GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 37,050: 23,280 30,179 6,642 1,202 4,461 0 0 0 2,499 673 60: 108 475
Old : 37,050: 23,280 30,179 6,642 1,202 4,461 0 0 0 2,499 673 60: 108 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,902: 585 1,301 193 -402 782 0 0 0 282 135 60: 0 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 81.5 17.9 3.2 12.0 0.0 0.0 0.0 6.7 1.8 0.2: 0.3 1.3
Old : 100.0: 62.8 81.5 17.9 3.2 12.0 0.0 0.0 0.0 6.7 1.8 0.2: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 27 35 10 5 12 0 0 0 . . .:
Old : 58: 27 35 10 5 12 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 32.5 51.7 50.1 20.7 16.3 30.8 25.2
Old : 29.7 32.5 51.7 50.1 20.7 16.3 30.8 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,820: 9,850 10,808 2,095 1,139 761 0 0 0 0 0 0: 114 112
Old : 12,820: 9,850 10,808 2,095 1,139 761 0 0 0 0 0 0: 114 112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -217: -197 -216 -20 -23 0 0 0 0 0 0 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 84.3 16.3 8.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.9
Old : 100.0: 76.8 84.3 16.3 8.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 21 6 . 6 0 0 0 0 0 0:
Old : 36: 17 21 6 . 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 42.1 66.4 67.9 36.3 37.6 56.5 56.7
Old : 39.9 42.1 66.4 67.9 36.3 37.6 56.5 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 10,233: 5,669 6,224 1,151 164 1,737 0 0 0 137 487 163: 1,376 1,458
Old : 10,233: 5,669 6,224 1,151 164 1,737 0 0 0 137 487 163: 1,376 1,458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 405: 363 268 62 37 -4 0 0 0 0 5 55: -71 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 60.8 11.2 1.6 17.0 0.0 0.0 0.0 1.3 4.8 1.6: 13.4 14.2
Old : 100.0: 55.4 60.8 11.2 1.6 17.0 0.0 0.0 0.0 1.3 4.8 1.6: 13.4 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 26 8 . 10 0 0 0 . . .:
Old : 42: 22 26 8 . 10 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 25.4 49.8 40.1 16.0 10.5 22.6 18.3
Old : 32.7 25.4 49.8 40.1 16.0 10.5 22.6 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 8,612: 4,594 5,880 1,361 34 1,313 0 0 0 420 113 282: 642 990
Old : 8,612: 4,594 5,880 1,361 34 1,313 0 0 0 420 113 282: 642 990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 365: 150 175 58 34 139 0 0 0 11 15 -20: 27 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 68.3 15.8 0.4 15.2 0.0 0.0 0.0 4.9 1.3 3.3: 7.5 11.5
Old : 100.0: 53.3 68.3 15.8 0.4 15.2 0.0 0.0 0.0 4.9 1.3 3.3: 7.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 32 40 11 . 13 0 0 0 4 . 4:
Old : 63: 32 40 11 . 13 0 0 0 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 24.9 44.8 37.9 14.2 17.3 24.7 23.6
Old : 27.9 24.9 44.8 37.9 14.2 17.3 24.7 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,060: 932 1,642 253 479 430 0 80 10 850 145 5: 580 269
Old : 3,060: 932 1,642 253 479 430 0 80 10 850 145 5: 580 269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 28: 69 254 115 -55 -26 0 -130 10 -130 0 0: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 53.7 8.3 15.7 14.1 0.0 2.6 0.3 27.8 4.7 0.2: 19.0 8.8
Old : 100.0: 30.5 53.7 8.3 15.7 14.1 0.0 2.6 0.3 27.8 4.7 0.2: 19.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 10 12 4 4 6 0 . . . . .:
Old : 26: 10 12 4 4 6 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 42.6 63.9 65.3 44.0 30.4 49.5 49.2
Old : 45.9 42.6 63.9 65.3 44.0 30.4 49.5 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,421: 733 751 95 0 180 0 0 0 20 0 30: 363 460
Old : 1,421: 733 751 95 0 180 0 0 0 20 0 30: 363 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 52.9 6.7 0.0 12.7 0.0 0.0 0.0 1.4 0.0 2.1: 25.5 32.4
Old : 100.0: 51.6 52.9 6.7 0.0 12.7 0.0 0.0 0.0 1.4 0.0 2.1: 25.5 32.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 12 . 0 . 0 0 0 . 0 .:
Old : 20: 14 12 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 38.8 56.2 56.0 23.2 22.2 31.9 29.7
Old : 39.0 38.8 56.2 56.0 23.2 22.2 31.9 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,546: 717 777 76 67 248 0 0 0 0 90 50: 455 314
Old : 1,546: 717 777 76 67 248 0 0 0 0 90 50: 455 314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 111: 115 15 10 63 12 0 0 0 0 0 0: -26 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 50.3 4.9 4.3 16.0 0.0 0.0 0.0 0.0 5.8 3.2: 29.4 20.3
Old : 100.0: 46.4 50.3 4.9 4.3 16.0 0.0 0.0 0.0 0.0 5.8 3.2: 29.4 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . . . 0 0 0 0 . .:
Old : 21: 11 12 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 46.6 53.0 63.3 28.7 35.1 34.7 44.6
Old : 38.5 46.6 53.0 63.3 28.7 35.1 34.7 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 9,749: 5,387 8,261 3,651 645 561 0 0 0 0 0 0: 150 282
Old : 9,749: 5,387 8,261 3,651 645 561 0 0 0 0 0 0: 150 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 555: 480 530 75 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 84.7 37.4 6.6 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 2.9
Old : 100.0: 55.3 84.7 37.4 6.6 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 12 5 . . 0 0 0 0 0 0:
Old : 27: 14 12 5 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 67.8 80.7 83.6 55.7 66.6 71.5 76.3
Old : 59.9 67.8 80.7 83.6 55.7 66.6 71.5 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 16,590: 12,213 11,202 3,074 876 1,223 0 0 0 0 3,209 30: 50 50
Old : 16,590: 12,213 11,202 3,074 876 1,223 0 0 0 0 3,209 30: 50 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 2,057: 1,649 1,389 215 115 193 0 0 0 0 360 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 67.5 18.5 5.3 7.4 0.0 0.0 0.0 0.0 19.3 0.2: 0.3 0.3
Old : 100.0: 73.6 67.5 18.5 5.3 7.4 0.0 0.0 0.0 0.0 19.3 0.2: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 14 7 5 7 0 0 0 0 . .:
Old : 33: 19 14 7 5 7 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 56.1 66.0 79.7 31.9 48.9 50.1 61.2
Old : 40.1 56.1 66.0 79.7 31.9 48.9 50.1 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 364,675: 119,852 217,731 58,715 8,419 26,157 51,847 7,417 22,813 7,765 18,199 35,083: 42,443 28,857
Old : 364,675: 119,852 217,731 58,715 8,419 26,157 51,847 7,417 22,813 7,765 18,199 35,083: 42,443 28,857
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 13,792: 7,454 10,739 -659 844 -1,207 3,482 -288 1,249 -5 31 1,194: 2,283 1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 59.7 16.1 2.3 7.2 14.2 2.0 6.3 2.1 5.0 9.6: 11.6 7.9
Old : 100.0: 32.9 59.7 16.1 2.3 7.2 14.2 2.0 6.3 2.1 5.0 9.6: 11.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 156: 52 63 18 6 20 29 11 18 11 14 24:
Old : 156: 52 63 18 6 20 29 11 18 11 14 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 19.7 28.5 33.1 10.1 10.4 16.7 15.9
Old : 17.8 19.7 28.5 33.1 10.1 10.4 16.7 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 116,302: 42,930 52,773 15,114 798 21,765 0 0 0 0 6,512 30,660: 5,834 3,795
Old : 116,302: 42,930 52,773 15,114 798 21,765 0 0 0 0 6,512 30,660: 5,834 3,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,225: 315 281 413 -15 348 0 0 0 0 402 236: -87 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 45.4 13.0 0.7 18.7 0.0 0.0 0.0 0.0 5.6 26.4: 5.0 3.3
Old : 100.0: 36.9 45.4 13.0 0.7 18.7 0.0 0.0 0.0 0.0 5.6 26.4: 5.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 4 4 5 . 7 0 0 0 0 9 9:
Old : 20: 4 4 5 . 7 0 0 0 0 9 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 58.2 73.7 78.2 12.2 12.4 13.9 14.6
Old : 49.2 58.2 73.7 78.2 12.2 12.4 13.9 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 15,681: 8,953 9,491 2,095 3,473 1,882 300 0 0 2,296 680 155: 0 0
Old : 15,681: 8,953 9,491 2,095 3,473 1,882 300 0 0 2,296 680 155: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 487: 280 470 570 0 -13 0 0 0 -230 150 -20: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 60.5 13.4 22.1 12.0 1.9 0.0 0.0 14.6 4.3 1.0: 0.0 0.0
Old : 100.0: 57.1 60.5 13.4 22.1 12.0 1.9 0.0 0.0 14.6 4.3 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 33 29 9 . 7 . 0 0 5 . .:
Old : 62: 33 29 9 . 7 . 0 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 37.0 50.9 54.6 27.0 36.4 37.5 48.9
Old : 31.5 37.0 50.9 54.6 27.0 36.4 37.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,871: 5,160 4,320 975 2,426 150 1,271 300 0 174 510 120: 21 45
Old : 7,871: 5,160 4,320 975 2,426 150 1,271 300 0 174 510 120: 21 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -60: 0 0 0 -60 0 -60 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 54.9 12.4 30.8 1.9 16.1 3.8 0.0 2.2 6.5 1.5: 0.3 0.6
Old : 100.0: 65.6 54.9 12.4 30.8 1.9 16.1 3.8 0.0 2.2 6.5 1.5: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 13 9 5 7 . 4 . 0 . . .:
Old : 37: 13 9 5 7 . 4 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 46.7 59.6 73.8 36.8 46.5 54.8 68.2
Old : 36.8 46.7 59.6 73.8 36.8 46.5 54.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 8,855: 6,716 6,598 224 108 202 460 0 30 356 1,235 343: 524 339
Old : 8,855: 6,716 6,598 224 108 202 460 0 30 356 1,235 343: 524 339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -162: -390 -807 169 -105 -45 140 0 -30 11 762 38: -55 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 74.5 2.5 1.2 2.3 5.2 0.0 0.3 4.0 13.9 3.9: 5.9 3.8
Old : 100.0: 75.8 74.5 2.5 1.2 2.3 5.2 0.0 0.3 4.0 13.9 3.9: 5.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 17 22 . . . 4 0 . 4 5 4:
Old : 41: 17 22 . . . 4 0 . 4 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 38.4 61.9 64.2 28.3 23.8 37.8 34.8
Old : 45.0 38.4 61.9 64.2 28.3 23.8 37.8 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 16,807: 16,327 13,212 0 1,639 183 0 74 15 32 1,367 110: 140 207
Old : 16,807: 16,327 13,212 0 1,639 183 0 74 15 32 1,367 110: 140 207
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,266: 1,209 740 0 189 -4 0 40 -8 -31 232 63: 37 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.1 78.6 0.0 9.8 1.1 0.0 0.4 0.1 0.2 8.1 0.7: 0.8 1.2
Old : 100.0: 97.1 78.6 0.0 9.8 1.1 0.0 0.4 0.1 0.2 8.1 0.7: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 33 39 0 4 . 0 . . . 7 4:
Old : 62: 33 39 0 4 . 0 . . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 46.5 66.4 60.7 37.9 35.7 54.6 47.2
Old : 43.6 46.5 66.4 60.7 37.9 35.7 54.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 1,080: 933 1,040 95 30 0 0 0 0 50 0 0: 2 10
Old : 1,080: 933 1,040 95 30 0 0 0 0 50 0 0: 2 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 96.3 8.8 2.8 0.0 0.0 0.0 0.0 4.6 0.0 0.0: 0.2 0.9
Old : 100.0: 86.4 96.3 8.8 2.8 0.0 0.0 0.0 0.0 4.6 0.0 0.0: 0.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . 0 0 0 0 . 0 0:
Old : 21: 12 11 . . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 72.0 85.0 89.4 51.9 68.8 72.2 78.1
Old : 59.3 72.0 85.0 89.4 51.9 68.8 72.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,244: 1,464 1,043 0 74 17 43 90 85 0 120 10: 625 805
Old : 2,244: 1,464 1,043 0 74 17 43 90 85 0 120 10: 625 805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 52: 45 -43 0 6 -4 24 0 -17 0 120 10: -6 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 46.5 0.0 3.3 0.8 1.9 4.0 3.8 0.0 5.3 0.4: 27.9 35.9
Old : 100.0: 65.2 46.5 0.0 3.3 0.8 1.9 4.0 3.8 0.0 5.3 0.4: 27.9 35.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 17 15 0 . . . . . 0 . .:
Old : 21: 17 15 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 26.8 49.7 43.4 20.0 19.7 29.5 26.6
Old : 29.9 26.8 49.7 43.4 20.0 19.7 29.5 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,418: 844 863 0 34 58 0 0 0 50 20 44: 422 399
Old : 1,418: 844 863 0 34 58 0 0 0 50 20 44: 422 399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 126: 18 69 0 34 58 0 0 0 37 0 -2: 15 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 60.9 0.0 2.4 4.1 0.0 0.0 0.0 3.5 1.4 3.1: 29.8 28.1
Old : 100.0: 59.5 60.9 0.0 2.4 4.1 0.0 0.0 0.0 3.5 1.4 3.1: 29.8 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 17 0 . . 0 0 0 . . .:
Old : 23: 16 17 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 34.9 40.3 50.6 20.5 28.3 30.4 36.2
Old : 25.2 34.9 40.3 50.6 20.5 28.3 30.4 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 518,310: 150,243 164,716 42,377 74,226 110,940 35,637 17,425 32,458 23,385 2,061 78,848: 44,422 37,637
Old : 518,310: 150,243 164,716 42,377 74,226 110,940 35,637 17,425 32,458 23,385 2,061 78,848: 44,422 37,637
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -1,301: -11,363 -5,331 445 -1,385 62 -171 -128 -957 -238 -3,549 -6,921: 17,842 16,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 31.8 8.2 14.3 21.4 6.9 3.4 6.3 4.5 0.4 15.2: 8.6 7.3
Old : 100.0: 29.0 31.8 8.2 14.3 21.4 6.9 3.4 6.3 4.5 0.4 15.2: 8.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 127: 35 34 13 19 28 15 10 15 22 7 27:
Old : 127: 35 34 13 19 28 15 10 15 22 7 27:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 14.6 28.2 26.2 6.5 9.4 11.2 15.5
Old : 16.2 14.6 28.2 26.2 6.5 9.4 11.2 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,624,612: 340,211 529,653 236,376 280,280 764,504 243,107 60,822 315,101 92,139 72,150 539,368: 93,807 62,736
Old : 2,624,612: 340,211 529,653 236,376 280,280 764,504 243,107 60,822 315,101 92,139 72,150 539,368: 93,807 62,736
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -105,940: -19,961 -8,666 -3,314 3,336 -11,810 11,671 -1,782 -15,837 -4,601 1,023 -59,289: -2,800 -12,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 20.2 9.0 10.7 29.1 9.3 2.3 12.0 3.5 2.7 20.6: 3.6 2.4
Old : 100.0: 13.0 20.2 9.0 10.7 29.1 9.3 2.3 12.0 3.5 2.7 20.6: 3.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 374: 51 58 21 26 41 90 39 87 83 40 107:
Old : 374: 51 58 21 26 41 90 39 87 83 40 107:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 14.7 29.3 26.8 8.5 6.7 11.4 10.7
Old : 19.5 14.7 29.3 26.8 8.5 6.7 11.4 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 340,741: 91,432 189,215 20,660 52,788 23,924 2,044 30,864 14,831 167,052 4,939 19,606: 1,191 4,574
Old : 340,741: 91,432 189,215 20,660 52,788 23,924 2,044 30,864 14,831 167,052 4,939 19,606: 1,191 4,574
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -18,685: -6,858 -3,268 -1,072 -5,148 -792 -827 -1,707 -863 -4,032 -1,900 -4,029: -211 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 55.5 6.1 15.5 7.0 0.6 9.1 4.4 49.0 1.4 5.8: 0.3 1.3
Old : 100.0: 26.8 55.5 6.1 15.5 7.0 0.6 9.1 4.4 49.0 1.4 5.8: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 15 17 . 5 7 . 11 10 6 . 8:
Old : 46: 15 17 . 5 7 . 11 10 6 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 50.9 85.7 67.9 63.5 49.3 75.4 62.7
Old : 69.3 50.9 85.7 67.9 63.5 49.3 75.4 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 216,957: 49,065 34,995 45,575 90,082 23,961 2,091 0 208 57,943 13,130 2,591: 35,523 51,990
Old : 216,957: 49,065 34,995 45,575 90,082 23,961 2,091 0 208 57,943 13,130 2,591: 35,523 51,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 460: 35 -3,533 -872 1,685 1,254 780 0 -60 -975 -18 214: 84 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 16.1 21.0 41.5 11.0 1.0 0.0 0.1 26.7 6.1 1.2: 16.4 24.0
Old : 100.0: 22.6 16.1 21.0 41.5 11.0 1.0 0.0 0.1 26.7 6.1 1.2: 16.4 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 7 7 9 7 13 . 0 . 6 4 5:
Old : 36: 7 7 9 7 13 . 0 . 6 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 31.9 57.5 51.6 40.5 29.1 54.7 46.5
Old : 42.0 31.9 57.5 51.6 40.5 29.1 54.7 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 135,957: 13,897 16,351 10,445 42,007 51,186 28,972 1,028 11,491 5,142 696 10,055: 4,768 3,143
Old : 135,957: 13,897 16,351 10,445 42,007 51,186 28,972 1,028 11,491 5,142 696 10,055: 4,768 3,143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -1,528: -272 -69 718 851 -930 708 99 215 -1,289 -961 -893: 214 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.0 7.7 30.9 37.6 21.3 0.8 8.5 3.8 0.5 7.4: 3.5 2.3
Old : 100.0: 10.2 12.0 7.7 30.9 37.6 21.3 0.8 8.5 3.8 0.5 7.4: 3.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 7 7 8 12 17 13 5 12 9 6 14:
Old : 61: 7 7 8 12 17 13 5 12 9 6 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 46.7 52.3 73.3 21.0 25.1 29.0 34.1
Old : 31.5 46.7 52.3 73.3 21.0 25.1 29.0 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 567,816: 88,745 74,853 50,276 86,208 279,092 0 2,654 19,502 29,887 4,164 84,557: 15,757 16,787
Old : 567,816: 88,745 74,853 50,276 86,208 279,092 0 2,654 19,502 29,887 4,164 84,557: 15,757 16,787
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 8,076: 166 2,403 3,486 1,600 2,761 0 621 372 764 -340 1,043: -517 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.2 8.9 15.2 49.2 0.0 0.5 3.4 5.3 0.7 14.9: 2.8 3.0
Old : 100.0: 15.6 13.2 8.9 15.2 49.2 0.0 0.5 3.4 5.3 0.7 14.9: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 8 9 8 19 27 0 . . 10 . 13:
Old : 50: 8 9 8 19 27 0 . . 10 . 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 25.3 52.1 42.7 9.2 5.4 14.1 9.8
Old : 32.4 25.3 52.1 42.7 9.2 5.4 14.1 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 26,531: 16,544 15,486 3,856 2,036 5,621 0 513 225 200 2,577 73: 12 0
Old : 26,531: 16,544 15,486 3,856 2,036 5,621 0 513 225 200 2,577 73: 12 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -27: 400 175 -308 226 -203 0 0 0 50 -273 48: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 58.4 14.5 7.7 21.2 0.0 1.9 0.8 0.8 9.7 0.3: 0.0 0.0
Old : 100.0: 62.4 58.4 14.5 7.7 21.2 0.0 1.9 0.8 0.8 9.7 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 22 26 6 8 7 0 . . . 5 .:
Old : 53: 22 26 6 8 7 0 . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 35.4 66.4 52.9 27.2 23.1 35.7 32.0
Old : 46.5 35.4 66.4 52.9 27.2 23.1 35.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 74,136: 10,637 4,087 34,119 24,372 16,469 2,970 9,449 5,298 0 8,975 725: 3,918 4,761
Old : 74,136: 10,637 4,087 34,119 24,372 16,469 2,970 9,449 5,298 0 8,975 725: 3,918 4,761
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 90: 360 180 -30 273 185 255 0 152 0 0 0: -832 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 5.5 46.0 32.9 22.2 4.0 12.7 7.1 0.0 12.1 1.0: 5.3 6.4
Old : 100.0: 14.3 5.5 46.0 32.9 22.2 4.0 12.7 7.1 0.0 12.1 1.0: 5.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 6 5 10 11 17 5 4 9 0 . 4:
Old : 41: 6 5 10 11 17 5 4 9 0 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 40.3 69.8 62.5 44.5 36.3 56.4 48.6
Old : 53.4 40.3 69.8 62.5 44.5 36.3 56.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,437: 1,439 3,458 11,895 12,736 8,646 2,406 950 2,224 0 233 982: 3,845 2,208
Old : 31,437: 1,439 3,458 11,895 12,736 8,646 2,406 950 2,224 0 233 982: 3,845 2,208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -798: 0 0 124 15 -663 -310 950 -140 0 0 0: 191 -960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.0 37.8 40.5 27.5 7.7 3.0 7.1 0.0 0.7 3.1: 12.2 7.0
Old : 100.0: 4.6 11.0 37.8 40.5 27.5 7.7 3.0 7.1 0.0 0.7 3.1: 12.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: . 4 7 5 11 . . . 0 . .:
Old : 21: . 4 7 5 11 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 54.3 68.5 69.4 36.0 42.5 45.1 51.5
Old : 50.7 54.3 68.5 69.4 36.0 42.5 45.1 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 15,830: 4,640 3,330 4,830 8,045 4,260 2,034 0 0 0 150 0: 66 45
Old : 15,830: 4,640 3,330 4,830 8,045 4,260 2,034 0 0 0 150 0: 66 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -75: 0 0 0 -75 0 -75 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 21.0 30.5 50.8 26.9 12.8 0.0 0.0 0.0 0.9 0.0: 0.4 0.3
Old : 100.0: 29.3 21.0 30.5 50.8 26.9 12.8 0.0 0.0 0.0 0.9 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 9 9 7 6 7 . 0 0 0 . 0:
Old : 30: 9 9 7 6 7 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 65.9 66.2 82.9 31.1 52.2 48.1 60.3
Old : 40.9 65.9 66.2 82.9 31.1 52.2 48.1 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 17,867: 1,083 1,920 1,573 2,695 4,991 2,674 1,037 2,921 418 464 816: 3,391 3,023
Old : 17,867: 1,083 1,920 1,573 2,695 4,991 2,674 1,037 2,921 418 464 816: 3,391 3,023
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -1,231: -102 30 -416 132 -165 482 -143 -576 28 -159 -132: -350 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.7 8.8 15.1 27.9 15.0 5.8 16.3 2.3 2.6 4.6: 19.0 16.9
Old : 100.0: 6.1 10.7 8.8 15.1 27.9 15.0 5.8 16.3 2.3 2.6 4.6: 19.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: . . 6 . 8 . 5 8 . . .:
Old : 23: . . 6 . 8 . 5 8 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 41.7 57.5 64.9 19.0 19.3 24.7 27.1
Old : 43.3 41.7 57.5 64.9 19.0 19.3 24.7 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 19,213: 583 32 3,098 1,754 11,830 563 782 1,521 0 1,283 447: 1,171 1,563
Old : 19,213: 583 32 3,098 1,754 11,830 563 782 1,521 0 1,283 447: 1,171 1,563
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,124: 97 4 41 188 986 7 25 -101 0 76 -1: 94 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.2 16.1 9.1 61.6 2.9 4.1 7.9 0.0 6.7 2.3: 6.1 8.1
Old : 100.0: 3.0 0.2 16.1 9.1 61.6 2.9 4.1 7.9 0.0 6.7 2.3: 6.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: . . 10 6 15 7 7 9 0 4 .:
Old : 36: . . 10 6 15 7 7 9 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 39.8 64.8 60.9 13.9 11.5 18.6 16.4
Old : 46.6 39.8 64.8 60.9 13.9 11.5 18.6 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 96,843: 9,186 11,475 12,148 12,807 40,788 1,143 0 8,413 1,724 134 5,969: 17,472 17,258
Old : 96,843: 9,186 11,475 12,148 12,807 40,788 1,143 0 8,413 1,724 134 5,969: 17,472 17,258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 5,621: 266 129 -265 412 2,850 787 -170 137 158 134 697: 990 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.8 12.5 13.2 42.1 1.2 0.0 8.7 1.8 0.1 6.2: 18.0 17.8
Old : 100.0: 9.5 11.8 12.5 13.2 42.1 1.2 0.0 8.7 1.8 0.1 6.2: 18.0 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: . . 6 9 14 . 0 . . . .:
Old : 22: . . 6 9 14 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 36.0 58.2 58.8 11.2 10.7 14.9 15.1
Old : 38.5 36.0 58.2 58.8 11.2 10.7 14.9 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 276,313: 81,929 177,892 29,453 11,435 24,290 69,674 7,680 11,849 16,609 9,910 18,489: 24,020 14,768
Old : 276,313: 81,929 177,892 29,453 11,435 24,290 69,674 7,680 11,849 16,609 9,910 18,489: 24,020 14,768
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 12,312: 3,584 7,978 -298 -536 2,512 3,091 -1,100 1,746 -597 1,798 229: 2,046 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 64.4 10.7 4.1 8.8 25.2 2.8 4.3 6.0 3.6 6.7: 8.7 5.3
Old : 100.0: 29.7 64.4 10.7 4.1 8.8 25.2 2.8 4.3 6.0 3.6 6.7: 8.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 193: 53 74 16 5 16 56 10 25 16 7 19:
Old : 193: 53 74 16 5 16 56 10 25 16 7 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 21.0 26.3 33.5 10.4 11.6 18.0 19.3
Old : 16.4 21.0 26.3 33.5 10.4 11.6 18.0 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 27,346: 9,451 22,315 1,472 0 210 2,864 261 50 7,373 0 561: 5,365 3,949
Old : 27,346: 9,451 22,315 1,472 0 210 2,864 261 50 7,373 0 561: 5,365 3,949
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,093: 441 1,601 0 0 0 500 0 0 283 0 -67: -64 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 81.6 5.4 0.0 0.8 10.5 1.0 0.2 27.0 0.0 2.1: 19.6 14.4
Old : 100.0: 34.6 81.6 5.4 0.0 0.8 10.5 1.0 0.2 27.0 0.0 2.1: 19.6 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 12 18 . 0 . . . . 6 0 .:
Old : 31: 12 18 . 0 . . . . 6 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 38.1 62.9 60.5 41.2 29.2 52.6 51.1
Old : 48.3 38.1 62.9 60.5 41.2 29.2 52.6 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,267: 2,915 3,854 1,219 394 619 0 0 0 414 300 100: 0 0
Old : 5,267: 2,915 3,854 1,219 394 619 0 0 0 414 300 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 175: 50 0 -50 0 75 0 0 0 0 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 73.2 23.1 7.5 11.8 0.0 0.0 0.0 7.9 5.7 1.9: 0.0 0.0
Old : 100.0: 55.3 73.2 23.1 7.5 11.8 0.0 0.0 0.0 7.9 5.7 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 14 17 7 . 7 0 0 0 . . .:
Old : 37: 14 17 7 . 7 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 37.0 53.7 60.8 26.1 31.3 42.5 47.0
Old : 32.7 37.0 53.7 60.8 26.1 31.3 42.5 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 59,029: 42,453 38,436 8,872 14,541 5,664 650 0 225 0 0 0: 1,165 163
Old : 59,029: 42,453 38,436 8,872 14,541 5,664 650 0 225 0 0 0: 1,165 163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -344: 160 -725 -200 450 -4 -184 -25 -50 0 0 0: -66 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 65.1 15.0 24.6 9.6 1.1 0.0 0.4 0.0 0.0 0.0: 2.0 0.3
Old : 100.0: 71.9 65.1 15.0 24.6 9.6 1.1 0.0 0.4 0.0 0.0 0.0: 2.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 30 22 9 6 8 . 0 . 0 0 0:
Old : 50: 30 22 9 6 8 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 54.4 71.2 76.2 25.1 26.8 33.7 37.7
Old : 52.9 54.4 71.2 76.2 25.1 26.8 33.7 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 19,698: 14,025 15,603 4,913 3,225 750 0 0 0 0 0 0: 10 120
Old : 19,698: 14,025 15,603 4,913 3,225 750 0 0 0 0 0 0: 10 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 660: 5 720 565 -150 90 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 79.2 24.9 16.4 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.6
Old : 100.0: 71.2 79.2 24.9 16.4 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 9 8 . . 0 0 0 0 0 0:
Old : 22: 10 9 8 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 70.2 83.3 95.8 43.1 52.4 54.4 61.1
Old : 63.4 70.2 83.3 95.8 43.1 52.4 54.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 6,774: 4,795 2,355 1,379 220 480 0 294 0 0 3,305 120: 0 0
Old : 6,774: 4,795 2,355 1,379 220 480 0 294 0 0 3,305 120: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 385: 250 0 100 0 35 0 0 0 0 350 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 34.8 20.4 3.2 7.1 0.0 4.3 0.0 0.0 48.8 1.8: 0.0 0.0
Old : 100.0: 70.8 34.8 20.4 3.2 7.1 0.0 4.3 0.0 0.0 48.8 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 15 13 9 . 5 0 . 0 0 . .:
Old : 38: 15 13 9 . 5 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 69.0 70.3 81.2 46.0 63.9 63.7 73.4
Old : 46.0 69.0 70.3 81.2 46.0 63.9 63.7 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 11,317: 5,482 7,832 2,531 1,734 1,426 99 0 0 1,262 0 155: 362 170
Old : 11,317: 5,482 7,832 2,531 1,734 1,426 99 0 0 1,262 0 155: 362 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 505: 355 155 50 300 50 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 69.2 22.4 15.3 12.6 0.9 0.0 0.0 11.2 0.0 1.4: 3.2 1.5
Old : 100.0: 48.4 69.2 22.4 15.3 12.6 0.9 0.0 0.0 11.2 0.0 1.4: 3.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 13 7 . 6 . 0 0 . 0 .:
Old : 28: 12 13 7 . 6 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 51.3 74.4 78.3 38.4 41.4 46.2 52.7
Old : 54.4 51.3 74.4 78.3 38.4 41.4 46.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 19,277: 10,077 7,728 3,885 5,216 3,556 0 835 120 858 1,011 719: 62 92
Old : 19,277: 10,077 7,728 3,885 5,216 3,556 0 835 120 858 1,011 719: 62 92
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 155: 507 149 -765 190 413 0 -750 0 0 153 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 40.1 20.2 27.1 18.4 0.0 4.3 0.6 4.5 5.2 3.7: 0.3 0.5
Old : 100.0: 52.3 40.1 20.2 27.1 18.4 0.0 4.3 0.6 4.5 5.2 3.7: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 20 17 9 10 13 0 . . . . 4:
Old : 52: 20 17 9 10 13 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 32.1 51.5 52.6 23.0 23.9 37.6 37.8
Old : 32.6 32.1 51.5 52.6 23.0 23.9 37.6 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,091: 9,397 8,282 408 3,883 216 2,402 0 321 0 9 281: 66 99
Old : 13,091: 9,397 8,282 408 3,883 216 2,402 0 321 0 9 281: 66 99
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,802: 422 1,125 0 354 0 1,084 0 225 0 0 80: -9 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 63.3 3.1 29.7 1.6 18.3 0.0 2.5 0.0 0.1 2.1: 0.5 0.8
Old : 100.0: 71.8 63.3 3.1 29.7 1.6 18.3 0.0 2.5 0.0 0.1 2.1: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 23 . 6 4 4 0 . 0 . .:
Old : 38: 23 23 . 6 4 4 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 44.6 61.3 62.9 28.2 40.7 45.2 53.2
Old : 36.0 44.6 61.3 62.9 28.2 40.7 45.2 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,836: 5,429 18,067 5,114 6,602 4,837 6,442 0 275 8,440 708 551: 748 796
Old : 31,836: 5,429 18,067 5,114 6,602 4,837 6,442 0 275 8,440 708 551: 748 796
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 683: 583 463 0 60 0 -175 0 0 175 0 0: 100 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 56.8 16.1 20.7 15.2 20.2 0.0 0.9 26.5 2.2 1.7: 2.3 2.5
Old : 100.0: 17.1 56.8 16.1 20.7 15.2 20.2 0.0 0.9 26.5 2.2 1.7: 2.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 12 12 9 7 11 4 0 . 5 . .:
Old : 48: 12 12 9 7 11 4 0 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 60.0 58.4 74.7 39.4 56.2 57.7 67.9
Old : 39.4 60.0 58.4 74.7 39.4 56.2 57.7 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011