GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, August 30, 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 : 48,313: 31,775 40,324 8,335 1,111 5,580 0 0 0 2,571 874 2: 50 422 Old : 48,313: 31,775 40,324 8,335 1,111 5,580 0 0 0 2,571 874 2: 50 422 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 6,366: 5,863 6,137 230 52 207 0 0 0 102 -10 0: -36 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.8 83.5 17.3 2.3 11.5 0.0 0.0 0.0 5.3 1.8 0.0: 0.1 0.9 Old : 100.0: 65.8 83.5 17.3 2.3 11.5 0.0 0.0 0.0 5.3 1.8 0.0: 0.1 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 : 59: 28 34 10 6 12 0 0 0 . . .: Old : 59: 28 34 10 6 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 : 30.6 31.4 51.5 49.0 19.3 19.0 29.8 28.3 Old : 30.6 31.4 51.5 49.0 19.3 19.0 29.8 28.3 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, August 30, 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 : 10,788: 7,945 8,808 2,166 1,351 482 0 0 0 0 0 0: 195 147 Old : 10,788: 7,945 8,808 2,166 1,351 482 0 0 0 0 0 0: 195 147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -139: -229 -156 75 7 28 0 0 0 0 0 0: -13 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 81.6 20.1 12.5 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 1.4 Old : 100.0: 73.6 81.6 20.1 12.5 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 20 25 5 . 5 0 0 0 0 0 0: Old : 37: 20 25 5 . 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 : 41.2 43.0 67.9 62.8 36.8 39.7 53.8 55.5 Old : 41.2 43.0 67.9 62.8 36.8 39.7 53.8 55.5 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, August 30, 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 : 10,239: 5,862 6,437 1,161 478 1,610 0 0 0 177 243 249: 1,180 1,222 Old : 10,239: 5,862 6,437 1,161 478 1,610 0 0 0 177 243 249: 1,180 1,222 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 263: 237 241 12 96 4 0 0 0 7 -32 -35: 38 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 62.9 11.3 4.7 15.7 0.0 0.0 0.0 1.7 2.4 2.4: 11.5 11.9 Old : 100.0: 57.3 62.9 11.3 4.7 15.7 0.0 0.0 0.0 1.7 2.4 2.4: 11.5 11.9 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 : 46: 26 29 6 6 12 0 0 0 . . 4: Old : 46: 26 29 6 6 12 0 0 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 24.6 53.3 39.6 17.5 9.7 23.6 15.8 Old : 33.8 24.6 53.3 39.6 17.5 9.7 23.6 15.8 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, August 30, 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 : 8,113: 4,605 5,764 928 79 1,170 0 0 0 658 50 85: 667 965 Old : 8,113: 4,605 5,764 928 79 1,170 0 0 0 658 50 85: 667 965 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 209: 191 172 -39 -27 40 0 0 0 80 10 -36: -27 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 71.0 11.4 1.0 14.4 0.0 0.0 0.0 8.1 0.6 1.0: 8.2 11.9 Old : 100.0: 56.8 71.0 11.4 1.0 14.4 0.0 0.0 0.0 8.1 0.6 1.0: 8.2 11.9 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 : 60: 33 38 8 5 13 0 0 0 4 . .: Old : 60: 33 38 8 5 13 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.0 25.0 46.2 39.5 20.2 23.0 33.1 32.9 Old : 27.0 25.0 46.2 39.5 20.2 23.0 33.1 32.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Disaggregated Commitments of Traders - Futures Only, August 30, 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 : 3,930: 2,262 1,743 269 200 389 0 0 0 4 0 59: 947 1,539 Old : 3,930: 2,262 1,743 269 200 389 0 0 0 4 0 59: 947 1,539 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 166: 248 64 -51 0 -24 0 0 0 0 0 0: -7 126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 44.4 6.8 5.1 9.9 0.0 0.0 0.0 0.1 0.0 1.5: 24.1 39.2 Old : 100.0: 57.6 44.4 6.8 5.1 9.9 0.0 0.0 0.0 0.1 0.0 1.5: 24.1 39.2 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 : 22: 16 16 . . . 0 0 0 . 0 .: Old : 22: 16 16 . . . 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 : 40.2 21.3 56.4 36.4 29.6 13.9 35.6 20.4 Old : 40.2 21.3 56.4 36.4 29.6 13.9 35.6 20.4 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, August 30, 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 : 2,826: 1,183 1,733 55 316 329 0 0 0 525 90 30: 704 328 Old : 2,826: 1,183 1,733 55 316 329 0 0 0 525 90 30: 704 328 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 44: 165 40 27 5 -39 0 0 0 -150 -5 5: 36 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.9 61.3 1.9 11.2 11.6 0.0 0.0 0.0 18.6 3.2 1.1: 24.9 11.6 Old : 100.0: 41.9 61.3 1.9 11.2 11.6 0.0 0.0 0.0 18.6 3.2 1.1: 24.9 11.6 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: 11 12 . . 4 0 0 0 . . .: Old : 22: 11 12 . . 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 : 38.5 45.5 58.4 66.6 32.7 32.8 38.4 49.5 Old : 38.5 45.5 58.4 66.6 32.7 32.8 38.4 49.5 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, August 30, 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 : 2,197: 797 1,300 364 52 427 0 0 0 63 50 96: 450 272 Old : 2,197: 797 1,300 364 52 427 0 0 0 63 50 96: 450 272 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 59.2 16.6 2.4 19.4 0.0 0.0 0.0 2.9 2.3 4.4: 20.5 12.4 Old : 100.0: 36.3 59.2 16.6 2.4 19.4 0.0 0.0 0.0 2.9 2.3 4.4: 20.5 12.4 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 : 24: 11 13 5 . 6 0 0 0 . . .: Old : 24: 11 13 5 . 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 : 36.4 52.6 52.4 69.7 26.5 43.8 36.5 48.2 Old : 36.4 52.6 52.4 69.7 26.5 43.8 36.5 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R Disaggregated Commitments of Traders - Futures Only, August 30, 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 : 1,787: 1,654 1,397 100 365 25 0 0 0 0 0 0: 8 0 Old : 1,787: 1,654 1,397 100 365 25 0 0 0 0 0 0: 8 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 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: 92.6 78.2 5.6 20.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.0 Old : 100.0: 92.6 78.2 5.6 20.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 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 : 23: 11 12 . . . 0 0 0 0 0 0: Old : 23: 11 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 : 62.1 51.6 87.3 80.1 51.9 51.6 74.3 75.9 Old : 62.1 51.6 87.3 80.1 51.9 51.6 74.3 75.9 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, August 30, 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 : 9,879: 6,174 8,801 2,969 145 641 0 0 0 0 0 0: 95 292 Old : 9,879: 6,174 8,801 2,969 145 641 0 0 0 0 0 0: 95 292 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 1,282: 1,150 1,300 150 0 -18 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 89.1 30.1 1.5 6.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 3.0 Old : 100.0: 62.5 89.1 30.1 1.5 6.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 3.0 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 : 29: 17 13 7 . 6 0 0 0 0 0 0: Old : 29: 17 13 7 . 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 : 50.5 73.2 74.9 83.9 45.9 70.4 65.3 75.1 Old : 50.5 73.2 74.9 83.9 45.9 70.4 65.3 75.1 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, August 30, 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 : 24,110: 19,114 16,704 1,539 480 3,437 0 0 0 0 3,469 20: 0 0 Old : 24,110: 19,114 16,704 1,539 480 3,437 0 0 0 0 3,469 20: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 3,447: 2,878 3,023 -168 -468 747 0 0 0 0 155 -10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 69.3 6.4 2.0 14.3 0.0 0.0 0.0 0.0 14.4 0.1: 0.0 0.0 Old : 100.0: 79.3 69.3 6.4 2.0 14.3 0.0 0.0 0.0 0.0 14.4 0.1: 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: 22 13 8 5 10 0 0 0 0 . .: Old : 37: 22 13 8 5 10 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.9 50.8 58.6 71.1 29.4 39.9 39.2 48.5 Old : 38.9 50.8 58.6 71.1 29.4 39.9 39.2 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 30, 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 : 311,034: 117,556 193,388 57,984 12,327 17,199 39,626 7,911 17,554 7,318 22,269 16,379: 37,418 24,007 Old : 311,034: 117,556 193,388 57,984 12,327 17,199 39,626 7,911 17,554 7,318 22,269 16,379: 37,418 24,007 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 3,271: -5,182 8,188 -453 640 1,493 5,802 -3,704 -1,176 138 1,589 -236: 2,885 -3,523 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 62.2 18.6 4.0 5.5 12.7 2.5 5.6 2.4 7.2 5.3: 12.0 7.7 Old : 100.0: 37.8 62.2 18.6 4.0 5.5 12.7 2.5 5.6 2.4 7.2 5.3: 12.0 7.7 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 : 164: 50 73 16 5 14 29 10 19 8 16 25: Old : 164: 50 73 16 5 14 29 10 19 8 16 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 : 20.1 24.7 31.7 38.3 12.0 11.8 20.2 18.8 Old : 20.1 24.7 31.7 38.3 12.0 11.8 20.2 18.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, August 30, 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 : 16,287: 10,932 9,439 2,013 3,606 2,231 300 0 0 587 780 199: 25 32 Old : 16,287: 10,932 9,439 2,013 3,606 2,231 300 0 0 587 780 199: 25 32 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -25: -365 -60 -35 -115 350 0 0 0 25 -200 -25: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 58.0 12.4 22.1 13.7 1.8 0.0 0.0 3.6 4.8 1.2: 0.2 0.2 Old : 100.0: 67.1 58.0 12.4 22.1 13.7 1.8 0.0 0.0 3.6 4.8 1.2: 0.2 0.2 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 : 64: 37 24 6 6 8 . 0 0 4 4 4: Old : 64: 37 24 6 6 8 . 0 0 4 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 : 25.1 35.2 44.4 59.5 24.2 27.7 35.2 40.5 Old : 25.1 35.2 44.4 59.5 24.2 27.7 35.2 40.5 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, August 30, 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 : 7,656: 5,600 4,330 850 1,345 348 186 580 120 450 761 88: 14 84 Old : 7,656: 5,600 4,330 850 1,345 348 186 580 120 450 761 88: 14 84 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 408: 300 0 0 150 0 0 0 0 20 116 88: 0 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 56.6 11.1 17.6 4.5 2.4 7.6 1.6 5.9 9.9 1.1: 0.2 1.1 Old : 100.0: 73.1 56.6 11.1 17.6 4.5 2.4 7.6 1.6 5.9 9.9 1.1: 0.2 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 15 11 5 7 4 . . . . . .: Old : 42: 15 11 5 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 : 38.5 39.2 56.4 59.9 34.9 38.8 51.9 55.1 Old : 38.5 39.2 56.4 59.9 34.9 38.8 51.9 55.1 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, August 30, 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 : 10,324: 7,870 7,199 6 1,006 78 628 0 131 315 844 670: 626 396 Old : 10,324: 7,870 7,199 6 1,006 78 628 0 131 315 844 670: 626 396 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 231: 226 91 6 186 -82 -24 0 47 -69 -154 144: -17 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 69.7 0.1 9.7 0.8 6.1 0.0 1.3 3.1 8.2 6.5: 6.1 3.8 Old : 100.0: 76.2 69.7 0.1 9.7 0.8 6.1 0.0 1.3 3.1 8.2 6.5: 6.1 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 : 37: 20 22 . . . 4 0 . . . .: Old : 37: 20 22 . . . 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 : 55.2 46.6 70.4 65.9 30.3 24.0 36.0 36.6 Old : 55.2 46.6 70.4 65.9 30.3 24.0 36.0 36.6 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, August 30, 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 : 19,222: 18,463 16,359 0 1,319 124 0 0 0 168 950 65: 402 405 Old : 19,222: 18,463 16,359 0 1,319 124 0 0 0 168 950 65: 402 405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 1,476: 1,520 1,672 -57 -151 -17 0 0 0 -23 0 -30: 83 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.1 85.1 0.0 6.9 0.6 0.0 0.0 0.0 0.9 4.9 0.3: 2.1 2.1 Old : 100.0: 96.1 85.1 0.0 6.9 0.6 0.0 0.0 0.0 0.9 4.9 0.3: 2.1 2.1 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 : 61: 36 41 0 4 . 0 0 0 . . .: Old : 61: 36 41 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 : 30.7 41.3 49.5 57.2 28.1 33.5 44.5 44.6 Old : 30.7 41.3 49.5 57.2 28.1 33.5 44.5 44.6 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, August 30, 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 : 1,609: 1,465 1,514 70 50 15 0 0 0 0 0 0: 59 30 Old : 1,609: 1,465 1,514 70 50 15 0 0 0 0 0 0: 59 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 25: -3 40 0 10 -25 0 0 0 0 0 0: 53 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 94.1 4.4 3.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 1.9 Old : 100.0: 91.1 94.1 4.4 3.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 14 . . . 0 0 0 0 0 0: Old : 20: 11 14 . . . 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 : 75.8 56.2 91.4 82.0 69.3 51.5 76.8 70.5 Old : 75.8 56.2 91.4 82.0 69.3 51.5 76.8 70.5 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, August 30, 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 : 1,575: 990 995 0 11 58 0 0 0 28 0 40: 459 471 Old : 1,575: 990 995 0 11 58 0 0 0 28 0 40: 459 471 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 20: -73 -105 0 0 0 0 0 0 6 0 0: 87 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.9 63.2 0.0 0.7 3.7 0.0 0.0 0.0 1.8 0.0 2.5: 29.1 29.9 Old : 100.0: 62.9 63.2 0.0 0.7 3.7 0.0 0.0 0.0 1.8 0.0 2.5: 29.1 29.9 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 : 22: 16 18 0 . . 0 0 0 . 0 .: Old : 22: 16 18 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 : 30.7 31.7 50.0 46.8 26.5 28.3 36.9 35.6 Old : 30.7 31.7 50.0 46.8 26.5 28.3 36.9 35.6 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, August 30, 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 : 439,119: 126,089 149,791 47,862 64,086 90,560 33,460 11,948 29,637 15,460 6,996 66,198: 29,853 19,903 Old : 439,119: 126,089 149,791 47,862 64,086 90,560 33,460 11,948 29,637 15,460 6,996 66,198: 29,853 19,903 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 17,891: 5,671 4,239 -3,268 658 1,770 -400 -625 636 -312 -1,636 11,367: 2,427 1,482 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 34.1 10.9 14.6 20.6 7.6 2.7 6.7 3.5 1.6 15.1: 6.8 4.5 Old : 100.0: 28.7 34.1 10.9 14.6 20.6 7.6 2.7 6.7 3.5 1.6 15.1: 6.8 4.5 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 : 130: 40 36 15 16 27 13 10 14 18 11 25: Old : 130: 40 36 15 16 27 13 10 14 18 11 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 : 18.0 16.7 30.7 29.7 9.1 11.2 14.9 17.7 Old : 18.0 16.7 30.7 29.7 9.1 11.2 14.9 17.7 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, August 30, 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 : 1,494,803: 229,271 406,199 233,701 218,547 257,476 221,311 65,583 202,791 97,213 100,253 176,184: 76,856 67,770 Old : 1,494,803: 229,271 406,199 233,701 218,547 257,476 221,311 65,583 202,791 97,213 100,253 176,184: 76,856 67,770 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 29,547: 15,289 13,083 -10,293 3,231 5,642 2,370 -14,587 -2,202 -72 537 17,115: 1,698 6,728 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 27.2 15.6 14.6 17.2 14.8 4.4 13.6 6.5 6.7 11.8: 5.1 4.5 Old : 100.0: 15.3 27.2 15.6 14.6 17.2 14.8 4.4 13.6 6.5 6.7 11.8: 5.1 4.5 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 : 325: 48 54 25 23 40 61 50 67 54 42 84: Old : 325: 48 54 25 23 40 61 50 67 54 42 84: 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 12.5 26.6 23.3 13.1 10.6 18.2 15.6 Old : 17.1 12.5 26.6 23.3 13.1 10.6 18.2 15.6 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, August 30, 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 : 216,180: 44,655 31,788 48,938 86,506 25,628 1,363 0 40 54,478 18,998 5,148: 35,930 48,072 Old : 216,180: 44,655 31,788 48,938 86,506 25,628 1,363 0 40 54,478 18,998 5,148: 35,930 48,072 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 2,656: 18 414 1,096 -1,142 1,170 -264 0 0 -338 -170 714: 260 1,670 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 14.7 22.6 40.0 11.9 0.6 0.0 0.0 25.2 8.8 2.4: 16.6 22.2 Old : 100.0: 20.7 14.7 22.6 40.0 11.9 0.6 0.0 0.0 25.2 8.8 2.4: 16.6 22.2 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 : 40: 7 7 9 7 11 . 0 . 6 8 9: Old : 40: 7 7 9 7 11 . 0 . 6 8 9: 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 : 39.6 32.3 55.7 51.5 37.6 30.2 52.7 46.4 Old : 39.6 32.3 55.7 51.5 37.6 30.2 52.7 46.4 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, August 30, 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 : 22,610: 12,584 14,224 4,477 1,572 5,064 0 420 150 150 1,007 173: 12 0 Old : 22,610: 12,584 14,224 4,477 1,572 5,064 0 420 150 150 1,007 173: 12 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -40: 10 10 0 0 -50 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 62.9 19.8 7.0 22.4 0.0 1.9 0.7 0.7 4.5 0.8: 0.1 0.0 Old : 100.0: 55.7 62.9 19.8 7.0 22.4 0.0 1.9 0.7 0.7 4.5 0.8: 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 : 56: 27 27 7 6 10 0 . . . 6 .: Old : 56: 27 27 7 6 10 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 : 43.6 32.5 60.5 47.8 28.1 19.8 36.6 28.2 Old : 43.6 32.5 60.5 47.8 28.1 19.8 36.6 28.2 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, August 30, 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 : 78,266: 9,904 3,749 35,129 23,975 18,817 3,037 9,449 8,180 0 8,284 740: 2,459 5,072 Old : 78,266: 9,904 3,749 35,129 23,975 18,817 3,037 9,449 8,180 0 8,284 740: 2,459 5,072 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -21: 0 0 283 -169 0 7 0 61 0 199 -142: -230 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 4.8 44.9 30.6 24.0 3.9 12.1 10.5 0.0 10.6 0.9: 3.1 6.5 Old : 100.0: 12.7 4.8 44.9 30.6 24.0 3.9 12.1 10.5 0.0 10.6 0.9: 3.1 6.5 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 : 41: 5 4 11 10 17 5 4 9 0 4 4: Old : 41: 5 4 11 10 17 5 4 9 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 : 49.0 35.5 68.6 55.4 37.9 30.3 52.5 43.5 Old : 49.0 35.5 68.6 55.4 37.9 30.3 52.5 43.5 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, August 30, 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 : 36,161: 1,439 3,427 14,748 10,159 11,047 2,359 1,613 2,294 0 3,285 931: 3,343 3,405 Old : 36,161: 1,439 3,427 14,748 10,159 11,047 2,359 1,613 2,294 0 3,285 931: 3,343 3,405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -216: 0 0 -368 -83 295 -352 -1,001 278 0 0 0: -69 295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 9.5 40.8 28.1 30.5 6.5 4.5 6.3 0.0 9.1 2.6: 9.2 9.4 Old : 100.0: 4.0 9.5 40.8 28.1 30.5 6.5 4.5 6.3 0.0 9.1 2.6: 9.2 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: . 4 9 5 13 . . . 0 . .: Old : 26: . 4 9 5 13 . . . 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 : 48.5 44.2 66.0 59.9 35.4 33.5 45.1 44.7 Old : 48.5 44.2 66.0 59.9 35.4 33.5 45.1 44.7 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, August 30, 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 : 14,920: 4,605 2,930 4,210 7,660 4,105 2,000 0 0 0 150 0: 0 75 Old : 14,920: 4,605 2,930 4,210 7,660 4,105 2,000 0 0 0 150 0: 0 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 210: 150 150 0 0 60 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 19.6 28.2 51.3 27.5 13.4 0.0 0.0 0.0 1.0 0.0: 0.0 0.5 Old : 100.0: 30.9 19.6 28.2 51.3 27.5 13.4 0.0 0.0 0.0 1.0 0.0: 0.0 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 : 30: 9 9 6 7 7 . 0 0 0 . 0: Old : 30: 9 9 6 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 : 41.7 67.3 63.5 82.7 32.0 50.9 46.7 57.2 Old : 41.7 67.3 63.5 82.7 32.0 50.9 46.7 57.2 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, August 30, 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 : 251,546: 86,892 162,467 28,485 9,360 16,842 60,972 8,852 18,829 13,242 14,732 7,861: 18,423 12,603 Old : 251,546: 86,892 162,467 28,485 9,360 16,842 60,972 8,852 18,829 13,242 14,732 7,861: 18,423 12,603 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 1,777: -5,943 4,011 7 -715 -1,713 8,401 690 794 -1,060 155 -252: 1,543 -1,193 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 64.6 11.3 3.7 6.7 24.2 3.5 7.5 5.3 5.9 3.1: 7.3 5.0 Old : 100.0: 34.5 64.6 11.3 3.7 6.7 24.2 3.5 7.5 5.3 5.9 3.1: 7.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 183: 51 69 16 4 15 53 8 28 14 9 18: Old : 183: 51 69 16 4 15 53 8 28 14 9 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.8 26.9 30.4 39.7 10.6 13.2 18.6 20.5 Old : 19.8 26.9 30.4 39.7 10.6 13.2 18.6 20.5 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, August 30, 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 : 25,382: 7,200 20,603 1,240 10 529 3,443 0 0 6,560 0 238: 6,172 4,002 Old : 25,382: 7,200 20,603 1,240 10 529 3,443 0 0 6,560 0 238: 6,172 4,002 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 1,236: -95 545 -290 10 211 884 0 0 453 0 0: 73 470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 81.2 4.9 0.0 2.1 13.6 0.0 0.0 25.8 0.0 0.9: 24.3 15.8 Old : 100.0: 28.4 81.2 4.9 0.0 2.1 13.6 0.0 0.0 25.8 0.0 0.9: 24.3 15.8 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 : 28: 13 19 . . . . 0 0 . 0 .: Old : 28: 13 19 . . . . 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 : 52.5 39.1 62.0 62.7 50.4 36.8 59.3 59.4 Old : 52.5 39.1 62.0 62.7 50.4 36.8 59.3 59.4 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, August 30, 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 : 5,352: 2,980 3,344 843 743 915 0 0 0 264 0 300: 50 50 Old : 5,352: 2,980 3,344 843 743 915 0 0 0 264 0 300: 50 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 113: 50 200 125 -75 -12 0 0 0 -50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 62.5 15.8 13.9 17.1 0.0 0.0 0.0 4.9 0.0 5.6: 0.9 0.9 Old : 100.0: 55.7 62.5 15.8 13.9 17.1 0.0 0.0 0.0 4.9 0.0 5.6: 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 : 37: 17 18 5 5 9 0 0 0 . 0 .: Old : 37: 17 18 5 5 9 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.3 38.9 55.7 59.4 27.8 35.1 41.8 44.5 Old : 36.3 38.9 55.7 59.4 27.8 35.1 41.8 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, August 30, 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 : 57,418: 42,924 35,784 8,386 16,748 4,698 500 25 25 0 0 0: 885 138 Old : 57,418: 42,924 35,784 8,386 16,748 4,698 500 25 25 0 0 0: 885 138 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 2,350: 1,971 528 380 1,958 64 0 -150 -50 0 0 0: -15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 62.3 14.6 29.2 8.2 0.9 0.0 0.0 0.0 0.0 0.0: 1.5 0.2 Old : 100.0: 74.8 62.3 14.6 29.2 8.2 0.9 0.0 0.0 0.0 0.0 0.0: 1.5 0.2 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 : 53: 29 26 9 8 8 . . . 0 0 0: Old : 53: 29 26 9 8 8 . . . 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 : 58.2 50.4 72.9 68.4 35.2 30.4 42.3 40.0 Old : 58.2 50.4 72.9 68.4 35.2 30.4 42.3 40.0 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, August 30, 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 : 20,138: 14,957 16,123 4,696 3,650 365 0 0 0 0 0 0: 120 0 Old : 20,138: 14,957 16,123 4,696 3,650 365 0 0 0 0 0 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -90: -225 310 480 -55 -345 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.3 80.1 23.3 18.1 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0 Old : 100.0: 74.3 80.1 23.3 18.1 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 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 : 29: 12 14 9 . . 0 0 0 0 0 0: Old : 29: 12 14 9 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 71.4 78.1 92.1 43.6 52.8 55.7 64.8 Old : 60.5 71.4 78.1 92.1 43.6 52.8 55.7 64.8 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, August 30, 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 : 6,101: 4,325 1,705 1,371 195 355 0 196 0 50 3,650 0: 0 0 Old : 6,101: 4,325 1,705 1,371 195 355 0 196 0 50 3,650 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 500: 400 50 95 45 5 0 0 0 0 400 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 27.9 22.5 3.2 5.8 0.0 3.2 0.0 0.8 59.8 0.0: 0.0 0.0 Old : 100.0: 70.9 27.9 22.5 3.2 5.8 0.0 3.2 0.0 0.8 59.8 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 15 12 9 . . 0 . 0 . . 0: Old : 38: 15 12 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 : 46.7 77.4 69.3 86.4 46.3 70.0 66.3 77.7 Old : 46.7 77.4 69.3 86.4 46.3 70.0 66.3 77.7 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, August 30, 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 : 10,731: 4,988 7,293 2,350 1,697 1,478 141 0 0 1,390 0 120: 264 143 Old : 10,731: 4,988 7,293 2,350 1,697 1,478 141 0 0 1,390 0 120: 264 143 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 107: -57 167 99 -25 0 0 0 0 100 0 -35: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.5 68.0 21.9 15.8 13.8 1.3 0.0 0.0 13.0 0.0 1.1: 2.5 1.3 Old : 100.0: 46.5 68.0 21.9 15.8 13.8 1.3 0.0 0.0 13.0 0.0 1.1: 2.5 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 : 33: 12 16 8 4 6 . 0 0 . 0 .: Old : 33: 12 16 8 4 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 : 52.9 48.0 70.6 71.6 35.5 31.5 45.1 44.0 Old : 52.9 48.0 70.6 71.6 35.5 31.5 45.1 44.0 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, August 30, 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 : 21,385: 12,634 9,276 3,185 4,286 3,837 100 2,064 80 980 1,306 431: 138 105 Old : 21,385: 12,634 9,276 3,185 4,286 3,837 100 2,064 80 980 1,306 431: 138 105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 195: 359 -180 -52 151 -105 0 150 0 96 282 -103: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 43.4 14.9 20.0 17.9 0.5 9.7 0.4 4.6 6.1 2.0: 0.6 0.5 Old : 100.0: 59.1 43.4 14.9 20.0 17.9 0.5 9.7 0.4 4.6 6.1 2.0: 0.6 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 : 61: 26 24 7 11 12 . . . . . .: Old : 61: 26 24 7 11 12 . . . . . .: 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 29.9 56.8 50.7 25.1 25.6 37.6 39.3 Old : 38.6 29.9 56.8 50.7 25.1 25.6 37.6 39.3 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, August 30, 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 : 14,389: 10,094 9,711 0 4,093 192 3,573 0 0 106 0 220: 204 173 Old : 14,389: 10,094 9,711 0 4,093 192 3,573 0 0 106 0 220: 204 173 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 695: 717 652 0 170 -72 129 0 -129 0 0 0: 50 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 67.5 0.0 28.4 1.3 24.8 0.0 0.0 0.7 0.0 1.5: 1.4 1.2 Old : 100.0: 70.2 67.5 0.0 28.4 1.3 24.8 0.0 0.0 0.7 0.0 1.5: 1.4 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 : 38: 22 22 0 7 . 5 0 0 . 0 .: Old : 38: 22 22 0 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 : 34.1 50.2 58.4 71.1 30.8 46.4 48.0 64.6 Old : 34.1 50.2 58.4 71.1 30.8 46.4 48.0 64.6 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, August 30, 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 : 29,428: 7,243 16,667 4,519 4,734 5,164 3,408 105 320 7,462 1,048 610: 702 780 Old : 29,428: 7,243 16,667 4,519 4,734 5,164 3,408 105 320 7,462 1,048 610: 702 780 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -966: 441 -39 0 -1,450 265 -1,900 90 0 0 0 228: 0 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 56.6 15.4 16.1 17.5 11.6 0.4 1.1 25.4 3.6 2.1: 2.4 2.7 Old : 100.0: 24.6 56.6 15.4 16.1 17.5 11.6 0.4 1.1 25.4 3.6 2.1: 2.4 2.7 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 : 56: 16 15 8 9 12 4 . 5 6 4 .: Old : 56: 16 15 8 9 12 4 . 5 6 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 : 37.5 56.1 56.4 69.9 36.2 52.2 52.2 61.5 Old : 37.5 56.1 56.4 69.9 36.2 52.2 52.2 61.5 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, August 30, 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 : 15,561: 8,196 10,107 0 2,754 9 2,040 0 42 803 0 0: 4,471 2,649 Old : 15,561: 8,196 10,107 0 2,754 9 2,040 0 42 803 0 0: 4,471 2,649 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 1,395: 1,550 1,458 0 0 0 256 0 -9 -167 -166 0: -235 112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 65.0 0.0 17.7 0.1 13.1 0.0 0.3 5.2 0.0 0.0: 28.7 17.0 Old : 100.0: 52.7 65.0 0.0 17.7 0.1 13.1 0.0 0.3 5.2 0.0 0.0: 28.7 17.0 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 : 23: 12 15 0 4 . . 0 . . 0 0: Old : 23: 12 15 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 : 38.4 34.8 59.0 57.4 34.3 33.1 51.7 55.2 Old : 38.4 34.8 59.0 57.4 34.3 33.1 51.7 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011