Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 42,286 : : Positions : : 27,127 34,287 6,445 991 5,777 0 0 0 2,769 747 60 : : : : Changes from: July 19, 2011 : : 3,847 4,108 -197 -211 1,316 0 0 0 270 74 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 81.1 15.2 2.3 13.7 0.0 0.0 0.0 6.5 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 33 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 12,640 : : Positions : : 9,780 10,779 1,970 983 736 0 0 0 0 0 0 : : : : Changes from: July 19, 2011 : : -70 -29 -125 -156 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 85.3 15.6 7.8 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 21 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,600 : : Positions : : 5,841 6,468 1,335 254 1,875 0 0 0 132 509 256 : : : : Changes from: July 19, 2011 : : 172 244 184 90 138 0 0 0 -5 22 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 61.0 12.6 2.4 17.7 0.0 0.0 0.0 1.2 4.8 2.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 27 9 . 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,806 : : Positions : : 4,622 5,969 1,427 34 1,319 0 0 0 485 163 282 : : : : Changes from: July 19, 2011 : : 28 89 66 0 6 0 0 0 65 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 67.8 16.2 0.4 15.0 0.0 0.0 0.0 5.5 1.9 3.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 39 10 . 12 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,127 : : Positions : : 984 1,719 198 479 430 0 80 10 850 135 5 : : : : Changes from: July 19, 2011 : : 52 77 -55 0 0 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 55.0 6.3 15.3 13.8 0.0 2.6 0.3 27.2 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 . 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,759 : : Positions : : 805 931 122 72 293 0 0 0 47 90 82 : : : : Changes from: July 19, 2011 : : 88 154 46 5 45 0 0 0 47 0 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 52.9 6.9 4.1 16.7 0.0 0.0 0.0 2.7 5.1 4.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,342 : : Positions : : 5,885 8,849 3,701 605 606 0 0 0 0 0 0 : : : : Changes from: July 19, 2011 : : 498 588 50 -40 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 85.6 35.8 5.8 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 18,813 : : Positions : : 14,272 12,330 2,700 1,023 1,761 0 0 0 0 3,619 30 : : : : Changes from: July 19, 2011 : : 2,059 1,128 -374 147 538 0 0 0 0 410 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 65.5 14.4 5.4 9.4 0.0 0.0 0.0 0.0 19.2 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 14 7 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 313,430 : : Positions : : 106,780 200,203 56,198 11,348 16,447 51,619 8,396 19,481 8,633 19,273 13,463 : : : : Changes from: July 19, 2011 : : 4,157 6,680 779 1,655 -523 -222 785 -2,426 305 -922 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 63.9 17.9 3.6 5.2 16.5 2.7 6.2 2.8 6.1 4.3 : : : : Number of Traders in Each Category Total Traders: 162 : : 49 66 17 6 15 33 11 18 12 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 17,341 : : Positions : : 9,694 10,602 2,215 3,223 2,681 300 0 0 2,246 630 205 : : : : Changes from: July 19, 2011 : : 741 1,111 120 -250 799 0 0 0 -50 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 61.1 12.8 18.6 15.5 1.7 0.0 0.0 13.0 3.6 1.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 29 9 . 8 . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,871 : : Positions : : 5,160 4,320 975 2,426 150 1,271 300 0 174 510 120 : : : : Changes from: July 19, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 54.9 12.4 30.8 1.9 16.1 3.8 0.0 2.2 6.5 1.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 9 5 7 . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 9,614 : : Positions : : 7,642 6,492 96 1,010 189 480 0 17 371 1,235 346 : : : : Changes from: July 19, 2011 : : 926 -106 -128 902 -13 20 0 -13 15 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 67.5 1.0 10.5 2.0 5.0 0.0 0.2 3.9 12.8 3.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 23 . . . 4 0 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 17,715 : : Positions : : 17,181 13,666 0 1,890 187 0 107 5 84 1,475 144 : : : : Changes from: July 19, 2011 : : 854 454 0 266 4 0 33 -10 52 108 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 77.1 0.0 10.7 1.1 0.0 0.6 0.0 0.5 8.3 0.8 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 40 0 4 . 0 . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 1,285 : : Positions : : 1,103 1,160 130 90 0 0 0 0 50 0 0 : : : : Changes from: July 19, 2011 : : 170 120 35 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 90.3 10.1 7.0 0.0 0.0 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,405 : : Positions : : 1,599 1,187 0 71 30 47 90 84 0 120 10 : : : : Changes from: July 19, 2011 : : 135 144 0 -3 13 4 0 -1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 49.4 0.0 3.0 1.2 2.0 3.7 3.5 0.0 5.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 16 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,699 : : Positions : : 1,063 1,088 0 22 30 0 0 0 85 27 39 : : : : Changes from: July 19, 2011 : : 219 225 0 -12 -28 0 0 0 35 7 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 64.0 0.0 1.3 1.8 0.0 0.0 0.0 5.0 1.6 2.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 20 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 448,786 : : Positions : : 128,944 158,276 47,212 71,912 94,532 41,553 16,238 25,839 26,374 2,906 61,635 : : : : Changes from: July 19, 2011 : : -7,102 7,752 3,712 -1,090 -8,334 6,974 -980 -1,338 2,895 -972 -1,701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 35.3 10.5 16.0 21.1 9.3 3.6 5.8 5.9 0.6 13.7 : : : : Number of Traders in Each Category Total Traders: 129 : : 34 34 14 16 27 17 12 17 22 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,506,662 : : Positions : : 207,804 389,826 247,217 256,748 255,319 244,362 64,349 202,987 88,717 109,963 175,425 : : : : Changes from: July 19, 2011 : : 5,281 2,134 -1,164 8,433 -6,854 7,239 -1,384 3,352 -9 4,794 2,742 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 25.9 16.4 17.0 16.9 16.2 4.3 13.5 5.9 7.3 11.6 : : : : Number of Traders in Each Category Total Traders: 347 : : 45 54 21 28 40 71 45 70 58 47 90 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 216,624 : : Positions : : 49,054 35,129 44,899 89,095 23,906 2,091 0 208 57,980 14,322 3,393 : : : : Changes from: July 19, 2011 : : -11 134 -676 -987 -55 0 0 0 37 1,192 802 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 16.2 20.7 41.1 11.0 1.0 0.0 0.1 26.8 6.6 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 7 9 7 13 . 0 . 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 26,631 : : Positions : : 16,644 15,586 3,856 2,136 5,621 0 513 225 150 2,427 123 : : : : Changes from: July 19, 2011 : : 100 100 0 100 0 0 0 0 -50 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 58.5 14.5 8.0 21.1 0.0 1.9 0.8 0.6 9.1 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 26 6 7 7 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 74,865 : : Positions : : 10,277 3,793 34,222 24,317 16,901 3,051 9,449 6,263 0 8,479 725 : : : : Changes from: July 19, 2011 : : -360 -294 103 -55 432 81 0 965 0 -496 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 5.1 45.7 32.5 22.6 4.1 12.6 8.4 0.0 11.3 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 5 4 10 10 16 5 4 9 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 31,535 : : Positions : : 1,439 3,458 11,854 12,652 8,744 2,406 950 2,224 0 233 982 : : : : Changes from: July 19, 2011 : : 0 0 -41 -84 98 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.6 11.0 37.6 40.1 27.7 7.6 3.0 7.1 0.0 0.7 3.1 : : : : Number of Traders in Each Category Total Traders: 21 : : . 4 7 5 11 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 15,830 : : Positions : : 4,640 3,330 4,830 8,045 4,260 2,034 0 0 0 150 0 : : : : Changes from: July 19, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 21.0 30.5 50.8 26.9 12.8 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 7 6 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 258,380 : : Positions : : 78,196 175,450 30,617 12,597 18,117 72,091 8,791 11,888 16,799 12,102 6,043 : : : : Changes from: July 19, 2011 : : 6,875 8,831 1,099 1,041 -2,321 2,439 1,030 457 76 1,454 951 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 67.9 11.8 4.9 7.0 27.9 3.4 4.6 6.5 4.7 2.3 : : : : Number of Traders in Each Category Total Traders: 197 : : 55 75 16 8 17 57 6 24 14 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 28,963 : : Positions : : 9,496 22,598 1,927 0 266 3,390 261 50 7,953 0 561 : : : : Changes from: July 19, 2011 : : 45 283 455 0 56 526 0 0 580 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 78.0 6.7 0.0 0.9 11.7 0.9 0.2 27.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 15 4 0 . . . . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 6,105 : : Positions : : 3,365 4,254 1,237 462 889 0 0 0 414 300 200 : : : : Changes from: July 19, 2011 : : 450 400 18 68 270 0 0 0 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 69.7 20.3 7.6 14.6 0.0 0.0 0.0 6.8 4.9 3.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 17 6 4 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 59,970 : : Positions : : 43,327 39,738 9,262 14,568 5,501 800 0 0 0 0 0 : : : : Changes from: July 19, 2011 : : 874 1,302 390 27 -163 150 0 -225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 66.3 15.4 24.3 9.2 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 25 9 6 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 20,008 : : Positions : : 14,220 15,873 4,988 3,225 790 0 0 0 0 0 0 : : : : Changes from: July 19, 2011 : : 195 270 75 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 79.3 24.9 16.1 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,074 : : Positions : : 4,945 2,355 1,529 220 480 0 294 0 0 3,605 120 : : : : Changes from: July 19, 2011 : : 150 0 150 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 33.3 21.6 3.1 6.8 0.0 4.2 0.0 0.0 51.0 1.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 13 9 . 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 11,939 : : Positions : : 5,852 8,379 2,583 1,809 1,426 99 0 0 1,412 0 155 : : : : Changes from: July 19, 2011 : : 370 547 52 75 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 70.2 21.6 15.2 11.9 0.8 0.0 0.0 11.8 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 7 . 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 19,311 : : Positions : : 10,220 7,730 3,797 5,401 3,511 0 685 144 858 1,029 719 : : : : Changes from: July 19, 2011 : : 143 2 -88 185 -45 0 -150 24 0 18 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 40.0 19.7 28.0 18.2 0.0 3.5 0.7 4.4 5.3 3.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 17 9 10 13 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 13,808 : : Positions : : 9,898 8,600 408 4,108 216 2,438 0 513 36 0 290 : : : : Changes from: July 19, 2011 : : 501 318 0 225 0 36 0 192 36 -9 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 62.3 3.0 29.8 1.6 17.7 0.0 3.7 0.3 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 24 . 6 4 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 31,879 : : Positions : : 6,036 17,969 5,114 6,713 4,837 6,442 0 275 7,876 708 551 : : : : Changes from: July 19, 2011 : : 607 -98 0 111 0 0 0 0 -564 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 56.4 16.0 21.1 15.2 20.2 0.0 0.9 24.7 2.2 1.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 14 12 9 7 11 4 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 15,415 : : Positions : : 8,497 8,022 0 3,806 9 2,377 0 0 1,953 0 0 : : : : Changes from: July 19, 2011 : : 853 2,923 0 91 0 832 0 -132 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 52.0 0.0 24.7 0.1 15.4 0.0 0.0 12.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 0 4 . . 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 29, 2011