Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 32,913 : : Positions : : 20,520 26,323 7,454 1,610 3,210 0 0 300 1,356 1,470 0 : : : : Changes from: July 13, 2010 : : 226 293 -354 -496 758 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 80.0 22.6 4.9 9.8 0.0 0.0 0.9 4.1 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 30 10 4 13 0 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 23,066 : : Positions : : 16,721 12,787 4,426 8,294 1,715 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : 2,698 2,928 25 -100 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 55.4 19.2 36.0 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 5 . 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 6,629 : : Positions : : 2,175 4,775 2,184 0 183 0 0 0 142 216 79 : : : : Changes from: July 13, 2010 : : -7 -13 -16 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 72.0 32.9 0.0 2.8 0.0 0.0 0.0 2.1 3.3 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 9,233 : : Positions : : 4,083 4,547 910 1,047 2,006 0 169 0 591 155 123 : : : : Changes from: July 13, 2010 : : -7 27 35 15 103 0 9 0 -1 14 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 49.2 9.9 11.3 21.7 0.0 1.8 0.0 6.4 1.7 1.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 26 6 9 15 0 . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 8,488 : : Positions : : 4,901 5,414 1,154 345 806 39 0 13 296 365 553 : : : : Changes from: July 13, 2010 : : 184 479 56 -32 -54 5 0 0 -28 -129 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 63.8 13.6 4.1 9.5 0.5 0.0 0.2 3.5 4.3 6.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 35 10 5 13 . 0 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 2,909 : : Positions : : 1,060 1,300 412 104 630 180 0 0 95 100 0 : : : : Changes from: July 13, 2010 : : 50 60 30 5 0 0 0 0 0 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 44.7 14.2 3.6 21.7 6.2 0.0 0.0 3.3 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 5 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 2,144 : : Positions : : 1,542 1,091 75 510 108 0 0 0 0 76 0 : : : : Changes from: July 13, 2010 : : 50 55 0 -10 -3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 50.9 3.5 23.8 5.0 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 1,583 : : Positions : : 559 954 372 75 40 0 0 0 60 66 20 : : : : Changes from: July 13, 2010 : : 5 4 15 0 0 0 0 0 0 5 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 60.3 23.5 4.7 2.5 0.0 0.0 0.0 3.8 4.2 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 21,069 : : Positions : : 18,043 13,197 501 5,222 2,450 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : 375 525 0 -150 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 62.6 2.4 24.8 11.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 4 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 396,061 : : Positions : : 130,711 238,308 90,245 1,181 29,425 25,533 12,673 31,299 9,454 6,728 41,686 : : : : Changes from: July 13, 2010 : : -9,014 -7,221 122 -382 911 2,503 933 -533 -385 241 1,137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 60.2 22.8 0.3 7.4 6.4 3.2 7.9 2.4 1.7 10.5 : : : : Number of Traders in Each Category Total Traders: 145 : : 58 60 19 . 18 17 16 18 11 8 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 119,809 : : Positions : : 55,906 65,629 12,993 13 18,554 0 1,106 0 1,233 5,749 23,998 : : : : Changes from: July 13, 2010 : : 822 -108 -701 -366 584 0 -42 0 -112 631 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 54.8 10.8 0.0 15.5 0.0 0.9 0.0 1.0 4.8 20.0 : : : : 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 20, 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 15,779 : : Positions : : 10,758 11,253 1,748 1,037 2,423 0 0 0 500 716 350 : : : : Changes from: July 13, 2010 : : 423 448 325 -50 200 0 0 0 0 150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 71.3 11.1 6.6 15.4 0.0 0.0 0.0 3.2 4.5 2.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 35 7 6 10 0 0 0 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 13,178 : : Positions : : 6,585 5,040 2,747 4,959 2,009 100 0 0 825 180 570 : : : : Changes from: July 13, 2010 : : 0 0 0 75 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 38.2 20.8 37.6 15.2 0.8 0.0 0.0 6.3 1.4 4.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 10 9 8 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 4,268 : : Positions : : 1,664 1,685 287 267 357 0 0 0 588 96 226 : : : : Changes from: July 13, 2010 : : 14 -13 0 0 0 0 0 0 -7 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 39.5 6.7 6.3 8.4 0.0 0.0 0.0 13.8 2.2 5.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 12,164 : : Positions : : 8,693 10,162 364 574 246 1,559 40 204 490 437 275 : : : : Changes from: July 13, 2010 : : 122 63 -126 -95 22 369 40 -31 -15 198 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 83.5 3.0 4.7 2.0 12.8 0.3 1.7 4.0 3.6 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 . . . 5 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 3,916 : : Positions : : 3,718 1,466 0 716 30 0 0 0 0 1,617 0 : : : : Changes from: July 13, 2010 : : 216 -19 0 138 -15 0 0 0 0 131 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 37.4 0.0 18.3 0.8 0.0 0.0 0.0 0.0 41.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 13 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 2,202 : : Positions : : 1,356 1,424 0 183 71 0 0 0 118 0 25 : : : : Changes from: July 13, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 64.7 0.0 8.3 3.2 0.0 0.0 0.0 5.4 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 18 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 456,285 : : Positions : : 107,232 157,776 70,563 39,510 136,218 21,804 18,673 29,868 19,272 1,560 56,153 : : : : Changes from: July 13, 2010 : : -15,480 -4,051 2,151 -11,768 -1,340 -2,779 4,317 -3,417 3,689 -471 -10,929 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 34.6 15.5 8.7 29.9 4.8 4.1 6.5 4.2 0.3 12.3 : : : : Number of Traders in Each Category Total Traders: 111 : : 31 38 10 20 26 8 14 15 10 5 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 2,485,110 : : Positions : : 319,139 513,138 276,180 189,468 769,320 171,122 75,470 283,075 75,504 56,732 516,169 : : : : Changes from: July 13, 2010 : : -27,607 -37,547 -653 10,254 -32,617 -1,043 -12,240 -5,424 -4,292 4,878 -59,037 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 20.6 11.1 7.6 31.0 6.9 3.0 11.4 3.0 2.3 20.8 : : : : Number of Traders in Each Category Total Traders: 337 : : 44 62 17 23 36 59 48 70 62 55 95 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 75,820 : : Positions : : 40,917 14,782 237 3,879 9,007 566 15,961 4,085 2,860 7,695 17,453 : : : : Changes from: July 13, 2010 : : -5,664 -5,268 -465 2,169 -1,876 -874 -3,273 -493 -361 -598 -3,995 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 19.5 0.3 5.1 11.9 0.7 21.1 5.4 3.8 10.1 23.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 14 . 4 5 . 4 4 . 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 234,788 : : Positions : : 55,444 57,726 73,628 56,459 40,067 9,196 0 165 18,808 22,158 12,687 : : : : Changes from: July 13, 2010 : : 2,252 -148 -1,707 2,765 -118 -16 0 0 58 442 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 24.6 31.4 24.0 17.1 3.9 0.0 0.1 8.0 9.4 5.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 11 10 8 15 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 129,362 : : Positions : : 11,432 11,490 11,498 20,377 57,956 13,699 5,315 19,991 1,627 621 11,200 : : : : Changes from: July 13, 2010 : : -154 -329 496 -1,410 -542 -1,488 555 -332 -438 -507 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 8.9 8.9 15.8 44.8 10.6 4.1 15.5 1.3 0.5 8.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 8 8 10 8 17 15 5 14 11 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 623,944 : : Positions : : 138,554 108,298 42,423 103,922 287,618 70 3,099 12,831 34,159 1,315 87,952 : : : : Changes from: July 13, 2010 : : -1,069 -920 -68 -1,626 239 70 99 -1,883 -877 66 1,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 17.4 6.8 16.7 46.1 0.0 0.5 2.1 5.5 0.2 14.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 8 9 9 21 29 . . . 6 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 44,340 : : Positions : : 17,314 24,232 10,845 3,985 15,092 0 25 414 150 50 400 : : : : Changes from: July 13, 2010 : : 900 600 100 300 -167 0 0 0 -50 50 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 54.7 24.5 9.0 34.0 0.0 0.1 0.9 0.3 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 26 11 8 16 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 116,030 : : Positions : : 15,541 8,910 33,757 21,957 41,342 12,312 20,790 7,733 0 8,000 975 : : : : Changes from: July 13, 2010 : : 0 -101 -224 -33 -2,509 1,135 -188 -1,214 -977 -634 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 7.7 29.1 18.9 35.6 10.6 17.9 6.7 0.0 6.9 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 6 6 9 10 18 4 7 8 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 35,058 : : Positions : : 2,256 2,488 8,684 4,188 17,058 0 3,224 5,327 0 400 0 : : : : Changes from: July 13, 2010 : : 0 -4 46 -375 1,423 0 50 -4,959 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 7.1 24.8 11.9 48.7 0.0 9.2 15.2 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 9 5 12 0 4 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 22,925 : : Positions : : 7,530 6,155 5,540 11,910 4,240 5,250 0 0 0 300 300 : : : : Changes from: July 13, 2010 : : -75 100 0 -175 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 26.8 24.2 52.0 18.5 22.9 0.0 0.0 0.0 1.3 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 11 7 11 10 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 289,924 : : Positions : : 114,384 205,431 46,589 732 17,612 37,351 8,445 17,582 17,268 2,534 21,853 : : : : Changes from: July 13, 2010 : : 15,275 14,729 -249 116 406 1,370 -534 -990 -198 -167 1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 70.9 16.1 0.3 6.1 12.9 2.9 6.1 6.0 0.9 7.5 : : : : Number of Traders in Each Category Total Traders: 184 : : 61 74 16 . 14 32 18 26 16 11 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 28,760 : : Positions : : 14,802 20,767 1,572 1,707 100 3,743 157 884 2,477 0 769 : : : : Changes from: July 13, 2010 : : 916 951 0 0 0 317 0 0 -289 0 356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 72.2 5.5 5.9 0.3 13.0 0.5 3.1 8.6 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 18,450 : : Positions : : 15,065 14,851 800 2,330 300 290 0 750 0 0 0 : : : : Changes from: July 13, 2010 : : 230 930 0 0 0 40 -510 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 80.5 4.3 12.6 1.6 1.6 0.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 6,723 : : Positions : : 3,666 4,563 1,273 436 1,184 150 0 0 100 190 300 : : : : Changes from: July 13, 2010 : : 200 300 50 0 60 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 67.9 18.9 6.5 17.6 2.2 0.0 0.0 1.5 2.8 4.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 20 8 5 11 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 98,367 : : Positions : : 83,850 87,073 5,388 6,081 3,360 2,407 0 1,569 750 50 0 : : : : Changes from: July 13, 2010 : : 563 643 -25 -150 -50 30 0 120 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 88.5 5.5 6.2 3.4 2.4 0.0 1.6 0.8 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 25 8 5 8 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 26,431 : : Positions : : 14,625 23,731 8,546 425 1,920 1,200 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : 625 985 335 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 89.8 32.3 1.6 7.3 4.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 15 10 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 10,217 : : Positions : : 5,310 6,060 3,342 2,712 1,295 0 150 0 150 0 0 : : : : Changes from: July 13, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 59.3 32.7 26.5 12.7 0.0 1.5 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 15 10 5 9 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 19,885 : : Positions : : 13,021 16,954 3,156 1,080 981 150 0 150 1,191 0 0 : : : : Changes from: July 13, 2010 : : 720 245 130 280 -40 0 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 85.3 15.9 5.4 4.9 0.8 0.0 0.8 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 7 . 7 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 19,857 : : Positions : : 10,672 9,507 5,378 5,296 2,034 0 2,396 64 1,270 75 12 : : : : Changes from: July 13, 2010 : : -78 -24 -390 78 346 0 56 64 -32 -591 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 47.9 27.1 26.7 10.2 0.0 12.1 0.3 6.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 16 21 8 11 14 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 13,429 : : Positions : : 9,427 9,583 1,077 1,805 1,115 1,336 75 297 89 407 50 : : : : Changes from: July 13, 2010 : : -172 260 45 -177 242 253 0 0 89 134 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 71.4 8.0 13.4 8.3 9.9 0.6 2.2 0.7 3.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 4 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 35,055 : : Positions : : 7,939 19,543 11,274 3,891 7,286 300 0 100 1,871 484 1,879 : : : : Changes from: July 13, 2010 : : 50 100 -15 133 -10 0 0 0 37 -50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 55.7 32.2 11.1 20.8 0.9 0.0 0.3 5.3 1.4 5.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 18 13 5 16 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 23, 2010