Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 31,957 : : Positions : : 19,632 25,023 7,592 2,491 2,767 0 0 300 1,356 1,331 0 : : : : Changes from: June 29, 2010 : : -5,609 -7,075 769 1,511 361 0 0 0 -134 662 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 78.3 23.8 7.8 8.7 0.0 0.0 0.9 4.2 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 29 8 5 12 0 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 19,753 : : Positions : : 13,341 9,279 4,426 8,317 1,782 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -3,132 -12,180 -751 8,236 607 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 47.0 22.4 42.1 9.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 6 . 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 6,620 : : Positions : : 2,130 4,708 2,200 0 183 0 0 0 142 216 79 : : : : Changes from: June 29, 2010 : : -852 -503 284 0 0 0 0 0 14 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 71.1 33.2 0.0 2.8 0.0 0.0 0.0 2.1 3.3 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 15 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 8,892 : : Positions : : 3,978 4,392 881 1,018 1,701 0 299 7 581 107 112 : : : : Changes from: June 29, 2010 : : -665 -857 -115 156 -196 0 153 7 56 -27 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 49.4 9.9 11.4 19.1 0.0 3.4 0.1 6.5 1.2 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 23 8 6 13 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 7,291 : : Positions : : 4,231 4,444 1,065 436 691 34 0 13 396 482 308 : : : : Changes from: June 29, 2010 : : -1,344 -1,886 -297 66 -173 -5 0 0 -43 -208 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 61.0 14.6 6.0 9.5 0.5 0.0 0.2 5.4 6.6 4.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 34 10 6 15 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 2,759 : : Positions : : 1,007 1,167 382 84 630 180 0 0 30 100 20 : : : : Changes from: June 29, 2010 : : -687 -1,093 -153 -85 277 -70 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 42.3 13.8 3.0 22.8 6.5 0.0 0.0 1.1 3.6 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 5 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 2,019 : : Positions : : 1,518 1,021 75 515 111 0 0 0 0 76 0 : : : : Changes from: June 29, 2010 : : -678 -417 25 -232 -9 0 0 0 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 50.6 3.7 25.5 5.5 0.0 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 1,506 : : Positions : : 536 951 342 75 40 0 0 0 60 51 0 : : : : Changes from: June 29, 2010 : : -174 -351 -29 75 -69 0 0 0 0 -50 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 63.1 22.7 5.0 2.7 0.0 0.0 0.0 4.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 19,299 : : Positions : : 16,598 11,402 351 5,422 2,275 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -1,249 -5,484 -15 4,155 1,255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 59.1 1.8 28.1 11.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 392,254 : : Positions : : 134,889 234,868 87,731 1,861 28,901 24,581 15,302 30,724 9,807 7,072 36,907 : : : : Changes from: June 29, 2010 : : 7,204 -13,600 322 241 -228 -5,463 8,479 253 -91 -1,733 2,710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 59.9 22.4 0.5 7.4 6.3 3.9 7.8 2.5 1.8 9.4 : : : : Number of Traders in Each Category Total Traders: 142 : : 59 61 18 . 16 19 14 15 12 6 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 117,740 : : Positions : : 52,910 65,318 14,324 399 18,005 0 792 0 1,276 4,356 24,029 : : : : Changes from: June 29, 2010 : : -4,130 359 1,852 -103 -2,625 0 -408 0 -419 -2,395 -2,580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 55.5 12.2 0.3 15.3 0.0 0.7 0.0 1.1 3.7 20.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 5 . 6 0 . 0 . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 14,219 : : Positions : : 9,748 10,118 1,298 1,237 1,998 0 0 0 625 316 550 : : : : Changes from: June 29, 2010 : : -941 -1,515 -1,254 -328 -548 0 0 0 -100 -452 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 71.2 9.1 8.7 14.1 0.0 0.0 0.0 4.4 2.2 3.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 32 7 6 10 0 0 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 12,608 : : Positions : : 6,735 5,040 2,307 4,614 1,859 150 0 0 600 300 375 : : : : Changes from: June 29, 2010 : : -1,900 -605 -207 -1,821 -240 -997 0 0 175 -250 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 40.0 18.3 36.6 14.7 1.2 0.0 0.0 4.8 2.4 3.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 11 8 7 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 4,091 : : Positions : : 1,539 1,532 287 267 357 0 0 0 587 96 178 : : : : Changes from: June 29, 2010 : : -101 -418 -183 -22 -21 0 0 0 -177 -8 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 37.4 7.0 6.5 8.7 0.0 0.0 0.0 14.3 2.3 4.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 12,160 : : Positions : : 8,501 10,015 498 419 490 1,060 63 312 505 292 422 : : : : Changes from: June 29, 2010 : : 529 617 43 -15 -24 43 -21 56 -35 32 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 82.4 4.1 3.4 4.0 8.7 0.5 2.6 4.2 2.4 3.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 17 . . . 4 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 3,588 : : Positions : : 3,334 1,412 0 551 45 0 0 0 0 1,413 0 : : : : Changes from: June 29, 2010 : : -1,239 -911 0 -304 -31 0 0 0 -30 -52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 39.4 0.0 15.4 1.3 0.0 0.0 0.0 0.0 39.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 493,477 : : Positions : : 117,173 149,601 68,372 44,233 146,100 24,085 16,101 33,231 10,779 8,107 72,766 : : : : Changes from: June 29, 2010 : : 542 -9,844 -248 -334 4,615 38 4,735 772 -578 5,064 -5,089 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 30.3 13.9 9.0 29.6 4.9 3.3 6.7 2.2 1.6 14.7 : : : : Number of Traders in Each Category Total Traders: 104 : : 33 37 10 18 25 7 10 14 5 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 2,644,593 : : Positions : : 338,489 531,436 263,046 171,937 805,837 157,267 106,764 308,774 85,272 45,798 589,362 : : : : Changes from: June 29, 2010 : : -3,900 -12,539 -1,638 2,476 16,313 -14,681 8,115 19,645 7,060 -4,916 26,241 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 20.1 9.9 6.5 30.5 5.9 4.0 11.7 3.2 1.7 22.3 : : : : Number of Traders in Each Category Total Traders: 364 : : 51 63 17 23 36 63 53 73 84 50 107 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 95,474 : : Positions : : 49,467 20,899 4,796 1,325 9,814 1,516 21,385 3,848 270 9,522 24,883 : : : : Changes from: June 29, 2010 : : 478 144 175 -418 -57 67 1,129 -443 67 -607 239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 21.9 5.0 1.4 10.3 1.6 22.4 4.0 0.3 10.0 26.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 15 5 . 7 . 5 5 . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 229,871 : : Positions : : 51,978 57,458 72,723 51,057 40,986 8,787 0 165 19,325 21,489 13,135 : : : : Changes from: June 29, 2010 : : -5,621 -1,121 2,630 -9,485 -6,530 -7,523 0 0 -4,887 -2,895 -1,090 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 25.0 31.6 22.2 17.8 3.8 0.0 0.1 8.4 9.3 5.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 15 11 12 6 14 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 139,496 : : Positions : : 11,174 11,912 16,282 24,634 61,557 14,696 5,803 21,003 1,831 1,260 10,984 : : : : Changes from: June 29, 2010 : : -436 -139 1,361 -2,917 955 -2,720 954 1,902 64 63 1,485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 8.5 11.7 17.7 44.1 10.5 4.2 15.1 1.3 0.9 7.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 8 8 10 8 17 14 5 14 7 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 628,965 : : Positions : : 142,169 113,463 38,121 103,194 286,298 0 2,031 16,046 37,303 614 87,228 : : : : Changes from: June 29, 2010 : : -301 -4,690 -9,894 -5,971 -12,650 0 -1,278 -2,382 -906 -18 -4,319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 18.0 6.1 16.4 45.5 0.0 0.3 2.6 5.9 0.1 13.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 8 9 9 21 29 0 . . 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 42,565 : : Positions : : 16,314 23,097 10,678 4,120 14,907 0 25 414 250 0 0 : : : : Changes from: June 29, 2010 : : -5,775 -6,819 -2,839 -1,964 -2,579 -50 -105 -122 -250 -26 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 54.3 25.1 9.7 35.0 0.0 0.1 1.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 27 12 8 16 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 117,314 : : Positions : : 15,541 9,011 37,393 26,208 41,056 11,177 20,769 5,216 977 8,309 659 : : : : Changes from: June 29, 2010 : : 335 -90 -388 55 10 -383 -250 250 0 -34 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 7.7 31.9 22.3 35.0 9.5 17.7 4.4 0.8 7.1 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 6 6 9 10 18 4 7 8 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 38,332 : : Positions : : 2,256 2,492 8,543 4,563 15,366 0 3,174 10,283 0 400 0 : : : : Changes from: June 29, 2010 : : -20 0 43 0 210 0 -300 -290 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 6.5 22.3 11.9 40.1 0.0 8.3 26.8 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 5 12 0 . 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 22,665 : : Positions : : 7,755 5,905 5,690 12,085 3,925 4,644 0 0 0 450 300 : : : : Changes from: June 29, 2010 : : 80 -380 -500 -140 -350 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 26.1 25.1 53.3 17.3 20.5 0.0 0.0 0.0 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 10 11 7 11 10 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 270,421 : : Positions : : 99,111 186,750 47,738 575 16,196 35,047 12,335 18,685 17,495 2,853 18,079 : : : : Changes from: June 29, 2010 : : 6,081 -1,677 1,520 261 -573 -4,344 3,295 2,284 70 -393 542 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 69.1 17.7 0.2 6.0 13.0 4.6 6.9 6.5 1.1 6.7 : : : : Number of Traders in Each Category Total Traders: 184 : : 57 76 18 . 15 32 16 26 12 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 26,854 : : Positions : : 13,878 19,417 1,572 1,707 100 2,952 157 975 2,893 0 309 : : : : Changes from: June 29, 2010 : : -1,662 -2,871 -264 -1,164 0 -542 27 -107 -802 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 72.3 5.9 6.4 0.4 11.0 0.6 3.6 10.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 17,538 : : Positions : : 14,448 13,226 800 2,330 300 250 680 770 0 0 0 : : : : Changes from: June 29, 2010 : : -2,078 -545 50 -535 -200 0 -870 470 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 75.4 4.6 13.3 1.7 1.4 3.9 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 8 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 6,166 : : Positions : : 3,276 3,980 1,098 404 1,142 150 0 0 50 190 250 : : : : Changes from: June 29, 2010 : : -1,821 -1,095 460 -366 -658 0 0 0 -300 -200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 64.5 17.8 6.6 18.5 2.4 0.0 0.0 0.8 3.1 4.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 19 7 5 11 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 97,626 : : Positions : : 83,201 86,172 5,341 6,431 3,210 2,502 0 1,449 725 0 0 : : : : Changes from: June 29, 2010 : : -4,469 -4,120 -554 -495 -197 242 -316 -347 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 88.3 5.5 6.6 3.3 2.6 0.0 1.5 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 26 7 5 8 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 23,761 : : Positions : : 13,580 21,847 7,255 0 1,520 1,200 0 0 71 0 0 : : : : Changes from: June 29, 2010 : : -560 -778 -130 0 -135 -200 0 0 16 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 91.9 30.5 0.0 6.4 5.1 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 15 9 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 10,047 : : Positions : : 5,360 5,960 3,142 2,592 1,345 0 150 0 150 0 0 : : : : Changes from: June 29, 2010 : : -1,290 -1,410 -477 43 -143 0 0 0 -50 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 59.3 31.3 25.8 13.4 0.0 1.5 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 14 10 5 9 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 18,507 : : Positions : : 12,288 16,056 2,681 780 951 150 0 0 1,126 0 0 : : : : Changes from: June 29, 2010 : : -2,165 -2,218 -538 130 -268 0 -50 0 660 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 86.8 14.5 4.2 5.1 0.8 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 7 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 19,931 : : Positions : : 11,087 9,569 5,736 5,389 1,670 0 2,340 0 1,206 666 12 : : : : Changes from: June 29, 2010 : : -646 -1,213 93 -40 -345 0 -55 0 -80 616 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 48.0 28.8 27.0 8.4 0.0 11.7 0.0 6.1 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 16 20 8 11 12 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 11,724 : : Positions : : 8,792 8,691 762 1,633 802 985 75 297 0 4 50 : : : : Changes from: June 29, 2010 : : -1,711 -2,504 -163 -209 -150 -239 75 0 -403 4 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 74.1 6.5 13.9 6.8 8.4 0.6 2.5 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 15 4 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 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 34,503 : : Positions : : 7,814 19,173 11,214 3,758 7,221 300 0 100 1,834 534 1,779 : : : : Changes from: June 29, 2010 : : -706 -2,212 -1,135 330 -628 0 -279 -45 -308 50 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 55.6 32.5 10.9 20.9 0.9 0.0 0.3 5.3 1.5 5.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 11 18 14 4 16 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 9, 2010