GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 37,050: 23,280 30,179 6,642 1,202 4,461 0 0 0 2,499 673 60: 108 475 Old : 37,050: 23,280 30,179 6,642 1,202 4,461 0 0 0 2,499 673 60: 108 475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,902: 585 1,301 193 -402 782 0 0 0 282 135 60: 0 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 81.5 17.9 3.2 12.0 0.0 0.0 0.0 6.7 1.8 0.2: 0.3 1.3 Old : 100.0: 62.8 81.5 17.9 3.2 12.0 0.0 0.0 0.0 6.7 1.8 0.2: 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: 27 35 10 5 12 0 0 0 . . .: Old : 58: 27 35 10 5 12 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 : 29.7 32.5 51.7 50.1 20.7 16.3 30.8 25.2 Old : 29.7 32.5 51.7 50.1 20.7 16.3 30.8 25.2 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 19, 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 : 12,820: 9,850 10,808 2,095 1,139 761 0 0 0 0 0 0: 114 112 Old : 12,820: 9,850 10,808 2,095 1,139 761 0 0 0 0 0 0: 114 112 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -217: -197 -216 -20 -23 0 0 0 0 0 0 0: 0 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 84.3 16.3 8.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.9 Old : 100.0: 76.8 84.3 16.3 8.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 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 : 36: 17 21 6 . 6 0 0 0 0 0 0: Old : 36: 17 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 : 39.9 42.1 66.4 67.9 36.3 37.6 56.5 56.7 Old : 39.9 42.1 66.4 67.9 36.3 37.6 56.5 56.7 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 19, 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 : 10,233: 5,669 6,224 1,151 164 1,737 0 0 0 137 487 163: 1,376 1,458 Old : 10,233: 5,669 6,224 1,151 164 1,737 0 0 0 137 487 163: 1,376 1,458 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 405: 363 268 62 37 -4 0 0 0 0 5 55: -71 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 60.8 11.2 1.6 17.0 0.0 0.0 0.0 1.3 4.8 1.6: 13.4 14.2 Old : 100.0: 55.4 60.8 11.2 1.6 17.0 0.0 0.0 0.0 1.3 4.8 1.6: 13.4 14.2 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 : 42: 22 26 8 . 10 0 0 0 . . .: Old : 42: 22 26 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 25.4 49.8 40.1 16.0 10.5 22.6 18.3 Old : 32.7 25.4 49.8 40.1 16.0 10.5 22.6 18.3 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 19, 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 : 8,612: 4,594 5,880 1,361 34 1,313 0 0 0 420 113 282: 642 990 Old : 8,612: 4,594 5,880 1,361 34 1,313 0 0 0 420 113 282: 642 990 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 365: 150 175 58 34 139 0 0 0 11 15 -20: 27 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 68.3 15.8 0.4 15.2 0.0 0.0 0.0 4.9 1.3 3.3: 7.5 11.5 Old : 100.0: 53.3 68.3 15.8 0.4 15.2 0.0 0.0 0.0 4.9 1.3 3.3: 7.5 11.5 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 : 63: 32 40 11 . 13 0 0 0 4 . 4: Old : 63: 32 40 11 . 13 0 0 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 : 27.9 24.9 44.8 37.9 14.2 17.3 24.7 23.6 Old : 27.9 24.9 44.8 37.9 14.2 17.3 24.7 23.6 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 19, 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 : 3,060: 932 1,642 253 479 430 0 80 10 850 145 5: 580 269 Old : 3,060: 932 1,642 253 479 430 0 80 10 850 145 5: 580 269 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 28: 69 254 115 -55 -26 0 -130 10 -130 0 0: -10 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 53.7 8.3 15.7 14.1 0.0 2.6 0.3 27.8 4.7 0.2: 19.0 8.8 Old : 100.0: 30.5 53.7 8.3 15.7 14.1 0.0 2.6 0.3 27.8 4.7 0.2: 19.0 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 : 26: 10 12 4 4 6 0 . . . . .: Old : 26: 10 12 4 4 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 : 45.9 42.6 63.9 65.3 44.0 30.4 49.5 49.2 Old : 45.9 42.6 63.9 65.3 44.0 30.4 49.5 49.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 1,421: 733 751 95 0 180 0 0 0 20 0 30: 363 460 Old : 1,421: 733 751 95 0 180 0 0 0 20 0 30: 363 460 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 52.9 6.7 0.0 12.7 0.0 0.0 0.0 1.4 0.0 2.1: 25.5 32.4 Old : 100.0: 51.6 52.9 6.7 0.0 12.7 0.0 0.0 0.0 1.4 0.0 2.1: 25.5 32.4 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: 14 12 . 0 . 0 0 0 . 0 .: Old : 20: 14 12 . 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 : 39.0 38.8 56.2 56.0 23.2 22.2 31.9 29.7 Old : 39.0 38.8 56.2 56.0 23.2 22.2 31.9 29.7 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 19, 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 : 1,546: 717 777 76 67 248 0 0 0 0 90 50: 455 314 Old : 1,546: 717 777 76 67 248 0 0 0 0 90 50: 455 314 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 111: 115 15 10 63 12 0 0 0 0 0 0: -26 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.4 50.3 4.9 4.3 16.0 0.0 0.0 0.0 0.0 5.8 3.2: 29.4 20.3 Old : 100.0: 46.4 50.3 4.9 4.3 16.0 0.0 0.0 0.0 0.0 5.8 3.2: 29.4 20.3 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 : 21: 11 12 . . . 0 0 0 0 . .: Old : 21: 11 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 : 38.5 46.6 53.0 63.3 28.7 35.1 34.7 44.6 Old : 38.5 46.6 53.0 63.3 28.7 35.1 34.7 44.6 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 19, 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 : 9,749: 5,387 8,261 3,651 645 561 0 0 0 0 0 0: 150 282 Old : 9,749: 5,387 8,261 3,651 645 561 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 12, 2011 : : 555: 480 530 75 25 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 84.7 37.4 6.6 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 2.9 Old : 100.0: 55.3 84.7 37.4 6.6 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 2.9 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 : 27: 14 12 5 . . 0 0 0 0 0 0: Old : 27: 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 : 59.9 67.8 80.7 83.6 55.7 66.6 71.5 76.3 Old : 59.9 67.8 80.7 83.6 55.7 66.6 71.5 76.3 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 19, 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 : 16,590: 12,213 11,202 3,074 876 1,223 0 0 0 0 3,209 30: 50 50 Old : 16,590: 12,213 11,202 3,074 876 1,223 0 0 0 0 3,209 30: 50 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 2,057: 1,649 1,389 215 115 193 0 0 0 0 360 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 67.5 18.5 5.3 7.4 0.0 0.0 0.0 0.0 19.3 0.2: 0.3 0.3 Old : 100.0: 73.6 67.5 18.5 5.3 7.4 0.0 0.0 0.0 0.0 19.3 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 : 33: 19 14 7 5 7 0 0 0 0 . .: Old : 33: 19 14 7 5 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 : 40.1 56.1 66.0 79.7 31.9 48.9 50.1 61.2 Old : 40.1 56.1 66.0 79.7 31.9 48.9 50.1 61.2 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 19, 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 : 310,508: 102,623 193,523 55,419 9,693 16,970 51,841 7,611 21,907 8,328 20,195 13,151: 40,269 27,458 Old : 310,508: 102,623 193,523 55,419 9,693 16,970 51,841 7,611 21,907 8,328 20,195 13,151: 40,269 27,458 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 12,321: 7,241 10,160 -704 803 -1,431 3,488 -282 1,200 -29 255 388: 2,168 1,228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 62.3 17.8 3.1 5.5 16.7 2.5 7.1 2.7 6.5 4.2: 13.0 8.8 Old : 100.0: 33.1 62.3 17.8 3.1 5.5 16.7 2.5 7.1 2.7 6.5 4.2: 13.0 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 : 155: 52 63 18 6 17 28 12 18 9 15 23: Old : 155: 52 63 18 6 17 28 12 18 9 15 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 : 16.5 21.1 26.8 35.0 11.3 12.5 19.2 18.9 Old : 16.5 21.1 26.8 35.0 11.3 12.5 19.2 18.9 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 19, 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 : 15,681: 8,953 9,491 2,095 3,473 1,882 300 0 0 2,296 680 155: 0 0 Old : 15,681: 8,953 9,491 2,095 3,473 1,882 300 0 0 2,296 680 155: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 487: 280 470 570 0 -13 0 0 0 -230 150 -20: -100 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 60.5 13.4 22.1 12.0 1.9 0.0 0.0 14.6 4.3 1.0: 0.0 0.0 Old : 100.0: 57.1 60.5 13.4 22.1 12.0 1.9 0.0 0.0 14.6 4.3 1.0: 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 : 62: 33 29 9 . 7 . 0 0 5 . .: Old : 62: 33 29 9 . 7 . 0 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 : 31.5 37.0 50.9 54.6 27.0 36.4 37.5 48.9 Old : 31.5 37.0 50.9 54.6 27.0 36.4 37.5 48.9 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 19, 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 : 7,871: 5,160 4,320 975 2,426 150 1,271 300 0 174 510 120: 21 45 Old : 7,871: 5,160 4,320 975 2,426 150 1,271 300 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 12, 2011 : : -60: 0 0 0 -60 0 -60 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.6 54.9 12.4 30.8 1.9 16.1 3.8 0.0 2.2 6.5 1.5: 0.3 0.6 Old : 100.0: 65.6 54.9 12.4 30.8 1.9 16.1 3.8 0.0 2.2 6.5 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 : 36.8 46.7 59.6 73.8 36.8 46.5 54.8 68.2 Old : 36.8 46.7 59.6 73.8 36.8 46.5 54.8 68.2 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 19, 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 : 8,855: 6,716 6,598 224 108 202 460 0 30 356 1,235 343: 524 339 Old : 8,855: 6,716 6,598 224 108 202 460 0 30 356 1,235 343: 524 339 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -162: -390 -807 169 -105 -45 140 0 -30 11 762 38: -55 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 74.5 2.5 1.2 2.3 5.2 0.0 0.3 4.0 13.9 3.9: 5.9 3.8 Old : 100.0: 75.8 74.5 2.5 1.2 2.3 5.2 0.0 0.3 4.0 13.9 3.9: 5.9 3.8 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 : 41: 17 22 . . . 4 0 . 4 5 4: Old : 41: 17 22 . . . 4 0 . 4 5 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 : 45.0 38.4 61.9 64.2 28.3 23.8 37.8 34.8 Old : 45.0 38.4 61.9 64.2 28.3 23.8 37.8 34.8 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 19, 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 : 16,792: 16,327 13,212 0 1,624 183 0 74 15 32 1,367 110: 125 207 Old : 16,792: 16,327 13,212 0 1,624 183 0 74 15 32 1,367 110: 125 207 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,251: 1,209 740 0 174 -4 0 40 -8 -31 232 63: 22 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.2 78.7 0.0 9.7 1.1 0.0 0.4 0.1 0.2 8.1 0.7: 0.7 1.2 Old : 100.0: 97.2 78.7 0.0 9.7 1.1 0.0 0.4 0.1 0.2 8.1 0.7: 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 : 62: 33 39 0 4 . 0 . . . 7 4: Old : 62: 33 39 0 4 . 0 . . . 7 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 : 43.6 46.5 66.4 60.7 38.0 35.7 54.6 47.2 Old : 43.6 46.5 66.4 60.7 38.0 35.7 54.6 47.2 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 19, 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 12, 2011 : : 0: 0 0 0 0 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 11 . . 0 0 0 0 . 0 0: Old : 21: 12 11 . . 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 72.0 85.0 89.4 51.9 68.8 72.2 78.1 Old : 59.3 72.0 85.0 89.4 51.9 68.8 72.2 78.1 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 19, 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 : 2,244: 1,464 1,043 0 74 17 43 90 85 0 120 10: 625 805 Old : 2,244: 1,464 1,043 0 74 17 43 90 85 0 120 10: 625 805 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 52: 45 -43 0 6 -4 24 0 -17 0 120 10: -6 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 46.5 0.0 3.3 0.8 1.9 4.0 3.8 0.0 5.3 0.4: 27.9 35.9 Old : 100.0: 65.2 46.5 0.0 3.3 0.8 1.9 4.0 3.8 0.0 5.3 0.4: 27.9 35.9 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: 17 15 0 . . . . . 0 . .: Old : 21: 17 15 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 : 29.9 26.8 49.7 43.4 20.0 19.7 29.5 26.6 Old : 29.9 26.8 49.7 43.4 20.0 19.7 29.5 26.6 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 19, 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 : 1,418: 844 863 0 34 58 0 0 0 50 20 44: 422 399 Old : 1,418: 844 863 0 34 58 0 0 0 50 20 44: 422 399 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 126: 18 69 0 34 58 0 0 0 37 0 -2: 15 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 60.9 0.0 2.4 4.1 0.0 0.0 0.0 3.5 1.4 3.1: 29.8 28.1 Old : 100.0: 59.5 60.9 0.0 2.4 4.1 0.0 0.0 0.0 3.5 1.4 3.1: 29.8 28.1 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 : 23: 16 17 0 . . 0 0 0 . . .: Old : 23: 16 17 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 : 25.2 34.9 40.3 50.6 20.5 28.3 30.4 36.2 Old : 25.2 34.9 40.3 50.6 20.5 28.3 30.4 36.2 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 19, 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 : 473,633: 136,046 150,524 43,500 73,002 102,866 34,579 17,218 27,177 23,479 3,878 63,336: 42,650 35,632 Old : 473,633: 136,046 150,524 43,500 73,002 102,866 34,579 17,218 27,177 23,479 3,878 63,336: 42,650 35,632 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -6,276: -13,739 -7,703 745 -1,415 -1,207 100 -335 -854 -714 -3,393 -7,940: 17,333 16,571 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 31.8 9.2 15.4 21.7 7.3 3.6 5.7 5.0 0.8 13.4: 9.0 7.5 Old : 100.0: 28.7 31.8 9.2 15.4 21.7 7.3 3.6 5.7 5.0 0.8 13.4: 9.0 7.5 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 : 126: 35 34 14 18 28 15 9 15 21 8 25: Old : 126: 35 34 14 18 28 15 9 15 21 8 25: 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 15.4 30.3 27.3 7.2 10.4 12.5 16.9 Old : 17.5 15.4 30.3 27.3 7.2 10.4 12.5 16.9 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 19, 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 : 1,493,882: 202,523 387,692 248,381 248,315 262,173 237,123 65,733 199,635 88,726 105,169 172,683: 82,638 52,482 Old : 1,493,882: 202,523 387,692 248,381 248,315 262,173 237,123 65,733 199,635 88,726 105,169 172,683: 82,638 52,482 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -44,374: -16,225 -5,639 -834 1,870 2,223 8,545 -557 -11,025 -7,133 -2,083 -18,046: -1,879 -11,117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 26.0 16.6 16.6 17.5 15.9 4.4 13.4 5.9 7.0 11.6: 5.5 3.5 Old : 100.0: 13.6 26.0 16.6 16.6 17.5 15.9 4.4 13.4 5.9 7.0 11.6: 5.5 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 : 340: 49 56 24 23 38 73 41 73 58 41 86: Old : 340: 49 56 24 23 38 73 41 73 58 41 86: 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 : 18.4 12.6 27.8 22.5 13.8 11.1 19.4 16.7 Old : 18.4 12.6 27.8 22.5 13.8 11.1 19.4 16.7 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 19, 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 : 216,957: 49,065 34,995 45,575 90,082 23,961 2,091 0 208 57,943 13,130 2,591: 35,523 51,990 Old : 216,957: 49,065 34,995 45,575 90,082 23,961 2,091 0 208 57,943 13,130 2,591: 35,523 51,990 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 460: 35 -3,533 -872 1,685 1,254 780 0 -60 -975 -18 214: 84 918 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 16.1 21.0 41.5 11.0 1.0 0.0 0.1 26.7 6.1 1.2: 16.4 24.0 Old : 100.0: 22.6 16.1 21.0 41.5 11.0 1.0 0.0 0.1 26.7 6.1 1.2: 16.4 24.0 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: 7 7 9 7 13 . 0 . 6 4 5: Old : 36: 7 7 9 7 13 . 0 . 6 4 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 : 42.0 31.9 57.5 51.6 40.5 29.1 54.7 46.5 Old : 42.0 31.9 57.5 51.6 40.5 29.1 54.7 46.5 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 19, 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 : 26,531: 16,544 15,486 3,856 2,036 5,621 0 513 225 200 2,577 73: 12 0 Old : 26,531: 16,544 15,486 3,856 2,036 5,621 0 513 225 200 2,577 73: 12 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -27: 400 175 -308 226 -203 0 0 0 50 -273 48: -14 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 58.4 14.5 7.7 21.2 0.0 1.9 0.8 0.8 9.7 0.3: 0.0 0.0 Old : 100.0: 62.4 58.4 14.5 7.7 21.2 0.0 1.9 0.8 0.8 9.7 0.3: 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 : 53: 22 26 6 8 7 0 . . . 5 .: Old : 53: 22 26 6 8 7 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 : 46.5 35.4 66.4 52.9 27.2 23.1 35.7 32.0 Old : 46.5 35.4 66.4 52.9 27.2 23.1 35.7 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 19, 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 : 74,136: 10,637 4,087 34,119 24,372 16,469 2,970 9,449 5,298 0 8,975 725: 3,918 4,761 Old : 74,136: 10,637 4,087 34,119 24,372 16,469 2,970 9,449 5,298 0 8,975 725: 3,918 4,761 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 90: 360 180 -30 273 185 255 0 152 0 0 0: -832 -700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 5.5 46.0 32.9 22.2 4.0 12.7 7.1 0.0 12.1 1.0: 5.3 6.4 Old : 100.0: 14.3 5.5 46.0 32.9 22.2 4.0 12.7 7.1 0.0 12.1 1.0: 5.3 6.4 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 : 41: 6 5 10 11 17 5 4 9 0 . 4: Old : 41: 6 5 10 11 17 5 4 9 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 : 53.4 40.3 69.8 62.5 44.5 36.3 56.4 48.6 Old : 53.4 40.3 69.8 62.5 44.5 36.3 56.4 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 19, 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 : 31,437: 1,439 3,458 11,895 12,736 8,646 2,406 950 2,224 0 233 982: 3,845 2,208 Old : 31,437: 1,439 3,458 11,895 12,736 8,646 2,406 950 2,224 0 233 982: 3,845 2,208 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -798: 0 0 124 15 -663 -310 950 -140 0 0 0: 191 -960 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 11.0 37.8 40.5 27.5 7.7 3.0 7.1 0.0 0.7 3.1: 12.2 7.0 Old : 100.0: 4.6 11.0 37.8 40.5 27.5 7.7 3.0 7.1 0.0 0.7 3.1: 12.2 7.0 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 : 21: . 4 7 5 11 . . . 0 . .: Old : 21: . 4 7 5 11 . . . 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 : 50.7 54.3 68.5 69.4 36.0 42.5 45.1 51.5 Old : 50.7 54.3 68.5 69.4 36.0 42.5 45.1 51.5 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 19, 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: 4,640 3,330 4,830 8,045 4,260 2,034 0 0 0 150 0: 66 45 Old : 15,830: 4,640 3,330 4,830 8,045 4,260 2,034 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 12, 2011 : : -75: 0 0 0 -75 0 -75 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 21.0 30.5 50.8 26.9 12.8 0.0 0.0 0.0 0.9 0.0: 0.4 0.3 Old : 100.0: 29.3 21.0 30.5 50.8 26.9 12.8 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 : 30: 9 9 7 6 7 . 0 0 0 . 0: Old : 30: 9 9 7 6 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 : 40.9 65.9 66.2 82.9 31.1 52.2 48.1 60.3 Old : 40.9 65.9 66.2 82.9 31.1 52.2 48.1 60.3 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 19, 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 : 247,299: 71,321 166,619 29,518 11,556 20,438 69,652 7,761 11,431 16,723 10,648 5,092: 23,124 13,754 Old : 247,299: 71,321 166,619 29,518 11,556 20,438 69,652 7,761 11,431 16,723 10,648 5,092: 23,124 13,754 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 11,127: 3,587 7,717 -616 -386 2,324 3,315 -1,072 1,715 -752 1,727 -504: 2,058 -394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 67.4 11.9 4.7 8.3 28.2 3.1 4.6 6.8 4.3 2.1: 9.4 5.6 Old : 100.0: 28.8 67.4 11.9 4.7 8.3 28.2 3.1 4.6 6.8 4.3 2.1: 9.4 5.6 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 : 191: 52 74 16 5 16 56 9 25 13 9 17: Old : 191: 52 74 16 5 16 56 9 25 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 : 18.3 21.8 29.3 34.5 11.6 13.0 20.2 21.5 Old : 18.3 21.8 29.3 34.5 11.6 13.0 20.2 21.5 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 19, 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 : 27,346: 9,451 22,315 1,472 0 210 2,864 261 50 7,373 0 561: 5,365 3,949 Old : 27,346: 9,451 22,315 1,472 0 210 2,864 261 50 7,373 0 561: 5,365 3,949 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,093: 441 1,601 0 0 0 500 0 0 283 0 -67: -64 -441 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 81.6 5.4 0.0 0.8 10.5 1.0 0.2 27.0 0.0 2.1: 19.6 14.4 Old : 100.0: 34.6 81.6 5.4 0.0 0.8 10.5 1.0 0.2 27.0 0.0 2.1: 19.6 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 : 31: 12 18 . 0 . . . . 6 0 .: Old : 31: 12 18 . 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 : 48.3 38.1 62.9 60.5 41.2 29.2 52.6 51.1 Old : 48.3 38.1 62.9 60.5 41.2 29.2 52.6 51.1 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 19, 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 : 5,267: 2,915 3,854 1,219 394 619 0 0 0 414 300 100: 0 0 Old : 5,267: 2,915 3,854 1,219 394 619 0 0 0 414 300 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 175: 50 0 -50 0 75 0 0 0 0 0 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 73.2 23.1 7.5 11.8 0.0 0.0 0.0 7.9 5.7 1.9: 0.0 0.0 Old : 100.0: 55.3 73.2 23.1 7.5 11.8 0.0 0.0 0.0 7.9 5.7 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 : 37: 14 17 7 . 7 0 0 0 . . .: Old : 37: 14 17 7 . 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 : 32.7 37.0 53.7 60.8 26.1 31.3 42.5 47.0 Old : 32.7 37.0 53.7 60.8 26.1 31.3 42.5 47.0 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 19, 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 : 59,029: 42,453 38,436 8,872 14,541 5,664 650 0 225 0 0 0: 1,165 163 Old : 59,029: 42,453 38,436 8,872 14,541 5,664 650 0 225 0 0 0: 1,165 163 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -344: 160 -725 -200 450 -4 -184 -25 -50 0 0 0: -66 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 65.1 15.0 24.6 9.6 1.1 0.0 0.4 0.0 0.0 0.0: 2.0 0.3 Old : 100.0: 71.9 65.1 15.0 24.6 9.6 1.1 0.0 0.4 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 : 50: 30 22 9 6 8 . 0 . 0 0 0: Old : 50: 30 22 9 6 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 : 52.9 54.4 71.2 76.2 25.1 26.8 33.7 37.7 Old : 52.9 54.4 71.2 76.2 25.1 26.8 33.7 37.7 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 19, 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 : 19,698: 14,025 15,603 4,913 3,225 750 0 0 0 0 0 0: 10 120 Old : 19,698: 14,025 15,603 4,913 3,225 750 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 12, 2011 : : 660: 5 720 565 -150 90 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 79.2 24.9 16.4 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.6 Old : 100.0: 71.2 79.2 24.9 16.4 3.8 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 : 63.4 70.2 83.3 95.8 43.1 52.4 54.4 61.1 Old : 63.4 70.2 83.3 95.8 43.1 52.4 54.4 61.1 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 19, 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 : 6,774: 4,795 2,355 1,379 220 480 0 294 0 0 3,305 120: 0 0 Old : 6,774: 4,795 2,355 1,379 220 480 0 294 0 0 3,305 120: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 385: 250 0 100 0 35 0 0 0 0 350 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 34.8 20.4 3.2 7.1 0.0 4.3 0.0 0.0 48.8 1.8: 0.0 0.0 Old : 100.0: 70.8 34.8 20.4 3.2 7.1 0.0 4.3 0.0 0.0 48.8 1.8: 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: 15 13 9 . 5 0 . 0 0 . .: Old : 38: 15 13 9 . 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 : 46.0 69.0 70.3 81.2 46.0 63.9 63.7 73.4 Old : 46.0 69.0 70.3 81.2 46.0 63.9 63.7 73.4 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 19, 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 : 11,317: 5,482 7,832 2,531 1,734 1,426 99 0 0 1,262 0 155: 362 170 Old : 11,317: 5,482 7,832 2,531 1,734 1,426 99 0 0 1,262 0 155: 362 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 505: 355 155 50 300 50 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 69.2 22.4 15.3 12.6 0.9 0.0 0.0 11.2 0.0 1.4: 3.2 1.5 Old : 100.0: 48.4 69.2 22.4 15.3 12.6 0.9 0.0 0.0 11.2 0.0 1.4: 3.2 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 : 28: 12 13 7 . 6 . 0 0 . 0 .: Old : 28: 12 13 7 . 6 . 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 : 54.4 51.3 74.4 78.3 38.4 41.4 46.2 52.7 Old : 54.4 51.3 74.4 78.3 38.4 41.4 46.2 52.7 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 19, 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 : 19,277: 10,077 7,728 3,885 5,216 3,556 0 835 120 858 1,011 719: 62 92 Old : 19,277: 10,077 7,728 3,885 5,216 3,556 0 835 120 858 1,011 719: 62 92 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 155: 507 149 -765 190 413 0 -750 0 0 153 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 40.1 20.2 27.1 18.4 0.0 4.3 0.6 4.5 5.2 3.7: 0.3 0.5 Old : 100.0: 52.3 40.1 20.2 27.1 18.4 0.0 4.3 0.6 4.5 5.2 3.7: 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: 20 17 9 10 13 0 . . . . 4: Old : 52: 20 17 9 10 13 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 : 32.6 32.1 51.5 52.6 23.0 23.9 37.6 37.8 Old : 32.6 32.1 51.5 52.6 23.0 23.9 37.6 37.8 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 19, 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 : 13,091: 9,397 8,282 408 3,883 216 2,402 0 321 0 9 281: 66 99 Old : 13,091: 9,397 8,282 408 3,883 216 2,402 0 321 0 9 281: 66 99 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,802: 422 1,125 0 354 0 1,084 0 225 0 0 80: -9 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 63.3 3.1 29.7 1.6 18.3 0.0 2.5 0.0 0.1 2.1: 0.5 0.8 Old : 100.0: 71.8 63.3 3.1 29.7 1.6 18.3 0.0 2.5 0.0 0.1 2.1: 0.5 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 : 38: 23 23 . 6 4 4 0 . 0 . .: Old : 38: 23 23 . 6 4 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 : 36.0 44.6 61.3 62.9 28.2 40.7 45.2 53.2 Old : 36.0 44.6 61.3 62.9 28.2 40.7 45.2 53.2 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 19, 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 : 31,836: 5,429 18,067 5,114 6,602 4,837 6,442 0 275 8,440 708 551: 748 796 Old : 31,836: 5,429 18,067 5,114 6,602 4,837 6,442 0 275 8,440 708 551: 748 796 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 683: 583 463 0 60 0 -175 0 0 175 0 0: 100 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 56.8 16.1 20.7 15.2 20.2 0.0 0.9 26.5 2.2 1.7: 2.3 2.5 Old : 100.0: 17.1 56.8 16.1 20.7 15.2 20.2 0.0 0.9 26.5 2.2 1.7: 2.3 2.5 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 : 48: 12 12 9 7 11 4 0 . 5 . .: Old : 48: 12 12 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 : 39.4 60.0 58.4 74.7 39.4 56.2 57.7 67.9 Old : 39.4 60.0 58.4 74.7 39.4 56.2 57.7 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011