Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 44,097 : : Positions : : 30,382 36,079 5,745 1,437 5,960 0 0 0 1,822 75 156 : : : : Changes from: September 13, 2011 : : 2,520 2,238 -132 196 550 0 0 0 56 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 81.8 13.0 3.3 13.5 0.0 0.0 0.0 4.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 31 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 9,674 : : Positions : : 7,269 7,945 1,782 1,129 433 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : 911 1,225 239 -75 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 82.1 18.4 11.7 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 25 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 9,964 : : Positions : : 5,870 6,079 991 359 1,615 0 0 0 0 335 209 : : : : Changes from: September 13, 2011 : : -90 -262 11 25 134 0 0 0 -121 31 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 61.0 9.9 3.6 16.2 0.0 0.0 0.0 0.0 3.4 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 5 6 11 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 7,304 : : Positions : : 3,734 5,223 1,358 98 911 0 0 0 613 143 76 : : : : Changes from: September 13, 2011 : : 322 381 102 -4 40 0 0 0 88 48 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 71.5 18.6 1.3 12.5 0.0 0.0 0.0 8.4 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 38 11 4 14 0 0 0 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 3,852 : : Positions : : 2,253 1,899 313 135 376 0 0 0 15 0 48 : : : : Changes from: September 13, 2011 : : 125 185 20 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 49.3 8.1 3.5 9.8 0.0 0.0 0.0 0.4 0.0 1.2 : : : : 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 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,635 : : Positions : : 1,341 1,565 75 230 370 0 0 0 289 235 4 : : : : Changes from: September 13, 2011 : : 198 98 27 -40 37 0 0 0 -36 180 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 59.4 2.8 8.7 14.0 0.0 0.0 0.0 11.0 8.9 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 2,133 : : Positions : : 899 1,369 486 106 295 0 0 0 0 90 20 : : : : Changes from: September 13, 2011 : : 48 81 -12 -7 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 64.2 22.8 5.0 13.8 0.0 0.0 0.0 0.0 4.2 0.9 : : : : 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 20, 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 8,238 : : Positions : : 5,796 7,228 1,719 75 643 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : 238 385 117 -30 37 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 87.7 20.9 0.9 7.8 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 20, 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 20,871 : : Positions : : 15,620 14,534 2,403 1,312 2,758 0 0 0 0 2,177 90 : : : : Changes from: September 13, 2011 : : 1,142 353 -83 300 108 0 0 0 0 406 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 69.6 11.5 6.3 13.2 0.0 0.0 0.0 0.0 10.4 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 15 7 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 385,374 : : Positions : : 138,160 220,258 60,314 11,270 29,967 40,052 14,433 23,813 9,881 14,287 40,016 : : : : Changes from: September 13, 2011 : : 460 5,209 -532 -118 3,023 1,448 -894 994 1,373 -2,964 -3,606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 57.2 15.7 2.9 7.8 10.4 3.7 6.2 2.6 3.7 10.4 : : : : Number of Traders in Each Category Total Traders: 167 : : 58 69 18 5 18 31 10 20 10 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 88,249 : : Positions : : 29,569 36,544 10,443 821 19,578 0 0 0 278 4,347 25,236 : : : : Changes from: September 13, 2011 : : 1,774 1,682 -220 -40 430 0 0 0 -50 -405 1,044 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 41.4 11.8 0.9 22.2 0.0 0.0 0.0 0.3 4.9 28.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 5 5 4 9 0 0 0 4 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 12,965 : : Positions : : 8,502 7,539 2,425 3,092 1,443 300 0 0 5 474 140 : : : : Changes from: September 13, 2011 : : 1,207 557 -330 200 -50 0 0 0 -50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 58.1 18.7 23.8 11.1 2.3 0.0 0.0 0.0 3.7 1.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 29 8 5 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 7,052 : : Positions : : 5,035 4,655 925 932 355 186 180 120 300 706 44 : : : : Changes from: September 13, 2011 : : -25 75 -230 -85 60 0 -300 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 66.0 13.1 13.2 5.0 2.6 2.6 1.7 4.3 10.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 11 5 7 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 3,847 : : Positions : : 841 1,549 1,622 920 420 96 0 0 0 336 0 : : : : Changes from: September 13, 2011 : : 0 -45 -99 30 78 0 0 0 0 -84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 40.3 42.2 23.9 10.9 2.5 0.0 0.0 0.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 6 6 6 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 9,868 : : Positions : : 7,517 6,841 0 732 90 507 71 129 303 864 736 : : : : Changes from: September 13, 2011 : : -491 -424 -1 -333 -15 -236 55 -30 -21 -28 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 69.3 0.0 7.4 0.9 5.1 0.7 1.3 3.1 8.8 7.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 16,311 : : Positions : : 14,983 14,676 323 332 247 200 0 0 145 570 150 : : : : Changes from: September 13, 2011 : : -195 859 323 -189 118 0 0 0 50 -516 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 90.0 2.0 2.0 1.5 1.2 0.0 0.0 0.9 3.5 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 37 . . . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 461,960 : : Positions : : 135,529 160,675 47,265 55,662 106,964 27,987 12,019 23,687 11,972 2,094 82,504 : : : : Changes from: September 13, 2011 : : -11,517 -6,637 4,500 -424 -10,567 3,152 2,953 -4,959 1,521 -2,997 -6,804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 34.8 10.2 12.0 23.2 6.1 2.6 5.1 2.6 0.5 17.9 : : : : Number of Traders in Each Category Total Traders: 121 : : 30 31 18 13 28 14 10 14 19 9 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 2,572,794 : : Positions : : 344,029 500,135 206,255 270,226 770,160 222,199 55,022 289,924 110,450 65,452 554,107 : : : : Changes from: September 13, 2011 : : -40,772 -48,855 1,142 1,480 -27,074 -7,496 4,873 -14,084 144 186 -65,544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 19.4 8.0 10.5 29.9 8.6 2.1 11.3 4.3 2.5 21.5 : : : : Number of Traders in Each Category Total Traders: 368 : : 51 56 23 23 42 72 54 78 72 52 105 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 278,163 : : Positions : : 82,691 156,595 15,004 41,942 21,045 0 26,325 10,859 128,647 310 18,499 : : : : Changes from: September 13, 2011 : : 4,305 3,667 299 -1,822 436 0 752 -397 -3,510 -929 1,216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 56.3 5.4 15.1 7.6 0.0 9.5 3.9 46.2 0.1 6.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 15 16 . 7 8 0 12 9 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 214,097 : : Positions : : 45,022 31,452 46,587 83,269 31,697 1,749 0 40 53,550 23,528 4,701 : : : : Changes from: September 13, 2011 : : 2,625 2,400 -293 -2,017 1,447 -144 0 0 741 1,571 -334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 14.7 21.8 38.9 14.8 0.8 0.0 0.0 25.0 11.0 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 6 7 9 9 14 . 0 . 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 111,725 : : Positions : : 11,480 13,119 7,516 21,122 53,257 12,936 3,139 11,703 4,674 25 7,009 : : : : Changes from: September 13, 2011 : : -570 -394 -886 -766 -2,460 407 235 -2,215 79 -13 -3,739 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 11.7 6.7 18.9 47.7 11.6 2.8 10.5 4.2 0.0 6.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 6 6 10 11 19 12 4 8 13 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 525,159 : : Positions : : 80,897 67,787 42,073 81,447 257,000 0 748 18,078 30,533 3,483 80,660 : : : : Changes from: September 13, 2011 : : -340 -175 -887 -2,078 -2,109 0 -574 -276 -1,877 -424 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 12.9 8.0 15.5 48.9 0.0 0.1 3.4 5.8 0.7 15.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 9 18 27 0 . . 11 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 20,008 : : Positions : : 12,657 11,392 3,270 4,467 2,950 38 425 75 625 326 373 : : : : Changes from: September 13, 2011 : : 1,315 670 125 740 134 0 0 0 175 25 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 56.9 16.3 22.3 14.7 0.2 2.1 0.4 3.1 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 26 6 7 10 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 79,318 : : Positions : : 9,925 3,747 35,136 23,749 18,398 3,310 9,449 9,235 0 8,565 927 : : : : Changes from: September 13, 2011 : : 21 -2 -113 -457 -1,006 42 0 73 0 -192 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 4.7 44.3 29.9 23.2 4.2 11.9 11.6 0.0 10.8 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 5 4 11 10 17 5 4 9 0 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 35,905 : : Positions : : 1,439 3,327 14,052 10,517 11,251 2,848 1,525 2,241 0 2,885 1,031 : : : : Changes from: September 13, 2011 : : 0 -100 -1,375 -1,342 -501 -157 -250 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.3 39.1 29.3 31.3 7.9 4.2 6.2 0.0 8.0 2.9 : : : : Number of Traders in Each Category Total Traders: 26 : : . 4 8 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 15,235 : : Positions : : 3,860 2,230 4,115 9,370 3,410 3,850 0 0 0 150 0 : : : : Changes from: September 13, 2011 : : 0 0 0 600 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 14.6 27.0 61.5 22.4 25.3 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 20, 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 25,185 : : Positions : : 839 1,337 3,784 2,890 14,865 2,572 1,594 1,276 211 1,388 941 : : : : Changes from: September 13, 2011 : : -140 72 152 -284 -637 -59 287 13 22 -112 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 5.3 15.0 11.5 59.0 10.2 6.3 5.1 0.8 5.5 3.7 : : : : Number of Traders in Each Category Total Traders: 43 : : . 5 9 8 15 4 9 8 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 88,293 : : Positions : : 8,287 9,586 11,218 12,137 43,664 4,176 0 3,283 2,037 1,169 5,994 : : : : Changes from: September 13, 2011 : : 259 -57 204 -534 1,121 -272 0 -62 -349 -157 593 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 10.9 12.7 13.7 49.5 4.7 0.0 3.7 2.3 1.3 6.8 : : : : 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 20, 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 300,858 : : Positions : : 120,983 186,392 28,881 11,565 22,874 57,068 12,148 17,482 13,888 17,309 18,720 : : : : Changes from: September 13, 2011 : : 7,034 290 428 511 161 -4,665 1,723 914 -8 -3,052 1,943 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 62.0 9.6 3.8 7.6 19.0 4.0 5.8 4.6 5.8 6.2 : : : : Number of Traders in Each Category Total Traders: 197 : : 50 66 16 7 18 52 13 32 17 12 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 24,146 : : Positions : : 6,932 19,169 454 332 564 3,413 0 0 6,185 280 148 : : : : Changes from: September 13, 2011 : : 1,016 -86 -725 180 110 -520 0 0 -498 0 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 79.4 1.9 1.4 2.3 14.1 0.0 0.0 25.6 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 27,970 : : Positions : : 26,508 16,132 0 9,763 0 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : 1,810 100 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 57.7 0.0 34.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 0 5 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 5,920 : : Positions : : 3,790 3,509 828 990 1,045 0 0 0 214 250 0 : : : : Changes from: September 13, 2011 : : 550 550 522 354 -24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 59.3 14.0 16.7 17.7 0.0 0.0 0.0 3.6 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 5 5 7 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 53,200 : : Positions : : 41,327 30,060 5,360 17,637 4,760 400 150 0 0 0 0 : : : : Changes from: September 13, 2011 : : 1,950 1,480 -230 165 1,138 0 75 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 56.5 10.1 33.2 8.9 0.8 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 25 7 6 8 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 18,207 : : Positions : : 13,781 13,567 3,681 3,990 625 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : -302 -500 102 300 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 74.5 20.2 21.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 4,833 : : Positions : : 3,685 1,405 773 445 325 0 108 0 25 2,525 25 : : : : Changes from: September 13, 2011 : : 225 -150 50 0 120 0 0 0 0 425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 29.1 16.0 9.2 6.7 0.0 2.2 0.0 0.5 52.2 0.5 : : : : 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 20, 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 8,069 : : Positions : : 3,742 4,930 1,888 1,301 1,347 78 0 0 724 210 38 : : : : Changes from: September 13, 2011 : : 15 0 60 0 0 0 0 0 260 210 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 61.1 23.4 16.1 16.7 1.0 0.0 0.0 9.0 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 12 8 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 20,874 : : Positions : : 13,195 9,308 3,275 4,525 2,741 50 2,254 40 942 1,345 537 : : : : Changes from: September 13, 2011 : : 969 206 81 395 25 0 150 0 0 299 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 44.6 15.7 21.7 13.1 0.2 10.8 0.2 4.5 6.4 2.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 27 27 9 10 13 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 12,816 : : Positions : : 9,881 8,315 211 3,566 198 1,857 115 339 0 19 201 : : : : Changes from: September 13, 2011 : : 662 345 0 135 0 -124 0 81 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 64.9 1.6 27.8 1.5 14.5 0.9 2.6 0.0 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 . 6 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 29,058 : : Positions : : 9,245 16,450 4,200 5,771 4,292 1,469 0 145 8,566 983 585 : : : : Changes from: September 13, 2011 : : 912 1,005 -241 584 308 -1,050 0 0 1,968 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 56.6 14.5 19.9 14.8 5.1 0.0 0.5 29.5 3.4 2.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 15 18 7 10 14 4 0 . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 18,154 : : Positions : : 11,007 13,552 0 1,789 435 3,831 0 0 760 0 0 : : : : Changes from: September 13, 2011 : : 753 3,427 0 -68 126 1,467 0 -84 760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 74.7 0.0 9.9 2.4 21.1 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 0 4 . . 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 23, 2011