Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 41,186 : : Positions : : 28,402 35,423 6,821 373 4,607 0 0 0 817 0 429 : : : : Changes from: October 4, 2011 : : 2,078 2,301 125 -240 241 0 0 0 -142 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 86.0 16.6 0.9 11.2 0.0 0.0 0.0 2.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 30 10 4 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 10,455 : : Positions : : 8,802 8,671 936 1,115 554 0 0 0 0 0 0 : : : : Changes from: October 4, 2011 : : 2,328 2,434 101 -17 -49 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 82.9 9.0 10.7 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 4 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 10,308 : : Positions : : 5,023 5,642 1,497 515 2,307 0 0 0 105 314 216 : : : : Changes from: October 4, 2011 : : 325 311 45 84 9 0 0 0 -5 -8 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 54.7 14.5 5.0 22.4 0.0 0.0 0.0 1.0 3.0 2.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 26 6 5 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 6,346 : : Positions : : 3,250 4,143 859 301 1,081 0 0 0 663 0 118 : : : : Changes from: October 4, 2011 : : 54 217 119 86 83 0 0 0 130 -5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 65.3 13.5 4.7 17.0 0.0 0.0 0.0 10.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 37 9 6 12 0 0 0 6 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 3,821 : : Positions : : 2,220 1,847 303 100 386 0 0 0 0 0 0 : : : : Changes from: October 4, 2011 : : 256 127 -12 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 48.3 7.9 2.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 2,854 : : Positions : : 1,136 1,492 186 335 448 75 0 90 285 229 0 : : : : Changes from: October 4, 2011 : : 70 15 4 137 96 75 0 90 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 52.3 6.5 11.7 15.7 2.6 0.0 3.2 10.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . 4 6 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 1,998 : : Positions : : 911 1,125 192 23 293 0 0 0 25 175 81 : : : : Changes from: October 4, 2011 : : 127 79 33 4 -5 0 0 0 0 6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 56.3 9.6 1.2 14.7 0.0 0.0 0.0 1.3 8.8 4.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 6,351 : : Positions : : 4,583 5,458 1,192 80 531 0 0 0 0 0 0 : : : : Changes from: October 4, 2011 : : -275 -180 95 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 85.9 18.8 1.3 8.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 18,162 : : Positions : : 13,363 13,214 2,404 1,636 2,069 0 0 0 0 917 326 : : : : Changes from: October 4, 2011 : : 650 795 50 103 -37 0 0 0 0 -198 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 72.8 13.2 9.0 11.4 0.0 0.0 0.0 0.0 5.0 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 16 6 5 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 363,162 : : Positions : : 120,623 196,836 62,876 4,444 24,944 27,197 13,903 27,785 11,000 15,667 45,681 : : : : Changes from: October 4, 2011 : : -25,115 -20,389 -2,588 -912 -1,902 365 -3,345 -1,330 368 -80 2,695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 54.2 17.3 1.2 6.9 7.5 3.8 7.7 3.0 4.3 12.6 : : : : Number of Traders in Each Category Total Traders: 160 : : 57 70 13 7 16 17 18 22 13 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 78,636 : : Positions : : 26,925 30,078 9,868 1,853 16,994 0 0 0 653 6,735 21,887 : : : : Changes from: October 4, 2011 : : 1,891 2,899 -414 -403 2,566 0 0 0 219 -772 2,566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 38.2 12.5 2.4 21.6 0.0 0.0 0.0 0.8 8.6 27.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 5 5 10 0 0 0 . 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 11,483 : : Positions : : 9,048 6,412 1,016 3,825 949 300 0 0 50 190 100 : : : : Changes from: October 4, 2011 : : 618 319 -274 -125 224 0 0 0 -150 20 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 55.8 8.8 33.3 8.3 2.6 0.0 0.0 0.4 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 28 5 6 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 6,256 : : Positions : : 4,535 4,695 1,000 336 250 111 300 0 300 615 0 : : : : Changes from: October 4, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 75.0 16.0 5.4 4.0 1.8 4.8 0.0 4.8 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 9 4 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,260 : : Positions : : 770 1,210 440 50 0 0 0 0 0 0 0 : : : : Changes from: October 4, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 96.0 34.9 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 10 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 9,549 : : Positions : : 6,996 7,038 73 735 108 594 52 163 431 190 715 : : : : Changes from: October 4, 2011 : : 395 439 55 -133 37 1 -10 0 -90 -23 292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 73.7 0.8 7.7 1.1 6.2 0.5 1.7 4.5 2.0 7.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 19,897 : : Positions : : 18,853 17,036 0 998 288 200 0 0 113 1,099 209 : : : : Changes from: October 4, 2011 : : 3,938 3,321 0 493 -177 0 0 0 -44 70 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 85.6 0.0 5.0 1.4 1.0 0.0 0.0 0.6 5.5 1.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 38 0 . . . 0 0 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 517,228 : : Positions : : 155,858 188,127 56,261 58,905 106,731 26,356 8,860 26,969 13,473 1,720 105,950 : : : : Changes from: October 4, 2011 : : 7,265 8,893 -1,028 402 -6,152 -5,612 -3,301 1,348 3,317 -4,318 3,448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 36.4 10.9 11.4 20.6 5.1 1.7 5.2 2.6 0.3 20.5 : : : : Number of Traders in Each Category Total Traders: 136 : : 38 41 16 14 27 19 8 17 21 7 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 2,731,547 : : Positions : : 369,376 497,939 191,387 258,882 797,393 212,632 54,939 312,198 105,263 65,133 665,771 : : : : Changes from: October 4, 2011 : : -3,943 -560 -415 -509 -28,684 -2,419 -13,808 -31,028 -5,484 -10,682 15,562 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 18.2 7.0 9.5 29.2 7.8 2.0 11.4 3.9 2.4 24.4 : : : : Number of Traders in Each Category Total Traders: 374 : : 52 57 23 24 45 67 52 84 70 60 118 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 257,349 : : Positions : : 76,697 148,851 15,900 38,937 18,366 1,873 17,972 10,806 113,797 1,485 18,815 : : : : Changes from: October 4, 2011 : : -7,974 -5,436 713 -6,168 -2,135 -338 -917 618 -4,860 151 -258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 57.8 6.2 15.1 7.1 0.7 7.0 4.2 44.2 0.6 7.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 17 . 7 9 . 11 8 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 207,399 : : Positions : : 42,251 33,196 43,020 81,953 30,598 1,107 0 132 47,114 16,051 7,123 : : : : Changes from: October 4, 2011 : : 247 379 -940 2,456 -260 -288 0 132 368 -1,499 1,339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 16.0 20.7 39.5 14.8 0.5 0.0 0.1 22.7 7.7 3.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 7 7 9 12 . 0 . 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 105,146 : : Positions : : 10,827 12,500 6,576 19,746 50,448 12,170 3,694 10,406 5,359 9 6,495 : : : : Changes from: October 4, 2011 : : 996 581 645 3,042 -2,349 868 -1,477 122 -767 -12 -627 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 11.9 6.3 18.8 48.0 11.6 3.5 9.9 5.1 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 6 6 11 10 19 10 6 8 13 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 503,628 : : Positions : : 74,812 64,483 48,211 81,616 245,229 0 1,879 16,308 27,012 1,724 77,271 : : : : Changes from: October 4, 2011 : : -4,077 -2,339 9,934 -5,926 -8,160 0 591 -478 -13,240 253 -1,823 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 12.8 9.6 16.2 48.7 0.0 0.4 3.2 5.4 0.3 15.3 : : : : 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 October 11, 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 15,353 : : Positions : : 8,752 8,417 3,514 2,945 2,492 0 500 0 225 649 350 : : : : Changes from: October 4, 2011 : : 25 -25 0 -50 50 0 0 0 0 100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 54.8 22.9 19.2 16.2 0.0 3.3 0.0 1.5 4.2 2.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 21 7 7 8 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 82,123 : : Positions : : 9,925 3,747 34,966 24,659 19,631 2,883 10,369 9,923 0 6,912 1,952 : : : : Changes from: October 4, 2011 : : 0 0 -114 258 -152 33 0 4 0 37 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 4.6 42.6 30.0 23.9 3.5 12.6 12.1 0.0 8.4 2.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 5 4 11 10 17 4 5 9 0 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 40,788 : : Positions : : 1,439 3,327 13,384 11,975 13,031 3,240 1,550 4,129 1,300 2,723 1,444 : : : : Changes from: October 4, 2011 : : 0 0 -2,731 2,896 -164 721 -3,366 335 1,300 -325 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.5 8.2 32.8 29.4 31.9 7.9 3.8 10.1 3.2 6.7 3.5 : : : : Number of Traders in Each Category Total Traders: 32 : : . 4 8 6 13 5 . 6 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 13,430 : : Positions : : 2,445 1,630 4,240 9,180 2,295 4,350 0 0 0 150 0 : : : : Changes from: October 4, 2011 : : -720 0 105 -645 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 12.1 31.6 68.4 17.1 32.4 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 7 7 5 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 27,585 : : Positions : : 3,359 2,702 643 3,721 8,971 3,031 830 4,056 708 653 2,699 : : : : Changes from: October 4, 2011 : : -1,054 -751 263 229 -45 -42 -765 -757 -366 473 -237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 9.8 2.3 13.5 32.5 11.0 3.0 14.7 2.6 2.4 9.8 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 4 5 8 5 . 7 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 23,143 : : Positions : : 782 1,530 3,848 3,387 13,073 2,583 1,125 1,081 273 1,196 699 : : : : Changes from: October 4, 2011 : : -746 -83 -1,040 -309 -2,215 -169 -767 -333 165 -698 -515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.4 6.6 16.6 14.6 56.5 11.2 4.9 4.7 1.2 5.2 3.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 4 5 8 9 15 5 7 7 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 84,277 : : Positions : : 8,769 7,850 11,660 14,373 38,841 4,257 0 2,515 1,615 754 5,815 : : : : Changes from: October 4, 2011 : : 992 8 2,350 915 -83 -587 0 -578 -1,394 415 -474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 9.3 13.8 17.1 46.1 5.1 0.0 3.0 1.9 0.9 6.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 5 6 9 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 287,835 : : Positions : : 109,465 179,756 27,789 9,130 20,282 54,971 9,996 22,566 15,707 14,304 18,477 : : : : Changes from: October 4, 2011 : : -11,157 -957 -216 -1,066 697 4,932 -3,537 -1,599 1,365 2,922 -1,304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 62.5 9.7 3.2 7.0 19.1 3.5 7.8 5.5 5.0 6.4 : : : : Number of Traders in Each Category Total Traders: 194 : : 52 69 16 6 18 49 15 32 18 9 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 22,859 : : Positions : : 6,406 14,891 545 1,164 216 2,047 0 726 6,087 280 111 : : : : Changes from: October 4, 2011 : : 39 574 83 72 -14 -41 0 525 -2 0 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 65.1 2.4 5.1 0.9 9.0 0.0 3.2 26.6 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 5,541 : : Positions : : 2,843 3,806 1,654 678 911 0 0 0 100 0 0 : : : : Changes from: October 4, 2011 : : 243 293 50 0 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 68.7 29.9 12.2 16.4 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 48,106 : : Positions : : 40,323 24,282 3,688 19,822 2,836 300 975 25 0 0 0 : : : : Changes from: October 4, 2011 : : 1,358 869 0 530 49 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 50.5 7.7 41.2 5.9 0.6 2.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 24 7 7 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 15,592 : : Positions : : 11,365 10,647 3,662 4,175 445 0 300 0 0 0 0 : : : : Changes from: October 4, 2011 : : 715 840 125 0 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 68.3 23.5 26.8 2.9 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 9 . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 5,010 : : Positions : : 3,395 1,255 1,150 435 420 0 0 0 0 2,900 0 : : : : Changes from: October 4, 2011 : : 300 50 300 -225 225 0 0 0 0 775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 25.0 23.0 8.7 8.4 0.0 0.0 0.0 0.0 57.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 8 6 . . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 5,966 : : Positions : : 2,825 3,927 1,394 655 1,215 0 0 0 144 0 88 : : : : Changes from: October 4, 2011 : : 330 155 -100 25 75 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 65.8 23.4 11.0 20.4 0.0 0.0 0.0 2.4 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 11 5 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 20,502 : : Positions : : 12,693 10,551 3,778 4,232 2,510 25 2,181 21 663 165 782 : : : : Changes from: October 4, 2011 : : 332 1,024 580 47 193 25 -6 21 -113 -241 163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 51.5 18.4 20.6 12.2 0.1 10.6 0.1 3.2 0.8 3.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 25 26 10 8 12 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 12,527 : : Positions : : 10,599 7,931 66 3,590 341 589 0 465 186 0 150 : : : : Changes from: October 4, 2011 : : 604 121 0 -6 0 -626 0 126 135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 63.3 0.5 28.7 2.7 4.7 0.0 3.7 1.5 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 . 8 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 31,585 : : Positions : : 11,424 17,715 4,046 7,767 3,791 1,890 120 60 9,309 688 793 : : : : Changes from: October 4, 2011 : : 384 518 441 210 48 0 120 0 6 0 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 56.1 12.8 24.6 12.0 6.0 0.4 0.2 29.5 2.2 2.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 14 18 8 8 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 14, 2011