Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 41,122 : : Positions : : 27,862 33,841 5,877 1,241 5,410 0 0 0 1,766 75 175 : : : : Changes from: September 6, 2011 : : 1,651 2,380 -3 60 351 0 0 0 265 -524 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 82.3 14.3 3.0 13.2 0.0 0.0 0.0 4.3 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 31 10 6 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 8,544 : : Positions : : 6,358 6,720 1,543 1,204 453 0 0 0 0 0 0 : : : : Changes from: September 6, 2011 : : 527 290 -134 88 107 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 78.7 18.1 14.1 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,902 : : Positions : : 5,960 6,341 980 334 1,481 0 0 0 121 304 220 : : : : Changes from: September 6, 2011 : : 619 537 -20 -6 52 0 0 0 0 59 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 64.0 9.9 3.4 15.0 0.0 0.0 0.0 1.2 3.1 2.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 4 6 11 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,817 : : Positions : : 3,412 4,842 1,256 102 871 0 0 0 525 95 94 : : : : Changes from: September 6, 2011 : : 110 122 14 0 52 0 0 0 56 -7 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 71.0 18.4 1.5 12.8 0.0 0.0 0.0 7.7 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 36 11 4 13 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,732 : : Positions : : 2,128 1,714 293 135 406 0 0 0 15 0 48 : : : : Changes from: September 6, 2011 : : 120 110 5 15 44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 45.9 7.9 3.6 10.9 0.0 0.0 0.0 0.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,994 : : Positions : : 851 1,288 498 113 253 0 0 0 0 90 20 : : : : Changes from: September 6, 2011 : : 66 156 49 -11 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 64.6 25.0 5.7 12.7 0.0 0.0 0.0 0.0 4.5 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 5 . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 7,846 : : Positions : : 5,558 6,843 1,602 105 606 0 0 0 0 0 0 : : : : Changes from: September 6, 2011 : : 30 125 20 -75 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 87.2 20.4 1.3 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 19,624 : : Positions : : 14,478 14,181 2,486 1,012 2,650 0 0 0 0 1,771 10 : : : : Changes from: September 6, 2011 : : 855 375 320 420 -241 0 0 0 0 380 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 72.3 12.7 5.2 13.5 0.0 0.0 0.0 0.0 9.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 12 7 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 381,853 : : Positions : : 137,701 215,049 60,846 11,388 26,944 38,604 15,327 22,819 8,508 17,251 43,622 : : : : Changes from: September 6, 2011 : : 8,376 -1,648 289 -25 -15 -3,100 4,522 2,909 -260 122 2,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 56.3 15.9 3.0 7.1 10.1 4.0 6.0 2.2 4.5 11.4 : : : : Number of Traders in Each Category Total Traders: 167 : : 52 68 16 5 16 30 12 23 11 15 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 86,077 : : Positions : : 27,796 34,862 10,663 861 19,149 0 0 0 327 4,752 24,192 : : : : Changes from: September 6, 2011 : : -183 -1,153 -313 -114 -949 0 0 0 183 869 -1,186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 40.5 12.4 1.0 22.2 0.0 0.0 0.0 0.4 5.5 28.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 4 5 4 9 0 0 0 . 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 12,238 : : Positions : : 7,295 6,982 2,755 2,892 1,493 300 0 0 55 524 140 : : : : Changes from: September 6, 2011 : : 295 445 200 -50 100 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 57.1 22.5 23.6 12.2 2.5 0.0 0.0 0.4 4.3 1.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 25 7 6 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,317 : : Positions : : 5,060 4,580 1,155 1,017 295 186 480 120 450 706 44 : : : : Changes from: September 6, 2011 : : 0 300 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 62.6 15.8 13.9 4.0 2.5 6.6 1.6 6.2 9.6 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 11 6 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #022A24 Open Interest is 3,868 : : Positions : : 841 1,594 1,721 890 342 96 0 0 0 420 0 : : : : Changes from: September 6, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 41.2 44.5 23.0 8.8 2.5 0.0 0.0 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 8 4 6 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,469 : : Positions : : 8,008 7,265 1 1,065 105 743 16 159 324 892 636 : : : : Changes from: September 6, 2011 : : -39 -180 0 66 0 5 16 11 10 27 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 69.4 0.0 10.2 1.0 7.1 0.2 1.5 3.1 8.5 6.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 15,930 : : Positions : : 15,178 13,817 0 521 130 200 0 0 95 1,086 65 : : : : Changes from: September 6, 2011 : : 651 408 0 101 -43 100 0 0 0 197 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 86.7 0.0 3.3 0.8 1.3 0.0 0.0 0.6 6.8 0.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 37 35 0 . . . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 493,774 : : Positions : : 147,046 167,311 42,765 56,085 117,530 24,835 9,065 28,645 10,450 5,091 89,308 : : : : Changes from: September 6, 2011 : : -4,990 4,162 -5,533 -7,410 9,812 -7,351 -8,459 -5,226 -3,550 -6,744 -5,511 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 33.9 8.7 11.4 23.8 5.0 1.8 5.8 2.1 1.0 18.1 : : : : Number of Traders in Each Category Total Traders: 134 : : 37 37 17 15 29 15 12 14 18 10 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,735,324 : : Positions : : 384,801 548,990 205,113 268,746 797,234 229,695 50,148 304,008 110,305 65,266 619,651 : : : : Changes from: September 6, 2011 : : 899 -15,071 -12,827 8,146 1,485 8,426 -15,284 -28,282 -7,588 2,953 -7,503 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 20.1 7.5 9.8 29.1 8.4 1.8 11.1 4.0 2.4 22.7 : : : : Number of Traders in Each Category Total Traders: 389 : : 51 56 23 25 45 79 54 88 73 63 118 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 275,373 : : Positions : : 78,386 152,928 14,706 43,764 20,609 0 25,573 11,255 132,158 1,240 17,284 : : : : Changes from: September 6, 2011 : : -6,652 -10,422 -1,045 -3,216 -3,667 0 -3,062 -1,546 -9,191 212 -2,901 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 55.5 5.3 15.9 7.5 0.0 9.3 4.1 48.0 0.5 6.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 17 17 . 7 8 0 12 9 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 211,501 : : Positions : : 42,397 29,052 46,880 85,286 30,250 1,893 0 40 52,809 21,957 5,035 : : : : Changes from: September 6, 2011 : : 506 768 2,293 2,920 2,916 600 0 0 836 3,534 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 13.7 22.2 40.3 14.3 0.9 0.0 0.0 25.0 10.4 2.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 5 6 9 9 14 . 0 . 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 121,372 : : Positions : : 12,050 13,513 8,402 21,888 55,717 12,529 2,904 13,918 4,596 38 10,748 : : : : Changes from: September 6, 2011 : : 627 460 886 790 2,944 -222 -2 664 -98 10 278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 11.1 6.9 18.0 45.9 10.3 2.4 11.5 3.8 0.0 8.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 6 6 11 10 19 13 5 11 13 . 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 530,575 : : Positions : : 81,238 67,962 42,961 83,525 259,110 0 1,322 18,354 32,410 3,906 80,776 : : : : Changes from: September 6, 2011 : : 2,316 1,872 -525 2,708 7,362 0 337 562 3,687 -178 2,243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 12.8 8.1 15.7 48.8 0.0 0.2 3.5 6.1 0.7 15.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 10 17 27 0 . . 10 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 18,239 : : Positions : : 11,342 10,722 3,145 3,727 2,816 38 425 75 450 301 173 : : : : Changes from: September 6, 2011 : : 898 598 -50 800 -810 0 0 0 250 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 58.8 17.2 20.4 15.4 0.2 2.3 0.4 2.5 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 26 6 7 9 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 80,319 : : Positions : : 9,904 3,749 35,249 24,206 19,404 3,268 9,449 9,162 0 8,757 1,009 : : : : Changes from: September 6, 2011 : : 0 0 50 128 472 113 -15 762 0 -9 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 4.7 43.9 30.1 24.2 4.1 11.8 11.4 0.0 10.9 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 5 4 11 10 17 5 4 9 0 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 37,814 : : Positions : : 1,439 3,427 15,427 11,859 11,752 3,005 1,775 2,041 0 2,885 1,031 : : : : Changes from: September 6, 2011 : : 0 0 77 368 1,567 451 -300 -108 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 9.1 40.8 31.4 31.1 7.9 4.7 5.4 0.0 7.6 2.7 : : : : Number of Traders in Each Category Total Traders: 27 : : . 4 8 6 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 14,635 : : Positions : : 3,860 2,230 4,115 8,770 3,410 3,250 0 0 0 150 0 : : : : Changes from: September 6, 2011 : : 0 0 0 1,200 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 15.2 28.1 59.9 23.3 22.2 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 7 6 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 23,613 : : Positions : : 3,182 2,893 1,226 2,662 6,363 3,020 2,273 3,419 375 0 741 : : : : Changes from: September 6, 2011 : : 220 41 -326 -32 274 9 157 104 -188 -43 -1,506 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 12.3 5.2 11.3 26.9 12.8 9.6 14.5 1.6 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 5 4 8 4 . 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 25,886 : : Positions : : 979 1,265 3,632 3,174 15,503 2,631 1,307 1,263 190 1,500 1,000 : : : : Changes from: September 6, 2011 : : 234 55 -21 336 -805 157 -144 -50 120 -21 428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 4.9 14.0 12.3 59.9 10.2 5.1 4.9 0.7 5.8 3.9 : : : : Number of Traders in Each Category Total Traders: 40 : : . 4 9 8 15 4 7 6 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 86,823 : : Positions : : 8,028 9,642 11,014 12,671 42,544 4,448 0 3,346 2,385 1,327 5,401 : : : : Changes from: September 6, 2011 : : 922 932 -117 205 1,526 471 0 -543 -21 -75 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 11.1 12.7 14.6 49.0 5.1 0.0 3.9 2.7 1.5 6.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 4 7 10 16 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 297,373 : : Positions : : 113,949 186,102 28,453 11,054 22,713 61,733 10,424 16,568 13,896 20,361 16,777 : : : : Changes from: September 6, 2011 : : 14,917 6,518 264 427 1,919 -4,924 2,643 -3,193 -63 2,238 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 62.6 9.6 3.7 7.6 20.8 3.5 5.6 4.7 6.8 5.6 : : : : Number of Traders in Each Category Total Traders: 195 : : 50 65 17 7 19 55 14 32 17 8 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,938 : : Positions : : 5,916 19,255 1,179 152 454 3,933 0 0 6,683 280 79 : : : : Changes from: September 6, 2011 : : 146 1,235 113 0 67 375 0 0 -300 280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 80.4 4.9 0.6 1.9 16.4 0.0 0.0 27.9 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 18 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 26,190 : : Positions : : 24,698 16,032 0 9,163 0 0 0 0 0 0 0 : : : : Changes from: September 6, 2011 : : 1,045 935 0 345 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 61.2 0.0 35.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 5 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 4,914 : : Positions : : 3,240 2,959 306 636 1,069 0 0 0 214 250 0 : : : : Changes from: September 6, 2011 : : 250 50 -75 125 162 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 60.2 6.2 12.9 21.8 0.0 0.0 0.0 4.4 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 4 5 7 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 50,417 : : Positions : : 39,377 28,580 5,590 17,472 3,622 400 75 75 0 0 0 : : : : Changes from: September 6, 2011 : : 1,211 498 -390 -26 136 -100 75 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 56.7 11.1 34.7 7.2 0.8 0.1 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 25 6 7 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,282 : : Positions : : 14,083 14,067 3,579 3,690 500 0 0 0 0 0 0 : : : : Changes from: September 6, 2011 : : 360 410 50 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 76.9 19.6 20.2 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 4,438 : : Positions : : 3,460 1,555 723 445 205 0 108 0 25 2,100 25 : : : : Changes from: September 6, 2011 : : 100 100 0 0 0 0 0 0 25 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 35.0 16.3 10.0 4.6 0.0 2.4 0.0 0.6 47.3 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 9 7 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 7,852 : : Positions : : 3,727 4,930 1,828 1,301 1,347 78 0 0 464 0 156 : : : : Changes from: September 6, 2011 : : 0 100 0 0 0 0 0 0 64 0 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 62.8 23.3 16.6 17.2 1.0 0.0 0.0 5.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 12 8 4 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 19,680 : : Positions : : 12,226 9,102 3,194 4,130 2,716 50 2,104 40 942 1,046 482 : : : : Changes from: September 6, 2011 : : 255 69 -283 -11 280 0 0 0 32 -54 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 46.3 16.2 21.0 13.8 0.3 10.7 0.2 4.8 5.3 2.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 26 9 10 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 12,255 : : Positions : : 9,219 7,970 211 3,431 198 1,981 115 258 0 19 201 : : : : Changes from: September 6, 2011 : : 871 338 190 -37 27 -642 115 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 65.0 1.7 28.0 1.6 16.2 0.9 2.1 0.0 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . 6 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 27,186 : : Positions : : 8,333 15,445 4,441 5,187 3,984 2,519 0 145 6,598 983 610 : : : : Changes from: September 6, 2011 : : 1,475 616 -130 101 -77 -300 0 -50 -180 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 56.8 16.3 19.1 14.7 9.3 0.0 0.5 24.3 3.6 2.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 16 17 8 9 12 4 0 . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 14,993 : : Positions : : 10,254 10,125 0 1,857 309 2,364 0 84 0 0 0 : : : : Changes from: September 6, 2011 : : 2,170 594 0 -92 300 594 0 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 67.5 0.0 12.4 2.1 15.8 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 18 0 4 . . 0 . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 16, 2011