Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 35,671 : : Positions : : 21,514 28,972 7,112 869 4,856 0 0 0 2,062 483 60 : : : : Changes from: July 26, 2011 : : -5,613 -5,315 667 -122 -921 0 0 0 -707 -264 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 81.2 19.9 2.4 13.6 0.0 0.0 0.0 5.8 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 22 31 10 6 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 10,672 : : Positions : : 8,482 8,692 1,522 1,375 500 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -1,298 -2,087 -448 392 -236 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 81.4 14.3 12.9 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 23 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 9,251 : : Positions : : 5,130 5,628 1,111 393 1,469 0 0 0 153 308 250 : : : : Changes from: July 26, 2011 : : -711 -840 -224 139 -406 0 0 0 21 -201 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 60.8 12.0 4.2 15.9 0.0 0.0 0.0 1.7 3.3 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 25 6 4 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 6,930 : : Positions : : 3,731 4,666 858 114 1,053 0 0 0 602 110 105 : : : : Changes from: July 26, 2011 : : -891 -1,303 -569 80 -266 0 0 0 117 -53 -177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 67.3 12.4 1.6 15.2 0.0 0.0 0.0 8.7 1.6 1.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 35 7 6 13 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 2,595 : : Positions : : 838 1,338 28 376 348 0 0 0 760 140 0 : : : : Changes from: July 26, 2011 : : -146 -381 -170 -103 -82 0 -80 -10 -90 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 51.6 1.1 14.5 13.4 0.0 0.0 0.0 29.3 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 7,851 : : Positions : : 4,856 6,818 2,374 245 506 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -1,029 -2,031 -1,327 -360 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 86.8 30.2 3.1 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 16,289 : : Positions : : 13,311 11,021 1,326 930 1,622 0 0 0 0 2,686 30 : : : : Changes from: July 26, 2011 : : -961 -1,309 -1,374 -93 -139 0 0 0 0 -933 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 67.7 8.1 5.7 10.0 0.0 0.0 0.0 0.0 16.5 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 12 5 6 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 302,304 : : Positions : : 102,522 191,504 55,748 12,412 15,934 49,768 10,571 19,956 8,820 19,658 9,605 : : : : Changes from: July 26, 2011 : : -4,258 -8,699 -450 1,064 -513 -1,851 2,175 475 187 385 -3,858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 63.3 18.4 4.1 5.3 16.5 3.5 6.6 2.9 6.5 3.2 : : : : Number of Traders in Each Category Total Traders: 170 : : 46 71 17 6 16 34 11 19 12 13 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 14,422 : : Positions : : 8,147 8,339 1,943 3,175 1,776 300 0 0 1,711 580 545 : : : : Changes from: July 26, 2011 : : -1,547 -2,263 -272 -48 -905 0 0 0 -535 -50 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 57.8 13.5 22.0 12.3 2.1 0.0 0.0 11.9 4.0 3.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 24 7 4 8 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 6,520 : : Positions : : 4,320 3,820 750 1,734 240 795 200 0 280 375 120 : : : : Changes from: July 26, 2011 : : -840 -500 -225 -692 90 -476 -100 0 106 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 58.6 11.5 26.6 3.7 12.2 3.1 0.0 4.3 5.8 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 10 5 7 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 9,528 : : Positions : : 7,528 6,682 33 928 260 589 0 5 394 1,101 181 : : : : Changes from: July 26, 2011 : : -114 190 -63 -82 71 109 0 -12 23 -134 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 70.1 0.3 9.7 2.7 6.2 0.0 0.1 4.1 11.6 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 . . . 5 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 14,020 : : Positions : : 13,436 11,289 0 1,234 146 0 67 17 38 865 105 : : : : Changes from: July 26, 2011 : : -3,745 -2,377 0 -656 -41 0 -40 12 -46 -610 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 80.5 0.0 8.8 1.0 0.0 0.5 0.1 0.3 6.2 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 36 0 4 . 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 1,355 : : Positions : : 872 903 0 11 58 0 0 0 43 0 0 : : : : Changes from: July 26, 2011 : : -191 -185 0 -11 28 0 0 0 -42 -27 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 66.6 0.0 0.8 4.3 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 19 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 455,602 : : Positions : : 141,411 157,408 44,664 73,556 96,098 37,360 14,521 27,186 18,904 3,254 63,442 : : : : Changes from: July 26, 2011 : : 12,467 -868 -2,548 1,644 1,566 -4,193 -1,717 1,347 -7,470 348 1,807 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 34.5 9.8 16.1 21.1 8.2 3.2 6.0 4.1 0.7 13.9 : : : : Number of Traders in Each Category Total Traders: 131 : : 39 36 14 17 28 13 12 14 22 7 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 1,528,978 : : Positions : : 209,270 389,679 246,018 246,840 254,484 234,663 77,524 223,987 95,174 104,937 174,895 : : : : Changes from: July 26, 2011 : : 1,466 -147 -1,199 -9,908 -835 -9,699 13,175 21,000 6,457 -5,026 -530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 25.5 16.1 16.1 16.6 15.3 5.1 14.6 6.2 6.9 11.4 : : : : Number of Traders in Each Category Total Traders: 349 : : 45 52 22 29 41 65 52 73 59 47 88 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 207,189 : : Positions : : 44,870 33,020 44,769 88,114 21,528 2,299 0 0 56,150 13,530 3,144 : : : : Changes from: July 26, 2011 : : -4,184 -2,109 -130 -981 -2,378 208 0 -208 -1,830 -792 -249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 15.9 21.6 42.5 10.4 1.1 0.0 0.0 27.1 6.5 1.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 7 9 7 11 . 0 0 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 20,911 : : Positions : : 10,134 11,694 4,806 1,063 4,986 0 388 650 150 1,957 173 : : : : Changes from: July 26, 2011 : : -6,510 -3,892 950 -1,073 -635 0 -125 425 0 -470 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 55.9 23.0 5.1 23.8 0.0 1.9 3.1 0.7 9.4 0.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 25 7 6 8 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 79,676 : : Positions : : 10,277 3,793 34,801 24,760 19,207 3,047 9,449 8,021 0 8,479 725 : : : : Changes from: July 26, 2011 : : 0 0 579 443 2,306 -4 0 1,758 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 4.8 43.7 31.1 24.1 3.8 11.9 10.1 0.0 10.6 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 5 4 10 11 17 5 4 9 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 32,929 : : Positions : : 1,439 3,458 12,083 12,652 9,957 2,406 1,336 2,224 0 233 982 : : : : Changes from: July 26, 2011 : : 0 0 229 0 1,213 0 386 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.4 10.5 36.7 38.4 30.2 7.3 4.1 6.8 0.0 0.7 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 8 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 13,930 : : Positions : : 4,305 2,630 4,210 7,090 4,015 1,334 0 0 0 150 0 : : : : Changes from: July 26, 2011 : : -335 -700 -620 -955 -245 -700 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 18.9 30.2 50.9 28.8 9.6 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 9 6 7 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 251,600 : : Positions : : 75,831 168,393 30,881 11,870 16,438 69,254 8,674 16,764 15,136 11,564 4,464 : : : : Changes from: July 26, 2011 : : -2,365 -7,057 264 -727 -1,679 -2,837 -117 4,876 -1,663 -538 -1,579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 66.9 12.3 4.7 6.5 27.5 3.4 6.7 6.0 4.6 1.8 : : : : Number of Traders in Each Category Total Traders: 194 : : 48 73 15 9 13 57 6 28 11 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 24,032 : : Positions : : 5,709 17,552 1,698 0 218 3,290 271 40 6,050 0 235 : : : : Changes from: July 26, 2011 : : -3,787 -5,046 -229 0 -48 -100 10 -10 -1,903 0 -326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 73.0 7.1 0.0 0.9 13.7 1.1 0.2 25.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 13 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 4,572 : : Positions : : 2,480 2,694 764 864 714 0 0 0 314 0 300 : : : : Changes from: July 26, 2011 : : -885 -1,560 -473 402 -175 0 0 0 -100 -300 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 58.9 16.7 18.9 15.6 0.0 0.0 0.0 6.9 0.0 6.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 15 4 5 8 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 49,654 : : Positions : : 35,420 30,073 8,161 14,649 4,519 500 125 175 0 0 0 : : : : Changes from: July 26, 2011 : : -7,907 -9,665 -1,101 81 -982 -300 125 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 60.6 16.4 29.5 9.1 1.0 0.3 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 24 9 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 18,462 : : Positions : : 13,496 14,077 4,306 3,800 465 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -724 -1,796 -682 575 -325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 76.2 23.3 20.6 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 5,426 : : Positions : : 3,730 1,705 1,201 200 375 0 196 0 0 2,830 120 : : : : Changes from: July 26, 2011 : : -1,215 -650 -328 -20 -105 0 -98 0 0 -775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 31.4 22.1 3.7 6.9 0.0 3.6 0.0 0.0 52.2 2.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 12 8 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 9,328 : : Positions : : 4,441 6,143 1,677 1,400 1,490 141 0 0 1,060 0 155 : : : : Changes from: July 26, 2011 : : -1,411 -2,236 -906 -409 64 42 0 0 -352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 65.9 18.0 15.0 16.0 1.5 0.0 0.0 11.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 7 . 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 16,822 : : Positions : : 8,717 6,294 3,191 4,353 3,401 200 1,111 80 660 1,043 435 : : : : Changes from: July 26, 2011 : : -1,503 -1,436 -606 -1,048 -110 200 426 -64 -198 14 -284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 37.4 19.0 25.9 20.2 1.2 6.6 0.5 3.9 6.2 2.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 21 15 8 11 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 12,053 : : Positions : : 8,430 7,150 0 3,919 156 2,425 0 513 106 0 220 : : : : Changes from: July 26, 2011 : : -1,468 -1,450 -408 -189 -60 -13 0 0 70 0 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 59.3 0.0 32.5 1.3 20.1 0.0 4.3 0.9 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 0 7 . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 28,965 : : Positions : : 5,796 16,147 4,331 6,162 4,547 5,758 0 250 7,225 693 356 : : : : Changes from: July 26, 2011 : : -240 -1,822 -783 -551 -290 -684 0 -25 -651 -15 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 55.7 15.0 21.3 15.7 19.9 0.0 0.9 24.9 2.4 1.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 12 8 9 11 5 0 . 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 5, 2011