Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 41,964 : : Positions : : 27,480 33,215 9,478 777 3,733 0 0 0 1,107 4,179 18 : : : : Changes from: October 12, 2010 : : 878 1,493 37 -252 571 0 0 0 0 -274 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 79.2 22.6 1.9 8.9 0.0 0.0 0.0 2.6 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 35 10 5 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 30,327 : : Positions : : 23,556 21,069 3,481 6,616 2,422 0 0 0 781 0 0 : : : : Changes from: October 12, 2010 : : 1,830 1,212 -473 0 220 0 0 0 -145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 69.5 11.5 21.8 8.0 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 27 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 6,019 : : Positions : : 2,200 4,286 1,704 0 248 0 0 0 122 216 79 : : : : Changes from: October 12, 2010 : : 49 238 96 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 71.2 28.3 0.0 4.1 0.0 0.0 0.0 2.0 3.6 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 8,806 : : Positions : : 3,836 4,392 497 917 1,945 0 0 0 892 215 114 : : : : Changes from: October 12, 2010 : : 42 154 -1 -112 178 0 0 0 -33 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 49.9 5.6 10.4 22.1 0.0 0.0 0.0 10.1 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 24 6 8 15 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,435 : : Positions : : 4,025 5,606 1,418 13 684 0 0 0 551 375 243 : : : : Changes from: October 12, 2010 : : 177 289 -26 5 114 0 0 0 74 -25 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 75.4 19.1 0.2 9.2 0.0 0.0 0.0 7.4 5.0 3.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 40 13 . 14 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 2,342 : : Positions : : 883 744 259 652 286 135 0 0 34 0 45 : : : : Changes from: October 12, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 31.8 11.1 27.8 12.2 5.8 0.0 0.0 1.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 4 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,704 : : Positions : : 1,035 776 206 187 160 0 0 0 0 50 0 : : : : Changes from: October 12, 2010 : : 59 -5 0 15 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 45.5 12.1 11.0 9.4 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 1,800 : : Positions : : 565 1,052 452 19 165 0 0 0 45 35 85 : : : : Changes from: October 12, 2010 : : 6 -115 -94 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 58.4 25.1 1.1 9.2 0.0 0.0 0.0 2.5 1.9 4.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 15,911 : : Positions : : 9,038 14,307 5,391 247 812 0 0 0 0 100 300 : : : : Changes from: October 12, 2010 : : 1,037 2,062 925 -125 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 89.9 33.9 1.6 5.1 0.0 0.0 0.0 0.0 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 14 8 . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 435,373 : : Positions : : 124,378 259,501 87,613 3,067 29,577 48,030 9,137 38,818 9,232 15,221 51,926 : : : : Changes from: October 12, 2010 : : 1,438 -5,738 809 -258 -360 -6,701 781 1,185 -25 1,155 1,489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 59.6 20.1 0.7 6.8 11.0 2.1 8.9 2.1 3.5 11.9 : : : : Number of Traders in Each Category Total Traders: 171 : : 54 69 19 4 20 31 12 23 10 20 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 17,875 : : Positions : : 12,524 11,973 2,130 1,835 2,321 50 0 100 113 994 637 : : : : Changes from: October 12, 2010 : : 475 425 75 175 -100 0 0 0 100 50 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 67.0 11.9 10.3 13.0 0.3 0.0 0.6 0.6 5.6 3.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 29 38 8 8 11 . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 9,551 : : Positions : : 3,835 3,951 1,441 3,031 2,059 50 0 0 1,770 0 75 : : : : Changes from: October 12, 2010 : : 0 0 0 150 -150 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 41.4 15.1 31.7 21.6 0.5 0.0 0.0 18.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 7 8 9 6 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 4,110 : : Positions : : 2,100 1,264 259 395 335 0 0 0 158 234 214 : : : : Changes from: October 12, 2010 : : 40 -1 1 3 16 0 0 0 5 -11 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 30.8 6.3 9.6 8.2 0.0 0.0 0.0 3.8 5.7 5.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 9,176 : : Positions : : 7,134 6,501 86 478 210 712 199 182 135 992 427 : : : : Changes from: October 12, 2010 : : -657 -402 0 -31 59 25 101 -3 0 -287 271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 70.8 0.9 5.2 2.3 7.8 2.2 2.0 1.5 10.8 4.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 6,289 : : Positions : : 5,915 3,973 116 795 86 0 0 0 0 1,244 0 : : : : Changes from: October 12, 2010 : : 665 526 51 73 19 0 0 0 -46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 63.2 1.8 12.6 1.4 0.0 0.0 0.0 0.0 19.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 2,931 : : Positions : : 2,811 2,671 60 255 0 0 0 0 0 0 0 : : : : Changes from: October 12, 2010 : : 95 94 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 91.1 2.0 8.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,447 : : Positions : : 1,666 1,665 35 197 50 0 0 0 42 0 15 : : : : Changes from: October 12, 2010 : : 3 -29 -8 17 -7 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 68.0 1.4 8.1 2.0 0.0 0.0 0.0 1.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 19 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 557,000 : : Positions : : 139,807 198,845 83,515 55,406 112,553 30,211 24,134 47,914 27,849 3,920 99,258 : : : : Changes from: October 12, 2010 : : -166 -8,073 -14,056 -1,787 1,862 861 1,863 -95 5,557 -2,189 -13,188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 35.7 15.0 9.9 20.2 5.4 4.3 8.6 5.0 0.7 17.8 : : : : Number of Traders in Each Category Total Traders: 131 : : 34 37 13 19 26 10 15 16 23 11 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 2,762,355 : : Positions : : 412,960 553,199 195,463 265,531 816,481 229,684 66,043 316,945 92,200 64,027 602,840 : : : : Changes from: October 12, 2010 : : -8,989 -16,215 8,836 4,598 -2,930 -13,240 1,858 15,808 -2,360 264 -58,293 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 20.0 7.1 9.6 29.6 8.3 2.4 11.5 3.3 2.3 21.8 : : : : Number of Traders in Each Category Total Traders: 401 : : 52 59 14 32 41 91 42 81 89 57 106 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 157,109 : : Positions : : 46,298 82,066 230 12,880 9,804 3,411 10,118 7,873 61,104 2,290 27,930 : : : : Changes from: October 12, 2010 : : -8,751 -6,339 -635 -1,603 -1,539 947 -4,677 -3,692 -3,482 -1,458 -6,707 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 52.2 0.1 8.2 6.2 2.2 6.4 5.0 38.9 1.5 17.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 16 . 7 7 . 5 . 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 241,402 : : Positions : : 50,142 46,476 63,339 64,188 48,254 1,665 0 135 25,161 15,201 15,383 : : : : Changes from: October 12, 2010 : : 2,192 1,205 1,346 5,303 606 1,665 0 135 -154 403 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 19.3 26.2 26.6 20.0 0.7 0.0 0.1 10.4 6.3 6.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 9 9 9 15 . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 150,065 : : Positions : : 11,338 11,110 8,620 24,589 64,318 19,054 5,018 26,568 2,394 619 14,505 : : : : Changes from: October 12, 2010 : : -432 -291 -1,456 -1,698 2,941 1,241 726 959 -543 0 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 7.4 5.7 16.4 42.9 12.7 3.3 17.7 1.6 0.4 9.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 9 9 8 10 17 18 5 15 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 619,311 : : Positions : : 123,881 100,672 43,720 108,742 286,938 333 3,010 9,545 44,328 622 97,469 : : : : Changes from: October 12, 2010 : : -1,536 -1,601 -1,552 -1,418 -1,984 333 3,010 9,545 275 -3,103 -8,195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 16.3 7.1 17.6 46.3 0.1 0.5 1.5 7.2 0.1 15.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 9 9 8 21 28 . . . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 44,090 : : Positions : : 15,875 20,534 13,131 5,352 13,676 75 1,482 25 0 1,655 1,283 : : : : Changes from: October 12, 2010 : : 2,940 2,905 85 610 2,506 75 -500 25 0 0 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 46.6 29.8 12.1 31.0 0.2 3.4 0.1 0.0 3.8 2.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 25 28 13 6 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 108,586 : : Positions : : 17,210 8,958 34,123 15,413 40,978 7,020 25,488 3,264 466 8,205 1,687 : : : : Changes from: October 12, 2010 : : -500 350 -1,704 -47 1,555 900 -368 -652 226 -450 524 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 8.2 31.4 14.2 37.7 6.5 23.5 3.0 0.4 7.6 1.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 7 8 10 10 19 4 6 9 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 36,553 : : Positions : : 2,181 2,476 10,379 7,683 15,477 1,100 2,939 3,656 135 400 1,100 : : : : Changes from: October 12, 2010 : : 0 -4 608 -590 81 -630 770 -200 0 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 6.8 28.4 21.0 42.3 3.0 8.0 10.0 0.4 1.1 3.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 5 12 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 18,653 : : Positions : : 5,240 5,008 3,778 8,810 4,010 5,412 150 0 0 600 0 : : : : Changes from: October 12, 2010 : : -150 18 168 -300 300 -231 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 26.8 20.3 47.2 21.5 29.0 0.8 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 8 10 6 10 6 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 320,174 : : Positions : : 111,988 219,552 39,188 2,903 19,141 67,123 9,483 25,883 13,030 5,974 22,637 : : : : Changes from: October 12, 2010 : : 5,938 3,851 -2,049 -569 2,974 2,969 2,033 2,389 -1,342 1,978 1,291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 68.6 12.2 0.9 6.0 21.0 3.0 8.1 4.1 1.9 7.1 : : : : Number of Traders in Each Category Total Traders: 188 : : 56 67 14 6 16 49 12 26 16 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 22,781 : : Positions : : 10,116 12,979 2,689 1,373 259 1,744 0 815 797 377 1,032 : : : : Changes from: October 12, 2010 : : 275 349 478 0 259 55 -37 37 -142 -120 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 57.0 11.8 6.0 1.1 7.7 0.0 3.6 3.5 1.7 4.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 13 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 6,586 : : Positions : : 3,740 5,091 1,496 364 563 150 0 0 100 132 336 : : : : Changes from: October 12, 2010 : : 300 350 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 77.3 22.7 5.5 8.5 2.3 0.0 0.0 1.5 2.0 5.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 22 8 4 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 55,143 : : Positions : : 42,532 39,036 8,138 12,677 2,461 740 470 249 0 0 0 : : : : Changes from: October 12, 2010 : : 1,586 536 575 1,625 306 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 70.8 14.8 23.0 4.5 1.3 0.9 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 22 9 5 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 17,754 : : Positions : : 9,574 14,429 4,845 845 2,480 600 0 0 0 0 0 : : : : Changes from: October 12, 2010 : : 540 915 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 81.3 27.3 4.8 14.0 3.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 9 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 7,036 : : Positions : : 2,345 4,255 2,556 1,416 1,265 600 50 0 0 50 0 : : : : Changes from: October 12, 2010 : : 0 130 80 50 75 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 60.5 36.3 20.1 18.0 8.5 0.7 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 11 13 9 7 6 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 17,744 : : Positions : : 10,615 13,433 2,085 2,796 890 150 0 0 3,484 0 0 : : : : Changes from: October 12, 2010 : : 974 1,096 87 -45 40 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 75.7 11.8 15.8 5.0 0.8 0.0 0.0 19.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 14 7 4 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 16,958 : : Positions : : 9,351 7,523 4,000 6,072 1,706 138 573 12 692 296 203 : : : : Changes from: October 12, 2010 : : -32 94 58 -58 154 0 0 0 -96 64 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 44.4 23.6 35.8 10.1 0.8 3.4 0.1 4.1 1.7 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 16 19 8 7 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 15,941 : : Positions : : 14,144 10,600 510 3,379 359 0 270 520 0 333 27 : : : : Changes from: October 12, 2010 : : 912 -243 135 241 85 -599 270 377 0 153 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 66.5 3.2 21.2 2.3 0.0 1.7 3.3 0.0 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2010 : 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 31,805 : : Positions : : 9,116 19,126 10,441 3,894 5,277 300 0 50 3,054 1,556 1,347 : : : : Changes from: October 12, 2010 : : 744 -426 -285 -360 449 0 -249 0 -1,650 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 60.1 32.8 12.2 16.6 0.9 0.0 0.2 9.6 4.9 4.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 16 16 12 5 15 . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 22, 2010