Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 38,682 : : Positions : : 26,211 31,461 5,880 1,181 5,059 0 0 0 1,501 599 2 : : : : Changes from: August 30, 2011 : : -5,564 -8,863 -2,455 70 -521 0 0 0 -1,070 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 81.3 15.2 3.1 13.1 0.0 0.0 0.0 3.9 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 32 10 6 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 8,049 : : Positions : : 5,831 6,430 1,677 1,116 346 0 0 0 0 0 0 : : : : Changes from: August 30, 2011 : : -2,114 -2,378 -489 -235 -136 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 79.9 20.8 13.9 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 22 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,269 : : Positions : : 5,341 5,804 1,000 340 1,429 0 0 0 121 245 238 : : : : Changes from: August 30, 2011 : : -521 -633 -161 -138 -181 0 0 0 -56 2 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 62.6 10.8 3.7 15.4 0.0 0.0 0.0 1.3 2.6 2.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 5 6 11 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,497 : : Positions : : 3,302 4,720 1,242 102 819 0 0 0 469 102 110 : : : : Changes from: August 30, 2011 : : -1,303 -1,044 314 23 -351 0 0 0 -189 52 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 72.6 19.1 1.6 12.6 0.0 0.0 0.0 7.2 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 37 11 4 13 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,563 : : Positions : : 2,008 1,604 288 120 362 0 0 0 15 0 48 : : : : Changes from: August 30, 2011 : : -254 -139 19 -80 -27 0 0 0 11 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 45.0 8.1 3.4 10.2 0.0 0.0 0.0 0.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,410 : : Positions : : 1,143 1,467 48 270 333 0 0 0 325 55 34 : : : : Changes from: August 30, 2011 : : -40 -266 -7 -46 4 0 0 0 -200 -35 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 60.9 2.0 11.2 13.8 0.0 0.0 0.0 13.5 2.3 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,836 : : Positions : : 785 1,132 449 124 233 0 0 0 0 90 20 : : : : Changes from: August 30, 2011 : : -12 -168 85 72 -194 0 0 0 -63 40 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 61.7 24.5 6.8 12.7 0.0 0.0 0.0 0.0 4.9 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 5 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 7,721 : : Positions : : 5,528 6,718 1,582 180 531 0 0 0 0 0 0 : : : : Changes from: August 30, 2011 : : -646 -2,083 -1,387 35 -110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.0 20.5 2.3 6.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 6 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 18,700 : : Positions : : 13,623 13,806 2,166 592 2,891 0 0 0 0 1,391 20 : : : : Changes from: August 30, 2011 : : -5,491 -2,898 627 112 -546 0 0 0 0 -2,078 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 73.8 11.6 3.2 15.5 0.0 0.0 0.0 0.0 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 13 7 5 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 368,345 : : Positions : : 129,325 216,698 60,557 11,413 26,959 41,704 10,806 19,910 8,768 17,128 41,022 : : : : Changes from: August 30, 2011 : : -4,147 -2,524 -517 564 523 2,064 2,925 1,768 1,595 -427 1,052 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 58.8 16.4 3.1 7.3 11.3 2.9 5.4 2.4 4.7 11.1 : : : : Number of Traders in Each Category Total Traders: 165 : : 49 69 16 5 16 33 10 19 11 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 88,666 : : Positions : : 27,979 36,015 10,975 975 20,097 0 0 0 144 3,883 25,378 : : : : Changes from: August 30, 2011 : : -7,081 -8,290 -2,397 131 -2,325 0 0 0 102 -1,442 -3,936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 40.6 12.4 1.1 22.7 0.0 0.0 0.0 0.2 4.4 28.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 4 5 4 9 0 0 0 . 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 11,693 : : Positions : : 7,000 6,537 2,555 2,942 1,393 300 0 0 155 524 140 : : : : Changes from: August 30, 2011 : : -3,932 -2,902 542 -664 -838 0 0 0 -432 -256 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 55.9 21.9 25.2 11.9 2.6 0.0 0.0 1.3 4.5 1.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 25 7 5 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,017 : : Positions : : 5,060 4,280 855 1,017 295 186 480 120 450 706 44 : : : : Changes from: August 30, 2011 : : -540 -50 5 -328 -53 0 -100 0 0 -55 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 61.0 12.2 14.5 4.2 2.7 6.8 1.7 6.4 10.1 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 11 6 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,514 : : Positions : : 8,047 7,445 1 999 105 738 0 148 314 865 649 : : : : Changes from: August 30, 2011 : : 177 246 -5 -7 27 110 0 17 -1 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 70.8 0.0 9.5 1.0 7.0 0.0 1.4 3.0 8.2 6.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 15,262 : : Positions : : 14,526 13,409 0 421 172 100 0 0 95 889 73 : : : : Changes from: August 30, 2011 : : -3,982 -3,090 0 -803 -67 100 0 0 -73 -61 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 87.9 0.0 2.8 1.1 0.7 0.0 0.0 0.6 5.8 0.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 37 35 0 . . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 513,177 : : Positions : : 152,037 163,150 48,298 63,496 107,718 32,186 17,524 33,871 14,001 11,835 94,819 : : : : Changes from: August 30, 2011 : : 7,227 -5,880 2,014 -1,267 7,402 -2,499 5,688 -583 -1,261 6,606 8,144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 31.8 9.4 12.4 21.0 6.3 3.4 6.6 2.7 2.3 18.5 : : : : Number of Traders in Each Category Total Traders: 135 : : 39 38 14 17 27 14 11 17 18 13 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,779,575 : : Positions : : 383,901 564,061 217,940 260,600 795,750 221,269 65,432 332,290 117,893 62,313 627,154 : : : : Changes from: August 30, 2011 : : 5,788 8,682 -2,558 6,994 7,428 225 6,005 3,428 18,690 2,102 13,189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 20.3 7.8 9.4 28.6 8.0 2.4 12.0 4.2 2.2 22.6 : : : : Number of Traders in Each Category Total Traders: 382 : : 51 57 26 22 43 80 51 92 76 56 113 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 302,817 : : Positions : : 85,038 163,350 15,750 46,980 24,275 0 28,635 12,802 141,349 1,028 20,185 : : : : Changes from: August 30, 2011 : : -879 -12,839 -1,322 -2,088 193 0 48 110 -13,961 -1,263 -378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 53.9 5.2 15.5 8.0 0.0 9.5 4.2 46.7 0.3 6.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 17 17 . 7 8 0 12 9 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 206,435 : : Positions : : 41,891 28,284 44,587 82,366 27,334 1,293 0 40 51,973 18,423 5,100 : : : : Changes from: August 30, 2011 : : -2,764 -3,504 -4,351 -4,140 1,706 -70 0 0 -2,505 -575 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 13.7 21.6 39.9 13.2 0.6 0.0 0.0 25.2 8.9 2.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 5 6 9 7 13 . 0 . 7 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 116,401 : : Positions : : 11,423 13,053 7,516 21,098 52,773 12,751 2,906 13,253 4,694 28 10,470 : : : : Changes from: August 30, 2011 : : -640 -608 -919 -2,287 -1,176 -1,614 364 -542 628 -152 -378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 11.2 6.5 18.1 45.3 11.0 2.5 11.4 4.0 0.0 9.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 6 6 9 12 19 12 4 11 14 . 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 515,055 : : Positions : : 78,922 66,090 43,486 80,817 251,747 0 984 17,792 28,723 4,084 78,533 : : : : Changes from: August 30, 2011 : : -4,832 -4,591 -4,839 -1,749 -9,906 0 104 -1,214 2,522 -765 -7,019 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 12.8 8.4 15.7 48.9 0.0 0.2 3.5 5.6 0.8 15.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 10 17 27 0 . . 10 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 17,726 : : Positions : : 10,444 10,124 3,195 2,927 3,626 38 425 75 200 401 148 : : : : Changes from: August 30, 2011 : : -2,140 -4,100 -1,282 1,355 -1,438 38 5 -75 50 -606 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 57.1 18.0 16.5 20.5 0.2 2.4 0.4 1.1 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 24 6 7 9 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 78,863 : : Positions : : 9,904 3,749 35,199 24,078 18,932 3,155 9,464 8,400 0 8,766 900 : : : : Changes from: August 30, 2011 : : 0 0 70 103 115 118 15 220 0 482 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 4.8 44.6 30.5 24.0 4.0 12.0 10.7 0.0 11.1 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 5 4 11 10 17 5 5 9 0 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 36,022 : : Positions : : 1,439 3,427 15,350 11,491 10,185 2,554 2,075 2,149 0 2,885 931 : : : : Changes from: August 30, 2011 : : 0 0 602 1,332 -862 195 462 -145 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.5 42.6 31.9 28.3 7.1 5.8 6.0 0.0 8.0 2.6 : : : : Number of Traders in Each Category Total Traders: 25 : : . 4 8 6 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 13,435 : : Positions : : 3,860 2,230 4,115 7,570 3,410 2,050 0 0 0 150 0 : : : : Changes from: August 30, 2011 : : -745 -700 -95 -90 -695 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 16.6 30.6 56.3 25.4 15.3 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 7 6 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 23,535 : : Positions : : 2,962 2,851 1,551 2,694 6,089 3,012 2,115 3,315 563 43 2,247 : : : : Changes from: August 30, 2011 : : 1,557 530 -13 -39 -64 5 954 71 335 12 928 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 12.1 6.6 11.4 25.9 12.8 9.0 14.1 2.4 0.2 9.5 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 6 . 8 4 . 7 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 26,081 : : Positions : : 745 1,210 3,653 2,839 16,308 2,474 1,451 1,313 69 1,521 572 : : : : Changes from: August 30, 2011 : : 31 -35 298 -32 1,185 49 -34 -254 -23 375 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 4.6 14.0 10.9 62.5 9.5 5.6 5.0 0.3 5.8 2.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 4 5 9 8 15 4 8 7 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 87,593 : : Positions : : 7,106 8,711 11,131 12,466 41,018 3,977 0 3,888 2,406 1,402 5,474 : : : : Changes from: August 30, 2011 : : 203 -1,858 -364 -1,640 -1,444 -1,442 0 -294 -766 -180 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 9.9 12.7 14.2 46.8 4.5 0.0 4.4 2.7 1.6 6.2 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 7 9 15 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 286,088 : : Positions : : 99,032 179,584 28,189 10,626 20,794 66,657 7,781 19,761 13,959 18,123 16,730 : : : : Changes from: August 30, 2011 : : 3,297 8,023 416 1,232 150 5,637 -974 83 672 4,204 -983 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 62.8 9.9 3.7 7.3 23.3 2.7 6.9 4.9 6.3 5.8 : : : : Number of Traders in Each Category Total Traders: 192 : : 50 67 16 6 18 59 9 31 15 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,743 : : Positions : : 5,770 18,020 1,066 152 387 3,558 0 0 6,983 0 79 : : : : Changes from: August 30, 2011 : : -1,430 -2,583 -174 142 -142 115 0 0 423 0 -159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 75.9 4.5 0.6 1.6 15.0 0.0 0.0 29.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 24,710 : : Positions : : 23,653 15,097 0 8,818 0 0 0 0 0 0 0 : : : : Changes from: August 30, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 61.1 0.0 35.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 5 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 4,577 : : Positions : : 2,990 2,909 381 511 907 0 0 0 214 250 0 : : : : Changes from: August 30, 2011 : : 10 -435 -462 -232 -8 0 0 0 -50 250 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 63.6 8.3 11.2 19.8 0.0 0.0 0.0 4.7 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 5 4 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 49,504 : : Positions : : 38,166 28,082 5,980 17,498 3,486 500 0 0 0 0 0 : : : : Changes from: August 30, 2011 : : -4,758 -7,702 -2,406 750 -1,212 0 -25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 56.7 12.1 35.3 7.0 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 25 6 8 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 17,797 : : Positions : : 13,723 13,657 3,529 3,690 425 0 0 0 0 0 0 : : : : Changes from: August 30, 2011 : : -1,234 -2,466 -1,167 40 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 76.7 19.8 20.7 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 4,338 : : Positions : : 3,360 1,455 723 445 205 0 108 0 0 2,075 50 : : : : Changes from: August 30, 2011 : : -965 -250 -648 250 -150 0 -88 0 -50 -1,575 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 33.5 16.7 10.3 4.7 0.0 2.5 0.0 0.0 47.8 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 9 7 4 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 7,716 : : Positions : : 3,727 4,830 1,828 1,301 1,347 78 0 0 400 0 120 : : : : Changes from: August 30, 2011 : : -1,261 -2,463 -522 -396 -131 -63 0 0 -990 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 62.6 23.7 16.9 17.5 1.0 0.0 0.0 5.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 12 8 4 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 19,354 : : Positions : : 11,971 9,033 3,477 4,141 2,436 50 2,104 40 910 1,100 440 : : : : Changes from: August 30, 2011 : : -663 -243 292 -145 -1,401 -50 40 -40 -70 -206 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 46.7 18.0 21.4 12.6 0.3 10.9 0.2 4.7 5.7 2.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 26 24 8 11 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,662 : : Positions : : 8,348 7,632 21 3,468 171 2,623 0 108 0 19 201 : : : : Changes from: August 30, 2011 : : -1,746 -2,079 21 -625 -21 -950 0 108 -106 19 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 65.4 0.2 29.7 1.5 22.5 0.0 0.9 0.0 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . 6 . 5 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 26,448 : : Positions : : 6,858 14,829 4,571 5,086 4,061 2,819 0 195 6,778 883 610 : : : : Changes from: August 30, 2011 : : -385 -1,838 52 352 -1,103 -589 -105 -125 -684 -165 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 56.1 17.3 19.2 15.4 10.7 0.0 0.7 25.6 3.3 2.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 15 16 9 8 12 4 0 4 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : 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 13,484 : : Positions : : 8,084 9,531 0 1,949 9 1,770 0 42 0 0 0 : : : : Changes from: August 30, 2011 : : -112 -576 0 -805 0 -270 0 0 -803 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 70.7 0.0 14.5 0.1 13.1 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 17 0 4 . . 0 . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 9, 2011