Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 48,313 : : Positions : : 31,775 40,324 8,335 1,111 5,580 0 0 0 2,571 874 2 : : : : Changes from: August 23, 2011 : : 5,863 6,137 230 52 207 0 0 0 102 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 83.5 17.3 2.3 11.5 0.0 0.0 0.0 5.3 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 10,788 : : Positions : : 7,945 8,808 2,166 1,351 482 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : -229 -156 75 7 28 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 81.6 20.1 12.5 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 25 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 10,239 : : Positions : : 5,862 6,437 1,161 478 1,610 0 0 0 177 243 249 : : : : Changes from: August 23, 2011 : : 237 241 12 96 4 0 0 0 7 -32 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 62.9 11.3 4.7 15.7 0.0 0.0 0.0 1.7 2.4 2.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 29 6 6 12 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 8,113 : : Positions : : 4,605 5,764 928 79 1,170 0 0 0 658 50 85 : : : : Changes from: August 23, 2011 : : 191 172 -39 -27 40 0 0 0 80 10 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 71.0 11.4 1.0 14.4 0.0 0.0 0.0 8.1 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 38 8 5 13 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 3,930 : : Positions : : 2,262 1,743 269 200 389 0 0 0 4 0 59 : : : : Changes from: August 23, 2011 : : 248 64 -51 0 -24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 44.4 6.8 5.1 9.9 0.0 0.0 0.0 0.1 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 2,826 : : Positions : : 1,183 1,733 55 316 329 0 0 0 525 90 30 : : : : Changes from: August 23, 2011 : : 165 40 27 5 -39 0 0 0 -150 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 61.3 1.9 11.2 11.6 0.0 0.0 0.0 18.6 3.2 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 2,197 : : Positions : : 797 1,300 364 52 427 0 0 0 63 50 96 : : : : Changes from: August 23, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 59.2 16.6 2.4 19.4 0.0 0.0 0.0 2.9 2.3 4.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 1,787 : : Positions : : 1,654 1,397 100 365 25 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 78.2 5.6 20.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 9,879 : : Positions : : 6,174 8,801 2,969 145 641 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : 1,150 1,300 150 0 -18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 89.1 30.1 1.5 6.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 7 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 24,110 : : Positions : : 19,114 16,704 1,539 480 3,437 0 0 0 0 3,469 20 : : : : Changes from: August 23, 2011 : : 2,878 3,023 -168 -468 747 0 0 0 0 155 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 69.3 6.4 2.0 14.3 0.0 0.0 0.0 0.0 14.4 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 13 8 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 311,034 : : Positions : : 117,556 193,388 57,984 12,327 17,199 39,626 7,911 17,554 7,318 22,269 16,379 : : : : Changes from: August 23, 2011 : : -5,182 8,188 -453 640 1,493 5,802 -3,704 -1,176 138 1,589 -236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 62.2 18.6 4.0 5.5 12.7 2.5 5.6 2.4 7.2 5.3 : : : : Number of Traders in Each Category Total Traders: 164 : : 50 73 16 5 14 29 10 19 8 16 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 16,287 : : Positions : : 10,932 9,439 2,013 3,606 2,231 300 0 0 587 780 199 : : : : Changes from: August 23, 2011 : : -365 -60 -35 -115 350 0 0 0 25 -200 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 58.0 12.4 22.1 13.7 1.8 0.0 0.0 3.6 4.8 1.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 37 24 6 6 8 . 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 7,656 : : Positions : : 5,600 4,330 850 1,345 348 186 580 120 450 761 88 : : : : Changes from: August 23, 2011 : : 300 0 0 150 0 0 0 0 20 116 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 56.6 11.1 17.6 4.5 2.4 7.6 1.6 5.9 9.9 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 11 5 7 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 10,324 : : Positions : : 7,870 7,199 6 1,006 78 628 0 131 315 844 670 : : : : Changes from: August 23, 2011 : : 226 91 6 186 -82 -24 0 47 -69 -154 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 69.7 0.1 9.7 0.8 6.1 0.0 1.3 3.1 8.2 6.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 19,222 : : Positions : : 18,463 16,359 0 1,319 124 0 0 0 168 950 65 : : : : Changes from: August 23, 2011 : : 1,520 1,672 -57 -151 -17 0 0 0 -23 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 85.1 0.0 6.9 0.6 0.0 0.0 0.0 0.9 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 41 0 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 1,609 : : Positions : : 1,465 1,514 70 50 15 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : -3 40 0 10 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 94.1 4.4 3.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 1,575 : : Positions : : 990 995 0 11 58 0 0 0 28 0 40 : : : : Changes from: August 23, 2011 : : -73 -105 0 0 0 0 0 0 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 63.2 0.0 0.7 3.7 0.0 0.0 0.0 1.8 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 18 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 439,119 : : Positions : : 126,089 149,791 47,862 64,086 90,560 33,460 11,948 29,637 15,460 6,996 66,198 : : : : Changes from: August 23, 2011 : : 5,671 4,239 -3,268 658 1,770 -400 -625 636 -312 -1,636 11,367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 34.1 10.9 14.6 20.6 7.6 2.7 6.7 3.5 1.6 15.1 : : : : Number of Traders in Each Category Total Traders: 130 : : 40 36 15 16 27 13 10 14 18 11 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 1,494,803 : : Positions : : 229,271 406,199 233,701 218,547 257,476 221,311 65,583 202,791 97,213 100,253 176,184 : : : : Changes from: August 23, 2011 : : 15,289 13,083 -10,293 3,231 5,642 2,370 -14,587 -2,202 -72 537 17,115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 27.2 15.6 14.6 17.2 14.8 4.4 13.6 6.5 6.7 11.8 : : : : Number of Traders in Each Category Total Traders: 325 : : 48 54 25 23 40 61 50 67 54 42 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 216,180 : : Positions : : 44,655 31,788 48,938 86,506 25,628 1,363 0 40 54,478 18,998 5,148 : : : : Changes from: August 23, 2011 : : 18 414 1,096 -1,142 1,170 -264 0 0 -338 -170 714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 14.7 22.6 40.0 11.9 0.6 0.0 0.0 25.2 8.8 2.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 7 7 9 7 11 . 0 . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 22,610 : : Positions : : 12,584 14,224 4,477 1,572 5,064 0 420 150 150 1,007 173 : : : : Changes from: August 23, 2011 : : 10 10 0 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 62.9 19.8 7.0 22.4 0.0 1.9 0.7 0.7 4.5 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 27 7 6 10 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 78,266 : : Positions : : 9,904 3,749 35,129 23,975 18,817 3,037 9,449 8,180 0 8,284 740 : : : : Changes from: August 23, 2011 : : 0 0 283 -169 0 7 0 61 0 199 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 4.8 44.9 30.6 24.0 3.9 12.1 10.5 0.0 10.6 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 5 4 11 10 17 5 4 9 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 36,161 : : Positions : : 1,439 3,427 14,748 10,159 11,047 2,359 1,613 2,294 0 3,285 931 : : : : Changes from: August 23, 2011 : : 0 0 -368 -83 295 -352 -1,001 278 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.5 40.8 28.1 30.5 6.5 4.5 6.3 0.0 9.1 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 30, 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 14,920 : : Positions : : 4,605 2,930 4,210 7,660 4,105 2,000 0 0 0 150 0 : : : : Changes from: August 23, 2011 : : 150 150 0 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 19.6 28.2 51.3 27.5 13.4 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 30, 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 251,546 : : Positions : : 86,892 162,467 28,485 9,360 16,842 60,972 8,852 18,829 13,242 14,732 7,861 : : : : Changes from: August 23, 2011 : : -5,943 4,011 7 -715 -1,713 8,401 690 794 -1,060 155 -252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 64.6 11.3 3.7 6.7 24.2 3.5 7.5 5.3 5.9 3.1 : : : : Number of Traders in Each Category Total Traders: 183 : : 51 69 16 4 15 53 8 28 14 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 25,382 : : Positions : : 7,200 20,603 1,240 10 529 3,443 0 0 6,560 0 238 : : : : Changes from: August 23, 2011 : : -95 545 -290 10 211 884 0 0 453 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 81.2 4.9 0.0 2.1 13.6 0.0 0.0 25.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 5,352 : : Positions : : 2,980 3,344 843 743 915 0 0 0 264 0 300 : : : : Changes from: August 23, 2011 : : 50 200 125 -75 -12 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 62.5 15.8 13.9 17.1 0.0 0.0 0.0 4.9 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 18 5 5 9 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 57,418 : : Positions : : 42,924 35,784 8,386 16,748 4,698 500 25 25 0 0 0 : : : : Changes from: August 23, 2011 : : 1,971 528 380 1,958 64 0 -150 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 62.3 14.6 29.2 8.2 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 26 9 8 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 20,138 : : Positions : : 14,957 16,123 4,696 3,650 365 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : -225 310 480 -55 -345 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 80.1 23.3 18.1 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 6,101 : : Positions : : 4,325 1,705 1,371 195 355 0 196 0 50 3,650 0 : : : : Changes from: August 23, 2011 : : 400 50 95 45 5 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 27.9 22.5 3.2 5.8 0.0 3.2 0.0 0.8 59.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 12 9 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 10,731 : : Positions : : 4,988 7,293 2,350 1,697 1,478 141 0 0 1,390 0 120 : : : : Changes from: August 23, 2011 : : -57 167 99 -25 0 0 0 0 100 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 68.0 21.9 15.8 13.8 1.3 0.0 0.0 13.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 16 8 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 21,385 : : Positions : : 12,634 9,276 3,185 4,286 3,837 100 2,064 80 980 1,306 431 : : : : Changes from: August 23, 2011 : : 359 -180 -52 151 -105 0 150 0 96 282 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 43.4 14.9 20.0 17.9 0.5 9.7 0.4 4.6 6.1 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 26 24 7 11 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 14,389 : : Positions : : 10,094 9,711 0 4,093 192 3,573 0 0 106 0 220 : : : : Changes from: August 23, 2011 : : 717 652 0 170 -72 129 0 -129 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 67.5 0.0 28.4 1.3 24.8 0.0 0.0 0.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 22 0 7 . 5 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 29,428 : : Positions : : 7,243 16,667 4,519 4,734 5,164 3,408 105 320 7,462 1,048 610 : : : : Changes from: August 23, 2011 : : 441 -39 0 -1,450 265 -1,900 90 0 0 0 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 56.6 15.4 16.1 17.5 11.6 0.4 1.1 25.4 3.6 2.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 16 15 8 9 12 4 . 5 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 15,561 : : Positions : : 8,196 10,107 0 2,754 9 2,040 0 42 803 0 0 : : : : Changes from: August 23, 2011 : : 1,550 1,458 0 0 0 256 0 -9 -167 -166 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 65.0 0.0 17.7 0.1 13.1 0.0 0.3 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 0 4 . . 0 . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 2, 2011