.6 30.1 11.6 2.6 14.0 7.4 4.3 12.3: 12.8 13.6
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 : 24: . . 4 5 8 4 . 5 4 . 5:
Old : 24: . . 4 5 8 4 . 5 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 40.2 62.4 63.3 14.3 15.7 19.7 20.0
Old : 38.8 40.2 62.4 63.3 14.3 15.7 19.7 20.0
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 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 25,255: 584 1,508 4,577 3,435 13,952 2,815 1,915 1,532 308 1,164 623: 864 1,125
Old : 25,255: 584 1,508 4,577 3,435 13,952 2,815 1,915 1,532 308 1,164 623: 864 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,112: -198 -22 729 48 878 232 790 452 35 -32 -76: 61 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 6.0 18.1 13.6 55.2 11.1 7.6 6.1 1.2 4.6 2.5: 3.4 4.5
Old : 100.0: 2.3 6.0 18.1 13.6 55.2 11.1 7.6 6.1 1.2 4.6 2.5: 3.4 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 : 46: 4 5 9 8 15 5 9 7 . 7 6:
Old : 46: 4 5 9 8 15 5 9 7 . 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 38.7 63.8 61.1 17.4 13.7 26.5 20.8
Old : 43.8 38.7 63.8 61.1 17.4 13.7 26.5 20.8
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 18, 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 : 88,255: 8,747 8,118 13,030 14,458 40,515 4,268 0 3,079 1,513 1,084 5,945: 11,158 15,056
Old : 88,255: 8,747 8,118 13,030 14,458 40,515 4,268 0 3,079 1,513 1,084 5,945: 11,158 15,056
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,978: -22 268 1,370 85 1,675 10 0 564 -102 330 129: 354 927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.2 14.8 16.4 45.9 4.8 0.0 3.5 1.7 1.2 6.7: 12.6 17.1
Old : 100.0: 9.9 9.2 14.8 16.4 45.9 4.8 0.0 3.5 1.7 1.2 6.7: 12.6 17.1
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 : 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 35.1 55.0 50.4 18.0 13.2 22.2 17.6
Old : 38.1 35.1 55.0 50.4 18.0 13.2 22.2 17.6
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 18, 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 : 299,320: 115,282 196,227 27,860 9,689 21,420 61,493 8,808 19,065 16,668 15,563 17,740: 19,793 10,809
Old : 299,320: 115,282 196,227 27,860 9,689 21,420 61,493 8,808 19,065 16,668 15,563 17,740: 19,793 10,809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 11,485: 5,816 16,471 71 559 1,137 6,523 -1,188 -3,501 961 1,260 -737: 1,214 -2,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 65.6 9.3 3.2 7.2 20.5 2.9 6.4 5.6 5.2 5.9: 6.6 3.6
Old : 100.0: 38.5 65.6 9.3 3.2 7.2 20.5 2.9 6.4 5.6 5.2 5.9: 6.6 3.6
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 : 204: 52 74 17 6 19 55 15 31 19 9 17:
Old : 204: 52 74 17 6 19 55 15 31 19 9 17:
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 : 16.3 23.5 26.3 36.8 10.8 14.7 16.7 22.2
Old : 16.3 23.5 26.3 36.8 10.8 14.7 16.7 22.2
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 18, 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 : 23,930: 6,591 15,273 559 1,164 291 2,299 0 726 6,253 280 90: 7,121 6,106
Old : 23,930: 6,591 15,273 559 1,164 291 2,299 0 726 6,253 280 90: 7,121 6,106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,071: 185 382 14 0 75 252 0 0 166 0 -21: 400 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 63.8 2.3 4.9 1.2 9.6 0.0 3.0 26.1 1.2 0.4: 29.8 25.5
Old : 100.0: 27.5 63.8 2.3 4.9 1.2 9.6 0.0 3.0 26.1 1.2 0.4: 29.8 25.5
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 : 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 : 56.9 37.5 66.8 56.9 53.2 36.7 62.0 55.8
Old : 56.9 37.5 66.8 56.9 53.2 36.7 62.0 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 24,785: 24,305 12,465 0 11,300 0 0 0 0 0 0 0: 480 1,020
Old : 24,785: 24,305 12,465 0 11,300 0 0 0 0 0 0 0: 480 1,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.1 50.3 0.0 45.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 4.1
Old : 100.0: 98.1 50.3 0.0 45.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 12 0 4 0 0 0 0 0 0 0:
Old : 21: 14 12 0 4 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 : 72.0 53.5 88.9 79.7 58.1 52.5 68.3 66.1
Old : 72.0 53.5 88.9 79.7 58.1 52.5 68.3 66.1
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 18, 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 : 6,370: 3,322 4,511 1,754 678 1,161 0 0 0 100 0 0: 33 20
Old : 6,370: 3,322 4,511 1,754 678 1,161 0 0 0 100 0 0: 33 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 829: 479 705 100 0 250 0 0 0 0 0 0: 0 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 70.8 27.5 10.6 18.2 0.0 0.0 0.0 1.6 0.0 0.0: 0.5 0.3
Old : 100.0: 52.2 70.8 27.5 10.6 18.2 0.0 0.0 0.0 1.6 0.0 0.0: 0.5 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 : 39: 21 21 7 . 8 0 0 0 . 0 0:
Old : 39: 21 21 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 : 33.5 48.6 53.5 68.1 31.9 45.1 42.6 53.9
Old : 33.5 48.6 53.5 68.1 31.9 45.1 42.6 53.9
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 18, 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 : 53,445: 45,800 29,040 3,753 20,784 2,595 300 850 25 0 0 0: 972 151
Old : 53,445: 45,800 29,040 3,753 20,784 2,595 300 850 25 0 0 0: 972 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 5,339: 5,477 4,758 65 962 -241 0 -125 0 0 0 0: 38 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 54.3 7.0 38.9 4.9 0.6 1.6 0.0 0.0 0.0 0.0: 1.8 0.3
Old : 100.0: 85.7 54.3 7.0 38.9 4.9 0.6 1.6 0.0 0.0 0.0 0.0: 1.8 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 : 51: 31 24 6 7 5 . . . 0 0 0:
Old : 51: 31 24 6 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 : 61.1 51.0 72.6 69.5 47.6 42.3 55.9 55.5
Old : 61.1 51.0 72.6 69.5 47.6 42.3 55.9 55.5
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 18, 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 : 15,707: 11,440 10,422 3,637 4,450 510 0 300 0 0 0 0: 120 25
Old : 15,707: 11,440 10,422 3,637 4,450 510 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 11, 2011 :
: 115: 75 -225 -25 275 65 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 66.4 23.2 28.3 3.2 0.0 1.9 0.0 0.0 0.0 0.0: 0.8 0.2
Old : 100.0: 72.8 66.4 23.2 28.3 3.2 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 : 26: 10 14 9 . 4 0 . 0 0 0 0:
Old : 26: 10 14 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 : 55.4 70.4 74.4 90.3 30.3 42.5 43.9 52.7
Old : 55.4 70.4 74.4 90.3 30.3 42.5 43.9 52.7
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 18, 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 : 5,235: 3,595 1,355 1,175 460 420 0 0 0 0 3,000 0: 45 0
Old : 5,235: 3,595 1,355 1,175 460 420 0 0 0 0 3,000 0: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 225: 200 100 25 25 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 25.9 22.4 8.8 8.0 0.0 0.0 0.0 0.0 57.3 0.0: 0.9 0.0
Old : 100.0: 68.7 25.9 22.4 8.8 8.0 0.0 0.0 0.0 0.0 57.3 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 : 39: 18 9 5 4 . 0 0 0 0 4 0:
Old : 39: 18 9 5 4 . 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 : 46.3 77.6 69.1 90.4 46.3 75.8 66.8 84.9
Old : 46.3 77.6 69.1 90.4 46.3 75.8 66.8 84.9
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 18, 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 : 5,950: 2,800 4,002 1,419 630 1,190 0 0 0 194 0 38: 309 90
Old : 5,950: 2,800 4,002 1,419 630 1,190 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: October 11, 2011 :
: -16: -25 75 25 -25 -25 0 0 0 50 0 -50: 9 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 67.3 23.8 10.6 20.0 0.0 0.0 0.0 3.3 0.0 0.6: 5.2 1.5
Old : 100.0: 47.1 67.3 23.8 10.6 20.0 0.0 0.0 0.0 3.3 0.0 0.6: 5.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 9 12 6 . 4 0 0 0 . 0 .:
Old : 27: 9 12 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 : 55.4 55.0 75.3 81.9 33.2 31.0 46.1 46.0
Old : 55.4 55.0 75.3 81.9 33.2 31.0 46.1 46.0
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 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 21,582: 13,400 11,491 4,259 4,425 2,370 25 2,271 21 698 165 779: 30 60
Old : 21,582: 13,400 11,491 4,259 4,425 2,370 25 2,271 21 698 165 779: 30 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,080: 707 940 481 193 -140 0 90 0 35 0 -3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 53.2 19.7 20.5 11.0 0.1 10.5 0.1 3.2 0.8 3.6: 0.1 0.3
Old : 100.0: 62.1 53.2 19.7 20.5 11.0 0.1 10.5 0.1 3.2 0.8 3.6: 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 : 65: 27 26 10 8 12 . . . 4 . 4:
Old : 65: 27 26 10 8 12 . . . 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 : 36.5 34.4 54.3 55.1 30.0 32.5 44.1 49.2
Old : 36.5 34.4 54.3 55.1 30.0 32.5 44.1 49.2
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 18, 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 : 13,232: 11,029 8,501 105 3,575 284 669 0 627 276 0 150: 92 95
Old : 13,232: 11,029 8,501 105 3,575 284 669 0 627 276 0 150: 92 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 705: 430 570 39 -15 -57 80 0 162 90 0 0: -39 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 64.2 0.8 27.0 2.1 5.1 0.0 4.7 2.1 0.0 1.1: 0.7 0.7
Old : 100.0: 83.4 64.2 0.8 27.0 2.1 5.1 0.0 4.7 2.1 0.0 1.1: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 20 . 8 7 . 0 . . 0 .:
Old : 41: 24 20 . 8 7 . 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 : 38.1 43.0 60.8 61.8 35.7 41.0 52.0 54.9
Old : 38.1 43.0 60.8 61.8 35.7 41.0 52.0 54.9
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 18, 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 : 33,675: 12,782 19,499 4,592 8,172 3,755 1,890 540 60 9,651 325 673: 272 651
Old : 33,675: 12,782 19,499 4,592 8,172 3,755 1,890 540 60 9,651 325 673: 272 651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,090: 1,358 1,784 546 405 -36 0 420 0 342 -363 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 57.9 13.6 24.3 11.2 5.6 1.6 0.2 28.7 1.0 2.0: 0.8 1.9
Old : 100.0: 38.0 57.9 13.6 24.3 11.2 5.6 1.6 0.2 28.7 1.0 2.0: 0.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 15 21 8 8 11 . . . 5 . 4:
Old : 49: 15 21 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 : 54.6 49.4 69.8 65.0 52.7 47.2 65.8 57.5
Old : 54.6 49.4 69.8 65.0 52.7 47.2 65.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011