Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 31,214 : : Positions : : 18,195 24,989 8,021 1,199 3,288 0 0 300 1,273 1,353 75 : : : : Changes from: July 27, 2010 : : -3,856 -3,652 161 -66 -344 0 0 0 -83 -67 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 80.1 25.7 3.8 10.5 0.0 0.0 1.0 4.1 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 30 11 4 14 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 23,311 : : Positions : : 17,257 13,258 4,514 8,429 1,360 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : 241 92 54 185 -330 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 56.9 19.4 36.2 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 5 . 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 5,898 : : Positions : : 1,930 4,268 1,903 0 183 0 0 0 137 216 79 : : : : Changes from: July 27, 2010 : : -246 -383 -281 0 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 72.4 32.3 0.0 3.1 0.0 0.0 0.0 2.3 3.7 1.3 : : : : 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 August 3, 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 8,285 : : Positions : : 3,559 3,913 805 879 1,934 0 106 0 529 209 69 : : : : Changes from: July 27, 2010 : : -603 -717 -117 -233 80 0 -69 0 -46 27 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 47.2 9.7 10.6 23.3 0.0 1.3 0.0 6.4 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 23 8 8 15 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 7,202 : : Positions : : 3,806 5,140 1,545 83 594 0 0 0 200 342 627 : : : : Changes from: July 27, 2010 : : -1,175 -1,098 215 -234 -279 -32 0 -10 -230 6 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 71.4 21.5 1.2 8.2 0.0 0.0 0.0 2.8 4.7 8.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 39 14 . 14 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,559 : : Positions : : 964 843 28 249 128 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -608 -363 -47 -311 20 0 0 0 0 -76 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 54.1 1.8 16.0 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 19,178 : : Positions : : 16,112 12,571 626 4,167 2,325 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -2,531 -1,031 125 -1,280 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 65.5 3.3 21.7 12.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 14 4 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 400,862 : : Positions : : 121,896 246,327 88,750 2,449 28,063 43,179 13,222 28,154 9,102 9,511 42,961 : : : : Changes from: July 27, 2010 : : -2,606 14,362 -589 1,115 127 16,223 -742 -1,049 470 1,482 2,896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 61.4 22.1 0.6 7.0 10.8 3.3 7.0 2.3 2.4 10.7 : : : : Number of Traders in Each Category Total Traders: 150 : : 52 64 16 . 16 28 10 16 12 10 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 128,271 : : Positions : : 59,377 69,742 14,406 0 18,918 0 1,272 0 738 5,986 27,553 : : : : Changes from: July 27, 2010 : : 3,934 4,225 1,375 0 164 0 211 0 -547 543 2,425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 54.4 11.2 0.0 14.7 0.0 1.0 0.0 0.6 4.7 21.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 6 0 6 0 . 0 . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 16,593 : : Positions : : 9,574 10,886 2,251 519 3,368 0 0 350 300 720 750 : : : : Changes from: July 27, 2010 : : -3,454 -2,442 333 -763 -48 0 0 0 -350 -266 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 65.6 13.6 3.1 20.3 0.0 0.0 2.1 1.8 4.3 4.5 : : : : Number of Traders in Each Category Total Traders: 69 : : 27 34 9 . 11 0 0 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 11,194 : : Positions : : 5,360 4,340 2,160 4,035 1,944 100 0 0 820 0 525 : : : : Changes from: July 27, 2010 : : -1,225 -700 -512 -924 -65 0 0 0 -80 -180 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 38.8 19.3 36.0 17.4 0.9 0.0 0.0 7.3 0.0 4.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 10 9 9 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 4,037 : : Positions : : 1,576 1,445 272 386 422 0 0 0 344 71 358 : : : : Changes from: July 27, 2010 : : -139 -227 -15 77 41 0 0 0 -175 -25 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 35.8 6.7 9.6 10.5 0.0 0.0 0.0 8.5 1.8 8.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 11,675 : : Positions : : 8,131 9,849 257 388 240 1,768 41 233 365 403 284 : : : : Changes from: July 27, 2010 : : -149 138 -18 -132 -6 8 -103 79 -80 -205 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 84.4 2.2 3.3 2.1 15.1 0.4 2.0 3.1 3.5 2.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 16 . . . 5 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 3,742 : : Positions : : 3,392 1,460 0 779 90 0 0 0 0 1,309 0 : : : : Changes from: July 27, 2010 : : -671 -198 0 -42 0 0 0 0 0 -333 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 39.0 0.0 20.8 2.4 0.0 0.0 0.0 0.0 35.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 2,585 : : Positions : : 2,520 2,387 0 50 0 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -280 -324 0 -24 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 92.3 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 16 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 1,711 : : Positions : : 1,150 1,117 5 0 67 0 44 61 0 0 25 : : : : Changes from: July 27, 2010 : : -139 -153 -20 -16 6 0 -88 -6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 65.3 0.3 0.0 3.9 0.0 2.6 3.6 0.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 17 . 0 . 0 . . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 2,052 : : Positions : : 1,316 1,115 0 160 120 0 0 0 53 0 58 : : : : Changes from: July 27, 2010 : : -254 -506 0 -48 35 0 0 0 -70 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 54.3 0.0 7.8 5.8 0.0 0.0 0.0 2.6 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 17 0 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 488,053 : : Positions : : 119,660 172,888 67,003 43,122 139,900 24,427 15,323 38,479 21,537 1,288 57,031 : : : : Changes from: July 27, 2010 : : 1,518 917 -2,464 873 2,083 1,276 -2,066 1,370 -4,273 -461 -4,996 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 35.4 13.7 8.8 28.7 5.0 3.1 7.9 4.4 0.3 11.7 : : : : Number of Traders in Each Category Total Traders: 115 : : 30 40 10 20 26 12 11 16 15 . 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 2,578,774 : : Positions : : 323,296 527,733 268,968 202,754 778,901 201,351 65,518 288,968 76,534 66,896 552,797 : : : : Changes from: July 27, 2010 : : 3,191 3,939 -430 12,026 -3,522 28,365 2,400 -5,123 -1,529 4,830 14,288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 20.5 10.4 7.9 30.2 7.8 2.5 11.2 3.0 2.6 21.4 : : : : Number of Traders in Each Category Total Traders: 356 : : 47 60 17 24 39 72 42 69 56 72 105 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 87,199 : : Positions : : 43,678 20,488 580 8,161 9,348 594 16,507 6,496 8,214 5,944 17,415 : : : : Changes from: July 27, 2010 : : -1,047 3,312 219 3,230 69 45 -1,057 1,606 4,105 -1,975 -1,175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 23.5 0.7 9.4 10.7 0.7 18.9 7.4 9.4 6.8 20.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 16 . 5 7 . 5 4 . 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 224,423 : : Positions : : 49,288 55,259 67,370 47,562 43,200 8,770 0 83 21,699 19,548 12,200 : : : : Changes from: July 27, 2010 : : -6,839 -1,043 -5,447 -10,301 1,348 -426 0 -82 -22 -2,759 -1,426 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 24.6 30.0 21.2 19.2 3.9 0.0 0.0 9.7 8.7 5.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 7 11 7 17 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 137,788 : : Positions : : 12,489 12,310 11,316 25,475 60,187 17,045 3,571 19,969 2,130 886 12,360 : : : : Changes from: July 27, 2010 : : 833 575 -225 4,697 1,483 3,000 -1,713 -72 472 265 1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 8.9 8.2 18.5 43.7 12.4 2.6 14.5 1.5 0.6 9.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 8 8 10 8 17 17 5 14 10 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 635,132 : : Positions : : 141,717 109,030 41,815 108,871 292,802 52 3,620 11,700 37,027 514 88,400 : : : : Changes from: July 27, 2010 : : 1,876 -1,404 -3,744 3,073 -154 -5 609 -747 2,870 -1,008 -1,249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 17.2 6.6 17.1 46.1 0.0 0.6 1.8 5.8 0.1 13.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 9 21 29 . . . 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 38,577 : : Positions : : 16,306 20,073 9,023 4,504 12,401 0 0 25 50 785 350 : : : : Changes from: July 27, 2010 : : -1,133 -4,344 -2,247 704 -2,651 0 -25 -389 -100 185 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 52.0 23.4 11.7 32.1 0.0 0.0 0.1 0.1 2.0 0.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 20 11 8 16 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 121,735 : : Positions : : 15,541 8,936 31,675 23,344 44,569 15,817 21,456 8,518 0 8,000 975 : : : : Changes from: July 27, 2010 : : 0 26 -1,882 1,496 2,371 3,505 666 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 7.3 26.0 19.2 36.6 13.0 17.6 7.0 0.0 6.6 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 6 6 9 10 18 5 8 9 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 38,585 : : Positions : : 2,256 2,488 8,937 3,888 18,960 0 3,524 6,692 0 400 0 : : : : Changes from: July 27, 2010 : : 0 0 -33 -300 950 0 0 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.8 6.4 23.2 10.1 49.1 0.0 9.1 17.3 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 5 12 0 4 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 20,880 : : Positions : : 6,675 6,000 5,235 10,805 3,400 5,250 0 0 0 400 200 : : : : Changes from: July 27, 2010 : : -555 -5 -455 -1,105 -700 0 0 0 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 28.7 25.1 51.7 16.3 25.1 0.0 0.0 0.0 1.9 1.0 : : : : 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 August 3, 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 293,031 : : Positions : : 108,896 212,814 44,414 933 16,227 48,667 5,711 18,486 14,364 2,708 22,391 : : : : Changes from: July 27, 2010 : : -7,095 276 -1,008 37 -345 4,913 -102 -821 -710 -249 2,283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 72.6 15.2 0.3 5.5 16.6 1.9 6.3 4.9 0.9 7.6 : : : : Number of Traders in Each Category Total Traders: 192 : : 55 74 16 4 12 41 15 26 15 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 25,516 : : Positions : : 12,024 18,391 2,343 1,808 72 3,883 196 566 1,757 0 633 : : : : Changes from: July 27, 2010 : : -3,580 -3,583 771 101 -28 48 39 -243 -933 0 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 72.1 9.2 7.1 0.3 15.2 0.8 2.2 6.9 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 17,853 : : Positions : : 14,888 15,216 875 1,970 150 640 0 400 0 0 0 : : : : Changes from: July 27, 2010 : : -1,799 -795 550 -360 -150 350 0 -350 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 85.2 4.9 11.0 0.8 3.6 0.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 7 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 7,276 : : Positions : : 3,497 5,490 2,205 420 716 150 0 0 50 40 400 : : : : Changes from: July 27, 2010 : : -861 -140 715 192 -558 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 75.5 30.3 5.8 9.8 2.1 0.0 0.0 0.7 0.5 5.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 22 10 . 9 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 69,144 : : Positions : : 55,164 58,001 5,365 6,932 2,794 2,688 0 1,033 725 0 0 : : : : Changes from: July 27, 2010 : : -23,787 -24,063 -258 186 -457 56 0 -286 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 83.9 7.8 10.0 4.0 3.9 0.0 1.5 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 24 7 4 7 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 24,694 : : Positions : : 13,042 22,224 8,507 195 1,980 1,000 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -1,903 -2,287 -449 -180 -15 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 90.0 34.4 0.8 8.0 4.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 13 10 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 9,240 : : Positions : : 4,935 5,565 2,730 2,170 1,355 0 150 0 100 0 0 : : : : Changes from: July 27, 2010 : : -975 -845 -512 -642 -15 0 0 0 -50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 60.2 29.5 23.5 14.7 0.0 1.6 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 10 20 10 5 10 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 17,684 : : Positions : : 11,533 14,628 2,807 1,090 1,121 150 0 150 1,238 0 75 : : : : Changes from: July 27, 2010 : : -1,719 -2,631 -523 -15 64 0 0 0 122 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 82.7 15.9 6.2 6.3 0.8 0.0 0.8 7.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 13 7 4 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 19,164 : : Positions : : 10,667 9,006 5,174 5,505 1,833 0 2,111 127 950 50 46 : : : : Changes from: July 27, 2010 : : -777 -472 -161 -477 -214 0 -165 63 -192 -25 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 47.0 27.0 28.7 9.6 0.0 11.0 0.7 5.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 17 22 7 12 13 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 13,322 : : Positions : : 10,007 9,582 786 1,682 1,096 1,032 0 297 0 407 50 : : : : Changes from: July 27, 2010 : : -1,300 -1,700 -336 -400 26 -417 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 71.9 5.9 12.6 8.2 7.7 0.0 2.2 0.0 3.1 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 4 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 32,030 : : Positions : : 7,199 17,940 10,888 3,713 6,396 300 0 100 1,574 798 1,415 : : : : Changes from: July 27, 2010 : : -740 -1,603 -436 -178 -890 0 0 0 -297 264 -414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 56.0 34.0 11.6 20.0 0.9 0.0 0.3 4.9 2.5 4.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 18 13 5 16 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 6, 2010