Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 44,627 : : Positions : : 29,989 38,504 9,390 107 3,502 0 135 0 0 987 1,353 : : : : Changes from: October 9, 2012 : : 932 1,453 191 107 -161 0 -181 0 0 -229 365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 86.3 21.0 0.2 7.8 0.0 0.3 0.0 0.0 2.2 3.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 33 12 . 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 8,096 : : Positions : : 6,575 6,696 761 537 573 0 0 0 0 80 0 : : : : Changes from: October 9, 2012 : : 754 634 0 120 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 82.7 9.4 6.6 7.1 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 16,507 : : Positions : : 10,977 11,631 1,072 761 1,908 0 0 355 483 322 468 : : : : Changes from: October 9, 2012 : : 1,634 1,581 48 -6 119 0 0 57 11 77 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 70.5 6.5 4.6 11.6 0.0 0.0 2.2 2.9 2.0 2.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 30 7 6 13 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 7,710 : : Positions : : 4,418 5,003 726 189 1,178 96 0 0 260 213 390 : : : : Changes from: October 9, 2012 : : 446 411 9 27 -7 0 0 0 69 -27 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 64.9 9.4 2.5 15.3 1.2 0.0 0.0 3.4 2.8 5.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 37 7 5 12 . 0 0 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 6,450 : : Positions : : 4,815 5,271 446 95 590 0 0 0 0 0 0 : : : : Changes from: October 9, 2012 : : 163 174 37 71 72 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 81.7 6.9 1.5 9.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 16 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 6,678 : : Positions : : 4,239 4,585 833 218 902 105 0 0 0 638 43 : : : : Changes from: October 9, 2012 : : 173 366 237 -88 120 0 0 0 0 20 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 68.7 12.5 3.3 13.5 1.6 0.0 0.0 0.0 9.6 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 20 8 . 8 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 2,480 : : Positions : : 1,791 1,500 5 188 166 0 0 0 90 0 50 : : : : Changes from: October 9, 2012 : : 186 180 5 -50 19 0 0 0 -5 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 60.5 0.2 7.6 6.7 0.0 0.0 0.0 3.6 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 2,137 : : Positions : : 828 1,182 375 285 230 0 0 0 208 52 51 : : : : Changes from: October 9, 2012 : : 213 242 -50 -8 89 0 0 0 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 55.3 17.5 13.3 10.8 0.0 0.0 0.0 9.7 2.4 2.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 7,455 : : Positions : : 5,362 7,200 1,808 75 150 0 0 0 0 0 0 : : : : Changes from: October 9, 2012 : : 540 860 350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 96.6 24.3 1.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 9,475 : : Positions : : 2,638 3,170 4,378 3,931 1,950 0 0 150 0 231 0 : : : : Changes from: October 9, 2012 : : 5 306 362 53 -53 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 33.5 46.2 41.5 20.6 0.0 0.0 1.6 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 5 7 8 10 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 23,113 : : Positions : : 19,602 12,548 1,678 8,162 1,485 0 0 0 0 630 288 : : : : Changes from: October 9, 2012 : : 375 120 0 -180 180 0 0 0 0 435 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 54.3 7.3 35.3 6.4 0.0 0.0 0.0 0.0 2.7 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 . 8 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 359,291 : : Positions : : 113,833 211,447 41,761 13,328 22,545 48,631 10,908 27,392 9,910 7,513 44,544 : : : : Changes from: October 9, 2012 : : -2,818 9,825 -307 1,215 492 4,828 -5,509 316 -692 -877 1,084 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 58.9 11.6 3.7 6.3 13.5 3.0 7.6 2.8 2.1 12.4 : : : : Number of Traders in Each Category Total Traders: 170 : : 59 66 14 5 15 40 11 24 11 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 10,281 : : Positions : : 4,340 7,015 56 684 328 711 0 50 2,588 282 1,665 : : : : Changes from: October 9, 2012 : : -280 -17 -5 -63 38 -415 0 0 396 -160 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 68.2 0.5 6.7 3.2 6.9 0.0 0.5 25.2 2.7 16.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 21 . . . 5 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 20,433 : : Positions : : 17,067 16,160 93 497 462 1,227 81 115 693 2,228 455 : : : : Changes from: October 9, 2012 : : 2,230 1,915 10 35 29 -129 27 65 -16 131 122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 79.1 0.5 2.4 2.3 6.0 0.4 0.6 3.4 10.9 2.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 38 . . . 4 . . 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 3,122 : : Positions : : 1,950 2,372 0 3 99 315 0 57 0 0 0 : : : : Changes from: October 9, 2012 : : 209 187 0 -19 9 56 0 -66 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 76.0 0.0 0.1 3.2 10.1 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 15 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 2,044 : : Positions : : 1,172 1,011 258 25 36 0 0 0 144 604 53 : : : : Changes from: October 9, 2012 : : 181 52 14 0 36 0 0 0 19 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 49.5 12.6 1.2 1.8 0.0 0.0 0.0 7.0 29.5 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 656,448 : : Positions : : 215,091 178,587 64,078 118,041 93,401 54,938 31,366 50,861 12,699 23,034 142,950 : : : : Changes from: October 9, 2012 : : -4,275 3,972 3,029 88 332 -9,316 -1,121 -3,809 2,781 -1,168 8,852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 27.2 9.8 18.0 14.2 8.4 4.8 7.7 1.9 3.5 21.8 : : : : Number of Traders in Each Category Total Traders: 148 : : 42 38 12 17 26 18 14 20 17 25 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 2,553,356 : : Positions : : 387,659 406,742 149,168 402,769 677,988 218,600 52,322 310,501 158,128 54,509 568,441 : : : : Changes from: October 9, 2012 : : 33,911 33,662 -1,197 1,317 -5,609 5,286 11 -3,110 -6,174 -2,598 8,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 15.9 5.8 15.8 26.6 8.6 2.0 12.2 6.2 2.1 22.3 : : : : Number of Traders in Each Category Total Traders: 414 : : 53 54 20 28 45 82 42 77 97 66 144 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 191,833 : : Positions : : 82,203 75,403 1,841 23,139 17,508 7,201 29,964 21,474 46,582 7,064 14,006 : : : : Changes from: October 9, 2012 : : 10,282 3,784 -182 -450 3,175 -576 8,067 3,719 2,232 208 3,386 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 39.3 1.0 12.1 9.1 3.8 15.6 11.2 24.3 3.7 7.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 18 . 6 7 . 6 4 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 182,158 : : Positions : : 25,143 12,648 28,024 71,830 24,361 8,475 0 482 47,849 15,275 175 : : : : Changes from: October 9, 2012 : : -90 720 -298 0 248 0 0 0 796 156 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 6.9 15.4 39.4 13.4 4.7 0.0 0.3 26.3 8.4 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 4 8 5 11 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 68,569 : : Positions : : 5,363 5,977 3,909 11,458 28,767 6,857 1,091 5,641 2,505 688 12,791 : : : : Changes from: October 9, 2012 : : -61 48 342 -460 833 -620 53 -793 4 21 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 8.7 5.7 16.7 42.0 10.0 1.6 8.2 3.7 1.0 18.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 5 5 9 10 17 7 4 7 6 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 348,021 : : Positions : : 21,567 17,773 41,049 65,311 187,963 896 265 14,489 26,260 1,717 50,844 : : : : Changes from: October 9, 2012 : : 661 -170 -198 102 525 17 -420 161 -269 619 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 5.1 11.8 18.8 54.0 0.3 0.1 4.2 7.5 0.5 14.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 6 6 9 17 26 . . . 10 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 81,759 : : Positions : : 1,975 2,656 25,592 18,787 42,020 5,813 2,272 173 0 8,107 2,930 : : : : Changes from: October 9, 2012 : : 0 0 -990 -711 -2,803 -21 0 4 0 -475 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.4 3.2 31.3 23.0 51.4 7.1 2.8 0.2 0.0 9.9 3.6 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 11 8 16 . . . 0 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 36,731 : : Positions : : 2,370 1,550 7,208 8,495 21,056 2,366 1,837 300 500 701 500 : : : : Changes from: October 9, 2012 : : 0 350 757 715 319 91 -266 -623 0 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 4.2 19.6 23.1 57.3 6.4 5.0 0.8 1.4 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 9 4 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 62,561 : : Positions : : 6,904 9,115 18,144 8,172 12,879 0 201 736 0 3,741 1,515 : : : : Changes from: October 9, 2012 : : 325 125 739 229 -498 -444 201 444 0 195 1,041 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 14.6 29.0 13.1 20.6 0.0 0.3 1.2 0.0 6.0 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 6 8 . 10 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 38,620 : : Positions : : 3,484 2,684 4,328 3,346 9,765 785 1,782 3,736 3,539 5,028 8,939 : : : : Changes from: October 9, 2012 : : -45 7 312 -608 390 -60 444 -393 1,074 535 1,139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 6.9 11.2 8.7 25.3 2.0 4.6 9.7 9.2 13.0 23.1 : : : : Number of Traders in Each Category Total Traders: 38 : : . 4 . 9 12 5 4 5 6 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 8,787 : : Positions : : 204 0 640 4,403 2,842 3,928 211 143 458 676 10 : : : : Changes from: October 9, 2012 : : -38 0 -253 -488 -58 -355 -125 -128 13 -57 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 0.0 7.3 50.1 32.3 44.7 2.4 1.6 5.2 7.7 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : . 0 . 9 12 10 5 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 109,317 : : Positions : : 15,890 10,795 11,077 18,600 62,402 0 395 1,405 4,543 179 5,921 : : : : Changes from: October 9, 2012 : : 162 31 -171 608 720 0 135 -190 367 -66 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 9.9 10.1 17.0 57.1 0.0 0.4 1.3 4.2 0.2 5.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 6 6 7 10 17 0 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 300,538 : : Positions : : 68,368 181,121 30,275 5,469 18,903 89,729 5,806 23,688 21,984 30,716 21,243 : : : : Changes from: October 9, 2012 : : 1,498 3,966 2,152 -666 1,993 -311 23 1,179 56 -556 631 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 60.3 10.1 1.8 6.3 29.9 1.9 7.9 7.3 10.2 7.1 : : : : Number of Traders in Each Category Total Traders: 205 : : 58 72 15 5 14 65 10 31 15 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 22,413 : : Positions : : 10,220 16,673 572 131 279 938 0 270 6,494 81 1,134 : : : : Changes from: October 9, 2012 : : 175 147 0 -17 0 0 0 0 185 -75 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 74.4 2.6 0.6 1.2 4.2 0.0 1.2 29.0 0.4 5.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 8,581 : : Positions : : 4,394 5,985 1,826 300 1,696 150 0 0 350 465 135 : : : : Changes from: October 9, 2012 : : 0 102 102 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 69.7 21.3 3.5 19.8 1.7 0.0 0.0 4.1 5.4 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 8 5 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 13,221 : : Positions : : 4,301 4,160 7,342 438 1,187 0 1,950 0 102 5,032 289 : : : : Changes from: October 9, 2012 : : 295 460 309 0 -13 0 0 0 0 144 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 31.5 55.5 3.3 9.0 0.0 14.7 0.0 0.8 38.1 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 17 11 . 6 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 49,618 : : Positions : : 40,132 35,195 6,081 13,327 851 1,417 175 0 811 0 0 : : : : Changes from: October 9, 2012 : : 2,775 2,677 10 10 21 112 0 0 -290 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 70.9 12.3 26.9 1.7 2.9 0.4 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 22 10 5 7 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 10,965 : : Positions : : 8,750 8,903 1,230 1,475 437 0 150 0 338 0 0 : : : : Changes from: October 9, 2012 : : 775 1,000 207 -18 23 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 81.2 11.2 13.5 4.0 0.0 1.4 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 11,965 : : Positions : : 7,820 4,380 1,360 2,455 1,605 0 0 0 450 2,975 550 : : : : Changes from: October 9, 2012 : : 560 310 -575 425 435 0 0 0 0 -750 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 36.6 11.4 20.5 13.4 0.0 0.0 0.0 3.8 24.9 4.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 13 5 5 9 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 57,814 : : Positions : : 31,218 31,644 3,018 3,030 7,225 2,942 96 10,782 2,111 4,626 337 : : : : Changes from: October 9, 2012 : : 1,710 3,363 134 -260 670 50 96 450 192 -1,161 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 54.7 5.2 5.2 12.5 5.1 0.2 18.6 3.7 8.0 0.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 29 9 6 14 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 15,178 : : Positions : : 7,681 7,872 2,868 852 1,481 267 3,428 1,179 1,532 45 63 : : : : Changes from: October 9, 2012 : : 433 271 15 0 0 0 204 21 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 51.9 18.9 5.6 9.8 1.8 22.6 7.8 10.1 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 14 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 23,992 : : Positions : : 4,420 1,900 1,317 7,752 10,239 0 0 0 3,990 306 3,780 : : : : Changes from: October 9, 2012 : : 30 0 129 789 201 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 7.9 5.5 32.3 42.7 0.0 0.0 0.0 16.6 1.3 15.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 . . 6 9 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 28,667 : : Positions : : 20,594 15,338 773 5,695 852 4,597 2,650 0 271 0 325 : : : : Changes from: October 9, 2012 : : 1,127 1,454 -126 1,893 0 136 0 0 271 -166 166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 53.5 2.7 19.9 3.0 16.0 9.2 0.0 0.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 29, 2007