Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 41,089 : : Positions : : 25,523 33,801 7,866 863 5,187 0 0 0 2,389 814 2 : : : : Changes from: August 9, 2011 : : 3,219 3,337 477 234 -427 0 0 0 73 188 -1,375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 82.3 19.1 2.1 12.6 0.0 0.0 0.0 5.8 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 34 9 7 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 11,154 : : Positions : : 8,818 9,049 1,632 1,444 536 0 0 0 0 0 0 : : : : Changes from: August 9, 2011 : : 341 241 10 110 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 81.1 14.6 12.9 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 24 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 9,586 : : Positions : : 5,316 5,821 1,133 377 1,565 0 0 0 155 247 288 : : : : Changes from: August 9, 2011 : : 65 65 -9 13 36 0 0 0 -4 -41 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 60.7 11.8 3.9 16.3 0.0 0.0 0.0 1.6 2.6 3.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 27 6 5 11 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 7,548 : : Positions : : 4,049 5,213 1,016 115 1,103 0 0 0 523 40 181 : : : : Changes from: August 9, 2011 : : 206 339 42 -2 21 0 0 0 31 -10 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 69.1 13.5 1.5 14.6 0.0 0.0 0.0 6.9 0.5 2.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 35 7 6 13 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,805 : : Positions : : 2,025 1,687 310 200 453 0 0 0 4 0 59 : : : : Changes from: August 9, 2011 : : 226 153 13 0 17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 44.3 8.1 5.3 11.9 0.0 0.0 0.0 0.1 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 2,743 : : Positions : : 968 1,578 28 391 348 0 0 0 760 115 5 : : : : Changes from: August 9, 2011 : : 175 185 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 57.5 1.0 14.3 12.7 0.0 0.0 0.0 27.7 4.2 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 1,672 : : Positions : : 1,539 1,282 100 365 25 0 0 0 0 0 0 : : : : Changes from: August 9, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 76.7 6.0 21.8 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 8,160 : : Positions : : 4,807 7,064 2,699 245 559 0 0 0 0 0 0 : : : : Changes from: August 9, 2011 : : -171 59 240 0 48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 86.6 33.1 3.0 6.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 19,156 : : Positions : : 15,532 12,731 1,547 1,109 2,047 0 0 0 0 3,239 30 : : : : Changes from: August 9, 2011 : : 1,036 -205 68 0 150 0 0 0 -1,184 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 66.5 8.1 5.8 10.7 0.0 0.0 0.0 0.0 16.9 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 13 7 6 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 311,693 : : Positions : : 123,700 185,582 55,090 12,960 16,364 38,258 10,551 20,640 7,196 22,650 13,792 : : : : Changes from: August 9, 2011 : : 8,330 628 -1,815 682 1,147 -3,827 -1,199 567 -759 227 1,633 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 59.5 17.7 4.2 5.3 12.3 3.4 6.6 2.3 7.3 4.4 : : : : Number of Traders in Each Category Total Traders: 157 : : 51 69 15 6 15 23 13 19 8 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 16,503 : : Positions : : 10,547 9,624 1,808 3,711 1,891 300 0 0 1,762 1,025 195 : : : : Changes from: August 9, 2011 : : 1,715 800 -285 536 115 0 0 0 51 95 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 58.3 11.0 22.5 11.5 1.8 0.0 0.0 10.7 6.2 1.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 37 23 6 6 8 . 0 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 6,769 : : Positions : : 4,620 3,820 850 1,534 240 495 500 0 430 525 120 : : : : Changes from: August 9, 2011 : : 0 0 100 -200 0 -300 0 0 150 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 56.4 12.6 22.7 3.5 7.3 7.4 0.0 6.4 7.8 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 10 5 7 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 9,636 : : Positions : : 7,295 6,928 0 838 245 587 0 46 430 838 400 : : : : Changes from: August 9, 2011 : : 89 376 -34 -165 -11 -36 0 34 -37 -129 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 71.9 0.0 8.7 2.5 6.1 0.0 0.5 4.5 8.7 4.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 23 0 4 . 5 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 15,907 : : Positions : : 15,196 12,803 0 1,179 241 0 0 0 57 1,254 37 : : : : Changes from: August 9, 2011 : : 1,034 1,105 0 -84 105 0 -57 -20 0 67 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 80.5 0.0 7.4 1.5 0.0 0.0 0.0 0.4 7.9 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 37 0 4 . 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 1,466 : : Positions : : 1,025 1,038 0 11 58 0 0 0 0 0 0 : : : : Changes from: August 9, 2011 : : 57 69 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 70.8 0.0 0.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 21 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 440,107 : : Positions : : 120,382 146,443 54,017 68,064 93,502 34,335 12,312 30,929 17,418 5,187 67,493 : : : : Changes from: August 9, 2011 : : -10,947 1,322 2,605 2,875 142 3,360 -3,237 2,034 5,238 -3,483 -2,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 33.3 12.3 15.5 21.2 7.8 2.8 7.0 4.0 1.2 15.3 : : : : Number of Traders in Each Category Total Traders: 134 : : 38 35 15 16 28 17 7 15 25 10 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 1,553,021 : : Positions : : 227,731 399,088 251,361 221,689 262,739 226,918 78,323 227,064 96,253 113,614 186,260 : : : : Changes from: August 9, 2011 : : 9,877 -4,202 -4,646 -14,355 19,134 -350 -1,833 -10,097 -1,738 4,229 -3,101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 25.7 16.2 14.3 16.9 14.6 5.0 14.6 6.2 7.3 12.0 : : : : Number of Traders in Each Category Total Traders: 342 : : 50 58 25 24 40 63 53 73 58 46 94 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 211,025 : : Positions : : 45,097 33,962 45,531 86,960 24,216 2,539 0 0 55,079 18,627 3,134 : : : : Changes from: August 9, 2011 : : 341 781 134 -812 2,389 240 0 0 18 4,583 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 16.1 21.6 41.2 11.5 1.2 0.0 0.0 26.1 8.8 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 8 8 8 8 11 . 0 0 6 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 21,947 : : Positions : : 11,444 12,644 5,161 1,553 4,832 0 388 150 150 2,182 198 : : : : Changes from: August 9, 2011 : : 685 350 105 240 -429 0 0 -500 0 200 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 57.6 23.5 7.1 22.0 0.0 1.8 0.7 0.7 9.9 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 25 27 7 6 9 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 82,152 : : Positions : : 10,147 4,323 37,017 23,012 20,106 2,957 10,750 8,101 0 10,287 763 : : : : Changes from: August 9, 2011 : : 0 580 1,481 256 -1,214 25 1,301 -52 0 -656 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 5.3 45.1 28.0 24.5 3.6 13.1 9.9 0.0 12.5 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 5 5 12 10 17 5 6 9 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 35,056 : : Positions : : 1,439 3,427 13,976 10,837 10,689 2,456 1,263 2,114 0 2,990 926 : : : : Changes from: August 9, 2011 : : 0 -31 729 559 -667 -100 -921 0 0 353 -127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.1 9.8 39.9 30.9 30.5 7.0 3.6 6.0 0.0 8.5 2.6 : : : : Number of Traders in Each Category Total Traders: 26 : : . 4 9 5 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 14,710 : : Positions : : 4,455 2,780 4,210 7,660 4,045 1,901 0 0 0 150 0 : : : : Changes from: August 9, 2011 : : 150 150 0 300 0 267 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 18.9 28.6 52.1 27.5 12.9 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 6 7 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 256,851 : : Positions : : 103,290 169,537 29,037 10,662 17,911 49,015 8,496 18,195 15,317 10,908 6,562 : : : : Changes from: August 9, 2011 : : 9,309 3,704 -57 -738 1,513 -1,747 1,488 2,729 -223 1,509 749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 66.0 11.3 4.2 7.0 19.1 3.3 7.1 6.0 4.2 2.6 : : : : Number of Traders in Each Category Total Traders: 186 : : 50 71 16 6 17 40 14 30 16 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 23,245 : : Positions : : 6,412 17,591 1,488 0 318 2,142 271 40 6,050 0 235 : : : : Changes from: August 9, 2011 : : 0 349 105 0 -60 -548 0 0 165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 75.7 6.4 0.0 1.4 9.2 1.2 0.2 26.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 4,859 : : Positions : : 2,730 2,844 618 818 897 0 0 0 314 0 300 : : : : Changes from: August 9, 2011 : : -100 0 50 -50 81 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 58.5 12.7 16.8 18.5 0.0 0.0 0.0 6.5 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 16 . 6 9 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 52,794 : : Positions : : 38,595 32,764 8,081 14,999 4,643 500 200 75 0 0 0 : : : : Changes from: August 9, 2011 : : 2,261 2,045 -50 62 -61 0 75 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 62.1 15.3 28.4 8.8 0.9 0.4 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 26 9 7 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 19,977 : : Positions : : 14,591 15,517 4,406 3,600 860 0 0 0 0 0 0 : : : : Changes from: August 9, 2011 : : 850 980 30 -100 95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 77.7 22.1 18.0 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 5,376 : : Positions : : 3,680 1,555 1,201 150 375 0 196 0 0 2,980 120 : : : : Changes from: August 9, 2011 : : -50 -150 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 28.9 22.3 2.8 7.0 0.0 3.6 0.0 0.0 55.4 2.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 11 8 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 10,317 : : Positions : : 4,963 6,822 2,076 1,722 1,478 141 0 0 1,240 0 155 : : : : Changes from: August 9, 2011 : : 118 396 128 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 66.1 20.1 16.7 14.3 1.4 0.0 0.0 12.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 16 8 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 20,077 : : Positions : : 11,316 8,559 3,283 4,115 3,842 100 1,914 80 884 1,028 434 : : : : Changes from: August 9, 2011 : : 1,989 1,170 92 159 44 50 707 0 96 191 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 42.6 16.4 20.5 19.1 0.5 9.5 0.4 4.4 5.1 2.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 22 21 8 11 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 13,494 : : Positions : : 8,982 8,778 0 3,968 264 3,699 0 129 106 0 220 : : : : Changes from: August 9, 2011 : : -34 106 0 -66 108 179 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 65.1 0.0 29.4 2.0 27.4 0.0 1.0 0.8 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 23 0 7 . 5 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 29,968 : : Positions : : 6,279 16,569 4,720 6,146 4,648 5,638 15 320 7,159 1,048 382 : : : : Changes from: August 9, 2011 : : 443 722 389 -76 86 -120 0 120 -26 130 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 55.3 15.8 20.5 15.5 18.8 0.1 1.1 23.9 3.5 1.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 14 13 9 8 11 5 . 5 6 4 . : ----------------------------------------------------------------------------------------------------------------
Updated August 19, 2011