GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 30,149: 19,562 24,429 5,857 1,887 2,886 0 0 0 1,732 494 0: 112 453
Old : 30,149: 19,562 24,429 5,857 1,887 2,886 0 0 0 1,732 494 0: 112 453
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -6,370: -5,873 -5,793 527 369 -550 0 0 0 -433 -313 0: -41 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 81.0 19.4 6.3 9.6 0.0 0.0 0.0 5.7 1.6 0.0: 0.4 1.5
Old : 100.0: 64.9 81.0 19.4 6.3 9.6 0.0 0.0 0.0 5.7 1.6 0.0: 0.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 25 31 10 5 12 0 0 0 . . 0:
Old : 55: 25 31 10 5 12 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 32.1 50.6 50.5 22.5 16.2 33.8 26.6
Old : 31.8 32.1 50.6 50.5 22.5 16.2 33.8 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,537: 9,447 10,950 2,055 576 921 0 0 0 0 0 0: 114 90
Old : 12,537: 9,447 10,950 2,055 576 921 0 0 0 0 0 0: 114 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -2,807: -1,925 -2,621 -578 144 -315 0 0 0 0 0 0: 11 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 87.3 16.4 4.6 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7
Old : 100.0: 75.4 87.3 16.4 4.6 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 16 21 6 . 6 0 0 0 0 0 0:
Old : 35: 16 21 6 . 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 44.6 61.1 66.5 34.3 38.8 52.2 53.1
Old : 36.1 44.6 61.1 66.5 34.3 38.8 52.2 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 9,622: 5,219 5,885 1,055 50 1,725 0 0 0 0 457 108: 1,515 1,397
Old : 9,622: 5,219 5,885 1,055 50 1,725 0 0 0 0 457 108: 1,515 1,397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,365: -1,102 -908 30 -17 -243 0 0 0 0 -69 -55: 5 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 61.2 11.0 0.5 17.9 0.0 0.0 0.0 0.0 4.7 1.1: 15.7 14.5
Old : 100.0: 54.2 61.2 11.0 0.5 17.9 0.0 0.0 0.0 0.0 4.7 1.1: 15.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 26 9 . 10 0 0 0 0 . .:
Old : 40: 22 26 9 . 10 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 26.2 51.3 41.2 16.2 10.9 22.9 19.2
Old : 33.0 26.2 51.3 41.2 16.2 10.9 22.9 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 7,683: 4,153 5,101 1,117 34 1,066 0 0 0 291 68 260: 796 1,154
Old : 7,683: 4,153 5,101 1,117 34 1,066 0 0 0 291 68 260: 796 1,154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -893: -675 -1,026 -266 -87 29 0 0 0 16 -100 -221: 224 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 66.4 14.5 0.4 13.9 0.0 0.0 0.0 3.8 0.9 3.4: 10.4 15.0
Old : 100.0: 54.1 66.4 14.5 0.4 13.9 0.0 0.0 0.0 3.8 0.9 3.4: 10.4 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 31 38 8 . 9 0 0 0 4 . .:
Old : 57: 31 38 8 . 9 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 24.7 45.5 38.4 13.3 15.6 22.7 21.3
Old : 30.1 24.7 45.5 38.4 13.3 15.6 22.7 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,958: 798 1,363 138 554 417 0 210 0 945 145 5: 655 264
Old : 2,958: 798 1,363 138 554 417 0 210 0 945 145 5: 655 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -538: -384 -248 31 -93 -179 0 0 0 -85 15 -60: 139 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 46.1 4.7 18.7 14.1 0.0 7.1 0.0 31.9 4.9 0.2: 22.1 8.9
Old : 100.0: 27.0 46.1 4.7 18.7 14.1 0.0 7.1 0.0 31.9 4.9 0.2: 22.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 9 . 4 6 0 . 0 . . .:
Old : 20: 7 9 . 4 6 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 48.6 67.5 71.3 47.4 34.8 50.0 55.1
Old : 50.3 48.6 67.5 71.3 47.4 34.8 50.0 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 9,144: 5,072 7,641 3,371 640 551 0 0 0 0 0 0: 150 312
Old : 9,144: 5,072 7,641 3,371 640 551 0 0 0 0 0 0: 150 312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -2,881: -1,427 -2,009 -1,155 -525 -284 0 0 0 0 0 0: -15 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 83.6 36.9 7.0 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 3.4
Old : 100.0: 55.5 83.6 36.9 7.0 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 11 4 4 . 0 0 0 0 0 0:
Old : 26: 15 11 4 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 63.4 81.4 81.0 55.7 59.8 70.2 71.6
Old : 60.0 63.4 81.4 81.0 55.7 59.8 70.2 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,320: 9,137 9,579 3,148 717 955 0 0 0 0 1,989 30: 50 50
Old : 13,320: 9,137 9,579 3,148 717 955 0 0 0 0 1,989 30: 50 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -3,647: -2,758 -1,266 -14 -627 -875 0 0 0 0 -879 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 71.9 23.6 5.4 7.2 0.0 0.0 0.0 0.0 14.9 0.2: 0.4 0.4
Old : 100.0: 68.6 71.9 23.6 5.4 7.2 0.0 0.0 0.0 0.0 14.9 0.2: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 6 4 7 0 0 0 0 . .:
Old : 29: 14 14 6 4 7 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 49.6 71.7 77.2 31.2 46.4 50.7 61.5
Old : 44.0 49.6 71.7 77.2 31.2 46.4 50.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 296,314: 104,187 184,367 58,406 7,697 15,833 40,513 8,021 19,665 8,529 20,742 13,930: 35,251 26,059
Old : 296,314: 104,187 184,367 58,406 7,697 15,833 40,513 8,021 19,665 8,529 20,742 13,930: 35,251 26,059
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -12,942: -9,943 -9,400 -1,243 -231 378 637 -1,410 -1,772 845 -15 2,156: -4,000 -2,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 62.2 19.7 2.6 5.3 13.7 2.7 6.6 2.9 7.0 4.7: 11.9 8.8
Old : 100.0: 35.2 62.2 19.7 2.6 5.3 13.7 2.7 6.6 2.9 7.0 4.7: 11.9 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 156: 47 66 17 6 14 23 14 21 11 11 23:
Old : 156: 47 66 17 6 14 23 14 21 11 11 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 24.3 31.0 35.8 12.6 15.3 20.9 20.8
Old : 19.7 24.3 31.0 35.8 12.6 15.3 20.9 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 14,970: 8,218 8,061 1,223 3,741 2,228 300 0 0 2,576 400 425: 0 115
Old : 14,970: 8,218 8,061 1,223 3,741 2,228 300 0 0 2,576 400 425: 0 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -4,010: -2,785 -3,846 -1,542 300 -179 0 0 -50 785 -61 -189: -50 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 53.8 8.2 25.0 14.9 2.0 0.0 0.0 17.2 2.7 2.8: 0.0 0.8
Old : 100.0: 54.9 53.8 8.2 25.0 14.9 2.0 0.0 0.0 17.2 2.7 2.8: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 30 25 6 6 9 . 0 0 6 . .:
Old : 58: 30 25 6 6 9 . 0 0 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 35.4 50.7 54.0 26.7 34.8 36.5 46.4
Old : 31.5 35.4 50.7 54.0 26.7 34.8 36.5 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,400: 5,010 4,095 900 2,180 150 1,025 300 0 174 510 120: 21 45
Old : 7,400: 5,010 4,095 900 2,180 150 1,025 300 0 174 510 120: 21 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -915: -550 -757 -303 60 -213 176 0 0 0 -25 -25: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 55.3 12.2 29.5 2.0 13.9 4.1 0.0 2.4 6.9 1.6: 0.3 0.6
Old : 100.0: 67.7 55.3 12.2 29.5 2.0 13.9 4.1 0.0 2.4 6.9 1.6: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 13 9 5 6 . 4 . 0 . . .:
Old : 36: 13 9 5 6 . 4 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 46.7 60.2 73.4 35.9 46.5 55.0 69.6
Old : 36.5 46.7 60.2 73.4 35.9 46.5 55.0 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 8,896: 7,256 7,391 83 241 236 267 0 92 384 516 216: 362 204
Old : 8,896: 7,256 7,391 83 241 236 267 0 92 384 516 216: 362 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -119: 39 46 -63 43 -7 26 0 18 115 51 -149: -98 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 83.1 0.9 2.7 2.7 3.0 0.0 1.0 4.3 5.8 2.4: 4.1 2.3
Old : 100.0: 81.6 83.1 0.9 2.7 2.7 3.0 0.0 1.0 4.3 5.8 2.4: 4.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 24 . . . . 0 . 4 4 .:
Old : 39: 19 24 . . . . 0 . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 41.0 66.8 63.4 26.2 21.2 36.4 31.5
Old : 46.7 41.0 66.8 63.4 26.2 21.2 36.4 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 14,234: 13,838 11,498 0 1,196 138 0 94 15 91 1,074 92: 60 127
Old : 14,234: 13,838 11,498 0 1,196 138 0 94 15 91 1,074 92: 60 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,510: -1,272 -1,372 0 230 -106 0 -15 0 -60 -146 -45: -27 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.2 80.8 0.0 8.4 1.0 0.0 0.7 0.1 0.6 7.5 0.6: 0.4 0.9
Old : 100.0: 97.2 80.8 0.0 8.4 1.0 0.0 0.7 0.1 0.6 7.5 0.6: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 31 39 0 5 . 0 . . . 5 .:
Old : 61: 31 39 0 5 . 0 . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 48.7 62.2 63.3 38.2 37.2 52.8 49.1
Old : 41.2 48.7 62.2 63.3 38.2 37.2 52.8 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 870: 708 860 110 0 0 0 0 0 50 0 0: 2 10
Old : 870: 708 860 110 0 0 0 0 0 50 0 0: 2 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -520: -440 -495 -70 0 0 0 0 0 25 0 0: -35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 98.9 12.6 0.0 0.0 0.0 0.0 0.0 5.7 0.0 0.0: 0.2 1.1
Old : 100.0: 81.4 98.9 12.6 0.0 0.0 0.0 0.0 0.0 5.7 0.0 0.0: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 11 . 0 0 0 0 0 . 0 0:
Old : 20: 11 11 . 0 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 75.1 82.5 90.2 50.6 71.6 67.8 77.4
Old : 59.8 75.1 82.5 90.2 50.6 71.6 67.8 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,252: 770 805 0 0 0 0 0 0 16 20 46: 420 381
Old : 1,252: 770 805 0 0 0 0 0 0 16 20 46: 420 381
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -272: -207 -268 0 0 0 0 0 0 -148 20 -4: 87 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 64.3 0.0 0.0 0.0 0.0 0.0 0.0 1.3 1.6 3.7: 33.5 30.4
Old : 100.0: 61.5 64.3 0.0 0.0 0.0 0.0 0.0 0.0 1.3 1.6 3.7: 33.5 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 15 0 0 0 0 0 0 . . .:
Old : 20: 16 15 0 0 0 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 39.6 45.5 55.2 24.0 35.9 38.7 47.0
Old : 28.7 39.6 45.5 55.2 24.0 35.9 38.7 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 461,686: 138,049 161,199 44,990 70,398 99,018 30,731 14,633 29,404 32,083 2,198 61,589: 25,822 23,247
Old : 461,686: 138,049 161,199 44,990 70,398 99,018 30,731 14,633 29,404 32,083 2,198 61,589: 25,822 23,247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 2,866: -1,308 2,293 -5,064 -2,133 5,315 1,927 -1,841 337 5,317 -125 -1,877: -1,781 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 34.9 9.7 15.2 21.4 6.7 3.2 6.4 6.9 0.5 13.3: 5.6 5.0
Old : 100.0: 29.9 34.9 9.7 15.2 21.4 6.7 3.2 6.4 6.9 0.5 13.3: 5.6 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 140: 37 33 16 17 29 17 9 17 32 6 34:
Old : 140: 37 33 16 17 29 17 9 17 32 6 34:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 15.8 29.6 27.2 7.2 11.1 12.8 17.9
Old : 16.9 15.8 29.6 27.2 7.2 11.1 12.8 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 1,522,391: 220,185 388,889 253,436 241,531 256,838 224,114 64,473 209,482 93,711 114,962 182,767: 81,858 63,449
Old : 1,522,391: 220,185 388,889 253,436 241,531 256,838 224,114 64,473 209,482 93,711 114,962 182,767: 81,858 63,449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,922: 14,960 6,841 -9,235 -736 1,080 1,092 -8,545 -1,648 -1,218 4,583 -6,224: -729 2,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 25.5 16.6 15.9 16.9 14.7 4.2 13.8 6.2 7.6 12.0: 5.4 4.2
Old : 100.0: 14.5 25.5 16.6 15.9 16.9 14.7 4.2 13.8 6.2 7.6 12.0: 5.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 349: 48 55 25 21 38 69 41 68 58 56 97:
Old : 349: 48 55 25 21 38 69 41 68 58 56 97:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 12.0 27.6 22.1 13.6 10.1 19.0 15.7
Old : 17.8 12.0 27.6 22.1 13.6 10.1 19.0 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 216,064: 49,089 38,172 46,153 88,695 24,218 1,161 0 320 58,939 13,213 2,958: 33,226 48,488
Old : 216,064: 49,089 38,172 46,153 88,695 24,218 1,161 0 320 58,939 13,213 2,958: 33,226 48,488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -8,951: -4,195 -3,038 5,943 4,731 -3,737 -220 0 102 1,854 -1,641 -1,914: -6,784 -3,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 17.7 21.4 41.1 11.2 0.5 0.0 0.1 27.3 6.1 1.4: 15.4 22.4
Old : 100.0: 22.7 17.7 21.4 41.1 11.2 0.5 0.0 0.1 27.3 6.1 1.4: 15.4 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 7 7 9 8 13 . 0 . 7 4 6:
Old : 38: 7 7 9 8 13 . 0 . 7 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 31.5 57.9 51.2 41.3 28.4 55.4 46.7
Old : 42.8 31.5 57.9 51.2 41.3 28.4 55.4 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 26,294: 15,969 15,136 4,428 1,860 5,610 0 513 225 0 2,900 50: 12 0
Old : 26,294: 15,969 15,136 4,428 1,860 5,610 0 513 225 0 2,900 50: 12 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -6,815: -2,853 -4,472 -2,949 -2,633 -635 0 313 -275 0 1,002 -50: -53 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 57.6 16.8 7.1 21.3 0.0 2.0 0.9 0.0 11.0 0.2: 0.0 0.0
Old : 100.0: 60.7 57.6 16.8 7.1 21.3 0.0 2.0 0.9 0.0 11.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 22 24 7 6 7 0 . . 0 6 .:
Old : 52: 22 24 7 6 7 0 . . 0 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 36.9 68.3 55.2 27.6 23.7 36.9 32.9
Old : 47.8 36.9 68.3 55.2 27.6 23.7 36.9 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 71,453: 10,133 3,825 34,214 24,155 15,537 2,715 9,449 3,946 0 8,608 622: 4,286 5,311
Old : 71,453: 10,133 3,825 34,214 24,155 15,537 2,715 9,449 3,946 0 8,608 622: 4,286 5,311
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 1,141: 1,124 0 -379 852 280 0 0 0 0 -5 0: 116 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 5.4 47.9 33.8 21.7 3.8 13.2 5.5 0.0 12.0 0.9: 6.0 7.4
Old : 100.0: 14.2 5.4 47.9 33.8 21.7 3.8 13.2 5.5 0.0 12.0 0.9: 6.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 5 4 10 10 16 4 4 7 0 . .:
Old : 37: 5 4 10 10 16 4 4 7 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 40.8 72.1 63.0 46.2 37.0 58.5 49.8
Old : 55.2 40.8 72.1 63.0 46.2 37.0 58.5 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,127: 1,684 3,458 11,039 12,708 8,929 2,581 0 2,499 0 233 982: 3,413 2,318
Old : 31,127: 1,684 3,458 11,039 12,708 8,929 2,581 0 2,499 0 233 982: 3,413 2,318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -145: 0 0 482 -268 64 -803 0 -102 0 0 0: 214 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 11.1 35.5 40.8 28.7 8.3 0.0 8.0 0.0 0.7 3.2: 11.0 7.4
Old : 100.0: 5.4 11.1 35.5 40.8 28.7 8.3 0.0 8.0 0.0 0.7 3.2: 11.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: . 4 7 5 11 . 0 4 0 . .:
Old : 21: . 4 7 5 11 . 0 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 55.2 66.7 70.3 33.0 42.9 42.4 48.9
Old : 48.7 55.2 66.7 70.3 33.0 42.9 42.4 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 15,830: 4,790 3,330 4,680 7,970 4,260 1,875 0 75 0 150 0: 150 45
Old : 15,830: 4,790 3,330 4,680 7,970 4,260 1,875 0 75 0 150 0: 150 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,140: -725 -575 -60 -185 -205 75 -82 0 -150 0 0: -75 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 21.0 29.6 50.3 26.9 11.8 0.0 0.5 0.0 0.9 0.0: 0.9 0.3
Old : 100.0: 30.3 21.0 29.6 50.3 26.9 11.8 0.0 0.5 0.0 0.9 0.0: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 10 9 6 6 7 . 0 . 0 . 0:
Old : 30: 10 9 6 6 7 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 65.4 66.2 82.5 31.1 51.3 48.1 58.9
Old : 40.9 65.4 66.2 82.5 31.1 51.3 48.1 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 235,190: 72,690 159,788 31,921 11,548 16,182 59,995 7,195 12,088 17,584 7,999 6,361: 18,369 14,029
Old : 235,190: 72,690 159,788 31,921 11,548 16,182 59,995 7,195 12,088 17,584 7,999 6,361: 18,369 14,029
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 523: -5,322 5,558 -809 -1,308 203 8,669 -2,022 -645 -862 2,924 -2,435: 1,724 -1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 67.9 13.6 4.9 6.9 25.5 3.1 5.1 7.5 3.4 2.7: 7.8 6.0
Old : 100.0: 30.9 67.9 13.6 4.9 6.9 25.5 3.1 5.1 7.5 3.4 2.7: 7.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 182: 47 71 16 5 16 52 7 23 13 10 19:
Old : 182: 47 71 16 5 16 52 7 23 13 10 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 24.9 30.8 37.7 12.5 14.1 21.6 22.6
Old : 20.1 24.9 30.8 37.7 12.5 14.1 21.6 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 24,442: 8,877 18,960 1,417 0 210 2,064 261 50 5,213 0 651: 5,960 4,310
Old : 24,442: 8,877 18,960 1,417 0 210 2,064 261 50 5,213 0 651: 5,960 4,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -3,433: -1,764 -2,595 -629 0 -345 -70 10 -73 737 0 -78: -1,211 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 77.6 5.8 0.0 0.9 8.4 1.1 0.2 21.3 0.0 2.7: 24.4 17.6
Old : 100.0: 36.3 77.6 5.8 0.0 0.9 8.4 1.1 0.2 21.3 0.0 2.7: 24.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 10 15 . 0 . . . . 4 0 .:
Old : 26: 10 15 . 0 . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 37.7 62.2 60.9 39.9 29.3 50.3 51.9
Old : 47.2 37.7 62.2 60.9 39.9 29.3 50.3 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 4,892: 2,715 3,754 1,433 394 444 0 0 0 300 300 0: 0 0
Old : 4,892: 2,715 3,754 1,433 394 444 0 0 0 300 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -977: -566 -740 101 75 -112 0 0 0 100 300 -500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 76.7 29.3 8.1 9.1 0.0 0.0 0.0 6.1 6.1 0.0: 0.0 0.0
Old : 100.0: 55.5 76.7 29.3 8.1 9.1 0.0 0.0 0.0 6.1 6.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 14 17 8 . 6 0 0 0 . . 0:
Old : 38: 14 17 8 . 6 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 38.8 53.7 62.3 26.0 31.7 41.1 48.5
Old : 30.6 38.8 53.7 62.3 26.0 31.7 41.1 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 58,075: 42,117 38,064 8,117 13,997 5,611 892 0 200 0 0 0: 1,138 203
Old : 58,075: 42,117 38,064 8,117 13,997 5,611 892 0 200 0 0 0: 1,138 203
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -6,496: -3,870 -4,244 -1,526 -1,491 -746 -242 0 -71 0 0 0: -41 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 65.5 14.0 24.1 9.7 1.5 0.0 0.3 0.0 0.0 0.0: 2.0 0.3
Old : 100.0: 72.5 65.5 14.0 24.1 9.7 1.5 0.0 0.3 0.0 0.0 0.0: 2.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 32 18 9 6 9 . 0 . 0 0 0:
Old : 51: 32 18 9 6 9 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 55.9 68.8 76.3 22.0 27.2 31.0 37.4
Old : 51.5 55.9 68.8 76.3 22.0 27.2 31.0 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 18,658: 13,956 14,283 4,012 3,575 680 0 0 0 0 0 0: 10 120
Old : 18,658: 13,956 14,283 4,012 3,575 680 0 0 0 0 0 0: 10 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -2,522: -2,534 -2,147 -93 -470 95 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 76.6 21.5 19.2 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.6
Old : 100.0: 74.8 76.6 21.5 19.2 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 9 8 . . 0 0 0 0 0 0:
Old : 22: 9 9 8 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 72.0 87.4 95.7 49.8 55.6 60.0 64.7
Old : 70.0 72.0 87.4 95.7 49.8 55.6 60.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 6,321: 4,495 2,305 1,261 370 445 0 276 0 0 2,925 0: 120 0
Old : 6,321: 4,495 2,305 1,261 370 445 0 276 0 0 2,925 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,644: -995 -525 -444 70 -205 0 -59 0 0 -925 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 36.5 19.9 5.9 7.0 0.0 4.4 0.0 0.0 46.3 0.0: 1.9 0.0
Old : 100.0: 71.1 36.5 19.9 5.9 7.0 0.0 4.4 0.0 0.0 46.3 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 14 12 9 . 4 0 . 0 0 . 0:
Old : 36: 14 12 9 . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 68.9 69.5 81.9 47.8 65.0 64.0 75.6
Old : 48.6 68.9 69.5 81.9 47.8 65.0 64.0 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 9,999: 4,807 7,002 2,354 1,434 1,218 99 0 0 847 0 105: 569 240
Old : 9,999: 4,807 7,002 2,354 1,434 1,218 99 0 0 847 0 105: 569 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,713: -1,271 -1,046 123 -414 -276 0 0 0 -450 0 0: 161 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 70.0 23.5 14.3 12.2 1.0 0.0 0.0 8.5 0.0 1.1: 5.7 2.4
Old : 100.0: 48.1 70.0 23.5 14.3 12.2 1.0 0.0 0.0 8.5 0.0 1.1: 5.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 6 . 4 . 0 0 . 0 .:
Old : 27: 12 11 6 . 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 55.6 74.0 81.5 38.5 41.8 48.4 53.1
Old : 52.1 55.6 74.0 81.5 38.5 41.8 48.4 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 18,953: 9,043 7,115 5,708 4,699 2,594 0 2,470 120 964 1,401 494: 30 60
Old : 18,953: 9,043 7,115 5,708 4,699 2,594 0 2,470 120 964 1,401 494: 30 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -3,125: -1,962 -2,236 -348 -280 -441 -25 254 -254 100 0 -168: -27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 37.5 30.1 24.8 13.7 0.0 13.0 0.6 5.1 7.4 2.6: 0.2 0.3
Old : 100.0: 47.7 37.5 30.1 24.8 13.7 0.0 13.0 0.6 5.1 7.4 2.6: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 20 19 10 9 12 0 . . 4 . .:
Old : 52: 20 19 10 9 12 0 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 33.7 52.1 56.6 27.2 29.3 40.9 49.5
Old : 34.8 33.7 52.1 56.6 27.2 29.3 40.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 11,461: 9,039 7,539 453 3,178 369 1,240 0 84 0 9 201: 75 81
Old : 11,461: 9,039 7,539 453 3,178 369 1,240 0 84 0 9 201: 75 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,063: -831 -671 -106 -145 -176 93 0 -3 0 -45 0: -40 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 65.8 4.0 27.7 3.2 10.8 0.0 0.7 0.0 0.1 1.8: 0.7 0.7
Old : 100.0: 78.9 65.8 4.0 27.7 3.2 10.8 0.0 0.7 0.0 0.1 1.8: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 22 . 6 . . 0 . 0 . .:
Old : 37: 23 22 . 6 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 50.1 61.0 65.9 31.6 43.5 47.6 55.8
Old : 37.7 50.1 61.0 65.9 31.6 43.5 47.6 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,448: 4,903 17,872 5,114 6,791 4,837 6,617 0 275 8,440 483 614: 648 576
Old : 31,448: 4,903 17,872 5,114 6,791 4,837 6,617 0 275 8,440 483 614: 648 576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -2,100: -326 -1,352 -211 543 -1,251 -22 0 -12 -215 -77 -287: 224 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 56.8 16.3 21.6 15.4 21.0 0.0 0.9 26.8 1.5 2.0: 2.1 1.8
Old : 100.0: 15.6 56.8 16.3 21.6 15.4 21.0 0.0 0.9 26.8 1.5 2.0: 2.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 13 11 9 7 11 4 0 . 6 . .:
Old : 49: 13 11 9 7 11 4 0 . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 61.4 59.1 75.9 40.2 57.5 58.7 69.2
Old : 40.2 61.4 59.1 75.9 40.2 57.5 58.7 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,195: 7,306 4,813 0 3,632 9 1,402 0 132 1,953 0 0: 2,393 4,609
Old : 13,195: 7,306 4,813 0 3,632 9 1,402 0 132 1,953 0 0: 2,393 4,609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -4,151: -2,425 -2,909 -271 373 -544 394 -60 -619 -37 0 0: -649 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 36.5 0.0 27.5 0.1 10.6 0.0 1.0 14.8 0.0 0.0: 18.1 34.9
Old : 100.0: 55.4 36.5 0.0 27.5 0.1 10.6 0.0 1.0 14.8 0.0 0.0: 18.1 34.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 12 0 4 . . 0 . . 0 0:
Old : 20: 10 12 0 4 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 41.1 66.4 57.6 42.4 41.1 64.4 56.2
Old : 42.8 41.1 66.4 57.6 42.4 41.1 64.4 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011