Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 41,434 : : Positions : : 26,429 37,077 10,093 347 2,957 0 98 0 830 193 711 : : : : Changes from: September 4, 2012 : : -1,891 -4,214 -2,050 117 -685 0 0 0 -467 -255 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 89.5 24.4 0.8 7.1 0.0 0.2 0.0 2.0 0.5 1.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 33 14 . 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 9,656 : : Positions : : 8,307 7,085 913 1,937 225 0 330 0 0 0 0 : : : : Changes from: September 4, 2012 : : -2,859 -2,523 -107 -463 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 73.4 9.5 20.1 2.3 0.0 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 14,846 : : Positions : : 9,502 10,324 1,120 724 1,935 8 0 274 507 264 310 : : : : Changes from: September 4, 2012 : : -1,054 -791 -12 142 -272 -8 0 0 264 -99 -249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 69.5 7.5 4.9 13.0 0.1 0.0 1.8 3.4 1.8 2.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 27 8 6 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 6,575 : : Positions : : 3,056 4,254 850 93 1,061 96 0 0 509 35 340 : : : : Changes from: September 4, 2012 : : -935 -1,019 -44 -124 -101 0 0 0 -66 -30 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 64.7 12.9 1.4 16.1 1.5 0.0 0.0 7.7 0.5 5.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 33 8 . 12 . 0 0 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 6,251 : : Positions : : 4,923 5,185 498 44 455 0 0 0 0 55 0 : : : : Changes from: September 4, 2012 : : -708 -415 9 -115 -93 0 0 0 0 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 82.9 8.0 0.7 7.3 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 18 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 6,480 : : Positions : : 4,183 4,365 501 156 698 105 166 0 0 555 290 : : : : Changes from: September 4, 2012 : : -50 3 45 1 -186 105 -92 0 0 75 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 67.4 7.7 2.4 10.8 1.6 2.6 0.0 0.0 8.6 4.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 4 . 6 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 2,362 : : Positions : : 1,840 1,461 57 223 67 0 0 0 85 48 35 : : : : Changes from: September 4, 2012 : : -88 -131 -87 9 -57 0 0 0 45 -31 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 61.9 2.4 9.4 2.8 0.0 0.0 0.0 3.6 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 2,387 : : Positions : : 1,114 1,155 310 379 368 0 0 0 138 35 96 : : : : Changes from: September 4, 2012 : : -323 -161 -34 -194 -2 0 0 0 -77 35 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 48.4 13.0 15.9 15.4 0.0 0.0 0.0 5.8 1.5 4.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 4 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 8,126 : : Positions : : 5,296 7,616 2,598 305 175 0 0 0 0 0 0 : : : : Changes from: September 4, 2012 : : -2,176 -3,307 -1,319 -200 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 93.7 32.0 3.8 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 8,209 : : Positions : : 3,369 2,357 1,967 3,065 2,303 0 0 150 0 304 0 : : : : Changes from: September 4, 2012 : : -466 -114 63 -244 -77 0 0 0 0 -73 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 28.7 24.0 37.3 28.1 0.0 0.0 1.8 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 5 6 9 10 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 20,580 : : Positions : : 16,837 11,681 1,868 5,853 1,524 0 0 0 0 1,251 271 : : : : Changes from: September 4, 2012 : : -2,001 -1,719 -191 31 -174 0 0 0 0 -574 196 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 56.8 9.1 28.4 7.4 0.0 0.0 0.0 0.0 6.1 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 . 7 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 374,818 : : Positions : : 136,324 215,610 48,940 8,278 23,957 43,666 19,375 21,042 9,471 19,252 42,584 : : : : Changes from: September 4, 2012 : : 11,954 13,508 1,355 155 -60 1,685 2,736 -1,875 81 1,410 1,536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 57.5 13.1 2.2 6.4 11.6 5.2 5.6 2.5 5.1 11.4 : : : : Number of Traders in Each Category Total Traders: 163 : : 54 63 14 4 13 38 14 22 10 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 12,297 : : Positions : : 5,267 3,647 5,424 845 1,208 0 684 0 48 5,516 304 : : : : Changes from: September 4, 2012 : : -2,260 -3,301 -436 287 -751 0 0 0 -86 167 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 29.7 44.1 6.9 9.8 0.0 5.6 0.0 0.4 44.9 2.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 19 6 5 10 0 . 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 17,005 : : Positions : : 11,700 9,645 2,710 3,555 1,910 105 75 0 400 1,610 180 : : : : Changes from: September 4, 2012 : : 0 0 -175 0 0 0 -175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 56.7 15.9 20.9 11.2 0.6 0.4 0.0 2.4 9.5 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 16 6 6 8 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 11,300 : : Positions : : 8,675 7,635 200 810 750 0 0 0 200 630 1,475 : : : : Changes from: September 4, 2012 : : -825 -600 0 0 0 0 0 0 150 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 67.6 1.8 7.2 6.6 0.0 0.0 0.0 1.8 5.6 13.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A05 Open Interest is 16,705 : : Positions : : 10,978 3,787 738 9,262 3,348 300 150 0 225 0 0 : : : : Changes from: September 4, 2012 : : 371 -6 73 435 -165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 22.7 4.4 55.4 20.0 1.8 0.9 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 9 . 9 10 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 11,929 : : Positions : : 5,609 7,997 65 664 194 1,216 0 40 1,541 129 2,623 : : : : Changes from: September 4, 2012 : : -139 660 0 48 8 675 0 -5 99 -61 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 67.0 0.5 5.6 1.6 10.2 0.0 0.3 12.9 1.1 22.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 21 . . . 7 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 20,275 : : Positions : : 17,154 15,755 232 1,037 537 1,160 34 50 352 1,960 433 : : : : Changes from: September 4, 2012 : : 229 211 -16 123 -179 0 0 25 50 -37 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 77.7 1.1 5.1 2.6 5.7 0.2 0.2 1.7 9.7 2.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 30 40 . . . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 2,770 : : Positions : : 1,550 1,866 0 49 58 166 0 162 0 0 0 : : : : Changes from: September 4, 2012 : : -220 -246 -32 49 48 -56 0 -3 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 67.4 0.0 1.8 2.1 6.0 0.0 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 16 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 1,704 : : Positions : : 963 744 240 10 15 0 0 0 0 496 20 : : : : Changes from: September 4, 2012 : : -259 -459 83 -34 -1 0 0 0 -86 81 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 43.7 14.1 0.6 0.9 0.0 0.0 0.0 0.0 29.1 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 645,368 : : Positions : : 205,557 176,539 68,136 109,066 91,827 46,835 28,685 42,941 11,166 21,305 157,863 : : : : Changes from: September 4, 2012 : : 4,320 13,272 -1,633 676 2,409 22,997 1,220 -3,852 -5,316 2,037 33,795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 27.4 10.6 16.9 14.2 7.3 4.4 6.7 1.7 3.3 24.5 : : : : Number of Traders in Each Category Total Traders: 138 : : 39 37 12 14 24 18 11 18 15 19 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 2,584,886 : : Positions : : 385,146 418,027 136,784 417,485 707,024 228,599 25,275 301,972 164,400 62,101 580,285 : : : : Changes from: September 4, 2012 : : 15,335 8,897 -3,632 16,628 17,294 7,058 -2,642 16,197 6,214 816 31,456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 16.2 5.3 16.2 27.4 8.8 1.0 11.7 6.4 2.4 22.4 : : : : Number of Traders in Each Category Total Traders: 405 : : 50 54 15 32 43 90 35 85 91 70 135 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 193,969 : : Positions : : 69,447 92,287 2,182 30,041 14,368 8,402 11,871 23,851 63,182 7,347 11,504 : : : : Changes from: September 4, 2012 : : -3,493 -3,353 -280 462 -1,022 1,617 -1,879 -2,240 -2,709 96 -327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 47.6 1.1 15.5 7.4 4.3 6.1 12.3 32.6 3.8 5.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 16 . 6 7 . 4 5 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 181,412 : : Positions : : 25,861 14,455 32,086 73,152 22,006 8,516 0 474 50,105 18,124 997 : : : : Changes from: September 4, 2012 : : 133 102 -2,996 -46 1,197 1,080 0 0 298 -9 -194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 8.0 17.7 40.3 12.1 4.7 0.0 0.3 27.6 10.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 4 6 7 7 12 . 0 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 70,656 : : Positions : : 6,185 6,217 5,904 14,746 28,492 6,834 215 7,785 2,759 1,222 10,102 : : : : Changes from: September 4, 2012 : : 227 96 387 453 -78 -208 -238 1,018 -18 119 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 8.8 8.4 20.9 40.3 9.7 0.3 11.0 3.9 1.7 14.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 5 5 9 10 17 9 . 7 7 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 376,344 : : Positions : : 24,505 19,880 43,219 73,044 198,267 883 416 18,470 30,999 918 54,111 : : : : Changes from: September 4, 2012 : : 75 426 -1,399 -600 11,422 -36 -404 404 831 -82 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 5.3 11.5 19.4 52.7 0.2 0.1 4.9 8.2 0.2 14.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 7 6 6 19 25 . . . 12 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 20,661 : : Positions : : 15,522 3,512 1,536 14,827 1,652 1,636 0 0 90 445 200 : : : : Changes from: September 4, 2012 : : 2,035 45 -102 1,888 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 17.0 7.4 71.8 8.0 7.9 0.0 0.0 0.4 2.2 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 9 5 9 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 93,802 : : Positions : : 1,875 3,151 25,932 19,929 49,032 6,296 2,472 313 205 7,442 6,597 : : : : Changes from: September 4, 2012 : : 0 0 -912 729 999 209 -800 -679 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 3.4 27.6 21.2 52.3 6.7 2.6 0.3 0.2 7.9 7.0 : : : : Number of Traders in Each Category Total Traders: 34 : : . . 10 9 17 . 4 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 49,450 : : Positions : : 2,620 3,398 9,091 7,425 23,795 3,167 3,647 2,805 500 701 5,207 : : : : Changes from: September 4, 2012 : : 0 0 1,075 -2,534 1,637 -1,211 2,150 1,135 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.3 6.9 18.4 15.0 48.1 6.4 7.4 5.7 1.0 1.4 10.5 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 9 . 12 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 3,798 : : Positions : : 965 1,225 1,043 1,445 495 1,034 417 150 0 0 0 : : : : Changes from: September 4, 2012 : : -150 150 0 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 32.3 27.5 38.0 13.0 27.2 11.0 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 5 4 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 33,626 : : Positions : : 2,593 2,287 5,585 3,234 7,259 1,048 1,142 4,544 1,976 4,877 5,833 : : : : Changes from: September 4, 2012 : : -5 -462 107 236 688 -281 -153 698 77 414 -243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 6.8 16.6 9.6 21.6 3.1 3.4 13.5 5.9 14.5 17.3 : : : : Number of Traders in Each Category Total Traders: 34 : : . . 6 5 10 6 4 5 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 10,322 : : Positions : : 383 0 539 4,695 3,648 3,931 334 436 664 688 51 : : : : Changes from: September 4, 2012 : : -7 0 -18 -286 -628 119 -47 -125 -127 397 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.7 0.0 5.2 45.5 35.3 38.1 3.2 4.2 6.4 6.7 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : . 0 . 11 12 8 5 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 116,376 : : Positions : : 16,011 12,767 13,063 19,484 65,143 0 267 1,934 4,183 99 8,410 : : : : Changes from: September 4, 2012 : : 177 -39 -608 -414 5,032 0 139 -292 83 -120 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 11.0 11.2 16.7 56.0 0.0 0.2 1.7 3.6 0.1 7.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 5 8 10 18 0 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A49 Open Interest is 19,161 : : Positions : : 13,770 14,718 4,101 3,144 1,290 0 0 0 0 0 0 : : : : Changes from: September 4, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 76.8 21.4 16.4 6.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 312,835 : : Positions : : 78,259 186,922 30,839 6,645 18,088 88,167 12,301 24,257 24,763 30,673 21,194 : : : : Changes from: September 4, 2012 : : 1,047 839 -1,673 -156 2,968 4,467 2,588 1,605 677 861 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 59.8 9.9 2.1 5.8 28.2 3.9 7.8 7.9 9.8 6.8 : : : : Number of Traders in Each Category Total Traders: 216 : : 55 73 13 6 13 71 13 33 17 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 17,353 : : Positions : : 5,799 12,507 682 354 120 1,158 0 166 6,251 0 57 : : : : Changes from: September 4, 2012 : : 1,657 1,495 0 0 0 -125 0 166 371 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 72.1 3.9 2.0 0.7 6.7 0.0 1.0 36.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 17 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 23,086 : : Positions : : 11,660 11,998 0 4,754 585 0 1,200 0 7,137 0 2,703 : : : : Changes from: September 4, 2012 : : 395 321 0 -75 45 0 0 0 -74 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 52.0 0.0 20.6 2.5 0.0 5.2 0.0 30.9 0.0 11.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 0 5 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 12,630 : : Positions : : 4,850 4,008 5,638 705 1,577 0 1,698 0 156 4,212 289 : : : : Changes from: September 4, 2012 : : -1,170 -1,450 113 92 -336 0 0 0 94 395 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 31.7 44.6 5.6 12.5 0.0 13.4 0.0 1.2 33.3 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 16 8 5 9 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 40,739 : : Positions : : 30,693 27,015 6,662 11,994 1,612 795 0 50 713 0 0 : : : : Changes from: September 4, 2012 : : -3,463 -3,074 -394 -1,122 -623 -180 0 50 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 66.3 16.4 29.4 4.0 2.0 0.0 0.1 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 20 8 7 8 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 19,802 : : Positions : : 16,425 17,418 1,915 1,572 812 0 0 0 490 0 0 : : : : Changes from: September 4, 2012 : : -6,767 -7,691 -832 2 -160 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 88.0 9.7 7.9 4.1 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 12,225 : : Positions : : 7,035 4,460 2,945 870 1,465 0 405 0 450 4,875 150 : : : : Changes from: September 4, 2012 : : -2,135 -975 -350 -30 -295 0 -405 0 0 -1,075 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 36.5 24.1 7.1 12.0 0.0 3.3 0.0 3.7 39.9 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 10 7 . 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 45,986 : : Positions : : 26,944 24,994 4,187 3,013 4,486 1,225 636 5,898 1,988 5,807 1,046 : : : : Changes from: September 4, 2012 : : 1,200 2,172 124 229 187 450 -600 1,350 138 143 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 54.4 9.1 6.6 9.8 2.7 1.4 12.8 4.3 12.6 2.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 28 13 4 15 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 7,631 : : Positions : : 5,599 3,077 882 818 700 0 2,677 0 135 207 71 : : : : Changes from: September 4, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 40.3 11.6 10.7 9.2 0.0 35.1 0.0 1.8 2.7 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 6 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 13,115 : : Positions : : 7,295 7,567 2,209 1,437 1,108 729 2,286 222 1,256 0 203 : : : : Changes from: September 4, 2012 : : 456 590 169 95 296 462 287 73 -133 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 57.7 16.8 11.0 8.4 5.6 17.4 1.7 9.6 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 20 5 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : 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 23,752 : : Positions : : 9,200 13,750 2,248 4,819 2,496 0 746 286 8,576 1,000 95 : : : : Changes from: September 4, 2012 : : 0 0 0 -300 300 0 300 67 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 57.9 9.5 20.3 10.5 0.0 3.1 1.2 36.1 4.2 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 14 22 5 9 9 0 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 25,985 : : Positions : : 18,292 13,393 1,415 8,077 773 3,690 0 0 225 984 117 : : : : Changes from: September 4, 2012 : : 287 124 -85 284 -11 546 0 0 -240 172 -127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 51.5 5.4 31.1 3.0 14.2 0.0 0.0 0.9 3.8 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 . 5 . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 14, 2012