Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 38,051 : : Positions : : 23,164 28,118 9,965 1,406 3,360 0 0 225 1,273 4,904 18 : : : : Changes from: August 24, 2010 : : 1,656 1,471 632 126 30 0 0 -225 0 655 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 73.9 26.2 3.7 8.8 0.0 0.0 0.6 3.3 12.9 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 34 11 4 14 0 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 27,566 : : Positions : : 21,243 18,117 4,841 7,845 1,367 0 0 0 0 0 0 : : : : Changes from: August 24, 2010 : : 1,507 1,585 78 0 -3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 65.7 17.6 28.5 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 7 . 10 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 6,355 : : Positions : : 2,142 4,627 1,977 0 247 0 0 0 137 216 79 : : : : Changes from: August 24, 2010 : : 49 289 83 0 -28 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 72.8 31.1 0.0 3.9 0.0 0.0 0.0 2.2 3.4 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 9,789 : : Positions : : 4,297 5,052 886 858 2,096 0 73 0 963 289 193 : : : : Changes from: August 24, 2010 : : 154 232 4 0 -7 0 0 0 64 5 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 51.6 9.1 8.8 21.4 0.0 0.7 0.0 9.8 3.0 2.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 27 10 6 15 0 . 0 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 9,127 : : Positions : : 5,027 6,528 1,432 101 910 0 0 0 293 279 810 : : : : Changes from: August 24, 2010 : : 109 307 34 4 34 0 0 0 136 15 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 71.5 15.7 1.1 10.0 0.0 0.0 0.0 3.2 3.1 8.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 41 12 . 14 0 0 0 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 2,924 : : Positions : : 1,094 1,386 228 297 701 150 0 0 80 0 5 : : : : Changes from: August 24, 2010 : : 0 40 1 84 40 0 0 0 -10 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 47.4 7.8 10.2 24.0 5.1 0.0 0.0 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 4 4 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 2,272 : : Positions : : 1,474 1,158 87 471 200 0 0 0 40 25 0 : : : : Changes from: August 24, 2010 : : 15 120 0 -15 7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 51.0 3.8 20.7 8.8 0.0 0.0 0.0 1.8 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . 4 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 1,935 : : Positions : : 740 938 399 164 98 0 0 0 60 20 25 : : : : Changes from: August 24, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 48.5 20.6 8.5 5.1 0.0 0.0 0.0 3.1 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 21,033 : : Positions : : 17,342 14,471 901 3,772 2,675 0 0 0 0 0 0 : : : : Changes from: August 24, 2010 : : 300 475 125 -50 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 68.8 4.3 17.9 12.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 4 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 314,911 : : Positions : : 114,149 194,899 88,905 1,597 10,325 23,946 29,715 16,350 11,124 11,630 16,699 : : : : Changes from: August 24, 2010 : : 7 4,679 2,191 -1,471 -278 3,108 -3,147 2,903 -1,087 1,489 1,577 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 61.9 28.2 0.5 3.3 7.6 9.4 5.2 3.5 3.7 5.3 : : : : Number of Traders in Each Category Total Traders: 160 : : 47 67 17 . 14 17 27 18 12 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 21,623 : : Positions : : 13,541 14,175 2,839 541 4,193 0 0 350 181 1,845 519 : : : : Changes from: August 24, 2010 : : 2,768 1,874 -455 20 1,032 0 0 0 -69 300 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 65.6 13.1 2.5 19.4 0.0 0.0 1.6 0.8 8.5 2.4 : : : : Number of Traders in Each Category Total Traders: 73 : : 37 43 9 4 13 0 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 12,049 : : Positions : : 5,485 4,765 2,201 3,730 2,525 50 0 8 820 0 525 : : : : Changes from: August 24, 2010 : : 0 0 50 0 0 -50 0 8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 39.5 18.3 31.0 21.0 0.4 0.0 0.1 6.8 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 12 10 7 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 4,646 : : Positions : : 2,260 1,886 427 517 412 0 0 0 297 114 357 : : : : Changes from: August 24, 2010 : : 154 119 6 0 0 0 0 0 -14 13 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 40.6 9.2 11.1 8.9 0.0 0.0 0.0 6.4 2.5 7.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 10,118 : : Positions : : 7,881 8,424 209 22 283 773 213 113 190 475 323 : : : : Changes from: August 24, 2010 : : -945 -1,034 85 22 -95 86 92 -33 -40 122 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 83.3 2.1 0.2 2.8 7.6 2.1 1.1 1.9 4.7 3.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 19 . . . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 6,431 : : Positions : : 6,140 3,490 0 1,229 205 0 0 0 0 1,345 0 : : : : Changes from: August 24, 2010 : : 701 574 0 110 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 54.3 0.0 19.1 3.2 0.0 0.0 0.0 0.0 20.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 23 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 3,827 : : Positions : : 3,707 3,536 90 125 0 0 0 0 0 51 0 : : : : Changes from: August 24, 2010 : : 290 334 90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 92.4 2.4 3.3 0.0 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 19 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : 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 2,272 : : Positions : : 1,679 1,410 15 0 34 0 114 18 0 0 25 : : : : Changes from: August 24, 2010 : : 9 -30 0 0 0 0 -9 -18 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 62.1 0.7 0.0 1.5 0.0 5.0 0.8 0.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 20 . 0 . 0 . . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,612 : : Positions : : 1,743 1,709 5 251 134 0 0 0 132 0 59 : : : : Changes from: August 24, 2010 : : 133 289 0 17 -6 0 0 0 -18 -63 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 65.4 0.2 9.6 5.1 0.0 0.0 0.0 5.1 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 22 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 473,838 : : Positions : : 113,770 179,623 81,811 51,690 124,088 23,474 24,189 24,395 37,021 1,326 55,136 : : : : Changes from: August 24, 2010 : : 9,448 22,455 8,506 1,907 149 -1,021 447 -2,082 9,476 214 3,261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 37.9 17.3 10.9 26.2 5.0 5.1 5.1 7.8 0.3 11.6 : : : : Number of Traders in Each Category Total Traders: 124 : : 39 41 12 20 27 9 12 15 19 4 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 1,308,042 : : Positions : : 135,656 334,814 317,555 144,575 183,133 188,932 117,437 163,094 85,308 143,683 148,416 : : : : Changes from: August 24, 2010 : : 17,878 -1,680 1,593 -1,799 13,626 12,138 14,118 -1,460 2,097 14,320 15,695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 25.6 24.3 11.1 14.0 14.4 9.0 12.5 6.5 11.0 11.3 : : : : Number of Traders in Each Category Total Traders: 339 : : 48 53 20 21 36 48 60 67 54 59 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 246,576 : : Positions : : 52,880 54,058 67,003 57,029 56,393 5,911 0 165 21,414 16,583 17,643 : : : : Changes from: August 24, 2010 : : 1,163 -3,312 7,475 7,611 6,881 -1,671 0 82 714 -763 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 21.9 27.2 23.1 22.9 2.4 0.0 0.1 8.7 6.7 7.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 10 8 10 9 18 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 46,243 : : Positions : : 21,116 24,501 9,008 4,954 15,241 0 0 25 116 785 350 : : : : Changes from: August 24, 2010 : : 425 433 -250 -225 1,445 0 0 0 33 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 53.0 19.5 10.7 33.0 0.0 0.0 0.1 0.3 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 24 9 10 18 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 111,482 : : Positions : : 17,446 7,934 33,247 21,032 38,677 11,943 25,169 5,375 0 7,981 327 : : : : Changes from: August 24, 2010 : : 0 0 2,650 -398 -2,018 0 4,263 -3,002 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 7.1 29.8 18.9 34.7 10.7 22.6 4.8 0.0 7.2 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 6 6 9 10 18 4 9 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 35,876 : : Positions : : 2,256 2,484 9,572 4,045 17,277 0 4,019 4,656 0 400 0 : : : : Changes from: August 24, 2010 : : 0 0 -132 0 -20 0 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 6.9 26.7 11.3 48.2 0.0 11.2 13.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 9 4 11 0 4 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 21,475 : : Positions : : 6,775 6,400 5,480 10,510 3,845 5,100 0 0 0 400 200 : : : : Changes from: August 24, 2010 : : 0 0 0 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 29.8 25.5 48.9 17.9 23.7 0.0 0.0 0.0 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 12 7 10 9 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 235,012 : : Positions : : 95,703 149,201 44,214 1,169 4,732 31,119 32,672 21,788 19,733 3,587 5,242 : : : : Changes from: August 24, 2010 : : -13,182 -17,472 -140 248 -332 -761 1,799 494 566 -245 -386 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 63.5 18.8 0.5 2.0 13.2 13.9 9.3 8.4 1.5 2.2 : : : : Number of Traders in Each Category Total Traders: 199 : : 58 72 16 5 14 33 30 26 15 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 28,159 : : Positions : : 13,804 21,226 2,568 1,356 72 2,761 196 1,206 1,546 0 821 : : : : Changes from: August 24, 2010 : : 211 278 25 -326 0 -150 0 0 -45 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 75.4 9.1 4.8 0.3 9.8 0.7 4.3 5.5 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 20,238 : : Positions : : 17,073 17,431 1,025 1,970 150 590 0 400 0 0 0 : : : : Changes from: August 24, 2010 : : 35 -285 -100 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 86.1 5.1 9.7 0.7 2.9 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 9,594 : : Positions : : 5,087 7,308 2,433 470 1,166 150 0 0 100 65 450 : : : : Changes from: August 24, 2010 : : 1,142 1,174 32 0 50 0 0 0 0 25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 76.2 25.4 4.9 12.2 1.6 0.0 0.0 1.0 0.7 4.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 26 10 . 10 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 69,742 : : Positions : : 56,995 56,908 5,951 7,272 3,528 1,225 737 843 0 0 0 : : : : Changes from: August 24, 2010 : : 2,963 2,298 685 15 486 -175 160 0 -675 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 81.6 8.5 10.4 5.1 1.8 1.1 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 27 8 5 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 26,204 : : Positions : : 14,122 22,974 8,657 210 2,205 1,000 290 0 0 0 0 : : : : Changes from: August 24, 2010 : : 170 130 300 90 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 87.7 33.0 0.8 8.4 3.8 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 14 10 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 9,925 : : Positions : : 5,185 6,140 2,880 2,145 1,490 0 150 0 100 0 0 : : : : Changes from: August 24, 2010 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 61.9 29.0 21.6 15.0 0.0 1.5 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 12 22 9 5 9 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 3,116 : : Positions : : 193 1,642 1,302 139 178 50 0 0 0 0 30 : : : : Changes from: August 24, 2010 : : 2 75 41 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 52.7 41.8 4.5 5.7 1.6 0.0 0.0 0.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 10 6 . 6 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 22,165 : : Positions : : 12,228 18,586 3,016 1,356 1,378 150 0 225 4,558 0 0 : : : : Changes from: August 24, 2010 : : 511 610 -326 150 130 0 0 0 575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 83.9 13.6 6.1 6.2 0.7 0.0 1.0 20.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 8 . 9 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 19,777 : : Positions : : 10,150 9,797 4,367 4,578 2,864 0 1,508 227 1,603 50 6 : : : : Changes from: August 24, 2010 : : -43 -65 -297 -15 388 0 -228 0 86 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 49.5 22.1 23.1 14.5 0.0 7.6 1.1 8.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 17 23 8 10 15 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 15,571 : : Positions : : 12,709 10,748 655 2,636 859 881 0 295 0 604 95 : : : : Changes from: August 24, 2010 : : 193 227 -90 179 9 520 0 -180 0 117 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 69.0 4.2 16.9 5.5 5.7 0.0 1.9 0.0 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 4 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 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 33,007 : : Positions : : 9,632 17,937 10,813 4,075 6,565 586 0 124 1,467 1,316 1,877 : : : : Changes from: August 24, 2010 : : 150 0 -75 375 75 286 0 24 -120 0 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 54.3 32.8 12.3 19.9 1.8 0.0 0.4 4.4 4.0 5.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 19 13 5 16 . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated September 3, 2010