Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 33,888 : : Positions : : 19,414 26,344 9,259 1,109 3,355 0 0 450 1,273 2,545 75 : : : : Changes from: August 10, 2010 : : 598 -312 338 131 -210 0 0 150 0 1,117 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 77.7 27.3 3.3 9.9 0.0 0.0 1.3 3.8 7.5 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 24 32 10 5 14 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 24,287 : : Positions : : 18,009 14,705 4,698 7,945 1,400 0 0 0 0 0 0 : : : : Changes from: August 10, 2010 : : 626 1,051 209 -189 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 60.5 19.3 32.7 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 6 . 9 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 6,023 : : Positions : : 2,048 4,296 1,894 0 255 0 0 0 137 216 79 : : : : Changes from: August 10, 2010 : : 106 -17 -20 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 71.3 31.4 0.0 4.2 0.0 0.0 0.0 2.3 3.6 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 8,814 : : Positions : : 3,833 4,288 855 926 1,927 0 73 0 672 228 83 : : : : Changes from: August 10, 2010 : : 99 199 50 67 30 0 0 0 149 3 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 48.6 9.7 10.5 21.9 0.0 0.8 0.0 7.6 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 23 9 7 15 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 8,234 : : Positions : : 4,588 5,975 1,599 83 636 0 0 0 135 388 763 : : : : Changes from: August 10, 2010 : : 566 491 -90 10 -42 0 0 0 -57 -74 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 72.6 19.4 1.0 7.7 0.0 0.0 0.0 1.6 4.7 9.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 39 13 . 14 0 0 0 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 2,780 : : Positions : : 1,174 1,271 194 213 550 150 0 0 40 0 5 : : : : Changes from: August 10, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 45.7 7.0 7.7 19.8 5.4 0.0 0.0 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 1,820 : : Positions : : 1,223 832 27 458 93 0 0 0 40 0 0 : : : : Changes from: August 10, 2010 : : 23 -30 0 11 -31 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 45.7 1.5 25.2 5.1 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 19,858 : : Positions : : 16,642 13,471 626 3,797 2,475 0 0 0 0 0 0 : : : : Changes from: August 10, 2010 : : 430 725 0 -295 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 67.8 3.2 19.1 12.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 4 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 396,169 : : Positions : : 134,964 231,865 88,897 3,343 28,173 25,931 21,991 27,254 9,766 8,839 42,229 : : : : Changes from: August 10, 2010 : : 13,891 -13,577 2,543 1,069 987 -16,278 11,148 -859 931 -2,488 1,340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 58.5 22.4 0.8 7.1 6.5 5.6 6.9 2.5 2.2 10.7 : : : : Number of Traders in Each Category Total Traders: 144 : : 56 64 15 4 16 18 16 14 11 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 115,122 : : Positions : : 52,277 62,364 13,461 0 18,293 0 848 0 1,200 5,200 24,329 : : : : Changes from: August 10, 2010 : : -3,237 -3,221 -389 0 603 0 -309 0 273 -608 -1,628 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 54.2 11.7 0.0 15.9 0.0 0.7 0.0 1.0 4.5 21.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 7 0 7 0 . 0 . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 17,333 : : Positions : : 9,940 11,754 3,180 571 3,063 0 0 350 350 1,145 450 : : : : Changes from: August 10, 2010 : : 604 388 178 119 75 0 0 0 0 275 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 67.8 18.3 3.3 17.7 0.0 0.0 2.0 2.0 6.6 2.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 33 38 10 . 11 0 0 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 11,989 : : Positions : : 5,660 4,676 2,010 3,825 2,439 100 0 0 820 0 525 : : : : Changes from: August 10, 2010 : : 300 336 0 -210 465 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 39.0 16.8 31.9 20.3 0.8 0.0 0.0 6.8 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 12 8 9 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 4,281 : : Positions : : 1,827 1,586 413 415 411 0 0 0 286 71 387 : : : : Changes from: August 10, 2010 : : 202 180 0 26 -19 0 0 0 -6 -12 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 37.0 9.6 9.7 9.6 0.0 0.0 0.0 6.7 1.7 9.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 4 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,941 : : Positions : : 8,385 9,251 137 135 383 784 0 198 297 316 461 : : : : Changes from: August 10, 2010 : : 390 -365 -25 -236 132 -1,001 0 38 -28 -106 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 84.6 1.3 1.2 3.5 7.2 0.0 1.8 2.7 2.9 4.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 15 . . . 4 0 . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 4,894 : : Positions : : 4,707 2,256 0 1,047 90 0 0 0 0 1,309 0 : : : : Changes from: August 10, 2010 : : 454 379 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 46.1 0.0 21.4 1.8 0.0 0.0 0.0 0.0 26.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 3,266 : : Positions : : 3,220 3,000 0 125 0 0 0 0 0 51 0 : : : : Changes from: August 10, 2010 : : 377 350 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 91.9 0.0 3.8 0.0 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 19 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,025 : : Positions : : 1,495 1,466 5 0 39 0 66 48 0 0 25 : : : : Changes from: August 10, 2010 : : 166 288 3 0 0 0 -1 1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 72.4 0.2 0.0 1.9 0.0 3.3 2.4 0.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 19 . 0 . 0 . . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 2,223 : : Positions : : 1,406 1,238 0 244 135 0 0 0 92 63 36 : : : : Changes from: August 10, 2010 : : -101 -9 0 74 12 0 0 0 21 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 55.7 0.0 11.0 6.1 0.0 0.0 0.0 4.1 2.8 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 0 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 470,717 : : Positions : : 121,703 165,603 68,454 46,765 137,380 21,128 18,242 30,571 21,853 6,735 51,962 : : : : Changes from: August 10, 2010 : : -7,835 -15,604 -1,355 3,246 -2,920 -3,187 1,707 -6,631 3,912 5,798 -6,973 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 35.2 14.5 9.9 29.2 4.5 3.9 6.5 4.6 1.4 11.0 : : : : Number of Traders in Each Category Total Traders: 116 : : 34 41 12 18 27 7 13 14 11 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 2,540,446 : : Positions : : 339,564 550,162 245,613 198,748 769,238 184,260 69,805 297,384 88,070 52,471 523,371 : : : : Changes from: August 10, 2010 : : -5,910 -1,172 -7,760 -5,184 -9,640 -7,726 8,725 -14,059 8,097 -4,710 -45,314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 21.7 9.7 7.8 30.3 7.3 2.7 11.7 3.5 2.1 20.6 : : : : Number of Traders in Each Category Total Traders: 356 : : 48 55 19 23 37 59 55 71 77 51 102 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 119,416 : : Positions : : 48,465 32,039 1,386 12,452 12,664 168 22,045 6,737 23,497 5,160 25,395 : : : : Changes from: August 10, 2010 : : -619 4,189 438 -891 356 -494 2,596 677 4,961 -1,394 2,463 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 26.8 1.2 10.4 10.6 0.1 18.5 5.6 19.7 4.3 21.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 18 . 6 7 . 6 5 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 229,727 : : Positions : : 51,108 57,166 59,247 49,161 48,202 8,246 0 83 20,912 16,704 17,006 : : : : Changes from: August 10, 2010 : : 367 881 -4,230 1,507 2,290 -524 0 0 565 416 -1,070 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 24.9 25.8 21.4 21.0 3.6 0.0 0.0 9.1 7.3 7.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 8 10 8 17 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 136,121 : : Positions : : 11,811 11,960 11,421 20,244 59,498 13,576 5,073 22,784 1,268 684 12,812 : : : : Changes from: August 10, 2010 : : -309 63 -278 -3,335 573 -1,911 824 1,321 -392 42 -323 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 8.8 8.4 14.9 43.7 10.0 3.7 16.7 0.9 0.5 9.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 9 9 9 8 16 15 . 13 9 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 628,244 : : Positions : : 136,977 109,137 40,176 103,240 291,149 0 3,285 11,256 37,805 772 87,990 : : : : Changes from: August 10, 2010 : : -964 3,136 -278 -7,546 2,411 -2 248 33 -2,436 -216 2,118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 17.4 6.4 16.4 46.3 0.0 0.5 1.8 6.0 0.1 14.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 8 22 29 0 . . 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 41,522 : : Positions : : 18,521 22,423 9,158 4,504 12,846 0 0 25 50 785 350 : : : : Changes from: August 10, 2010 : : 700 735 160 125 620 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 54.0 22.1 10.8 30.9 0.0 0.0 0.1 0.1 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 24 9 9 17 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 118,908 : : Positions : : 17,525 10,918 31,259 20,391 44,215 12,312 20,866 7,733 0 7,808 927 : : : : Changes from: August 10, 2010 : : 1,984 1,984 -334 -3,400 -519 -3,503 -585 -785 -386 -100 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 9.2 26.3 17.1 37.2 10.4 17.5 6.5 0.0 6.6 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 6 6 9 10 18 4 8 8 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 37,484 : : Positions : : 2,256 2,484 9,593 4,080 18,076 0 3,919 6,021 0 400 0 : : : : Changes from: August 10, 2010 : : 0 -4 572 -108 -765 0 395 -485 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 6.6 25.6 10.9 48.2 0.0 10.5 16.1 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 10 4 12 0 4 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 20,810 : : Positions : : 6,675 5,975 5,405 10,760 3,355 5,100 0 0 0 400 200 : : : : Changes from: August 10, 2010 : : 0 0 0 -45 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 28.7 26.0 51.7 16.1 24.5 0.0 0.0 0.0 1.9 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 12 7 10 9 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 296,023 : : Positions : : 121,673 191,676 45,049 816 13,522 39,355 29,136 22,271 17,080 2,556 21,378 : : : : Changes from: August 10, 2010 : : 13,254 -16,472 -168 -351 -1,107 -6,982 21,958 2,977 3,348 268 -749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 64.8 15.2 0.3 4.6 13.3 9.8 7.5 5.8 0.9 7.2 : : : : Number of Traders in Each Category Total Traders: 195 : : 67 74 15 5 14 35 21 22 19 10 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 26,972 : : Positions : : 13,295 19,896 2,493 1,808 72 2,994 196 1,206 1,750 0 631 : : : : Changes from: August 10, 2010 : : 981 307 150 0 0 -931 0 640 -77 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 73.8 9.2 6.7 0.3 11.1 0.7 4.5 6.5 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 20,253 : : Positions : : 16,938 17,616 1,325 1,970 150 640 0 400 0 0 0 : : : : Changes from: August 10, 2010 : : 650 625 0 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 87.0 6.5 9.7 0.7 3.2 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 7,842 : : Positions : : 3,737 5,894 2,319 420 1,028 150 0 0 100 40 400 : : : : Changes from: August 10, 2010 : : 10 74 64 0 119 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 75.2 29.6 5.4 13.1 1.9 0.0 0.0 1.3 0.5 5.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 23 10 . 9 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 66,842 : : Positions : : 54,483 55,426 5,386 7,327 2,820 1,700 542 543 725 0 0 : : : : Changes from: August 10, 2010 : : -1,281 -2,060 -4 400 -234 -325 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 82.9 8.1 11.0 4.2 2.5 0.8 0.8 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 25 7 4 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 25,454 : : Positions : : 13,522 22,564 8,507 120 2,205 1,000 290 0 0 0 0 : : : : Changes from: August 10, 2010 : : 530 240 -50 0 150 0 290 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 88.6 33.4 0.5 8.7 3.9 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 14 10 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 9,925 : : Positions : : 5,185 5,740 2,880 2,395 1,490 0 150 0 100 0 0 : : : : Changes from: August 10, 2010 : : 250 175 195 270 165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 57.8 29.0 24.1 15.0 0.0 1.5 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 20 9 5 9 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 2,949 : : Positions : : 214 1,668 1,237 35 151 50 0 0 0 0 30 : : : : Changes from: August 10, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 56.6 41.9 1.2 5.1 1.7 0.0 0.0 0.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 11 6 . 5 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 19,390 : : Positions : : 11,538 16,311 3,139 869 1,290 150 0 225 2,363 0 75 : : : : Changes from: August 10, 2010 : : 0 1,250 257 -46 74 0 0 0 1,125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 84.1 16.2 4.5 6.7 0.8 0.0 1.2 12.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 15 7 . 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 19,208 : : Positions : : 10,233 9,552 4,899 4,943 2,262 0 1,836 127 1,368 50 12 : : : : Changes from: August 10, 2010 : : -404 515 165 -336 306 0 0 0 418 0 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 49.7 25.5 25.7 11.8 0.0 9.6 0.7 7.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 16 22 8 11 16 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 14,588 : : Positions : : 12,059 10,341 745 2,279 850 532 0 297 9 496 95 : : : : Changes from: August 10, 2010 : : 1,440 339 -41 405 -207 -500 0 0 9 89 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 70.9 5.1 15.6 5.8 3.6 0.0 2.0 0.1 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 20 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 32,179 : : Positions : : 7,199 17,874 10,888 3,713 6,396 300 0 100 1,704 798 1,247 : : : : Changes from: August 10, 2010 : : 0 0 0 0 0 0 0 0 -170 0 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 55.5 33.8 11.5 19.9 0.9 0.0 0.3 5.3 2.5 3.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 13 18 13 5 16 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 20, 2010