Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 44,582 : : Positions : : 29,576 38,734 9,911 151 3,279 0 140 0 0 763 1,480 : : : : Changes from: October 16, 2012 : : -413 230 521 44 -223 0 5 0 0 -224 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 86.9 22.2 0.3 7.4 0.0 0.3 0.0 0.0 1.7 3.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 33 13 . 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 10,015 : : Positions : : 8,536 8,600 786 619 498 0 0 0 0 80 0 : : : : Changes from: October 16, 2012 : : 1,961 1,904 25 82 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 85.9 7.8 6.2 5.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 16,707 : : Positions : : 11,333 12,045 1,117 744 1,747 0 0 405 517 372 469 : : : : Changes from: October 16, 2012 : : 356 414 45 -17 -161 0 0 50 34 50 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 72.1 6.7 4.5 10.5 0.0 0.0 2.4 3.1 2.2 2.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 31 8 5 13 0 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,278 : : Positions : : 4,719 5,348 902 252 1,270 96 0 0 212 193 463 : : : : Changes from: October 16, 2012 : : 301 345 176 63 92 0 0 0 -48 -20 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 64.6 10.9 3.0 15.3 1.2 0.0 0.0 2.6 2.3 5.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 37 8 5 12 . 0 0 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 6,556 : : Positions : : 4,717 5,287 534 95 631 0 0 75 0 0 0 : : : : Changes from: October 16, 2012 : : -98 16 88 0 41 0 0 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 80.6 8.1 1.4 9.6 0.0 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . . 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 7,313 : : Positions : : 4,514 5,138 1,088 133 1,035 105 0 0 0 683 27 : : : : Changes from: October 16, 2012 : : 275 553 255 -85 133 0 0 0 0 45 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 70.3 14.9 1.8 14.2 1.4 0.0 0.0 0.0 9.3 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 20 9 . 9 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,692 : : Positions : : 1,963 1,578 5 266 178 0 0 0 65 0 75 : : : : Changes from: October 16, 2012 : : 172 78 0 78 12 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 58.6 0.2 9.9 6.6 0.0 0.0 0.0 2.4 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,219 : : Positions : : 981 1,198 338 299 228 0 0 0 198 97 42 : : : : Changes from: October 16, 2012 : : 153 16 -37 14 -2 0 0 0 -10 45 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 54.0 15.2 13.5 10.3 0.0 0.0 0.0 8.9 4.4 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 7,910 : : Positions : : 5,747 7,655 1,878 75 150 0 0 0 0 0 0 : : : : Changes from: October 16, 2012 : : 385 455 70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 96.8 23.7 0.9 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 9,557 : : Positions : : 2,638 3,167 4,486 4,044 1,920 0 0 150 0 231 0 : : : : Changes from: October 16, 2012 : : 0 -3 108 113 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 33.1 46.9 42.3 20.1 0.0 0.0 1.6 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 5 6 9 10 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 24,840 : : Positions : : 20,803 13,839 1,928 8,227 1,650 0 0 0 0 725 399 : : : : Changes from: October 16, 2012 : : 1,201 1,291 250 65 165 0 0 0 0 95 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 55.7 7.8 33.1 6.6 0.0 0.0 0.0 0.0 2.9 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 . 8 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 309,147 : : Positions : : 100,590 180,793 41,686 13,138 15,568 45,206 12,530 28,226 10,898 14,503 21,291 : : : : Changes from: October 16, 2012 : : -10,077 -23,722 14 -351 731 -3,424 1,622 834 502 3,827 -2,151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 58.5 13.5 4.2 5.0 14.6 4.1 9.1 3.5 4.7 6.9 : : : : Number of Traders in Each Category Total Traders: 166 : : 53 54 14 6 15 38 16 25 9 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,187 : : Positions : : 4,073 6,626 56 836 187 692 0 50 2,861 500 1,754 : : : : Changes from: October 16, 2012 : : -267 -389 0 152 -141 -19 0 0 273 218 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 65.0 0.5 8.2 1.8 6.8 0.0 0.5 28.1 4.9 17.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 . . . 4 0 . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 21,891 : : Positions : : 18,751 17,676 278 587 352 982 65 180 777 2,391 354 : : : : Changes from: October 16, 2012 : : 1,934 1,599 37 109 81 -245 -16 65 84 163 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 80.7 1.3 2.7 1.6 4.5 0.3 0.8 3.5 10.9 1.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 38 . . . . . . 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 3,280 : : Positions : : 2,058 2,590 83 0 30 359 0 44 0 0 0 : : : : Changes from: October 16, 2012 : : 115 225 83 -3 -69 44 0 -13 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 79.0 2.5 0.0 0.9 10.9 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 16 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,243 : : Positions : : 1,365 1,120 284 25 30 0 0 0 68 702 85 : : : : Changes from: October 16, 2012 : : 193 109 26 0 -6 0 0 0 -76 98 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 49.9 12.7 1.1 1.3 0.0 0.0 0.0 3.0 31.3 3.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 509,426 : : Positions : : 163,971 133,640 61,429 108,393 51,101 49,869 34,812 45,008 15,456 22,154 101,037 : : : : Changes from: October 16, 2012 : : -10,659 -1,680 165 -6,627 -3,787 -5,449 3,033 -1,107 2,334 -3,894 -887 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 26.2 12.1 21.3 10.0 9.8 6.8 8.8 3.0 4.3 19.8 : : : : Number of Traders in Each Category Total Traders: 152 : : 43 38 12 17 24 18 15 17 18 24 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,578,997 : : Positions : : 304,886 323,400 158,135 334,864 223,941 196,929 83,990 218,718 165,569 92,127 233,504 : : : : Changes from: October 16, 2012 : : 11,104 9,854 10,007 -2,883 -8,219 -7,616 20,257 -7,200 4,930 -2,852 -9,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 20.5 10.0 21.2 14.2 12.5 5.3 13.9 10.5 5.8 14.8 : : : : Number of Traders in Each Category Total Traders: 346 : : 50 54 21 27 42 60 49 65 60 48 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 183,621 : : Positions : : 25,237 12,301 28,005 73,176 24,543 8,475 0 482 53,879 15,275 175 : : : : Changes from: October 16, 2012 : : 94 -347 -19 1,346 182 0 0 0 6,030 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 6.7 15.3 39.9 13.4 4.6 0.0 0.3 29.3 8.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 4 8 5 11 . 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 30,539 : : Positions : : 18,435 2,638 269 19,339 5,985 2,392 0 0 0 0 745 : : : : Changes from: October 16, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 8.6 0.9 63.3 19.6 7.8 0.0 0.0 0.0 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 . 8 6 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 86,809 : : Positions : : 1,920 2,656 25,921 19,198 43,576 6,105 2,272 652 0 8,765 5,269 : : : : Changes from: October 16, 2012 : : -55 0 329 411 1,556 292 0 479 0 658 2,339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.2 3.1 29.9 22.1 50.2 7.0 2.6 0.8 0.0 10.1 6.1 : : : : Number of Traders in Each Category Total Traders: 34 : : . . 11 8 16 . . 4 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 42,781 : : Positions : : 2,370 1,200 7,374 8,610 23,281 2,615 1,887 700 500 1,301 3,500 : : : : Changes from: October 16, 2012 : : 0 -350 166 115 2,225 249 50 400 0 600 3,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.5 2.8 17.2 20.1 54.4 6.1 4.4 1.6 1.2 3.0 8.2 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 9 4 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 62,084 : : Positions : : 5,745 8,188 18,286 8,552 13,754 0 234 901 0 3,081 1,598 : : : : Changes from: October 16, 2012 : : -1,159 -927 142 380 875 0 33 165 0 -660 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 13.2 29.5 13.8 22.2 0.0 0.4 1.5 0.0 5.0 2.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 7 8 . 10 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 27,922 : : Positions : : 3,288 2,089 3,682 3,396 6,095 1,133 1,118 2,023 4,025 5,401 5,349 : : : : Changes from: October 16, 2012 : : 20 -152 -1,003 -102 95 692 -1,058 -942 372 617 -2,158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 7.5 13.2 12.2 21.8 4.1 4.0 7.2 14.4 19.3 19.2 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 7 5 12 . . . 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 280,927 : : Positions : : 74,718 179,782 32,096 4,909 14,135 82,259 6,805 19,801 22,852 28,545 12,143 : : : : Changes from: October 16, 2012 : : 8,422 1,854 1,689 -631 -2,909 -5,416 1,092 -3,553 231 -1,985 -299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 64.0 11.4 1.7 5.0 29.3 2.4 7.0 8.1 10.2 4.3 : : : : Number of Traders in Each Category Total Traders: 206 : : 58 73 16 . 15 64 10 29 19 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 21,396 : : Positions : : 10,297 15,751 447 131 279 671 0 345 6,109 358 857 : : : : Changes from: October 16, 2012 : : 77 -922 -125 0 0 -267 0 75 -385 277 -277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 73.6 2.1 0.6 1.3 3.1 0.0 1.6 28.6 1.7 4.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 9,896 : : Positions : : 8,504 8,403 0 508 100 0 0 0 200 0 0 : : : : Changes from: October 16, 2012 : : 1,175 1,175 -175 198 -50 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 84.9 0.0 5.1 1.0 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 14 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 21,034 : : Positions : : 9,000 11,480 0 3,742 625 0 1,200 0 8,848 0 1,200 : : : : Changes from: October 16, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 54.6 0.0 17.8 3.0 0.0 5.7 0.0 42.1 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 0 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #26265A Open Interest is 8,581 : : Positions : : 4,394 5,985 1,826 300 1,696 150 0 0 350 465 135 : : : : Changes from: October 16, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 69.7 21.3 3.5 19.8 1.7 0.0 0.0 4.1 5.4 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 8 5 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 13,853 : : Positions : : 4,601 4,340 7,571 493 1,240 0 1,950 0 102 5,376 339 : : : : Changes from: October 16, 2012 : : 300 180 229 55 53 0 0 0 0 344 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 31.3 54.7 3.6 9.0 0.0 14.1 0.0 0.7 38.8 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 18 11 . 6 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 49,870 : : Positions : : 40,026 34,594 6,163 13,889 1,027 1,417 300 0 911 0 0 : : : : Changes from: October 16, 2012 : : -106 -601 82 562 176 0 125 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 69.4 12.4 27.9 2.1 2.8 0.6 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 21 10 5 7 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 11,435 : : Positions : : 8,655 8,793 1,335 1,733 759 0 150 0 338 0 0 : : : : Changes from: October 16, 2012 : : -95 -110 105 258 322 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 76.9 11.7 15.2 6.6 0.0 1.3 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 12,340 : : Positions : : 8,520 4,680 1,710 2,355 1,330 0 0 0 450 3,825 150 : : : : Changes from: October 16, 2012 : : 700 300 350 -100 -275 0 0 0 0 850 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 37.9 13.9 19.1 10.8 0.0 0.0 0.0 3.6 31.0 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 13 5 5 9 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 61,299 : : Positions : : 33,182 34,944 3,668 3,045 8,042 2,824 0 10,782 2,179 3,971 441 : : : : Changes from: October 16, 2012 : : 1,964 3,300 650 15 817 -118 -96 0 68 -655 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 57.0 6.0 5.0 13.1 4.6 0.0 17.6 3.6 6.5 0.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 32 10 5 15 . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 5,987 : : Positions : : 4,421 4,306 318 946 408 279 0 0 252 150 0 : : : : Changes from: October 16, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 71.9 5.3 15.8 6.8 4.7 0.0 0.0 4.2 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 16,894 : : Positions : : 8,436 8,524 2,983 852 1,529 267 3,856 1,679 1,727 45 97 : : : : Changes from: October 16, 2012 : : 755 652 115 0 48 0 428 500 195 0 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 50.5 17.7 5.0 9.1 1.6 22.8 9.9 10.2 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 23,992 : : Positions : : 4,420 1,900 1,317 7,752 10,239 0 0 0 3,990 306 3,780 : : : : Changes from: October 16, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 7.9 5.5 32.3 42.7 0.0 0.0 0.0 16.6 1.3 15.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 . . 6 9 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 28,346 : : Positions : : 20,887 15,109 573 6,407 884 4,360 1,750 0 118 0 391 : : : : Changes from: October 16, 2012 : : 293 -229 -200 712 32 -237 -900 0 -153 0 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 53.3 2.0 22.6 3.1 15.4 6.2 0.0 0.4 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 19 . 4 . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 26, 2012