Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 43,078 : : Positions : : 29,569 36,880 6,933 196 5,178 0 0 0 818 0 471 : : : : Changes from: October 11, 2011 : : 1,167 1,457 112 -177 571 0 0 0 1 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 85.6 16.1 0.5 12.0 0.0 0.0 0.0 1.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 31 11 . 12 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 12,297 : : Positions : : 10,379 10,179 996 1,244 759 0 0 0 0 0 0 : : : : Changes from: October 11, 2011 : : 1,577 1,508 60 129 205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 82.8 8.1 10.1 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 4 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 10,838 : : Positions : : 5,520 6,113 1,534 525 2,428 0 0 0 105 347 191 : : : : Changes from: October 11, 2011 : : 497 471 37 10 121 0 0 0 0 33 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 56.4 14.2 4.8 22.4 0.0 0.0 0.0 1.0 3.2 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 27 6 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 6,669 : : Positions : : 3,390 4,183 910 272 1,085 0 0 0 736 83 107 : : : : Changes from: October 11, 2011 : : 140 40 51 -29 4 0 0 0 73 83 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 62.7 13.6 4.1 16.3 0.0 0.0 0.0 11.0 1.2 1.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 34 8 6 14 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 3,900 : : Positions : : 2,297 1,879 288 100 403 0 0 0 0 0 0 : : : : Changes from: October 11, 2011 : : 77 32 -15 0 17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 48.2 7.4 2.6 10.3 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 18, 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 3,093 : : Positions : : 1,306 1,467 241 342 537 75 0 90 285 399 0 : : : : Changes from: October 11, 2011 : : 170 -25 55 7 89 0 0 0 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 47.4 7.8 11.1 17.4 2.4 0.0 2.9 9.2 12.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 11 4 5 8 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 2,125 : : Positions : : 1,080 1,298 206 18 281 0 0 0 0 170 81 : : : : Changes from: October 11, 2011 : : 169 173 14 -5 -12 0 0 0 -25 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 61.1 9.7 0.8 13.2 0.0 0.0 0.0 0.0 8.0 3.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 8,184 : : Positions : : 6,283 7,438 1,522 130 334 0 0 0 0 0 0 : : : : Changes from: October 11, 2011 : : 1,700 1,980 330 50 -197 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 90.9 18.6 1.6 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 20,292 : : Positions : : 15,215 15,145 2,542 1,663 2,099 0 0 0 0 949 436 : : : : Changes from: October 11, 2011 : : 1,852 1,931 138 27 30 0 0 0 0 32 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 74.6 12.5 8.2 10.3 0.0 0.0 0.0 0.0 4.7 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 18 6 5 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 371,475 : : Positions : : 118,338 213,316 63,819 4,073 28,609 37,344 7,243 22,795 9,990 18,458 48,538 : : : : Changes from: October 11, 2011 : : -2,285 16,479 943 -371 3,666 10,147 -6,660 -4,990 -1,010 2,791 2,857 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 57.4 17.2 1.1 7.7 10.1 1.9 6.1 2.7 5.0 13.1 : : : : Number of Traders in Each Category Total Traders: 169 : : 62 71 17 5 19 28 9 25 11 15 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 86,717 : : Positions : : 29,567 33,083 10,205 1,611 19,042 0 0 0 530 6,937 24,795 : : : : Changes from: October 11, 2011 : : 2,642 3,005 337 -241 2,049 0 0 0 -122 202 2,908 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 38.2 11.8 1.9 22.0 0.0 0.0 0.0 0.6 8.0 28.6 : : : : 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 18, 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 13,879 : : Positions : : 10,891 8,245 951 3,620 1,587 300 0 0 35 305 115 : : : : Changes from: October 11, 2011 : : 1,843 1,833 -65 -205 638 0 0 0 -15 115 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 59.4 6.9 26.1 11.4 2.2 0.0 0.0 0.3 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 32 6 7 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 6,976 : : Positions : : 4,730 5,040 1,150 336 625 111 300 0 300 615 0 : : : : Changes from: October 11, 2011 : : 195 345 150 0 375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 72.2 16.5 4.8 9.0 1.6 4.3 0.0 4.3 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 11 4 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 1,610 : : Positions : : 820 1,360 540 50 200 0 0 0 0 0 0 : : : : Changes from: October 11, 2011 : : 50 150 100 0 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 10,414 : : Positions : : 7,771 7,336 107 639 207 594 52 163 299 737 681 : : : : Changes from: October 11, 2011 : : 775 298 34 -96 99 0 0 0 -132 547 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 70.4 1.0 6.1 2.0 5.7 0.5 1.6 2.9 7.1 6.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 21,420 : : Positions : : 20,196 18,384 0 994 424 125 0 0 172 1,209 139 : : : : Changes from: October 11, 2011 : : 1,344 1,348 0 -5 136 -75 0 0 59 110 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 85.8 0.0 4.6 2.0 0.6 0.0 0.0 0.8 5.6 0.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 41 0 . . . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,170 : : Positions : : 1,365 821 0 37 55 0 187 72 0 126 0 : : : : Changes from: October 11, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 37.8 0.0 1.7 2.5 0.0 8.6 3.3 0.0 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 14 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,359 : : Positions : : 664 764 43 0 0 0 0 0 49 48 117 : : : : Changes from: October 11, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 56.2 3.2 0.0 0.0 0.0 0.0 0.0 3.6 3.5 8.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 18 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 508,131 : : Positions : : 158,949 183,600 54,060 65,167 102,035 25,444 7,306 26,378 11,634 3,471 101,622 : : : : Changes from: October 11, 2011 : : 3,091 -4,528 -2,202 6,262 -4,695 -911 -1,554 -591 -1,840 1,751 -4,328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 36.1 10.6 12.8 20.1 5.0 1.4 5.2 2.3 0.7 20.0 : : : : Number of Traders in Each Category Total Traders: 133 : : 36 40 17 13 27 16 9 17 20 7 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 2,662,483 : : Positions : : 354,924 496,902 207,591 266,646 792,827 224,335 52,957 308,866 105,803 64,000 600,861 : : : : Changes from: October 11, 2011 : : -14,452 -1,037 16,204 7,764 -4,566 11,704 -1,982 -3,332 539 -1,133 -64,910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 18.7 7.8 10.0 29.8 8.4 2.0 11.6 4.0 2.4 22.6 : : : : Number of Traders in Each Category Total Traders: 356 : : 58 58 21 26 41 65 48 81 64 56 107 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 252,048 : : Positions : : 77,457 144,045 15,393 38,740 19,347 2,525 18,968 8,989 110,150 1,373 17,210 : : : : Changes from: October 11, 2011 : : 761 -4,805 -508 -197 981 652 996 -1,817 -3,647 -113 -1,604 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 57.2 6.1 15.4 7.7 1.0 7.5 3.6 43.7 0.5 6.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 17 17 . 7 9 . 11 7 8 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 208,152 : : Positions : : 42,189 31,937 42,816 80,080 31,917 1,107 0 132 47,459 18,475 5,513 : : : : Changes from: October 11, 2011 : : -62 -1,259 -204 -1,873 1,319 0 0 0 345 2,424 -1,610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 15.3 20.6 38.5 15.3 0.5 0.0 0.1 22.8 8.9 2.6 : : : : 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 18, 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 109,322 : : Positions : : 11,267 12,775 6,652 21,744 51,969 13,415 2,999 11,606 5,120 11 5,896 : : : : Changes from: October 11, 2011 : : 440 275 76 1,998 1,521 1,244 -695 1,200 -239 2 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 11.7 6.1 19.9 47.5 12.3 2.7 10.6 4.7 0.0 5.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 6 6 10 11 19 11 6 9 13 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 510,345 : : Positions : : 74,719 64,308 47,683 81,910 250,972 0 1,969 16,590 27,929 1,604 77,827 : : : : Changes from: October 11, 2011 : : -93 -176 -528 293 5,743 0 90 282 917 -120 555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 12.6 9.3 16.0 49.2 0.0 0.4 3.3 5.5 0.3 15.2 : : : : 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 18, 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 15,803 : : Positions : : 8,902 9,042 3,439 2,770 2,592 0 500 0 500 549 350 : : : : Changes from: October 11, 2011 : : 150 625 -75 -175 100 0 0 0 275 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 57.2 21.8 17.5 16.4 0.0 3.2 0.0 3.2 3.5 2.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 20 7 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 81,147 : : Positions : : 9,925 3,747 35,140 25,484 18,432 3,606 10,369 9,983 0 6,888 1,962 : : : : Changes from: October 11, 2011 : : 0 0 174 825 -1,199 723 0 60 0 -24 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 4.6 43.3 31.4 22.7 4.4 12.8 12.3 0.0 8.5 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 5 4 11 10 17 5 5 10 0 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 38,866 : : Positions : : 1,439 3,327 13,774 11,325 11,933 3,330 1,550 4,275 0 2,403 1,394 : : : : Changes from: October 11, 2011 : : 0 0 390 -650 -1,098 90 0 146 -1,300 -320 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.7 8.6 35.4 29.1 30.7 8.6 4.0 11.0 0.0 6.2 3.6 : : : : Number of Traders in Each Category Total Traders: 31 : : . 4 9 5 13 5 . 5 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 13,535 : : Positions : : 2,445 1,630 3,970 8,505 3,045 3,975 0 0 0 150 0 : : : : Changes from: October 11, 2011 : : 0 0 -270 -675 750 -375 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 12.0 29.3 62.8 22.5 29.4 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 7 7 5 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 26,603 : : Positions : : 2,545 2,544 635 3,610 7,995 3,095 699 3,716 1,956 1,148 3,263 : : : : Changes from: October 11, 2011 : : -814 -158 -8 -111 -976 64 -131 -339 1,248 495 564 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 9.6 2.4 13.6 30.1 11.6 2.6 14.0 7.4 4.3 12.3 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 4 5 8 4 . 5 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 25,255 : : Positions : : 584 1,508 4,577 3,435 13,952 2,815 1,915 1,532 308 1,164 623 : : : : Changes from: October 11, 2011 : : -198 -22 729 48 878 232 790 452 35 -32 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 6.0 18.1 13.6 55.2 11.1 7.6 6.1 1.2 4.6 2.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 4 5 9 8 15 5 9 7 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 88,255 : : Positions : : 8,747 8,118 13,030 14,458 40,515 4,268 0 3,079 1,513 1,084 5,945 : : : : Changes from: October 11, 2011 : : -22 268 1,370 85 1,675 10 0 564 -102 330 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 9.2 14.8 16.4 45.9 4.8 0.0 3.5 1.7 1.2 6.7 : : : : 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 18, 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 299,320 : : Positions : : 115,282 196,227 27,860 9,689 21,420 61,493 8,808 19,065 16,668 15,563 17,740 : : : : Changes from: October 11, 2011 : : 5,816 16,471 71 559 1,137 6,523 -1,188 -3,501 961 1,260 -737 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 65.6 9.3 3.2 7.2 20.5 2.9 6.4 5.6 5.2 5.9 : : : : Number of Traders in Each Category Total Traders: 204 : : 52 74 17 6 19 55 15 31 19 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 23,930 : : Positions : : 6,591 15,273 559 1,164 291 2,299 0 726 6,253 280 90 : : : : Changes from: October 11, 2011 : : 185 382 14 0 75 252 0 0 166 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 63.8 2.3 4.9 1.2 9.6 0.0 3.0 26.1 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 24,785 : : Positions : : 24,305 12,465 0 11,300 0 0 0 0 0 0 0 : : : : Changes from: October 11, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 50.3 0.0 45.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 0 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 6,370 : : Positions : : 3,322 4,511 1,754 678 1,161 0 0 0 100 0 0 : : : : Changes from: October 11, 2011 : : 479 705 100 0 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 70.8 27.5 10.6 18.2 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 53,445 : : Positions : : 45,800 29,040 3,753 20,784 2,595 300 850 25 0 0 0 : : : : Changes from: October 11, 2011 : : 5,477 4,758 65 962 -241 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 54.3 7.0 38.9 4.9 0.6 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 24 6 7 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 15,707 : : Positions : : 11,440 10,422 3,637 4,450 510 0 300 0 0 0 0 : : : : Changes from: October 11, 2011 : : 75 -225 -25 275 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 66.4 23.2 28.3 3.2 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 9 . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 5,235 : : Positions : : 3,595 1,355 1,175 460 420 0 0 0 0 3,000 0 : : : : Changes from: October 11, 2011 : : 200 100 25 25 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 25.9 22.4 8.8 8.0 0.0 0.0 0.0 0.0 57.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 9 5 4 . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 5,950 : : Positions : : 2,800 4,002 1,419 630 1,190 0 0 0 194 0 38 : : : : Changes from: October 11, 2011 : : -25 75 25 -25 -25 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 67.3 23.8 10.6 20.0 0.0 0.0 0.0 3.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 12 6 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 21,582 : : Positions : : 13,400 11,491 4,259 4,425 2,370 25 2,271 21 698 165 779 : : : : Changes from: October 11, 2011 : : 707 940 481 193 -140 0 90 0 35 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 53.2 19.7 20.5 11.0 0.1 10.5 0.1 3.2 0.8 3.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 27 26 10 8 12 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 13,232 : : Positions : : 11,029 8,501 105 3,575 284 669 0 627 276 0 150 : : : : Changes from: October 11, 2011 : : 430 570 39 -15 -57 80 0 162 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 64.2 0.8 27.0 2.1 5.1 0.0 4.7 2.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 20 . 8 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 33,675 : : Positions : : 12,782 19,499 4,592 8,172 3,755 1,890 540 60 9,651 325 673 : : : : Changes from: October 11, 2011 : : 1,358 1,784 546 405 -36 0 420 0 342 -363 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 57.9 13.6 24.3 11.2 5.6 1.6 0.2 28.7 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 15 21 8 8 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 21, 2011