Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 47,453 : : Positions : : 32,110 41,780 10,155 137 3,223 0 101 0 0 542 1,635 : : : : Changes from: October 23, 2012 : : 2,534 3,046 244 -14 -56 0 -39 0 0 -221 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 88.0 21.4 0.3 6.8 0.0 0.2 0.0 0.0 1.1 3.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 34 13 . 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 10,561 : : Positions : : 8,912 9,022 811 619 643 0 0 0 0 80 0 : : : : Changes from: October 23, 2012 : : 376 422 25 0 145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 85.4 7.7 5.9 6.1 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 5 . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 17,710 : : Positions : : 11,956 12,729 1,065 759 1,946 0 0 405 638 398 517 : : : : Changes from: October 23, 2012 : : 623 684 -52 15 199 0 0 0 121 26 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 71.9 6.0 4.3 11.0 0.0 0.0 2.3 3.6 2.2 2.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 32 8 5 13 0 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 8,654 : : Positions : : 4,790 5,523 1,041 261 1,291 96 0 0 205 273 530 : : : : Changes from: October 23, 2012 : : 71 175 139 9 21 0 0 0 -7 80 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 63.8 12.0 3.0 14.9 1.1 0.0 0.0 2.4 3.2 6.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 38 9 4 12 . 0 0 . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 6,741 : : Positions : : 4,797 5,547 704 90 536 0 0 75 0 0 0 : : : : Changes from: October 23, 2012 : : 80 260 170 -5 -95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 82.3 10.4 1.3 8.0 0.0 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 . . 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 8,186 : : Positions : : 4,898 5,912 1,228 83 1,129 105 0 0 33 528 212 : : : : Changes from: October 23, 2012 : : 384 774 140 -50 94 0 0 0 33 -155 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 72.2 15.0 1.0 13.8 1.3 0.0 0.0 0.4 6.5 2.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 20 9 . 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 3,079 : : Positions : : 2,225 1,830 125 276 183 0 0 0 70 20 90 : : : : Changes from: October 23, 2012 : : 262 252 120 10 5 0 0 0 5 20 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 59.4 4.1 9.0 5.9 0.0 0.0 0.0 2.3 0.6 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 2,404 : : Positions : : 1,122 1,279 321 338 254 0 0 0 181 106 60 : : : : Changes from: October 23, 2012 : : 141 81 -17 39 26 0 0 0 -17 9 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 53.2 13.4 14.1 10.6 0.0 0.0 0.0 7.5 4.4 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 18 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 8,645 : : Positions : : 6,447 8,390 1,913 75 150 0 0 0 0 0 0 : : : : Changes from: October 23, 2012 : : 700 735 35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 97.1 22.1 0.9 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 10,142 : : Positions : : 3,015 3,554 4,651 4,152 1,920 0 0 240 0 231 0 : : : : Changes from: October 23, 2012 : : 377 387 165 108 0 0 0 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 35.0 45.9 40.9 18.9 0.0 0.0 2.4 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 7 6 9 10 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 25,704 : : Positions : : 21,642 14,228 1,928 8,227 1,650 0 0 0 0 1,175 424 : : : : Changes from: October 23, 2012 : : 839 389 0 0 0 0 0 0 0 450 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 55.4 7.5 32.0 6.4 0.0 0.0 0.0 0.0 4.6 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . 8 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 296,574 : : Positions : : 95,105 172,041 42,441 13,552 15,943 41,762 12,139 25,498 11,572 12,906 20,401 : : : : Changes from: October 23, 2012 : : -5,485 -8,752 755 414 375 -3,444 -391 -2,728 674 -1,597 -890 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 58.0 14.3 4.6 5.4 14.1 4.1 8.6 3.9 4.4 6.9 : : : : Number of Traders in Each Category Total Traders: 165 : : 53 58 14 6 16 35 15 25 8 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 10,970 : : Positions : : 4,349 7,206 56 843 171 723 0 50 3,237 628 1,848 : : : : Changes from: October 23, 2012 : : 276 580 0 7 -16 31 0 0 376 128 94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 65.7 0.5 7.7 1.6 6.6 0.0 0.5 29.5 5.7 16.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 . . . . 0 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 22,795 : : Positions : : 19,664 18,131 240 734 237 982 65 230 729 2,593 413 : : : : Changes from: October 23, 2012 : : 913 455 -38 147 -115 0 0 50 -48 202 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 79.5 1.1 3.2 1.0 4.3 0.3 1.0 3.2 11.4 1.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 39 . . . . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 3,767 : : Positions : : 2,476 2,987 75 0 86 399 0 44 0 0 0 : : : : Changes from: October 23, 2012 : : 418 397 -8 0 56 40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 79.3 2.0 0.0 2.3 10.6 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 17 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 2,514 : : Positions : : 1,612 1,380 298 25 24 0 0 0 78 702 80 : : : : Changes from: October 23, 2012 : : 247 260 14 0 -6 0 0 0 10 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 54.9 11.9 1.0 1.0 0.0 0.0 0.0 3.1 27.9 3.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 521,955 : : Positions : : 169,806 140,878 36,842 105,239 53,247 50,533 34,921 45,420 18,926 23,304 102,761 : : : : Changes from: October 23, 2012 : : 5,835 7,238 -24,587 -3,154 2,146 664 109 412 3,470 1,150 1,724 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 27.0 7.1 20.2 10.2 9.7 6.7 8.7 3.6 4.5 19.7 : : : : Number of Traders in Each Category Total Traders: 151 : : 44 37 11 17 23 16 14 18 22 19 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 1,597,501 : : Positions : : 310,478 327,798 169,837 327,366 225,526 190,172 92,209 214,585 169,481 97,869 241,022 : : : : Changes from: October 23, 2012 : : 5,592 4,398 11,702 -7,498 1,585 -6,757 8,219 -4,133 3,912 5,742 7,518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 20.5 10.6 20.5 14.1 11.9 5.8 13.4 10.6 6.1 15.1 : : : : Number of Traders in Each Category Total Traders: 344 : : 52 53 22 27 43 58 46 63 60 50 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 185,053 : : Positions : : 25,160 12,499 28,572 74,217 24,474 8,475 0 482 52,987 15,385 191 : : : : Changes from: October 23, 2012 : : -77 198 567 1,041 -69 0 0 0 -892 110 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 6.8 15.4 40.1 13.2 4.6 0.0 0.3 28.6 8.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 4 7 6 11 . 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 30,649 : : Positions : : 18,535 2,638 219 19,338 6,035 2,392 0 0 0 0 745 : : : : Changes from: October 23, 2012 : : 100 0 -50 -1 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 8.6 0.7 63.1 19.7 7.8 0.0 0.0 0.0 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 . 8 6 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 85,268 : : Positions : : 1,920 2,656 24,482 17,959 44,041 5,721 2,272 1,104 430 8,465 4,769 : : : : Changes from: October 23, 2012 : : 0 0 -1,439 -1,239 465 -384 0 452 430 -300 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 3.1 28.7 21.1 51.7 6.7 2.7 1.3 0.5 9.9 5.6 : : : : Number of Traders in Each Category Total Traders: 35 : : . . 11 8 16 . . 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 43,180 : : Positions : : 2,370 1,200 7,944 8,637 23,465 2,520 2,587 838 500 1,301 3,000 : : : : Changes from: October 23, 2012 : : 0 0 570 27 184 -95 700 138 0 0 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.5 2.8 18.4 20.0 54.3 5.8 6.0 1.9 1.2 3.0 6.9 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 4 13 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 62,806 : : Positions : : 6,215 7,088 17,528 9,432 13,855 0 313 996 0 2,696 1,598 : : : : Changes from: October 23, 2012 : : 470 -1,100 -758 880 101 0 79 95 0 -385 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 11.3 27.9 15.0 22.1 0.0 0.5 1.6 0.0 4.3 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 7 8 . 10 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 29,333 : : Positions : : 3,288 2,089 3,332 3,396 6,268 1,633 1,268 1,873 3,986 5,426 6,543 : : : : Changes from: October 23, 2012 : : 0 0 -350 0 173 500 150 -150 -39 25 1,194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 7.1 11.4 11.6 21.4 5.6 4.3 6.4 13.6 18.5 22.3 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 7 5 12 . . . 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 274,420 : : Positions : : 80,551 181,112 33,711 4,363 12,061 80,055 8,195 15,314 21,809 29,844 10,644 : : : : Changes from: October 23, 2012 : : 5,833 1,330 1,615 -546 -2,074 -2,204 1,390 -4,487 -1,043 1,299 -1,499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 66.0 12.3 1.6 4.4 29.2 3.0 5.6 7.9 10.9 3.9 : : : : Number of Traders in Each Category Total Traders: 204 : : 58 72 16 . 11 59 14 33 15 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 21,886 : : Positions : : 10,692 16,191 447 131 279 558 0 370 6,309 258 957 : : : : Changes from: October 23, 2012 : : 395 440 0 0 0 -113 0 25 200 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 74.0 2.0 0.6 1.3 2.5 0.0 1.7 28.8 1.2 4.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 10,336 : : Positions : : 8,808 9,349 0 567 175 0 0 0 200 0 0 : : : : Changes from: October 23, 2012 : : 304 946 0 59 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 90.5 0.0 5.5 1.7 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 16 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 22,146 : : Positions : : 9,650 12,609 0 3,742 625 0 1,200 0 9,410 0 1,050 : : : : Changes from: October 23, 2012 : : 650 1,129 0 0 0 0 0 0 562 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 56.9 0.0 16.9 2.8 0.0 5.4 0.0 42.5 0.0 4.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 0 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #26265A Open Interest is 8,690 : : Positions : : 4,433 5,986 1,808 300 1,744 150 0 0 390 465 135 : : : : Changes from: October 23, 2012 : : 39 1 -18 0 48 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 68.9 20.8 3.5 20.1 1.7 0.0 0.0 4.5 5.4 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 8 5 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 13,868 : : Positions : : 5,117 4,648 7,060 436 1,250 0 1,950 0 102 5,080 339 : : : : Changes from: October 23, 2012 : : 516 308 -511 -57 10 0 0 0 0 -296 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 33.5 50.9 3.1 9.0 0.0 14.1 0.0 0.7 36.6 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 19 11 . 7 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 51,720 : : Positions : : 41,812 35,665 6,140 14,476 1,114 1,417 400 0 911 0 0 : : : : Changes from: October 23, 2012 : : 1,786 1,071 -23 587 87 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 69.0 11.9 28.0 2.2 2.7 0.8 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 24 10 5 6 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 11,210 : : Positions : : 8,239 8,693 1,467 1,533 834 0 150 0 322 0 0 : : : : Changes from: October 23, 2012 : : -416 -100 132 -200 75 0 0 0 -16 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 77.5 13.1 13.7 7.4 0.0 1.3 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 13,665 : : Positions : : 8,420 6,080 3,285 2,280 1,180 0 0 0 450 3,975 150 : : : : Changes from: October 23, 2012 : : -100 1,400 1,575 -75 -150 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 44.5 24.0 16.7 8.6 0.0 0.0 0.0 3.3 29.1 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 14 6 4 8 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 64,235 : : Positions : : 33,157 38,078 5,922 2,473 8,484 2,824 0 10,932 2,078 3,537 657 : : : : Changes from: October 23, 2012 : : -25 3,134 2,254 -572 442 0 0 150 -101 -434 216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 59.3 9.2 3.8 13.2 4.4 0.0 17.0 3.2 5.5 1.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 32 12 4 15 . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 6,461 : : Positions : : 4,649 4,630 318 1,096 408 419 0 0 348 150 0 : : : : Changes from: October 23, 2012 : : 228 324 0 150 0 140 0 0 96 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 71.7 4.9 17.0 6.3 6.5 0.0 0.0 5.4 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : 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 18,936 : : Positions : : 9,556 9,935 3,724 319 2,107 267 4,451 1,679 1,356 45 140 : : : : Changes from: October 23, 2012 : : 1,120 1,411 741 -533 578 0 595 0 -371 0 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 52.5 19.7 1.7 11.1 1.4 23.5 8.9 7.2 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 21 6 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 24,082 : : Positions : : 4,420 1,870 1,317 7,782 10,329 0 0 0 3,990 306 3,780 : : : : Changes from: October 23, 2012 : : 0 -30 0 30 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 7.8 5.5 32.3 42.9 0.0 0.0 0.0 16.6 1.3 15.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 . . 6 9 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 30,048 : : Positions : : 21,235 16,022 464 6,197 1,387 4,352 2,050 0 352 0 433 : : : : Changes from: October 23, 2012 : : 348 913 -109 -210 503 -8 300 0 234 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 53.3 1.5 20.6 4.6 14.5 6.8 0.0 1.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 20 . 4 . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 2, 2012