Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 49,172 : : Positions : : 35,138 42,490 7,006 196 5,641 0 0 0 786 0 503 : : : : Changes from: October 18, 2011 : : 5,569 5,610 73 0 463 0 0 0 -32 0 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 86.4 14.2 0.4 11.5 0.0 0.0 0.0 1.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 31 11 . 12 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 12,396 : : Positions : : 10,431 10,292 1,041 1,228 761 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 52 113 45 -16 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 83.0 8.4 9.9 6.1 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 25, 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 10,781 : : Positions : : 5,528 6,055 1,543 538 2,373 0 0 0 102 352 201 : : : : Changes from: October 18, 2011 : : 8 -58 9 13 -55 0 0 0 -3 5 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 56.2 14.3 5.0 22.0 0.0 0.0 0.0 0.9 3.3 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 29 6 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,339 : : Positions : : 3,916 4,893 956 232 1,137 0 0 0 793 43 67 : : : : Changes from: October 18, 2011 : : 526 710 46 -40 52 0 0 0 57 -40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 66.7 13.0 3.2 15.5 0.0 0.0 0.0 10.8 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 38 9 5 14 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 3,961 : : Positions : : 2,358 1,921 288 100 403 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 61 42 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 48.5 7.3 2.5 10.2 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 25, 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 3,147 : : Positions : : 1,355 1,447 236 332 542 75 0 90 285 494 0 : : : : Changes from: October 18, 2011 : : 49 -20 -5 -10 5 0 0 0 0 95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 46.0 7.5 10.5 17.2 2.4 0.0 2.9 9.1 15.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 11 4 5 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 2,206 : : Positions : : 1,106 1,399 257 13 274 0 0 0 0 140 101 : : : : Changes from: October 18, 2011 : : 26 101 51 -5 -7 0 0 0 0 -30 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 63.4 11.7 0.6 12.4 0.0 0.0 0.0 0.0 6.3 4.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 8,993 : : Positions : : 7,049 8,182 1,505 130 394 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 766 744 -17 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 91.0 16.7 1.4 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 20,887 : : Positions : : 15,535 15,802 2,717 1,533 2,199 0 0 0 0 917 436 : : : : Changes from: October 18, 2011 : : 320 657 175 -130 100 0 0 0 0 -32 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 75.7 13.0 7.3 10.5 0.0 0.0 0.0 0.0 4.4 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 17 6 5 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 367,174 : : Positions : : 105,902 202,095 60,628 3,644 29,016 42,352 8,226 21,471 8,457 21,138 52,335 : : : : Changes from: October 18, 2011 : : -12,436 -11,221 -3,190 -429 407 5,008 983 -1,325 -1,533 2,680 3,797 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 55.0 16.5 1.0 7.9 11.5 2.2 5.8 2.3 5.8 14.3 : : : : Number of Traders in Each Category Total Traders: 165 : : 60 69 17 5 18 28 12 22 10 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 84,383 : : Positions : : 19,129 21,982 10,200 1,571 19,276 0 0 0 485 7,502 32,783 : : : : Changes from: October 18, 2011 : : -10,437 -11,101 -5 -40 234 0 0 0 -45 565 7,988 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 26.0 12.1 1.9 22.8 0.0 0.0 0.0 0.6 8.9 38.9 : : : : 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 25, 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 15,331 : : Positions : : 11,516 9,741 1,487 3,135 1,828 300 0 0 85 405 115 : : : : Changes from: October 18, 2011 : : 625 1,496 536 -485 241 0 0 0 50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 63.5 9.7 20.4 11.9 2.0 0.0 0.0 0.6 2.6 0.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 35 8 5 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,911 : : Positions : : 4,920 5,830 950 436 720 711 0 200 300 615 0 : : : : Changes from: October 18, 2011 : : 190 790 -200 100 95 600 -300 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 73.7 12.0 5.5 9.1 9.0 0.0 2.5 3.8 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 13 4 . 6 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 18, 2011 : : 0 0 0 0 0 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 25, 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 10,833 : : Positions : : 7,653 7,033 117 669 231 603 52 163 310 948 754 : : : : Changes from: October 18, 2011 : : -118 -303 10 30 24 9 0 0 11 211 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 64.9 1.1 6.2 2.1 5.6 0.5 1.5 2.9 8.8 7.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 19,830 : : Positions : : 18,434 16,463 0 881 472 125 0 0 296 1,599 134 : : : : Changes from: October 18, 2011 : : -1,762 -1,920 0 -113 48 0 0 0 124 390 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 83.0 0.0 4.4 2.4 0.6 0.0 0.0 1.5 8.1 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 37 40 0 . . . 0 0 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 2,342 : : Positions : : 1,320 889 0 32 60 0 159 78 0 126 0 : : : : Changes from: October 18, 2011 : : -45 68 0 -5 5 0 -28 6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 38.0 0.0 1.4 2.6 0.0 6.8 3.3 0.0 5.4 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 25, 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 1,415 : : Positions : : 685 797 43 0 0 0 0 0 80 48 101 : : : : Changes from: October 18, 2011 : : 21 33 0 0 0 0 0 0 31 0 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 56.3 3.0 0.0 0.0 0.0 0.0 0.0 5.7 3.4 7.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 18 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 474,397 : : Positions : : 141,171 166,761 54,851 67,978 95,375 27,606 9,121 24,240 14,552 2,517 88,543 : : : : Changes from: October 18, 2011 : : -17,778 -16,839 792 2,811 -6,660 2,162 1,814 -2,138 2,919 -954 -13,079 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 35.2 11.6 14.3 20.1 5.8 1.9 5.1 3.1 0.5 18.7 : : : : Number of Traders in Each Category Total Traders: 124 : : 33 37 14 16 26 15 9 16 15 9 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 2,625,791 : : Positions : : 320,606 464,437 197,463 274,446 797,875 245,037 47,757 318,422 99,399 71,204 573,105 : : : : Changes from: October 18, 2011 : : -34,318 -32,466 -10,129 7,800 5,048 20,702 -5,201 9,555 -6,403 7,204 -27,756 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 17.7 7.5 10.5 30.4 9.3 1.8 12.1 3.8 2.7 21.8 : : : : Number of Traders in Each Category Total Traders: 371 : : 49 54 23 26 42 78 45 85 63 67 113 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 227,399 : : Positions : : 64,498 146,619 17,583 26,395 14,922 4,823 13,830 7,932 103,756 2,398 12,705 : : : : Changes from: October 18, 2011 : : -12,960 2,574 2,190 -12,346 -4,425 2,297 -5,138 -1,058 -6,394 1,025 -4,505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 64.5 7.7 11.6 6.6 2.1 6.1 3.5 45.6 1.1 5.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 17 5 7 8 . 10 9 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 209,881 : : Positions : : 42,121 29,579 42,951 80,534 33,111 1,107 0 132 47,180 21,024 5,247 : : : : Changes from: October 18, 2011 : : -68 -2,358 135 454 1,194 0 0 0 -279 2,549 -266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 14.1 20.5 38.4 15.8 0.5 0.0 0.1 22.5 10.0 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 7 6 10 12 . 0 . 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 109,980 : : Positions : : 11,868 12,732 7,487 24,153 51,060 12,845 1,808 12,938 5,518 19 4,963 : : : : Changes from: October 18, 2011 : : 601 -42 835 2,409 -908 -569 -1,191 1,332 398 8 -933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 11.6 6.8 22.0 46.4 11.7 1.6 11.8 5.0 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 6 6 10 11 19 11 6 9 14 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 518,795 : : Positions : : 73,973 65,868 47,812 82,346 255,392 0 2,617 16,069 31,462 1,600 79,765 : : : : Changes from: October 18, 2011 : : -746 1,560 129 436 4,420 0 648 -521 3,533 -3 1,939 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 12.7 9.2 15.9 49.2 0.0 0.5 3.1 6.1 0.3 15.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 9 18 27 0 . . 11 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 16,227 : : Positions : : 9,277 9,316 3,771 3,205 2,307 0 500 0 500 549 350 : : : : Changes from: October 18, 2011 : : 375 274 332 435 -285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 57.4 23.2 19.8 14.2 0.0 3.1 0.0 3.1 3.4 2.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 19 7 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 74,302 : : Positions : : 9,925 3,745 32,929 25,969 20,101 3,906 9,449 4,678 0 5,377 837 : : : : Changes from: October 18, 2011 : : 0 -2 -2,211 485 1,669 300 -920 -5,305 0 -1,511 -1,125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 5.0 44.3 35.0 27.1 5.3 12.7 6.3 0.0 7.2 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 5 4 11 10 17 6 4 10 0 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 36,032 : : Positions : : 1,439 3,327 11,614 11,650 12,318 3,361 801 2,772 700 1,528 863 : : : : Changes from: October 18, 2011 : : 0 0 -2,160 325 385 31 -749 -1,503 700 -875 -531 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.2 32.2 32.3 34.2 9.3 2.2 7.7 1.9 4.2 2.4 : : : : Number of Traders in Each Category Total Traders: 29 : : . 4 8 6 13 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 13,685 : : Positions : : 2,745 1,630 4,570 8,805 2,895 3,327 0 0 0 150 0 : : : : Changes from: October 18, 2011 : : 300 0 600 300 -150 -648 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 11.9 33.4 64.3 21.2 24.3 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 7 7 6 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 28,709 : : Positions : : 3,393 2,256 593 3,495 8,706 2,529 1,202 3,983 1,999 1,084 4,032 : : : : Changes from: October 18, 2011 : : 848 -288 -43 -115 711 -566 503 267 42 -64 769 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 7.9 2.1 12.2 30.3 8.8 4.2 13.9 7.0 3.8 14.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 4 5 9 4 . 5 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 24,019 : : Positions : : 477 1,441 5,331 2,857 13,285 1,722 2,370 1,411 331 991 582 : : : : Changes from: October 18, 2011 : : -108 -67 754 -578 -666 -1,093 455 -121 23 -173 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 6.0 22.2 11.9 55.3 7.2 9.9 5.9 1.4 4.1 2.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 4 5 9 8 15 . 10 7 . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 88,523 : : Positions : : 8,586 7,889 13,692 15,909 40,054 4,169 0 2,427 1,865 843 6,228 : : : : Changes from: October 18, 2011 : : -161 -229 663 1,451 -462 -99 0 -652 352 -241 283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 8.9 15.5 18.0 45.2 4.7 0.0 2.7 2.1 1.0 7.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 5 6 9 14 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 301,263 : : Positions : : 111,956 198,569 27,860 10,391 20,141 68,998 7,553 16,368 16,845 16,133 19,264 : : : : Changes from: October 18, 2011 : : -3,326 2,342 0 702 -1,279 7,505 -1,255 -2,697 177 570 1,524 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 65.9 9.2 3.4 6.7 22.9 2.5 5.4 5.6 5.4 6.4 : : : : Number of Traders in Each Category Total Traders: 206 : : 52 72 17 6 17 59 11 30 21 9 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 24,186 : : Positions : : 6,778 15,839 517 1,164 292 2,149 0 876 6,159 280 120 : : : : Changes from: October 18, 2011 : : 187 566 -42 0 1 -150 0 150 -94 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 65.5 2.1 4.8 1.2 8.9 0.0 3.6 25.5 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 25,855 : : Positions : : 25,375 12,515 0 11,750 0 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 1,070 50 0 450 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 48.4 0.0 45.4 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 25, 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 6,820 : : Positions : : 3,922 5,061 1,704 678 1,061 0 0 0 100 0 0 : : : : Changes from: October 18, 2011 : : 600 550 -50 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 74.2 25.0 9.9 15.6 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 55,151 : : Positions : : 47,466 30,216 3,984 21,447 2,640 300 342 27 0 0 0 : : : : Changes from: October 18, 2011 : : 1,666 1,176 231 663 45 0 -508 2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 54.8 7.2 38.9 4.8 0.5 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 24 7 7 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 15,772 : : Positions : : 11,490 10,412 3,602 4,475 560 0 300 0 0 0 0 : : : : Changes from: October 18, 2011 : : 50 -10 -35 25 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 66.0 22.8 28.4 3.6 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 14 9 . 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 6,445 : : Positions : : 4,795 2,255 1,200 440 450 0 0 0 0 3,300 0 : : : : Changes from: October 18, 2011 : : 1,200 900 25 -20 30 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 35.0 18.6 6.8 7.0 0.0 0.0 0.0 0.0 51.2 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 10 6 4 4 0 0 0 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 5,919 : : Positions : : 2,769 3,941 1,419 630 1,190 0 0 0 164 0 68 : : : : Changes from: October 18, 2011 : : -31 -61 0 0 0 0 0 0 -30 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 66.6 24.0 10.6 20.1 0.0 0.0 0.0 2.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 6 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 21,848 : : Positions : : 13,517 11,983 4,360 4,244 2,374 25 2,271 21 791 165 755 : : : : Changes from: October 18, 2011 : : 117 492 101 -181 4 0 0 0 93 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 54.8 20.0 19.4 10.9 0.1 10.4 0.1 3.6 0.8 3.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 26 26 10 8 12 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 13,586 : : Positions : : 10,780 8,849 105 3,447 329 1,138 0 707 276 0 150 : : : : Changes from: October 18, 2011 : : -249 348 0 -128 45 469 0 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 65.1 0.8 25.4 2.4 8.4 0.0 5.2 2.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 19 . 9 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 34,328 : : Positions : : 13,735 20,047 4,772 8,427 3,605 1,290 540 60 9,921 325 673 : : : : Changes from: October 18, 2011 : : 953 548 180 255 -150 -600 0 0 270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 58.4 13.9 24.5 10.5 3.8 1.6 0.2 28.9 0.9 2.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 15 21 8 8 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 28, 2011