GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 44,627: 29,989 38,504 9,390 107 3,502 0 135 0 0 987 1,353: 393 39
Old : 44,627: 29,989 38,504 9,390 107 3,502 0 135 0 0 987 1,353: 393 39
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 1,333: 932 1,453 191 107 -161 0 -181 0 0 -229 365: 6 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 86.3 21.0 0.2 7.8 0.0 0.3 0.0 0.0 2.2 3.0: 0.9 0.1
Old : 100.0: 67.2 86.3 21.0 0.2 7.8 0.0 0.3 0.0 0.0 2.2 3.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 26 33 12 . 7 0 . 0 0 . .:
Old : 54: 26 33 12 . 7 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 35.8 61.6 54.4 21.3 15.2 30.7 24.2
Old : 40.4 35.8 61.6 54.4 21.3 15.2 30.7 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,096: 6,575 6,696 761 537 573 0 0 0 0 80 0: 187 210
Old : 8,096: 6,575 6,696 761 537 573 0 0 0 0 80 0: 187 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 824: 754 634 0 120 80 0 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 82.7 9.4 6.6 7.1 0.0 0.0 0.0 0.0 1.0 0.0: 2.3 2.6
Old : 100.0: 81.2 82.7 9.4 6.6 7.1 0.0 0.0 0.0 0.0 1.0 0.0: 2.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 20 . . . 0 0 0 0 . 0:
Old : 33: 18 20 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 47.2 78.8 74.2 56.7 39.4 66.9 60.8
Old : 61.0 47.2 78.8 74.2 56.7 39.4 66.9 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 16,507: 10,977 11,631 1,072 761 1,908 0 0 355 483 322 468: 1,244 1,062
Old : 16,507: 10,977 11,631 1,072 761 1,908 0 0 355 483 322 468: 1,244 1,062
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 1,953: 1,634 1,581 48 -6 119 0 0 57 11 77 103: -19 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 70.5 6.5 4.6 11.6 0.0 0.0 2.2 2.9 2.0 2.8: 7.5 6.4
Old : 100.0: 66.5 70.5 6.5 4.6 11.6 0.0 0.0 2.2 2.9 2.0 2.8: 7.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 30 7 6 13 0 0 . . . .:
Old : 50: 27 30 7 6 13 0 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 30.8 52.2 46.7 16.0 16.5 22.5 23.3
Old : 34.4 30.8 52.2 46.7 16.0 16.5 22.5 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 7,710: 4,418 5,003 726 189 1,178 96 0 0 260 213 390: 642 737
Old : 7,710: 4,418 5,003 726 189 1,178 96 0 0 260 213 390: 642 737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 493: 446 411 9 27 -7 0 0 0 69 -27 9: -33 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 64.9 9.4 2.5 15.3 1.2 0.0 0.0 3.4 2.8 5.1: 8.3 9.6
Old : 100.0: 57.3 64.9 9.4 2.5 15.3 1.2 0.0 0.0 3.4 2.8 5.1: 8.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 33 37 7 5 12 . 0 0 4 4 6:
Old : 59: 33 37 7 5 12 . 0 0 4 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 20.6 44.5 34.6 17.7 11.9 22.5 17.5
Old : 28.6 20.6 44.5 34.6 17.7 11.9 22.5 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 6,450: 4,815 5,271 446 95 590 0 0 0 0 0 0: 599 494
Old : 6,450: 4,815 5,271 446 95 590 0 0 0 0 0 0: 599 494
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 313: 163 174 37 71 72 0 0 0 0 0 0: 41 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 81.7 6.9 1.5 9.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.3 7.7
Old : 100.0: 74.7 81.7 6.9 1.5 9.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.3 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 16 . . 4 0 0 0 0 0 0:
Old : 21: 15 16 . . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 49.2 72.6 66.6 21.5 16.0 25.7 23.8
Old : 48.7 49.2 72.6 66.6 21.5 16.0 25.7 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 6,678: 4,239 4,585 833 218 902 105 0 0 0 638 43: 556 292
Old : 6,678: 4,239 4,585 833 218 902 105 0 0 0 638 43: 556 292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 451: 173 366 237 -88 120 0 0 0 0 20 24: -103 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 68.7 12.5 3.3 13.5 1.6 0.0 0.0 0.0 9.6 0.6: 8.3 4.4
Old : 100.0: 63.5 68.7 12.5 3.3 13.5 1.6 0.0 0.0 0.0 9.6 0.6: 8.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 20 8 . 8 . 0 0 0 . .:
Old : 33: 16 20 8 . 8 . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 37.0 58.2 56.1 15.2 18.4 22.2 27.6
Old : 37.9 37.0 58.2 56.1 15.2 18.4 22.2 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,480: 1,791 1,500 5 188 166 0 0 0 90 0 50: 378 576
Old : 2,480: 1,791 1,500 5 188 166 0 0 0 90 0 50: 378 576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 240: 186 180 5 -50 19 0 0 0 -5 0 45: -10 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 60.5 0.2 7.6 6.7 0.0 0.0 0.0 3.6 0.0 2.0: 15.2 23.2
Old : 100.0: 72.2 60.5 0.2 7.6 6.7 0.0 0.0 0.0 3.6 0.0 2.0: 15.2 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 15 . . . 0 0 0 . 0 .:
Old : 26: 17 15 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 42.2 65.9 60.6 33.3 26.9 42.8 34.0
Old : 50.2 42.2 65.9 60.6 33.3 26.9 42.8 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,137: 828 1,182 375 285 230 0 0 0 208 52 51: 445 337
Old : 2,137: 828 1,182 375 285 230 0 0 0 208 52 51: 445 337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 341: 213 242 -50 -8 89 0 0 0 31 0 0: 58 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 55.3 17.5 13.3 10.8 0.0 0.0 0.0 9.7 2.4 2.4: 20.8 15.8
Old : 100.0: 38.7 55.3 17.5 13.3 10.8 0.0 0.0 0.0 9.7 2.4 2.4: 20.8 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 14 4 . . 0 0 0 . . .:
Old : 25: 12 14 4 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 45.2 53.6 65.2 27.0 34.3 37.8 45.5
Old : 34.7 45.2 53.6 65.2 27.0 34.3 37.8 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 7,455: 5,362 7,200 1,808 75 150 0 0 0 0 0 0: 135 30
Old : 7,455: 5,362 7,200 1,808 75 150 0 0 0 0 0 0: 135 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 860: 540 860 350 0 0 0 0 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 96.6 24.3 1.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 0.4
Old : 100.0: 71.9 96.6 24.3 1.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 15 6 . . 0 0 0 0 0 0:
Old : 28: 16 15 6 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 64.3 72.4 86.0 37.7 54.0 53.3 61.4
Old : 52.6 64.3 72.4 86.0 37.7 54.0 53.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 100 METRIC TONS) :
: : Positions :
All : 9,475: 2,638 3,170 4,378 3,931 1,950 0 0 150 0 231 0: 359 43
Old : 9,475: 2,638 3,170 4,378 3,931 1,950 0 0 150 0 231 0: 359 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 312: 5 306 362 53 -53 0 0 0 0 0 0: -2 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 33.5 46.2 41.5 20.6 0.0 0.0 1.6 0.0 2.4 0.0: 3.8 0.5
Old : 100.0: 27.8 33.5 46.2 41.5 20.6 0.0 0.0 1.6 0.0 2.4 0.0: 3.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 6 5 7 8 10 0 0 . 0 . 0:
Old : 23: 6 5 7 8 10 0 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 54.2 81.4 74.3 53.6 45.1 57.6 56.8
Old : 61.6 54.2 81.4 74.3 53.6 45.1 57.6 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 23,113: 19,602 12,548 1,678 8,162 1,485 0 0 0 0 630 288: 60 0
Old : 23,113: 19,602 12,548 1,678 8,162 1,485 0 0 0 0 630 288: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 603: 375 120 0 -180 180 0 0 0 0 435 48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 54.3 7.3 35.3 6.4 0.0 0.0 0.0 0.0 2.7 1.2: 0.3 0.0
Old : 100.0: 84.8 54.3 7.3 35.3 6.4 0.0 0.0 0.0 0.0 2.7 1.2: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 16 . 8 6 0 0 0 0 . .:
Old : 33: 19 16 . 8 6 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 45.8 67.7 74.6 43.5 37.6 59.4 55.6
Old : 46.4 45.8 67.7 74.6 43.5 37.6 59.4 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 359,291: 113,833 211,447 41,761 13,328 22,545 48,631 10,908 27,392 9,910 7,513 44,544: 50,675 21,614
Old : 359,291: 113,833 211,447 41,761 13,328 22,545 48,631 10,908 27,392 9,910 7,513 44,544: 50,675 21,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 3,895: -2,818 9,825 -307 1,215 492 4,828 -5,509 316 -692 -877 1,084: 993 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 58.9 11.6 3.7 6.3 13.5 3.0 7.6 2.8 2.1 12.4: 14.1 6.0
Old : 100.0: 31.7 58.9 11.6 3.7 6.3 13.5 3.0 7.6 2.8 2.1 12.4: 14.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 170: 59 66 14 5 15 40 11 24 11 13 22:
Old : 170: 59 66 14 5 15 40 11 24 11 13 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 21.7 24.7 34.4 7.2 12.4 12.4 18.3
Old : 15.0 21.7 24.7 34.4 7.2 12.4 12.4 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 10,281: 4,340 7,015 56 684 328 711 0 50 2,588 282 1,665: 543 257
Old : 10,281: 4,340 7,015 56 684 328 711 0 50 2,588 282 1,665: 543 257
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -178: -280 -17 -5 -63 38 -415 0 0 396 -160 38: 50 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 68.2 0.5 6.7 3.2 6.9 0.0 0.5 25.2 2.7 16.2: 5.3 2.5
Old : 100.0: 42.2 68.2 0.5 6.7 3.2 6.9 0.0 0.5 25.2 2.7 16.2: 5.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 19 21 . . . 5 0 . 4 4 4:
Old : 40: 19 21 . . . 5 0 . 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 44.3 69.5 73.0 29.7 24.4 36.3 34.3
Old : 56.0 44.3 69.5 73.0 29.7 24.4 36.3 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 20,433: 17,067 16,160 93 497 462 1,227 81 115 693 2,228 455: 321 435
Old : 20,433: 17,067 16,160 93 497 462 1,227 81 115 693 2,228 455: 321 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 2,275: 2,230 1,915 10 35 29 -129 27 65 -16 131 122: -37 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 79.1 0.5 2.4 2.3 6.0 0.4 0.6 3.4 10.9 2.2: 1.6 2.1
Old : 100.0: 83.5 79.1 0.5 2.4 2.3 6.0 0.4 0.6 3.4 10.9 2.2: 1.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 32 38 . . . 4 . . 6 4 7:
Old : 64: 32 38 . . . 4 . . 6 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 36.0 52.9 55.3 23.2 29.8 38.2 36.7
Old : 33.0 36.0 52.9 55.3 23.2 29.8 38.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,122: 1,950 2,372 0 3 99 315 0 57 0 0 0: 701 591
Old : 3,122: 1,950 2,372 0 3 99 315 0 57 0 0 0: 701 591
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 161: 209 187 0 -19 9 56 0 -66 0 0 0: -47 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 76.0 0.0 0.1 3.2 10.1 0.0 1.8 0.0 0.0 0.0: 22.5 18.9
Old : 100.0: 62.5 76.0 0.0 0.1 3.2 10.1 0.0 1.8 0.0 0.0 0.0: 22.5 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 15 0 . . . 0 . 0 0 0:
Old : 20: 16 15 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 49.4 56.2 64.9 25.5 31.8 30.0 35.3
Old : 37.2 49.4 56.2 64.9 25.5 31.8 30.0 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,044: 1,172 1,011 258 25 36 0 0 0 144 604 53: 381 315
Old : 2,044: 1,172 1,011 258 25 36 0 0 0 144 604 53: 381 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 164: 181 52 14 0 36 0 0 0 19 0 5: -91 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 49.5 12.6 1.2 1.8 0.0 0.0 0.0 7.0 29.5 2.6: 18.6 15.4
Old : 100.0: 57.3 49.5 12.6 1.2 1.8 0.0 0.0 0.0 7.0 29.5 2.6: 18.6 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 16 . . . 0 0 0 . . .:
Old : 29: 20 16 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 48.3 49.4 62.8 27.5 44.4 38.9 51.4
Old : 32.8 48.3 49.4 62.8 27.5 44.4 38.9 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 656,448: 215,091 178,587 64,078 118,041 93,401 54,938 31,366 50,861 12,699 23,034 142,950: 22,428 18,208
Old : 656,448: 215,091 178,587 64,078 118,041 93,401 54,938 31,366 50,861 12,699 23,034 142,950: 22,428 18,208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 10,047: -4,275 3,972 3,029 88 332 -9,316 -1,121 -3,809 2,781 -1,168 8,852: 12,452 2,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 27.2 9.8 18.0 14.2 8.4 4.8 7.7 1.9 3.5 21.8: 3.4 2.8
Old : 100.0: 32.8 27.2 9.8 18.0 14.2 8.4 4.8 7.7 1.9 3.5 21.8: 3.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 148: 42 38 12 17 26 18 14 20 17 25 38:
Old : 148: 42 38 12 17 26 18 14 20 17 25 38:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 24.0 32.8 37.5 12.6 13.1 18.2 19.6
Old : 19.1 24.0 32.8 37.5 12.6 13.1 18.2 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,553,356: 387,659 406,742 149,168 402,769 677,988 218,600 52,322 310,501 158,128 54,509 568,441: 82,872 80,085
Old : 2,553,356: 387,659 406,742 149,168 402,769 677,988 218,600 52,322 310,501 158,128 54,509 568,441: 82,872 80,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 26,488: 33,911 33,662 -1,197 1,317 -5,609 5,286 11 -3,110 -6,174 -2,598 8,159: -4,778 -5,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.9 5.8 15.8 26.6 8.6 2.0 12.2 6.2 2.1 22.3: 3.2 3.1
Old : 100.0: 15.2 15.9 5.8 15.8 26.6 8.6 2.0 12.2 6.2 2.1 22.3: 3.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 414: 53 54 20 28 45 82 42 77 97 66 144:
Old : 414: 53 54 20 28 45 82 42 77 97 66 144:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 15.2 25.9 26.8 7.6 6.8 10.9 11.6
Old : 16.2 15.2 25.9 26.8 7.6 6.8 10.9 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 191,833: 82,203 75,403 1,841 23,139 17,508 7,201 29,964 21,474 46,582 7,064 14,006: 1,018 3,275
Old : 191,833: 82,203 75,403 1,841 23,139 17,508 7,201 29,964 21,474 46,582 7,064 14,006: 1,018 3,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 22,336: 10,282 3,784 -182 -450 3,175 -576 8,067 3,719 2,232 208 3,386: 301 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 39.3 1.0 12.1 9.1 3.8 15.6 11.2 24.3 3.7 7.3: 0.5 1.7
Old : 100.0: 42.9 39.3 1.0 12.1 9.1 3.8 15.6 11.2 24.3 3.7 7.3: 0.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 16 18 . 6 7 . 6 4 6 . 8:
Old : 43: 16 18 . 6 7 . 6 4 6 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 40.6 78.6 62.5 36.7 29.8 48.5 40.2
Old : 61.9 40.6 78.6 62.5 36.7 29.8 48.5 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 182,158: 25,143 12,648 28,024 71,830 24,361 8,475 0 482 47,849 15,275 175: 47,649 57,387
Old : 182,158: 25,143 12,648 28,024 71,830 24,361 8,475 0 482 47,849 15,275 175: 47,649 57,387
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 1,599: -90 720 -298 0 248 0 0 0 796 156 0: 943 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 6.9 15.4 39.4 13.4 4.7 0.0 0.3 26.3 8.4 0.1: 26.2 31.5
Old : 100.0: 13.8 6.9 15.4 39.4 13.4 4.7 0.0 0.3 26.3 8.4 0.1: 26.2 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 4 4 8 5 11 . 0 . . 4 .:
Old : 27: 4 4 8 5 11 . 0 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 37.7 58.0 50.9 41.8 37.4 54.4 47.5
Old : 41.9 37.7 58.0 50.9 41.8 37.4 54.4 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 68,569: 5,363 5,977 3,909 11,458 28,767 6,857 1,091 5,641 2,505 688 12,791: 2,736 2,157
Old : 68,569: 5,363 5,977 3,909 11,458 28,767 6,857 1,091 5,641 2,505 688 12,791: 2,736 2,157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -309: -61 48 342 -460 833 -620 53 -793 4 21 -74: 60 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.7 5.7 16.7 42.0 10.0 1.6 8.2 3.7 1.0 18.7: 4.0 3.1
Old : 100.0: 7.8 8.7 5.7 16.7 42.0 10.0 1.6 8.2 3.7 1.0 18.7: 4.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 5 5 9 10 17 7 4 7 6 7 12:
Old : 49: 5 5 9 10 17 7 4 7 6 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 41.4 56.5 66.3 14.3 14.4 17.5 18.5
Old : 37.9 41.4 56.5 66.3 14.3 14.4 17.5 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 348,021: 21,567 17,773 41,049 65,311 187,963 896 265 14,489 26,260 1,717 50,844: 4,952 9,660
Old : 348,021: 21,567 17,773 41,049 65,311 187,963 896 265 14,489 26,260 1,717 50,844: 4,952 9,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 781: 661 -170 -198 102 525 17 -420 161 -269 619 -63: -54 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.1 11.8 18.8 54.0 0.3 0.1 4.2 7.5 0.5 14.6: 1.4 2.8
Old : 100.0: 6.2 5.1 11.8 18.8 54.0 0.3 0.1 4.2 7.5 0.5 14.6: 1.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 6 6 9 17 26 . . . 10 . 13:
Old : 47: 6 6 9 17 26 . . . 10 . 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 27.4 55.1 46.4 11.0 9.8 16.8 14.8
Old : 35.7 27.4 55.1 46.4 11.0 9.8 16.8 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 81,759: 1,975 2,656 25,592 18,787 42,020 5,813 2,272 173 0 8,107 2,930: 3,256 4,814
Old : 81,759: 1,975 2,656 25,592 18,787 42,020 5,813 2,272 173 0 8,107 2,930: 3,256 4,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -3,213: 0 0 -990 -711 -2,803 -21 0 4 0 -475 225: 372 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.2 31.3 23.0 51.4 7.1 2.8 0.2 0.0 9.9 3.6: 4.0 5.9
Old : 100.0: 2.4 3.2 31.3 23.0 51.4 7.1 2.8 0.2 0.0 9.9 3.6: 4.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: . . 11 8 16 . . . 0 4 5:
Old : 33: . . 11 8 16 . . . 0 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 41.3 70.2 65.0 26.2 24.9 34.5 31.2
Old : 46.6 41.3 70.2 65.0 26.2 24.9 34.5 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 36,731: 2,370 1,550 7,208 8,495 21,056 2,366 1,837 300 500 701 500: 2,431 2,292
Old : 36,731: 2,370 1,550 7,208 8,495 21,056 2,366 1,837 300 500 701 500: 2,431 2,292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 10: 0 350 757 715 319 91 -266 -623 0 0 -250: -284 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.2 19.6 23.1 57.3 6.4 5.0 0.8 1.4 1.9 1.4: 6.6 6.2
Old : 100.0: 6.5 4.2 19.6 23.1 57.3 6.4 5.0 0.8 1.4 1.9 1.4: 6.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: . . 9 4 13 . . . . . .:
Old : 24: . . 9 4 13 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 51.0 67.7 72.7 21.8 26.5 29.6 33.0
Old : 42.7 51.0 67.7 72.7 21.8 26.5 29.6 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 62,561: 6,904 9,115 18,144 8,172 12,879 0 201 736 0 3,741 1,515: 22,383 26,202
Old : 62,561: 6,904 9,115 18,144 8,172 12,879 0 201 736 0 3,741 1,515: 22,383 26,202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 941: 325 125 739 229 -498 -444 201 444 0 195 1,041: -666 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.6 29.0 13.1 20.6 0.0 0.3 1.2 0.0 6.0 2.4: 35.8 41.9
Old : 100.0: 11.0 14.6 29.0 13.1 20.6 0.0 0.3 1.2 0.0 6.0 2.4: 35.8 41.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 4 6 8 . 10 0 . . 0 4 .:
Old : 22: 4 6 8 . 10 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 28.9 52.5 43.0 26.8 22.7 35.7 30.4
Old : 34.7 28.9 52.5 43.0 26.8 22.7 35.7 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 38,620: 3,484 2,684 4,328 3,346 9,765 785 1,782 3,736 3,539 5,028 8,939: 4,044 3,341
Old : 38,620: 3,484 2,684 4,328 3,346 9,765 785 1,782 3,736 3,539 5,028 8,939: 4,044 3,341
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 1,534: -45 7 312 -608 390 -60 444 -393 1,074 535 1,139: -882 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.9 11.2 8.7 25.3 2.0 4.6 9.7 9.2 13.0 23.1: 10.5 8.7
Old : 100.0: 9.0 6.9 11.2 8.7 25.3 2.0 4.6 9.7 9.2 13.0 23.1: 10.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: . 4 . 9 12 5 4 5 6 6 11:
Old : 38: . 4 . 9 12 5 4 5 6 6 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 35.2 58.4 56.6 21.5 19.4 27.2 25.6
Old : 42.0 35.2 58.4 56.6 21.5 19.4 27.2 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,787: 204 0 640 4,403 2,842 3,928 211 143 458 676 10: 560 501
Old : 8,787: 204 0 640 4,403 2,842 3,928 211 143 458 676 10: 560 501
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -885: -38 0 -253 -488 -58 -355 -125 -128 13 -57 -22: -45 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 7.3 50.1 32.3 44.7 2.4 1.6 5.2 7.7 0.1: 6.4 5.7
Old : 100.0: 2.3 0.0 7.3 50.1 32.3 44.7 2.4 1.6 5.2 7.7 0.1: 6.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: . 0 . 9 12 10 5 6 . . .:
Old : 34: . 0 . 9 12 10 5 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 64.4 61.5 80.7 30.8 45.8 47.9 56.0
Old : 41.4 64.4 61.5 80.7 30.8 45.8 47.9 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 109,317: 15,890 10,795 11,077 18,600 62,402 0 395 1,405 4,543 179 5,921: 8,081 9,620
Old : 109,317: 15,890 10,795 11,077 18,600 62,402 0 395 1,405 4,543 179 5,921: 8,081 9,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 1,373: 162 31 -171 608 720 0 135 -190 367 -66 -48: 533 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.9 10.1 17.0 57.1 0.0 0.4 1.3 4.2 0.2 5.4: 7.4 8.8
Old : 100.0: 14.5 9.9 10.1 17.0 57.1 0.0 0.4 1.3 4.2 0.2 5.4: 7.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 6 6 7 10 17 0 . . 5 . 6:
Old : 30: 6 6 7 10 17 0 . . 5 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 38.6 55.8 60.1 10.3 12.9 16.1 17.8
Old : 35.7 38.6 55.8 60.1 10.3 12.9 16.1 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 300,538: 68,368 181,121 30,275 5,469 18,903 89,729 5,806 23,688 21,984 30,716 21,243: 26,347 13,592
Old : 300,538: 68,368 181,121 30,275 5,469 18,903 89,729 5,806 23,688 21,984 30,716 21,243: 26,347 13,592
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 6,733: 1,498 3,966 2,152 -666 1,993 -311 23 1,179 56 -556 631: -465 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 60.3 10.1 1.8 6.3 29.9 1.9 7.9 7.3 10.2 7.1: 8.8 4.5
Old : 100.0: 22.7 60.3 10.1 1.8 6.3 29.9 1.9 7.9 7.3 10.2 7.1: 8.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 205: 58 72 15 5 14 65 10 31 15 12 22:
Old : 205: 58 72 15 5 14 65 10 31 15 12 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 18.4 25.1 30.1 10.9 14.2 18.1 23.5
Old : 16.2 18.4 25.1 30.1 10.9 14.2 18.1 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 22,413: 10,220 16,673 572 131 279 938 0 270 6,494 81 1,134: 2,506 3,845
Old : 22,413: 10,220 16,673 572 131 279 938 0 270 6,494 81 1,134: 2,506 3,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 753: 175 147 0 -17 0 0 0 0 185 -75 105: 288 593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 74.4 2.6 0.6 1.2 4.2 0.0 1.2 29.0 0.4 5.1: 11.2 17.2
Old : 100.0: 45.6 74.4 2.6 0.6 1.2 4.2 0.0 1.2 29.0 0.4 5.1: 11.2 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 18 . . . . 0 . . . .:
Old : 26: 13 18 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 44.2 72.5 62.0 52.4 43.3 65.1 57.4
Old : 56.3 44.2 72.5 62.0 52.4 43.3 65.1 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,581: 4,394 5,985 1,826 300 1,696 150 0 0 350 465 135: 30 0
Old : 8,581: 4,394 5,985 1,826 300 1,696 150 0 0 350 465 135: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 102: 0 102 102 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 69.7 21.3 3.5 19.8 1.7 0.0 0.0 4.1 5.4 1.6: 0.3 0.0
Old : 100.0: 51.2 69.7 21.3 3.5 19.8 1.7 0.0 0.0 4.1 5.4 1.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 4 8 5 . . . 0 0 . . .:
Old : 21: 4 8 5 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 77.6 89.5 95.8 59.6 65.7 69.2 73.0
Old : 70.1 77.6 89.5 95.8 59.6 65.7 69.2 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,221: 4,301 4,160 7,342 438 1,187 0 1,950 0 102 5,032 289: 0 165
Old : 13,221: 4,301 4,160 7,342 438 1,187 0 1,950 0 102 5,032 289: 0 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 591: 295 460 309 0 -13 0 0 0 0 144 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 31.5 55.5 3.3 9.0 0.0 14.7 0.0 0.8 38.1 2.2: 0.0 1.2
Old : 100.0: 32.5 31.5 55.5 3.3 9.0 0.0 14.7 0.0 0.8 38.1 2.2: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 17 11 . 6 0 . 0 . 4 .:
Old : 41: 20 17 11 . 6 0 . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 58.8 63.9 75.4 44.6 55.6 57.5 68.5
Old : 47.8 58.8 63.9 75.4 44.6 55.6 57.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 49,618: 40,132 35,195 6,081 13,327 851 1,417 175 0 811 0 0: 326 70
Old : 49,618: 40,132 35,195 6,081 13,327 851 1,417 175 0 811 0 0: 326 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 2,748: 2,775 2,677 10 10 21 112 0 0 -290 0 0: 120 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 70.9 12.3 26.9 1.7 2.9 0.4 0.0 1.6 0.0 0.0: 0.7 0.1
Old : 100.0: 80.9 70.9 12.3 26.9 1.7 2.9 0.4 0.0 1.6 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 32 22 10 5 7 . . 0 4 0 0:
Old : 57: 32 22 10 5 7 . . 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 49.5 68.4 74.7 28.6 38.9 39.2 50.1
Old : 52.8 49.5 68.4 74.7 28.6 38.9 39.2 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,965: 8,750 8,903 1,230 1,475 437 0 150 0 338 0 0: 210 0
Old : 10,965: 8,750 8,903 1,230 1,475 437 0 150 0 338 0 0: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 1,005: 775 1,000 207 -18 23 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 81.2 11.2 13.5 4.0 0.0 1.4 0.0 3.1 0.0 0.0: 1.9 0.0
Old : 100.0: 79.8 81.2 11.2 13.5 4.0 0.0 1.4 0.0 3.1 0.0 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 11 . . . 0 . 0 . 0 0:
Old : 27: 13 11 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 73.0 77.8 89.9 52.3 63.6 69.9 79.8
Old : 56.7 73.0 77.8 89.9 52.3 63.6 69.9 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 11,965: 7,820 4,380 1,360 2,455 1,605 0 0 0 450 2,975 550: 180 0
Old : 11,965: 7,820 4,380 1,360 2,455 1,605 0 0 0 450 2,975 550: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 820: 560 310 -575 425 435 0 0 0 0 -750 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 36.6 11.4 20.5 13.4 0.0 0.0 0.0 3.8 24.9 4.6: 1.5 0.0
Old : 100.0: 65.4 36.6 11.4 20.5 13.4 0.0 0.0 0.0 3.8 24.9 4.6: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 13 5 5 9 0 0 0 . 4 .:
Old : 37: 16 13 5 5 9 0 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 57.0 73.9 77.0 49.5 51.6 57.5 64.9
Old : 60.5 57.0 73.9 77.0 49.5 51.6 57.5 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 57,814: 31,218 31,644 3,018 3,030 7,225 2,942 96 10,782 2,111 4,626 337: 181 74
Old : 57,814: 31,218 31,644 3,018 3,030 7,225 2,942 96 10,782 2,111 4,626 337: 181 74
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 3,154: 1,710 3,363 134 -260 670 50 96 450 192 -1,161 -32: -20 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 54.7 5.2 5.2 12.5 5.1 0.2 18.6 3.7 8.0 0.6: 0.3 0.1
Old : 100.0: 54.0 54.7 5.2 5.2 12.5 5.1 0.2 18.6 3.7 8.0 0.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 32 29 9 6 14 . . . 5 . .:
Old : 63: 32 29 9 6 14 . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 48.2 58.3 66.3 19.1 24.8 28.2 30.1
Old : 40.7 48.2 58.3 66.3 19.1 24.8 28.2 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 15,178: 7,681 7,872 2,868 852 1,481 267 3,428 1,179 1,532 45 63: 107 258
Old : 15,178: 7,681 7,872 2,868 852 1,481 267 3,428 1,179 1,532 45 63: 107 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 514: 433 271 15 0 0 0 204 21 45 0 0: 0 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 51.9 18.9 5.6 9.8 1.8 22.6 7.8 10.1 0.3 0.4: 0.7 1.7
Old : 100.0: 50.6 51.9 18.9 5.6 9.8 1.8 22.6 7.8 10.1 0.3 0.4: 0.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 14 5 . 5 . . . . . .:
Old : 36: 16 14 5 . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 53.7 68.4 75.9 41.9 42.4 54.6 55.5
Old : 44.7 53.7 68.4 75.9 41.9 42.4 54.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 23,992: 4,420 1,900 1,317 7,752 10,239 0 0 0 3,990 306 3,780: 246 15
Old : 23,992: 4,420 1,900 1,317 7,752 10,239 0 0 0 3,990 306 3,780: 246 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 990: 30 0 129 789 201 0 0 0 600 0 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.9 5.5 32.3 42.7 0.0 0.0 0.0 16.6 1.3 15.8: 1.0 0.1
Old : 100.0: 18.4 7.9 5.5 32.3 42.7 0.0 0.0 0.0 16.6 1.3 15.8: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 4 . . 6 9 0 0 0 . . 5:
Old : 20: 4 . . 6 9 0 0 0 . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 64.9 80.3 85.6 27.3 29.3 33.0 34.0
Old : 57.1 64.9 80.3 85.6 27.3 29.3 33.0 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 28,667: 20,594 15,338 773 5,695 852 4,597 2,650 0 271 0 325: 1,255 3,807
Old : 28,667: 20,594 15,338 773 5,695 852 4,597 2,650 0 271 0 325: 1,255 3,807
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 1,651: 1,127 1,454 -126 1,893 0 136 0 0 271 -166 166: 77 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 53.5 2.7 19.9 3.0 16.0 9.2 0.0 0.9 0.0 1.1: 4.4 13.3
Old : 100.0: 71.8 53.5 2.7 19.9 3.0 16.0 9.2 0.0 0.9 0.0 1.1: 4.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 17 . . . . . 0 . 0 .:
Old : 29: 14 17 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 31.9 74.7 56.2 55.8 31.9 66.9 56.2
Old : 58.2 31.9 74.7 56.2 55.8 31.9 66.9 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007