GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, July 12, 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 : 35,148: 22,695 28,878 6,449 1,604 3,679 0 0 0 2,217 538 0: 108 449 Old : 35,148: 22,695 28,878 6,449 1,604 3,679 0 0 0 2,217 538 0: 108 449 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 4,999: 3,133 4,449 592 -283 793 0 0 0 485 44 0: -4 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 82.2 18.3 4.6 10.5 0.0 0.0 0.0 6.3 1.5 0.0: 0.3 1.3 Old : 100.0: 64.6 82.2 18.3 4.6 10.5 0.0 0.0 0.0 6.3 1.5 0.0: 0.3 1.3 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 : 58: 26 34 10 5 13 0 0 0 . . 0: Old : 58: 26 34 10 5 13 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 : 31.4 34.8 53.5 52.7 20.6 13.7 30.7 23.7 Old : 31.4 34.8 53.5 52.7 20.6 13.7 30.7 23.7 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 12, 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 : 13,037: 10,047 11,024 2,115 1,162 761 0 0 0 0 0 0: 114 90 Old : 13,037: 10,047 11,024 2,115 1,162 761 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: July 5, 2011 : : 500: 600 74 60 586 -160 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 84.6 16.2 8.9 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7 Old : 100.0: 77.1 84.6 16.2 8.9 5.8 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 : 38.6 43.2 64.7 68.8 34.6 36.6 56.7 57.1 Old : 38.6 43.2 64.7 68.8 34.6 36.6 56.7 57.1 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 12, 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 : 9,828: 5,306 5,956 1,089 127 1,741 0 0 0 137 482 108: 1,447 1,414 Old : 9,828: 5,306 5,956 1,089 127 1,741 0 0 0 137 482 108: 1,447 1,414 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 206: 87 71 34 77 16 0 0 0 137 25 0: -68 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 60.6 11.1 1.3 17.7 0.0 0.0 0.0 1.4 4.9 1.1: 14.7 14.4 Old : 100.0: 54.0 60.6 11.1 1.3 17.7 0.0 0.0 0.0 1.4 4.9 1.1: 14.7 14.4 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 : 42: 22 27 8 . 10 0 0 0 . . .: Old : 42: 22 27 8 . 10 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 : 32.7 25.9 50.5 41.0 16.5 10.8 23.3 18.9 Old : 32.7 25.9 50.5 41.0 16.5 10.8 23.3 18.9 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 12, 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 : 8,247: 4,444 5,705 1,303 0 1,174 0 0 0 409 98 302: 615 968 Old : 8,247: 4,444 5,705 1,303 0 1,174 0 0 0 409 98 302: 615 968 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 564: 291 604 186 -34 108 0 0 0 118 30 42: -181 -186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 69.2 15.8 0.0 14.2 0.0 0.0 0.0 5.0 1.2 3.7: 7.5 11.7 Old : 100.0: 53.9 69.2 15.8 0.0 14.2 0.0 0.0 0.0 5.0 1.2 3.7: 7.5 11.7 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 : 63: 33 41 11 0 11 0 0 0 5 . 5: Old : 63: 33 41 11 0 11 0 0 0 5 . 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 : 28.3 24.8 44.9 38.0 13.6 15.9 23.5 22.4 Old : 28.3 24.8 44.9 38.0 13.6 15.9 23.5 22.4 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 12, 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 : 3,032: 863 1,388 138 534 456 0 210 0 980 145 5: 590 294 Old : 3,032: 863 1,388 138 534 456 0 210 0 980 145 5: 590 294 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 74: 65 25 0 -20 39 0 0 0 35 0 0: -65 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 45.8 4.6 17.6 15.0 0.0 6.9 0.0 32.3 4.8 0.2: 19.5 9.7 Old : 100.0: 28.5 45.8 4.6 17.6 15.0 0.0 6.9 0.0 32.3 4.8 0.2: 19.5 9.7 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 : 21: 8 11 . 4 6 0 . 0 . . .: Old : 21: 8 11 . 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 : 50.6 45.3 68.4 68.2 47.5 32.0 50.1 51.6 Old : 50.6 45.3 68.4 68.2 47.5 32.0 50.1 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, July 12, 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 : 1,435: 602 762 66 4 236 0 0 0 0 90 50: 481 293 Old : 1,435: 602 762 66 4 236 0 0 0 0 90 50: 481 293 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : -208: -307 -329 33 4 141 0 0 0 0 45 -45: -30 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.0 53.1 4.6 0.3 16.4 0.0 0.0 0.0 0.0 6.3 3.5: 33.5 20.4 Old : 100.0: 42.0 53.1 4.6 0.3 16.4 0.0 0.0 0.0 0.0 6.3 3.5: 33.5 20.4 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: 10 12 . . . 0 0 0 0 . .: Old : 21: 10 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 : 37.1 42.6 51.5 60.5 25.2 35.3 30.0 42.6 Old : 37.1 42.6 51.5 60.5 25.2 35.3 30.0 42.6 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 12, 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 : 9,194: 4,907 7,731 3,576 620 561 0 0 0 0 0 0: 150 282 Old : 9,194: 4,907 7,731 3,576 620 561 0 0 0 0 0 0: 150 282 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 50: -165 90 205 -20 10 0 0 0 0 0 0: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 84.1 38.9 6.7 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 3.1 Old : 100.0: 53.4 84.1 38.9 6.7 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 3.1 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 : 26: 14 12 5 . . 0 0 0 0 0 0: Old : 26: 14 12 5 . . 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 : 59.7 66.5 81.3 82.7 55.4 65.2 71.2 75.5 Old : 59.7 66.5 81.3 82.7 55.4 65.2 71.2 75.5 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 12, 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 : 14,533: 10,564 9,813 2,859 761 1,030 0 0 0 0 2,849 30: 50 50 Old : 14,533: 10,564 9,813 2,859 761 1,030 0 0 0 0 2,849 30: 50 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,213: 1,427 234 -289 44 75 0 0 0 0 860 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 67.5 19.7 5.2 7.1 0.0 0.0 0.0 0.0 19.6 0.2: 0.3 0.3 Old : 100.0: 72.7 67.5 19.7 5.2 7.1 0.0 0.0 0.0 0.0 19.6 0.2: 0.3 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 : 31: 15 14 7 5 8 0 0 0 0 . .: Old : 31: 15 14 7 5 8 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 : 42.1 52.4 68.3 78.5 33.5 47.6 51.6 63.1 Old : 42.1 52.4 68.3 78.5 33.5 47.6 51.6 63.1 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 12, 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 : 298,187: 95,382 183,363 56,123 8,890 18,401 48,353 7,893 20,707 8,357 19,940 12,763: 38,101 26,230 Old : 298,187: 95,382 183,363 56,123 8,890 18,401 48,353 7,893 20,707 8,357 19,940 12,763: 38,101 26,230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,873: -8,805 -1,004 -2,283 1,193 2,568 7,840 -128 1,042 -172 -802 -1,167: 2,850 171 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 61.5 18.8 3.0 6.2 16.2 2.6 6.9 2.8 6.7 4.3: 12.8 8.8 Old : 100.0: 32.0 61.5 18.8 3.0 6.2 16.2 2.6 6.9 2.8 6.7 4.3: 12.8 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: 49 67 18 6 18 25 10 18 10 14 23: Old : 156: 49 67 18 6 18 25 10 18 10 14 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 : 17.1 21.6 27.9 35.6 12.3 13.5 21.0 19.3 Old : 17.1 21.6 27.9 35.6 12.3 13.5 21.0 19.3 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 12, 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 : 15,194: 8,673 9,021 1,525 3,473 1,895 300 0 0 2,526 530 175: 100 100 Old : 15,194: 8,673 9,021 1,525 3,473 1,895 300 0 0 2,526 530 175: 100 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 224: 455 960 302 -268 -333 0 0 0 -50 130 -250: 100 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 59.4 10.0 22.9 12.5 2.0 0.0 0.0 16.6 3.5 1.2: 0.7 0.7 Old : 100.0: 57.1 59.4 10.0 22.9 12.5 2.0 0.0 0.0 16.6 3.5 1.2: 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 : 61: 31 28 9 . 8 . 0 0 6 . .: Old : 61: 31 28 9 . 8 . 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 : 32.5 36.9 52.1 54.9 27.9 36.6 37.7 48.0 Old : 32.5 36.9 52.1 54.9 27.9 36.6 37.7 48.0 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 12, 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 : 7,931: 5,160 4,320 975 2,486 150 1,331 300 0 174 510 120: 21 45 Old : 7,931: 5,160 4,320 975 2,486 150 1,331 300 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: July 5, 2011 : : 531: 150 225 75 306 0 306 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.1 54.5 12.3 31.3 1.9 16.8 3.8 0.0 2.2 6.4 1.5: 0.3 0.6 Old : 100.0: 65.1 54.5 12.3 31.3 1.9 16.8 3.8 0.0 2.2 6.4 1.5: 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 : 37: 13 9 5 7 . 4 . 0 . . .: Old : 37: 13 9 5 7 . 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 : 37.3 45.8 60.0 72.7 37.3 45.7 55.1 67.2 Old : 37.3 45.8 60.0 72.7 37.3 45.7 55.1 67.2 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 12, 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 : 9,017: 7,106 7,405 55 213 247 320 0 60 345 473 305: 579 314 Old : 9,017: 7,106 7,405 55 213 247 320 0 60 345 473 305: 579 314 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 121: -150 14 -28 -28 11 53 0 -32 -39 -43 89: 217 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 82.1 0.6 2.4 2.7 3.5 0.0 0.7 3.8 5.2 3.4: 6.4 3.5 Old : 100.0: 78.8 82.1 0.6 2.4 2.7 3.5 0.0 0.7 3.8 5.2 3.4: 6.4 3.5 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 : 36: 17 20 . . . . 0 . . 4 .: Old : 36: 17 20 . . . . 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 : 45.2 42.4 63.2 64.9 25.8 24.3 34.8 33.2 Old : 45.2 42.4 63.2 64.9 25.8 24.3 34.8 33.2 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 12, 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 : 15,541: 15,118 12,472 0 1,450 187 0 34 23 63 1,135 47: 103 193 Old : 15,541: 15,118 12,472 0 1,450 187 0 34 23 63 1,135 47: 103 193 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,307: 1,280 974 0 254 49 0 -60 8 -28 61 -45: 43 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.3 80.3 0.0 9.3 1.2 0.0 0.2 0.1 0.4 7.3 0.3: 0.7 1.2 Old : 100.0: 97.3 80.3 0.0 9.3 1.2 0.0 0.2 0.1 0.4 7.3 0.3: 0.7 1.2 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 : 60: 32 37 0 4 . 0 . . . 5 .: Old : 60: 32 37 0 4 . 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 : 42.1 49.0 66.0 62.9 39.1 37.3 56.2 49.0 Old : 42.1 49.0 66.0 62.9 39.1 37.3 56.2 49.0 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 12, 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 : 1,080: 933 1,040 95 30 0 0 0 0 50 0 0: 2 10 Old : 1,080: 933 1,040 95 30 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: July 5, 2011 : : 210: 225 180 -15 30 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 96.3 8.8 2.8 0.0 0.0 0.0 0.0 4.6 0.0 0.0: 0.2 0.9 Old : 100.0: 86.4 96.3 8.8 2.8 0.0 0.0 0.0 0.0 4.6 0.0 0.0: 0.2 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 : 21: 12 12 . . 0 0 0 0 . 0 0: Old : 21: 12 12 . . 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 : 59.3 69.7 85.0 87.0 49.5 66.5 69.9 75.7 Old : 59.3 69.7 85.0 87.0 49.5 66.5 69.9 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Disaggregated Commitments of Traders - Futures Only, July 12, 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 : 2,192: 1,419 1,086 0 68 21 19 90 102 0 0 0: 631 825 Old : 2,192: 1,419 1,086 0 68 21 19 90 102 0 0 0: 631 825 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 49.5 0.0 3.1 1.0 0.9 4.1 4.7 0.0 0.0 0.0: 28.8 37.6 Old : 100.0: 64.7 49.5 0.0 3.1 1.0 0.9 4.1 4.7 0.0 0.0 0.0: 28.8 37.6 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 : 20: 17 15 0 . . . . . 0 0 0: Old : 20: 17 15 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 : 30.1 27.7 48.8 44.0 20.3 17.7 29.8 23.8 Old : 30.1 27.7 48.8 44.0 20.3 17.7 29.8 23.8 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 12, 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 : 1,292: 826 794 0 0 0 0 0 0 13 20 46: 407 432 Old : 1,292: 826 794 0 0 0 0 0 0 13 20 46: 407 432 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 40: 56 -11 0 0 0 0 0 0 -3 0 0: -13 51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 61.5 0.0 0.0 0.0 0.0 0.0 0.0 1.0 1.5 3.6: 31.5 33.4 Old : 100.0: 63.9 61.5 0.0 0.0 0.0 0.0 0.0 0.0 1.0 1.5 3.6: 31.5 33.4 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 16 0 0 0 0 0 0 . . .: Old : 20: 16 16 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 : 28.9 38.5 45.4 52.6 24.8 33.3 38.2 41.2 Old : 28.9 38.5 45.4 52.6 24.8 33.3 38.2 41.2 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 12, 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 : 479,909: 149,785 158,227 42,755 74,417 104,073 34,479 17,553 28,031 24,193 7,271 71,276: 25,317 19,061 Old : 479,909: 149,785 158,227 42,755 74,417 104,073 34,479 17,553 28,031 24,193 7,271 71,276: 25,317 19,061 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 18,223: 11,736 -2,972 -2,235 4,019 5,055 3,748 2,920 -1,373 -7,890 5,073 9,687: -505 -4,186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 33.0 8.9 15.5 21.7 7.2 3.7 5.8 5.0 1.5 14.9: 5.3 4.0 Old : 100.0: 31.2 33.0 8.9 15.5 21.7 7.2 3.7 5.8 5.0 1.5 14.9: 5.3 4.0 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 : 139: 40 36 14 18 28 16 9 16 25 11 31: Old : 139: 40 36 14 18 28 16 9 16 25 11 31: 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 : 16.2 16.1 29.4 29.0 7.1 10.0 12.4 16.5 Old : 16.2 16.1 29.4 29.0 7.1 10.0 12.4 16.5 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 12, 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 : 1,538,256: 218,748 393,331 249,215 246,445 259,950 228,578 66,290 210,660 95,859 107,252 190,729: 84,517 63,599 Old : 1,538,256: 218,748 393,331 249,215 246,445 259,950 228,578 66,290 210,660 95,859 107,252 190,729: 84,517 63,599 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 15,865: -1,437 4,442 -4,221 4,914 3,112 4,464 1,817 1,178 2,148 -7,710 7,962: 2,659 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 25.6 16.2 16.0 16.9 14.9 4.3 13.7 6.2 7.0 12.4: 5.5 4.1 Old : 100.0: 14.2 25.6 16.2 16.0 16.9 14.9 4.3 13.7 6.2 7.0 12.4: 5.5 4.1 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 : 342: 47 52 25 22 39 64 42 71 62 47 95: Old : 342: 47 52 25 22 39 64 42 71 62 47 95: 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 : 17.5 12.1 27.1 22.1 13.3 10.4 18.6 15.8 Old : 17.5 12.1 27.1 22.1 13.3 10.4 18.6 15.8 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 12, 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 : 216,497: 49,030 38,528 46,447 88,397 22,707 1,311 0 268 58,918 13,148 2,377: 35,439 51,072 Old : 216,497: 49,030 38,528 46,447 88,397 22,707 1,311 0 268 58,918 13,148 2,377: 35,439 51,072 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 433: -59 356 294 -298 -1,511 150 0 -52 -21 -65 -581: 2,213 2,584 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 17.8 21.5 40.8 10.5 0.6 0.0 0.1 27.2 6.1 1.1: 16.4 23.6 Old : 100.0: 22.6 17.8 21.5 40.8 10.5 0.6 0.0 0.1 27.2 6.1 1.1: 16.4 23.6 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: 7 7 9 7 13 . 0 . 7 . 5: Old : 36: 7 7 9 7 13 . 0 . 7 . 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 : 42.9 31.3 58.1 51.3 41.2 28.7 55.5 46.8 Old : 42.9 31.3 58.1 51.3 41.2 28.7 55.5 46.8 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 12, 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 : 26,558: 16,144 15,311 4,164 1,810 5,824 0 513 225 150 2,850 25: 26 0 Old : 26,558: 16,144 15,311 4,164 1,810 5,824 0 513 225 150 2,850 25: 26 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 264: 175 175 -264 -50 214 0 0 0 150 -50 -25: 14 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 57.7 15.7 6.8 21.9 0.0 1.9 0.8 0.6 10.7 0.1: 0.1 0.0 Old : 100.0: 60.8 57.7 15.7 6.8 21.9 0.0 1.9 0.8 0.6 10.7 0.1: 0.1 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 : 53: 22 25 7 6 7 0 . . . 6 .: Old : 53: 22 25 7 6 7 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 : 47.3 36.4 67.4 53.9 27.5 23.1 36.5 32.0 Old : 47.3 36.4 67.4 53.9 27.5 23.1 36.5 32.0 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 12, 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 : 74,046: 10,277 3,907 34,149 24,099 16,284 2,715 9,449 5,146 0 8,975 725: 4,750 5,461 Old : 74,046: 10,277 3,907 34,149 24,099 16,284 2,715 9,449 5,146 0 8,975 725: 4,750 5,461 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 2,593: 144 82 -65 -56 747 0 0 1,200 0 367 103: 464 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 5.3 46.1 32.5 22.0 3.7 12.8 6.9 0.0 12.1 1.0: 6.4 7.4 Old : 100.0: 13.9 5.3 46.1 32.5 22.0 3.7 12.8 6.9 0.0 12.1 1.0: 6.4 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 : 38: 5 4 10 10 16 4 4 8 0 . 4: Old : 38: 5 4 10 10 16 4 4 8 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 : 53.5 40.3 69.9 62.4 44.6 36.3 56.5 48.6 Old : 53.5 40.3 69.9 62.4 44.6 36.3 56.5 48.6 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 12, 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 : 32,235: 1,439 3,458 11,771 12,721 9,309 2,716 0 2,364 0 233 982: 3,654 3,168 Old : 32,235: 1,439 3,458 11,771 12,721 9,309 2,716 0 2,364 0 233 982: 3,654 3,168 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,108: -245 0 732 13 380 135 0 -135 0 0 0: 241 850 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 10.7 36.5 39.5 28.9 8.4 0.0 7.3 0.0 0.7 3.0: 11.3 9.8 Old : 100.0: 4.5 10.7 36.5 39.5 28.9 8.4 0.0 7.3 0.0 0.7 3.0: 11.3 9.8 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 : 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 : 50.4 53.6 67.8 68.5 35.3 41.4 43.6 47.9 Old : 50.4 53.6 67.8 68.5 35.3 41.4 43.6 47.9 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 12, 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 : 15,905: 4,640 3,330 4,830 8,120 4,260 2,109 0 0 0 150 0: 66 45 Old : 15,905: 4,640 3,330 4,830 8,120 4,260 2,109 0 0 0 150 0: 66 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 75: -150 0 150 150 0 234 0 -75 0 0 0: -84 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 20.9 30.4 51.1 26.8 13.3 0.0 0.0 0.0 0.9 0.0: 0.4 0.3 Old : 100.0: 29.2 20.9 30.4 51.1 26.8 13.3 0.0 0.0 0.0 0.9 0.0: 0.4 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 : 31: 9 9 7 6 7 4 0 0 0 . 0: Old : 31: 9 9 7 6 7 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 : 40.7 66.0 65.9 83.0 30.9 52.0 47.9 60.5 Old : 40.7 66.0 65.9 83.0 30.9 52.0 47.9 60.5 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 12, 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 : 236,172: 67,734 158,902 30,134 11,942 18,114 66,337 8,833 9,716 17,475 8,921 5,596: 21,066 14,148 Old : 236,172: 67,734 158,902 30,134 11,942 18,114 66,337 8,833 9,716 17,475 8,921 5,596: 21,066 14,148 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 982: -4,956 -886 -1,787 394 1,932 6,342 1,638 -2,372 -109 922 -765: 2,697 119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 67.3 12.8 5.1 7.7 28.1 3.7 4.1 7.4 3.8 2.4: 8.9 6.0 Old : 100.0: 28.7 67.3 12.8 5.1 7.7 28.1 3.7 4.1 7.4 3.8 2.4: 8.9 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 : 191: 53 71 16 5 17 55 8 26 13 9 17: Old : 191: 53 71 16 5 17 55 8 26 13 9 17: 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 : 18.9 23.0 29.7 35.2 12.4 13.3 21.6 21.9 Old : 18.9 23.0 29.7 35.2 12.4 13.3 21.6 21.9 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 12, 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 : 26,253: 9,010 20,714 1,472 0 210 2,364 261 50 7,090 0 628: 5,429 4,390 Old : 26,253: 9,010 20,714 1,472 0 210 2,364 261 50 7,090 0 628: 5,429 4,390 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,811: 133 1,754 55 0 0 300 0 0 1,877 0 -23: -531 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 78.9 5.6 0.0 0.8 9.0 1.0 0.2 27.0 0.0 2.4: 20.7 16.7 Old : 100.0: 34.3 78.9 5.6 0.0 0.8 9.0 1.0 0.2 27.0 0.0 2.4: 20.7 16.7 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 : 28: 10 15 . 0 . . . . 6 0 .: Old : 28: 10 15 . 0 . . . . 6 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 : 46.9 38.8 62.0 62.1 40.3 31.0 52.1 53.8 Old : 46.9 38.8 62.0 62.1 40.3 31.0 52.1 53.8 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 12, 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 : 5,092: 2,865 3,854 1,269 394 544 0 0 0 414 300 0: 0 0 Old : 5,092: 2,865 3,854 1,269 394 544 0 0 0 414 300 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 200: 150 100 -164 0 100 0 0 0 114 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 75.7 24.9 7.7 10.7 0.0 0.0 0.0 8.1 5.9 0.0: 0.0 0.0 Old : 100.0: 56.3 75.7 24.9 7.7 10.7 0.0 0.0 0.0 8.1 5.9 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 : 37: 14 17 7 . 7 0 0 0 . . 0: Old : 37: 14 17 7 . 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 : 29.4 37.3 51.6 61.9 25.0 32.4 42.0 48.6 Old : 29.4 37.3 51.6 61.9 25.0 32.4 42.0 48.6 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 12, 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 : 59,373: 42,293 39,161 9,072 14,091 5,668 834 25 275 0 0 0: 1,231 153 Old : 59,373: 42,293 39,161 9,072 14,091 5,668 834 25 275 0 0 0: 1,231 153 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,298: 176 1,097 955 94 57 -58 25 75 0 0 0: 93 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 66.0 15.3 23.7 9.5 1.4 0.0 0.5 0.0 0.0 0.0: 2.1 0.3 Old : 100.0: 71.2 66.0 15.3 23.7 9.5 1.4 0.0 0.5 0.0 0.0 0.0: 2.1 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: 31 20 9 6 9 . . . 0 0 0: Old : 51: 31 20 9 6 9 . . . 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 : 51.4 55.3 69.3 77.0 23.0 28.2 32.0 39.0 Old : 51.4 55.3 69.3 77.0 23.0 28.2 32.0 39.0 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 12, 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 : 19,038: 14,020 14,883 4,348 3,375 660 0 0 0 0 0 0: 10 120 Old : 19,038: 14,020 14,883 4,348 3,375 660 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: July 5, 2011 : : 380: 64 600 336 -200 -20 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 78.2 22.8 17.7 3.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.6 Old : 100.0: 73.6 78.2 22.8 17.7 3.5 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: 10 9 8 . . 0 0 0 0 0 0: Old : 22: 10 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 : 67.2 70.5 86.5 96.0 45.8 52.5 56.6 61.7 Old : 67.2 70.5 86.5 96.0 45.8 52.5 56.6 61.7 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 12, 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 : 6,389: 4,545 2,355 1,279 220 445 0 294 0 0 2,955 120: 0 0 Old : 6,389: 4,545 2,355 1,279 220 445 0 294 0 0 2,955 120: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 68: 50 50 18 -150 0 0 18 0 0 30 120: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 36.9 20.0 3.4 7.0 0.0 4.6 0.0 0.0 46.3 1.9: 0.0 0.0 Old : 100.0: 71.1 36.9 20.0 3.4 7.0 0.0 4.6 0.0 0.0 46.3 1.9: 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 : 36: 13 13 9 . 4 0 . 0 0 . .: Old : 36: 13 13 9 . 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 : 48.3 67.7 72.1 80.5 48.0 63.1 66.0 73.2 Old : 48.3 67.7 72.1 80.5 48.0 63.1 66.0 73.2 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 12, 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 : 10,812: 5,127 7,677 2,481 1,434 1,376 99 0 0 1,212 0 155: 362 170 Old : 10,812: 5,127 7,677 2,481 1,434 1,376 99 0 0 1,212 0 155: 362 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 813: 320 675 127 0 158 0 0 0 365 0 50: -207 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 71.0 22.9 13.3 12.7 0.9 0.0 0.0 11.2 0.0 1.4: 3.3 1.6 Old : 100.0: 47.4 71.0 22.9 13.3 12.7 0.9 0.0 0.0 11.2 0.0 1.4: 3.3 1.6 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 : 28: 12 12 7 . 5 . 0 0 . 0 .: Old : 28: 12 12 7 . 5 . 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 : 54.6 53.7 75.2 80.4 38.8 43.3 47.5 52.8 Old : 54.6 53.7 75.2 80.4 38.8 43.3 47.5 52.8 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 12, 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 : 19,122: 9,570 7,579 4,650 5,026 3,143 0 1,585 120 858 858 719: 62 92 Old : 19,122: 9,570 7,579 4,650 5,026 3,143 0 1,585 120 858 858 719: 62 92 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 169: 527 464 -1,058 327 549 0 -885 0 -106 -543 225: 32 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 39.6 24.3 26.3 16.4 0.0 8.3 0.6 4.5 4.5 3.8: 0.3 0.5 Old : 100.0: 50.0 39.6 24.3 26.3 16.4 0.0 8.3 0.6 4.5 4.5 3.8: 0.3 0.5 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 : 52: 19 17 10 9 12 0 . . . . 4: Old : 52: 19 17 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 : 33.1 31.8 51.6 51.3 23.9 28.5 38.8 43.9 Old : 33.1 31.8 51.6 51.3 23.9 28.5 38.8 43.9 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 12, 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 : 11,289: 8,975 7,157 408 3,529 216 1,318 0 96 0 9 201: 75 81 Old : 11,289: 8,975 7,157 408 3,529 216 1,318 0 96 0 9 201: 75 81 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : -172: -64 -382 -45 351 -153 78 0 12 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 63.4 3.6 31.3 1.9 11.7 0.0 0.9 0.0 0.1 1.8: 0.7 0.7 Old : 100.0: 79.5 63.4 3.6 31.3 1.9 11.7 0.0 0.9 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 23 . 6 4 . 0 . 0 . .: Old : 37: 23 23 . 6 4 . 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 : 40.1 46.4 63.3 63.2 31.5 41.6 47.9 54.2 Old : 40.1 46.4 63.3 63.2 31.5 41.6 47.9 54.2 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 12, 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 : 31,153: 4,846 17,604 5,114 6,542 4,837 6,617 0 275 8,265 708 551: 648 636 Old : 31,153: 4,846 17,604 5,114 6,542 4,837 6,617 0 275 8,265 708 551: 648 636 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : -295: -57 -268 0 -249 0 0 0 0 -175 225 -63: 0 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 56.5 16.4 21.0 15.5 21.2 0.0 0.9 26.5 2.3 1.8: 2.1 2.0 Old : 100.0: 15.6 56.5 16.4 21.0 15.5 21.2 0.0 0.9 26.5 2.3 1.8: 2.1 2.0 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 : 48: 12 11 9 7 11 4 0 . 5 . .: Old : 48: 12 11 9 7 11 4 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 : 40.3 61.2 59.3 75.3 40.3 57.3 58.9 68.7 Old : 40.3 61.2 59.3 75.3 40.3 57.3 58.9 68.7 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 12, 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 : 13,701: 7,644 5,099 0 3,715 9 1,545 0 132 1,953 0 0: 2,418 4,746 Old : 13,701: 7,644 5,099 0 3,715 9 1,545 0 132 1,953 0 0: 2,418 4,746 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 506: 338 286 0 83 0 143 0 0 0 0 0: 25 137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 37.2 0.0 27.1 0.1 11.3 0.0 1.0 14.3 0.0 0.0: 17.6 34.6 Old : 100.0: 55.8 37.2 0.0 27.1 0.1 11.3 0.0 1.0 14.3 0.0 0.0: 17.6 34.6 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 : 20: 10 11 0 4 . . 0 . . 0 0: Old : 20: 10 11 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 : 42.1 40.2 66.7 57.4 41.7 40.2 64.1 55.4 Old : 42.1 40.2 66.7 57.4 41.7 40.2 64.1 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011