Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 36,008 : : Positions : : 21,508 26,647 9,333 1,280 3,330 0 0 450 1,273 4,249 18 : : : : Changes from: August 17, 2010 : : 2,094 303 74 171 -25 0 0 0 0 1,704 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 74.0 25.9 3.6 9.2 0.0 0.0 1.2 3.5 11.8 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 31 10 5 14 0 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 25,984 : : Positions : : 19,736 16,532 4,763 7,845 1,370 0 0 0 0 0 0 : : : : Changes from: August 17, 2010 : : 1,727 1,827 65 -100 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 63.6 18.3 30.2 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 23 7 . 10 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 6,095 : : Positions : : 2,093 4,338 1,894 0 275 0 0 0 137 216 79 : : : : Changes from: August 17, 2010 : : 45 42 0 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 71.2 31.1 0.0 4.5 0.0 0.0 0.0 2.2 3.5 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 24, 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 9,425 : : Positions : : 4,143 4,820 882 858 2,103 0 73 0 899 284 84 : : : : Changes from: August 17, 2010 : : 310 532 27 -68 176 0 0 0 227 56 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 51.1 9.4 9.1 22.3 0.0 0.8 0.0 9.5 3.0 0.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 26 10 6 15 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 8,758 : : Positions : : 4,918 6,221 1,398 97 876 0 0 0 157 264 776 : : : : Changes from: August 17, 2010 : : 330 246 -201 14 240 0 0 0 22 -124 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 71.0 16.0 1.1 10.0 0.0 0.0 0.0 1.8 3.0 8.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 38 12 . 14 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 2,888 : : Positions : : 1,094 1,346 227 213 661 150 0 0 90 0 0 : : : : Changes from: August 17, 2010 : : -80 75 33 0 111 0 0 0 50 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 46.6 7.9 7.4 22.9 5.2 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 2,245 : : Positions : : 1,459 1,038 87 486 193 0 0 0 40 25 0 : : : : Changes from: August 17, 2010 : : 236 206 60 28 100 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 46.2 3.9 21.6 8.6 0.0 0.0 0.0 1.8 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 20,483 : : Positions : : 17,042 13,996 776 3,822 2,550 0 0 0 0 0 0 : : : : Changes from: August 17, 2010 : : 400 525 150 25 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 68.3 3.8 18.7 12.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 4 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 409,245 : : Positions : : 146,523 229,158 88,749 3,261 29,200 22,058 30,423 27,763 9,977 7,509 46,498 : : : : Changes from: August 17, 2010 : : 11,559 -2,707 -149 -82 1,028 -3,873 8,432 509 211 -1,330 4,269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 56.0 21.7 0.8 7.1 5.4 7.4 6.8 2.4 1.8 11.4 : : : : Number of Traders in Each Category Total Traders: 151 : : 57 64 15 5 17 17 21 16 11 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 108,856 : : Positions : : 48,323 58,587 13,860 0 17,332 0 626 0 1,224 5,504 22,664 : : : : Changes from: August 17, 2010 : : -3,954 -3,777 398 0 -961 0 -223 0 23 304 -1,665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 53.8 12.7 0.0 15.9 0.0 0.6 0.0 1.1 5.1 20.8 : : : : 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 24, 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 18,428 : : Positions : : 10,773 12,301 3,294 521 3,161 0 0 350 250 1,545 550 : : : : Changes from: August 17, 2010 : : 833 547 114 -50 98 0 0 0 -100 400 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 66.8 17.9 2.8 17.2 0.0 0.0 1.9 1.4 8.4 3.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 35 42 10 . 11 0 0 . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 12,041 : : Positions : : 5,485 4,765 2,151 3,730 2,525 100 0 0 820 0 525 : : : : Changes from: August 17, 2010 : : -175 89 141 -95 86 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 39.6 17.9 31.0 21.0 0.8 0.0 0.0 6.8 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 12 10 7 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 4,527 : : Positions : : 2,106 1,767 421 517 412 0 0 0 311 101 371 : : : : Changes from: August 17, 2010 : : 279 181 8 102 1 0 0 0 25 30 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 39.0 9.3 11.4 9.1 0.0 0.0 0.0 6.9 2.2 8.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 11,206 : : Positions : : 8,826 9,458 124 0 378 687 121 146 230 353 390 : : : : Changes from: August 17, 2010 : : 441 207 -13 -135 -5 -97 121 -52 -67 37 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 84.4 1.1 0.0 3.4 6.1 1.1 1.3 2.1 3.2 3.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 17 . 0 . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 5,744 : : Positions : : 5,439 2,916 0 1,119 165 0 0 0 0 1,345 0 : : : : Changes from: August 17, 2010 : : 732 660 0 72 75 0 0 0 0 36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 50.8 0.0 19.5 2.9 0.0 0.0 0.0 0.0 23.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 21 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 3,458 : : Positions : : 3,417 3,202 0 125 0 0 0 0 0 51 0 : : : : Changes from: August 17, 2010 : : 197 202 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.8 92.6 0.0 3.6 0.0 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 19 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 2,274 : : Positions : : 1,670 1,440 15 0 34 0 123 36 0 0 25 : : : : Changes from: August 17, 2010 : : 175 -26 10 0 -5 0 57 -12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 63.3 0.7 0.0 1.5 0.0 5.4 1.6 0.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 20 . 0 . 0 . . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 2,428 : : Positions : : 1,610 1,420 5 234 140 0 0 0 150 63 56 : : : : Changes from: August 17, 2010 : : 204 182 5 -10 5 0 0 0 58 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 58.5 0.2 9.6 5.8 0.0 0.0 0.0 6.2 2.6 2.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 19 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 454,394 : : Positions : : 106,797 160,148 73,367 50,217 125,005 24,509 23,563 28,036 27,759 639 53,688 : : : : Changes from: August 17, 2010 : : -14,907 -5,455 4,913 3,452 -12,376 3,381 5,321 -2,535 5,906 -6,096 1,726 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 35.2 16.1 11.1 27.5 5.4 5.2 6.2 6.1 0.1 11.8 : : : : Number of Traders in Each Category Total Traders: 119 : : 36 40 11 20 27 9 11 13 19 4 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 2,577,819 : : Positions : : 317,399 519,337 253,566 190,230 776,692 179,640 97,616 306,450 93,252 62,414 551,101 : : : : Changes from: August 17, 2010 : : -22,165 -30,825 7,952 -8,519 7,454 -4,620 27,811 9,067 5,182 9,944 27,730 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 20.1 9.8 7.4 30.1 7.0 3.8 11.9 3.6 2.4 21.4 : : : : Number of Traders in Each Category Total Traders: 380 : : 50 57 19 24 37 58 61 78 81 66 106 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 130,917 : : Positions : : 46,702 39,410 1,522 13,805 13,414 36 21,864 7,665 32,958 4,210 27,528 : : : : Changes from: August 17, 2010 : : -1,762 7,371 135 1,352 750 -133 -181 928 9,461 -950 2,133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 30.1 1.2 10.5 10.2 0.0 16.7 5.9 25.2 3.2 21.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 17 . 6 7 . 6 4 . 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 233,284 : : Positions : : 51,717 57,370 59,528 49,418 49,512 7,582 0 83 20,700 17,346 17,649 : : : : Changes from: August 17, 2010 : : 609 204 281 257 1,310 -664 0 0 -212 642 643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 24.6 25.5 21.2 21.2 3.3 0.0 0.0 8.9 7.4 7.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 8 11 7 17 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 134,111 : : Positions : : 11,576 11,927 11,857 16,765 59,148 11,765 6,688 22,871 1,235 874 12,826 : : : : Changes from: August 17, 2010 : : -235 -34 436 -3,478 -350 -1,810 1,615 87 -33 191 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 8.9 8.8 12.5 44.1 8.8 5.0 17.1 0.9 0.7 9.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 10 10 9 8 16 14 5 14 9 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 614,919 : : Positions : : 133,109 106,560 38,176 101,526 282,644 13 1,878 11,588 38,133 130 87,127 : : : : Changes from: August 17, 2010 : : -3,868 -2,577 -2,000 -1,714 -8,505 13 -1,408 333 328 -642 -863 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 17.3 6.2 16.5 46.0 0.0 0.3 1.9 6.2 0.0 14.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 8 22 29 . . . 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 44,625 : : Positions : : 20,691 24,068 9,258 5,179 13,796 0 0 25 83 785 350 : : : : Changes from: August 17, 2010 : : 2,170 1,645 100 675 950 0 0 0 33 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 53.9 20.7 11.6 30.9 0.0 0.0 0.1 0.2 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 25 9 10 18 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 114,053 : : Positions : : 17,446 7,934 30,597 21,430 40,695 11,943 20,906 8,377 0 8,231 327 : : : : Changes from: August 17, 2010 : : -79 -2,984 -662 1,039 -3,520 -369 40 644 0 423 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 7.0 26.8 18.8 35.7 10.5 18.3 7.3 0.0 7.2 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 6 6 9 10 18 4 8 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 35,473 : : Positions : : 2,256 2,484 9,704 4,045 17,297 0 4,019 4,706 0 400 0 : : : : Changes from: August 17, 2010 : : 0 0 111 -35 -779 0 100 -1,315 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 7.0 27.4 11.4 48.8 0.0 11.3 13.3 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 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 21,535 : : Positions : : 6,775 6,400 5,480 10,510 3,755 5,100 0 0 0 400 200 : : : : Changes from: August 17, 2010 : : 100 425 75 -250 400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 29.7 25.4 48.8 17.4 23.7 0.0 0.0 0.0 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 12 7 10 10 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 297,876 : : Positions : : 128,463 187,170 45,158 899 12,755 31,870 30,574 24,259 18,348 3,389 21,443 : : : : Changes from: August 17, 2010 : : 6,790 -4,506 109 82 -767 -7,486 1,438 1,987 1,268 833 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 62.8 15.2 0.3 4.3 10.7 10.3 8.1 6.2 1.1 7.2 : : : : Number of Traders in Each Category Total Traders: 193 : : 66 72 14 4 13 30 28 25 19 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 27,985 : : Positions : : 13,593 20,948 2,543 1,682 72 2,911 196 1,206 1,591 0 671 : : : : Changes from: August 17, 2010 : : 298 1,052 50 -126 0 -83 0 0 -159 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 74.9 9.1 6.0 0.3 10.4 0.7 4.3 5.7 0.0 2.4 : : : : 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 24, 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 20,353 : : Positions : : 17,038 17,716 1,125 1,970 150 640 0 400 0 0 0 : : : : Changes from: August 17, 2010 : : 100 100 -200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 87.0 5.5 9.7 0.7 3.1 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 8,270 : : Positions : : 3,945 6,134 2,401 470 1,116 150 0 0 100 40 400 : : : : Changes from: August 17, 2010 : : 208 240 82 50 88 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 74.2 29.0 5.7 13.5 1.8 0.0 0.0 1.2 0.5 4.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 25 10 . 9 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 66,563 : : Positions : : 54,032 54,610 5,266 7,257 3,042 1,400 577 843 675 0 0 : : : : Changes from: August 17, 2010 : : -451 -816 -120 -70 222 -300 35 300 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 82.0 7.9 10.9 4.6 2.1 0.9 1.3 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 25 7 4 9 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 25,809 : : Positions : : 13,952 22,844 8,357 120 2,280 1,000 290 0 0 0 0 : : : : Changes from: August 17, 2010 : : 430 280 -150 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 88.5 32.4 0.5 8.8 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 24, 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 9,775 : : Positions : : 5,035 5,990 2,880 2,145 1,490 0 150 0 100 0 0 : : : : Changes from: August 17, 2010 : : -150 250 0 -250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 61.3 29.5 21.9 15.2 0.0 1.5 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 11 21 9 5 9 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 3,042 : : Positions : : 191 1,567 1,261 139 178 50 0 0 0 0 30 : : : : Changes from: August 17, 2010 : : -23 -101 24 104 27 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 51.5 41.5 4.6 5.9 1.6 0.0 0.0 0.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 10 6 . 6 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 21,275 : : Positions : : 11,717 17,976 3,342 1,206 1,248 150 0 225 3,983 0 0 : : : : Changes from: August 17, 2010 : : 179 1,665 203 337 -42 0 0 0 1,620 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 84.5 15.7 5.7 5.9 0.7 0.0 1.1 18.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 15 8 . 8 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 19,583 : : Positions : : 10,193 9,862 4,664 4,593 2,476 0 1,736 227 1,517 50 12 : : : : Changes from: August 17, 2010 : : -40 310 -235 -350 214 0 -100 100 149 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 50.4 23.8 23.5 12.6 0.0 8.9 1.2 7.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 16 22 7 11 15 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 15,070 : : Positions : : 12,516 10,521 745 2,457 850 361 0 475 0 487 50 : : : : Changes from: August 17, 2010 : : 457 180 0 178 0 -171 0 178 -9 -9 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 69.8 4.9 16.3 5.6 2.4 0.0 3.2 0.0 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 4 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 32,668 : : Positions : : 9,482 17,937 10,888 3,700 6,490 300 0 100 1,587 1,316 1,868 : : : : Changes from: August 17, 2010 : : 2,283 63 0 -13 94 0 0 0 -117 518 621 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 54.9 33.3 11.3 19.9 0.9 0.0 0.3 4.9 4.0 5.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 16 19 13 5 16 . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated August 27, 2010