GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 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 : 42,286: 27,127 34,287 6,445 991 5,777 0 0 0 2,769 747 60: 108 424
Old : 42,286: 27,127 34,287 6,445 991 5,777 0 0 0 2,769 747 60: 108 424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 5,236: 3,847 4,108 -197 -211 1,316 0 0 0 270 74 0: 0 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 81.1 15.2 2.3 13.7 0.0 0.0 0.0 6.5 1.8 0.1: 0.3 1.0
Old : 100.0: 64.2 81.1 15.2 2.3 13.7 0.0 0.0 0.0 6.5 1.8 0.1: 0.3 1.0
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 : 59: 28 33 10 6 12 0 0 0 . . .:
Old : 59: 28 33 10 6 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 : 29.4 34.1 51.7 53.1 19.4 18.5 28.7 27.2
Old : 29.4 34.1 51.7 53.1 19.4 18.5 28.7 27.2
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 26, 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 : 12,640: 9,780 10,779 1,970 983 736 0 0 0 0 0 0: 154 142
Old : 12,640: 9,780 10,779 1,970 983 736 0 0 0 0 0 0: 154 142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -180: -70 -29 -125 -156 -25 0 0 0 0 0 0: 40 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 85.3 15.6 7.8 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 1.1
Old : 100.0: 77.4 85.3 15.6 7.8 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 1.1
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 : 35: 17 21 5 . 5 0 0 0 0 0 0:
Old : 35: 17 21 5 . 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 : 38.8 41.9 65.7 65.9 34.7 38.0 56.2 56.9
Old : 38.8 41.9 65.7 65.9 34.7 38.0 56.2 56.9
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 26, 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 : 10,600: 5,841 6,468 1,335 254 1,875 0 0 0 132 509 256: 1,161 1,238
Old : 10,600: 5,841 6,468 1,335 254 1,875 0 0 0 132 509 256: 1,161 1,238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 367: 172 244 184 90 138 0 0 0 -5 22 93: -215 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 61.0 12.6 2.4 17.7 0.0 0.0 0.0 1.2 4.8 2.4: 11.0 11.7
Old : 100.0: 55.1 61.0 12.6 2.4 17.7 0.0 0.0 0.0 1.2 4.8 2.4: 11.0 11.7
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 : 45: 24 27 9 . 12 0 0 0 . . .:
Old : 45: 24 27 9 . 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 : 31.7 25.2 48.4 39.4 16.0 10.8 22.2 18.1
Old : 31.7 25.2 48.4 39.4 16.0 10.8 22.2 18.1
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 26, 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 : 8,806: 4,622 5,969 1,427 34 1,319 0 0 0 485 163 282: 671 1,039
Old : 8,806: 4,622 5,969 1,427 34 1,319 0 0 0 485 163 282: 671 1,039
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 194: 28 89 66 0 6 0 0 0 65 50 0: 29 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 67.8 16.2 0.4 15.0 0.0 0.0 0.0 5.5 1.9 3.2: 7.6 11.8
Old : 100.0: 52.5 67.8 16.2 0.4 15.0 0.0 0.0 0.0 5.5 1.9 3.2: 7.6 11.8
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 : 61: 30 39 10 . 12 0 0 0 4 . 4:
Old : 61: 30 39 10 . 12 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 : 26.9 24.8 44.9 37.3 15.5 19.0 26.6 25.6
Old : 26.9 24.8 44.9 37.3 15.5 19.0 26.6 25.6
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 26, 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 : 3,127: 984 1,719 198 479 430 0 80 10 850 135 5: 650 269
Old : 3,127: 984 1,719 198 479 430 0 80 10 850 135 5: 650 269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 67: 52 77 -55 0 0 0 0 0 0 -10 0: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 55.0 6.3 15.3 13.8 0.0 2.6 0.3 27.2 4.3 0.2: 20.8 8.6
Old : 100.0: 31.5 55.0 6.3 15.3 13.8 0.0 2.6 0.3 27.2 4.3 0.2: 20.8 8.6
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 : 25: 10 12 . 4 6 0 . . . . .:
Old : 25: 10 12 . 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 43.4 64.2 65.2 43.5 31.6 48.1 49.1
Old : 45.9 43.4 64.2 65.2 43.5 31.6 48.1 49.1
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 26, 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 : 1,759: 805 931 122 72 293 0 0 0 47 90 82: 410 291
Old : 1,759: 805 931 122 72 293 0 0 0 47 90 82: 410 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 213: 88 154 46 5 45 0 0 0 47 0 32: -45 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 52.9 6.9 4.1 16.7 0.0 0.0 0.0 2.7 5.1 4.7: 23.3 16.5
Old : 100.0: 45.8 52.9 6.9 4.1 16.7 0.0 0.0 0.0 2.7 5.1 4.7: 23.3 16.5
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 : 25: 13 13 4 . 5 0 0 0 . . .:
Old : 25: 13 13 4 . 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 : 33.8 48.9 49.0 65.4 25.5 38.5 35.0 47.5
Old : 33.8 48.9 49.0 65.4 25.5 38.5 35.0 47.5
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 26, 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 : 10,342: 5,885 8,849 3,701 605 606 0 0 0 0 0 0: 150 282
Old : 10,342: 5,885 8,849 3,701 605 606 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 19, 2011 :
: 593: 498 588 50 -40 45 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 85.6 35.8 5.8 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 2.7
Old : 100.0: 56.9 85.6 35.8 5.8 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 2.7
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 13 5 . 4 0 0 0 0 0 0:
Old : 27: 14 13 5 . 4 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 : 59.1 69.9 80.9 84.7 55.4 68.7 72.2 77.4
Old : 59.1 69.9 80.9 84.7 55.4 68.7 72.2 77.4
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 26, 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 : 18,813: 14,272 12,330 2,700 1,023 1,761 0 0 0 0 3,619 30: 50 50
Old : 18,813: 14,272 12,330 2,700 1,023 1,761 0 0 0 0 3,619 30: 50 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 2,223: 2,059 1,128 -374 147 538 0 0 0 0 410 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 65.5 14.4 5.4 9.4 0.0 0.0 0.0 0.0 19.2 0.2: 0.3 0.3
Old : 100.0: 75.9 65.5 14.4 5.4 9.4 0.0 0.0 0.0 0.0 19.2 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 : 35: 22 14 7 5 7 0 0 0 0 . .:
Old : 35: 22 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 : 36.0 57.2 61.0 78.7 28.4 48.6 43.5 57.5
Old : 36.0 57.2 61.0 78.7 28.4 48.6 43.5 57.5
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 26, 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 : 360,843: 122,033 222,729 59,830 9,982 24,427 51,623 8,323 20,085 8,342 17,621 31,710: 42,792 25,965
Old : 360,843: 122,033 222,729 59,830 9,982 24,427 51,623 8,323 20,085 8,342 17,621 31,710: 42,792 25,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -3,832: 2,181 4,998 1,115 1,564 -1,729 -224 906 -2,728 577 -577 -3,373: 349 -2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 61.7 16.6 2.8 6.8 14.3 2.3 5.6 2.3 4.9 8.8: 11.9 7.2
Old : 100.0: 33.8 61.7 16.6 2.8 6.8 14.3 2.3 5.6 2.3 4.9 8.8: 11.9 7.2
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 : 163: 50 66 17 6 18 34 10 18 11 15 25:
Old : 163: 50 66 17 6 18 34 10 18 11 15 25:
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 20.0 28.4 34.0 10.0 9.5 16.9 15.0
Old : 17.8 20.0 28.4 34.0 10.0 9.5 16.9 15.0
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 26, 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 : 117,433: 43,350 53,155 15,407 776 21,947 0 0 0 0 6,813 30,948: 5,781 3,794
Old : 117,433: 43,350 53,155 15,407 776 21,947 0 0 0 0 6,813 30,948: 5,781 3,794
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,130: 420 382 293 -22 182 0 0 0 0 302 288: -53 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 45.3 13.1 0.7 18.7 0.0 0.0 0.0 0.0 5.8 26.4: 4.9 3.2
Old : 100.0: 36.9 45.3 13.1 0.7 18.7 0.0 0.0 0.0 0.0 5.8 26.4: 4.9 3.2
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 : 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 73.8 78.2 12.3 12.5 14.0 14.6
Old : 49.2 58.2 73.8 78.2 12.3 12.5 14.0 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 26, 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 : 17,341: 9,694 10,602 2,215 3,223 2,681 300 0 0 2,246 630 205: 0 0
Old : 17,341: 9,694 10,602 2,215 3,223 2,681 300 0 0 2,246 630 205: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,660: 741 1,111 120 -250 799 0 0 0 -50 -50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 61.1 12.8 18.6 15.5 1.7 0.0 0.0 13.0 3.6 1.2: 0.0 0.0
Old : 100.0: 55.9 61.1 12.8 18.6 15.5 1.7 0.0 0.0 13.0 3.6 1.2: 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 : 61: 33 29 9 . 8 . 0 0 5 . .:
Old : 61: 33 29 9 . 8 . 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 : 30.7 35.7 48.5 55.1 24.2 32.7 33.9 44.0
Old : 30.7 35.7 48.5 55.1 24.2 32.7 33.9 44.0
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 26, 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 19, 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: 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 26, 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 : 9,614: 7,642 6,492 96 1,010 189 480 0 17 371 1,235 346: 473 325
Old : 9,614: 7,642 6,492 96 1,010 189 480 0 17 371 1,235 346: 473 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 759: 926 -106 -128 902 -13 20 0 -13 15 0 3: -51 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 67.5 1.0 10.5 2.0 5.0 0.0 0.2 3.9 12.8 3.6: 4.9 3.4
Old : 100.0: 79.5 67.5 1.0 10.5 2.0 5.0 0.0 0.2 3.9 12.8 3.6: 4.9 3.4
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 : 43: 19 23 . . . 4 0 . 4 5 4:
Old : 43: 19 23 . . . 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 : 50.8 40.2 66.5 65.2 28.9 28.6 40.0 37.9
Old : 50.8 40.2 66.5 65.2 28.9 28.6 40.0 37.9
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 26, 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 : 17,737: 17,181 13,666 0 1,890 209 0 107 5 84 1,475 144: 114 241
Old : 17,737: 17,181 13,666 0 1,890 209 0 107 5 84 1,475 144: 114 241
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 929: 854 454 0 251 26 0 33 -10 52 108 34: -26 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 77.0 0.0 10.7 1.2 0.0 0.6 0.0 0.5 8.3 0.8: 0.6 1.4
Old : 100.0: 96.9 77.0 0.0 10.7 1.2 0.0 0.6 0.0 0.5 8.3 0.8: 0.6 1.4
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 : 65: 34 40 0 4 . 0 . . . 7 5:
Old : 65: 34 40 0 4 . 0 . . . 7 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 : 43.0 43.8 65.7 58.1 38.9 34.7 55.2 45.8
Old : 43.0 43.8 65.7 58.1 38.9 34.7 55.2 45.8
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 26, 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 : 1,285: 1,103 1,160 130 90 0 0 0 0 50 0 0: 2 35
Old : 1,285: 1,103 1,160 130 90 0 0 0 0 50 0 0: 2 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 205: 170 120 35 60 0 0 0 0 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 90.3 10.1 7.0 0.0 0.0 0.0 0.0 3.9 0.0 0.0: 0.2 2.7
Old : 100.0: 85.8 90.3 10.1 7.0 0.0 0.0 0.0 0.0 3.9 0.0 0.0: 0.2 2.7
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 : 24: 13 12 . . 0 0 0 0 . 0 0:
Old : 24: 13 12 . . 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 : 59.5 62.1 83.1 80.0 53.3 60.5 69.3 76.1
Old : 59.5 62.1 83.1 80.0 53.3 60.5 69.3 76.1
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 26, 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 : 2,405: 1,599 1,187 0 71 30 47 90 84 0 120 10: 635 813
Old : 2,405: 1,599 1,187 0 71 30 47 90 84 0 120 10: 635 813
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 161: 135 144 0 -3 13 4 0 -1 0 0 0: 10 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 49.4 0.0 3.0 1.2 2.0 3.7 3.5 0.0 5.0 0.4: 26.4 33.8
Old : 100.0: 66.5 49.4 0.0 3.0 1.2 2.0 3.7 3.5 0.0 5.0 0.4: 26.4 33.8
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: 18 16 0 . . . . . 0 . .:
Old : 22: 18 16 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 : 29.0 28.9 48.9 44.3 19.8 18.0 27.9 24.0
Old : 29.0 28.9 48.9 44.3 19.8 18.0 27.9 24.0
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 26, 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 : 1,699: 1,063 1,088 0 22 30 0 0 0 85 27 39: 482 493
Old : 1,699: 1,063 1,088 0 22 30 0 0 0 85 27 39: 482 493
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 281: 219 225 0 -12 -28 0 0 0 35 7 -5: 60 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 64.0 0.0 1.3 1.8 0.0 0.0 0.0 5.0 1.6 2.3: 28.4 29.0
Old : 100.0: 62.6 64.0 0.0 1.3 1.8 0.0 0.0 0.0 5.0 1.6 2.3: 28.4 29.0
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 : 25: 18 20 0 . . 0 0 0 . . .:
Old : 25: 18 20 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 : 26.1 31.3 42.2 45.9 20.7 26.7 30.4 34.1
Old : 26.1 31.3 42.2 45.9 20.7 26.7 30.4 34.1
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 26, 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 : 497,645: 146,090 175,429 46,041 72,814 102,967 41,998 15,858 31,705 25,898 869 78,609: 24,336 19,394
Old : 497,645: 146,090 175,429 46,041 72,814 102,967 41,998 15,858 31,705 25,898 869 78,609: 24,336 19,394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -20,665: -4,153 10,713 3,665 -1,413 -7,973 6,361 -1,567 -753 2,513 -1,192 -238: -20,086 -18,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 35.3 9.3 14.6 20.7 8.4 3.2 6.4 5.2 0.2 15.8: 4.9 3.9
Old : 100.0: 29.4 35.3 9.3 14.6 20.7 8.4 3.2 6.4 5.2 0.2 15.8: 4.9 3.9
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 : 130: 34 34 13 17 27 18 12 17 23 8 24:
Old : 130: 34 34 13 17 27 18 12 17 23 8 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 : 17.3 14.4 29.6 27.5 6.7 9.9 12.2 16.3
Old : 17.3 14.4 29.6 27.5 6.7 9.9 12.2 16.3
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 26, 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 : 2,652,034: 348,613 534,649 236,274 290,455 764,021 250,645 59,222 320,655 91,862 76,211 544,184: 95,780 62,638
Old : 2,652,034: 348,613 534,649 236,274 290,455 764,021 250,645 59,222 320,655 91,862 76,211 544,184: 95,780 62,638
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 27,421: 8,402 4,996 -102 10,176 -483 7,538 -1,601 5,554 -277 4,061 4,817: 1,973 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 20.2 8.9 11.0 28.8 9.5 2.2 12.1 3.5 2.9 20.5: 3.6 2.4
Old : 100.0: 13.1 20.2 8.9 11.0 28.8 9.5 2.2 12.1 3.5 2.9 20.5: 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 : 384: 49 58 19 30 43 90 42 86 83 48 113:
Old : 384: 49 58 19 30 43 90 42 86 83 48 113:
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 : 19.1 14.9 29.2 26.7 8.5 6.8 11.5 10.8
Old : 19.1 14.9 29.2 26.7 8.5 6.8 11.5 10.8
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 26, 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 : 336,979: 86,407 190,448 20,035 49,891 23,977 2,106 30,157 15,047 168,012 2,865 20,364: 1,029 4,230
Old : 336,979: 86,407 190,448 20,035 49,891 23,977 2,106 30,157 15,047 168,012 2,865 20,364: 1,029 4,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -3,762: -5,025 1,233 -625 -2,897 53 62 -707 216 960 -2,074 759: -162 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 56.5 5.9 14.8 7.1 0.6 8.9 4.5 49.9 0.9 6.0: 0.3 1.3
Old : 100.0: 25.6 56.5 5.9 14.8 7.1 0.6 8.9 4.5 49.9 0.9 6.0: 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 : 47: 15 17 . 6 8 . 11 10 6 . 8:
Old : 47: 15 17 . 6 8 . 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 : 69.2 51.8 85.4 68.5 63.3 50.2 74.9 63.5
Old : 69.2 51.8 85.4 68.5 63.3 50.2 74.9 63.5
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 26, 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 : 216,624: 49,054 35,129 44,899 89,095 23,906 2,091 0 208 57,980 14,322 3,393: 35,093 50,571
Old : 216,624: 49,054 35,129 44,899 89,095 23,906 2,091 0 208 57,980 14,322 3,393: 35,093 50,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -333: -11 134 -676 -987 -55 0 0 0 37 1,192 802: -430 -1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 16.2 20.7 41.1 11.0 1.0 0.0 0.1 26.8 6.6 1.6: 16.2 23.3
Old : 100.0: 22.6 16.2 20.7 41.1 11.0 1.0 0.0 0.1 26.8 6.6 1.6: 16.2 23.3
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 : 37: 7 7 9 7 13 . 0 . 6 5 7:
Old : 37: 7 7 9 7 13 . 0 . 6 5 7:
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 : 41.9 31.9 57.4 51.2 40.2 29.0 54.5 46.2
Old : 41.9 31.9 57.4 51.2 40.2 29.0 54.5 46.2
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 26, 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 : 138,422: 14,156 16,677 10,845 43,051 52,137 29,536 875 11,492 5,321 858 10,329: 4,605 3,002
Old : 138,422: 14,156 16,677 10,845 43,051 52,137 29,536 875 11,492 5,321 858 10,329: 4,605 3,002
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 2,465: 259 326 400 1,044 951 564 -153 0 179 162 275: -162 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.0 7.8 31.1 37.7 21.3 0.6 8.3 3.8 0.6 7.5: 3.3 2.2
Old : 100.0: 10.2 12.0 7.8 31.1 37.7 21.3 0.6 8.3 3.8 0.6 7.5: 3.3 2.2
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 : 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 : 31.6 47.0 52.5 73.6 21.1 25.2 29.3 34.4
Old : 31.6 47.0 52.5 73.6 21.1 25.2 29.3 34.4
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 26, 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 : 579,612: 89,242 75,238 49,914 87,667 285,704 0 2,914 19,739 32,370 4,481 86,550: 16,093 17,320
Old : 579,612: 89,242 75,238 49,914 87,667 285,704 0 2,914 19,739 32,370 4,481 86,550: 16,093 17,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 11,796: 497 385 -362 1,459 6,612 0 260 237 2,483 316 1,994: 336 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.0 8.6 15.1 49.3 0.0 0.5 3.4 5.6 0.8 14.9: 2.8 3.0
Old : 100.0: 15.4 13.0 8.6 15.1 49.3 0.0 0.5 3.4 5.6 0.8 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 : 49: 7 8 9 18 27 0 . . 10 . 13:
Old : 49: 7 8 9 18 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 : 32.3 25.3 52.1 42.6 9.0 5.6 14.1 10.0
Old : 32.3 25.3 52.1 42.6 9.0 5.6 14.1 10.0
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 26, 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 : 26,631: 16,644 15,586 3,856 2,136 5,621 0 513 225 150 2,427 123: 12 0
Old : 26,631: 16,644 15,586 3,856 2,136 5,621 0 513 225 150 2,427 123: 12 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 100: 100 100 0 100 0 0 0 0 -50 -150 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 58.5 14.5 8.0 21.1 0.0 1.9 0.8 0.6 9.1 0.5: 0.0 0.0
Old : 100.0: 62.5 58.5 14.5 8.0 21.1 0.0 1.9 0.8 0.6 9.1 0.5: 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 : 51: 22 26 6 7 7 0 . . . 4 .:
Old : 51: 22 26 6 7 7 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 : 46.3 35.8 66.1 53.4 27.1 23.4 35.6 32.8
Old : 46.3 35.8 66.1 53.4 27.1 23.4 35.6 32.8
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 26, 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 : 74,865: 10,277 3,793 34,222 24,317 16,901 3,051 9,449 6,263 0 8,479 725: 3,426 4,938
Old : 74,865: 10,277 3,793 34,222 24,317 16,901 3,051 9,449 6,263 0 8,479 725: 3,426 4,938
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 729: -360 -294 103 -55 432 81 0 965 0 -496 0: -492 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.1 45.7 32.5 22.6 4.1 12.6 8.4 0.0 11.3 1.0: 4.6 6.6
Old : 100.0: 13.7 5.1 45.7 32.5 22.6 4.1 12.6 8.4 0.0 11.3 1.0: 4.6 6.6
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 : 39: 5 4 10 10 16 5 4 9 0 . 4:
Old : 39: 5 4 10 10 16 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 : 53.0 39.0 69.0 60.8 44.4 35.0 56.1 47.5
Old : 53.0 39.0 69.0 60.8 44.4 35.0 56.1 47.5
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 26, 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 : 31,535: 1,439 3,458 11,854 12,652 8,744 2,406 950 2,224 0 233 982: 3,886 2,292
Old : 31,535: 1,439 3,458 11,854 12,652 8,744 2,406 950 2,224 0 233 982: 3,886 2,292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 98: 0 0 -41 -84 98 0 0 0 0 0 0: 41 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.0 37.6 40.1 27.7 7.6 3.0 7.1 0.0 0.7 3.1: 12.3 7.3
Old : 100.0: 4.6 11.0 37.6 40.1 27.7 7.6 3.0 7.1 0.0 0.7 3.1: 12.3 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 : 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 : 50.5 54.0 68.3 69.1 35.8 42.1 44.8 51.0
Old : 50.5 54.0 68.3 69.1 35.8 42.1 44.8 51.0
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 26, 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 19, 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: 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 26, 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 : 18,522: 1,175 2,104 1,916 2,691 5,105 2,575 1,180 2,884 14 464 1,928: 2,925 2,166
Old : 18,522: 1,175 2,104 1,916 2,691 5,105 2,575 1,180 2,884 14 464 1,928: 2,925 2,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 654: 92 184 343 -4 114 -98 143 -37 -405 0 1,112: -466 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.4 10.3 14.5 27.6 13.9 6.4 15.6 0.1 2.5 10.4: 15.8 11.7
Old : 100.0: 6.3 11.4 10.3 14.5 27.6 13.9 6.4 15.6 0.1 2.5 10.4: 15.8 11.7
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 4 4 8 . . .:
Old : 23: . . 6 . 8 4 4 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 : 42.4 40.1 59.3 66.4 19.3 19.1 23.9 27.0
Old : 42.4 40.1 59.3 66.4 19.3 19.1 23.9 27.0
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 26, 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 : 20,079: 560 28 3,032 1,818 12,525 538 779 1,673 0 1,212 492: 1,259 1,552
Old : 20,079: 560 28 3,032 1,818 12,525 538 779 1,673 0 1,212 492: 1,259 1,552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 867: -24 -4 -66 64 695 -24 -3 153 0 -71 45: 88 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.1 15.1 9.1 62.4 2.7 3.9 8.3 0.0 6.0 2.4: 6.3 7.7
Old : 100.0: 2.8 0.1 15.1 9.1 62.4 2.7 3.9 8.3 0.0 6.0 2.4: 6.3 7.7
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 : 46.7 40.7 64.4 61.0 13.0 10.9 17.4 15.2
Old : 46.7 40.7 64.4 61.0 13.0 10.9 17.4 15.2
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 26, 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 : 98,777: 9,414 11,501 12,446 12,877 42,110 899 0 8,523 1,729 147 6,112: 17,544 17,507
Old : 98,777: 9,414 11,501 12,446 12,877 42,110 899 0 8,523 1,729 147 6,112: 17,544 17,507
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,934: 228 26 298 70 1,322 -244 0 110 5 13 143: 72 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.6 12.6 13.0 42.6 0.9 0.0 8.6 1.8 0.1 6.2: 17.8 17.7
Old : 100.0: 9.5 11.6 12.6 13.0 42.6 0.9 0.0 8.6 1.8 0.1 6.2: 17.8 17.7
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 : 38.3 35.8 57.9 58.7 11.1 10.4 14.7 14.9
Old : 38.3 35.8 57.9 58.7 11.1 10.4 14.7 14.9
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 26, 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 : 282,367: 87,143 184,820 30,516 12,464 21,844 71,968 8,791 12,124 16,697 11,797 16,589: 25,486 13,938
Old : 282,367: 87,143 184,820 30,516 12,464 21,844 71,968 8,791 12,124 16,697 11,797 16,589: 25,486 13,938
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 6,054: 5,214 6,928 1,063 1,028 -2,446 2,294 1,111 275 88 1,888 -1,900: 1,466 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 65.5 10.8 4.4 7.7 25.5 3.1 4.3 5.9 4.2 5.9: 9.0 4.9
Old : 100.0: 30.9 65.5 10.8 4.4 7.7 25.5 3.1 4.3 5.9 4.2 5.9: 9.0 4.9
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 : 198: 55 75 16 8 17 57 6 24 16 7 21:
Old : 198: 55 75 16 8 17 57 6 24 16 7 21:
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 : 16.8 21.3 26.2 34.8 10.0 11.6 17.3 19.3
Old : 16.8 21.3 26.2 34.8 10.0 11.6 17.3 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 26, 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 : 28,963: 9,496 22,598 1,927 0 266 3,390 261 50 7,953 0 561: 5,320 5,227
Old : 28,963: 9,496 22,598 1,927 0 266 3,390 261 50 7,953 0 561: 5,320 5,227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,617: 45 283 455 0 56 526 0 0 580 0 0: -45 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 78.0 6.7 0.0 0.9 11.7 0.9 0.2 27.5 0.0 1.9: 18.4 18.0
Old : 100.0: 32.8 78.0 6.7 0.0 0.9 11.7 0.9 0.2 27.5 0.0 1.9: 18.4 18.0
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 : 31: 12 15 4 0 . . . . 6 0 .:
Old : 31: 12 15 4 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 : 47.6 38.2 62.4 61.1 41.3 29.6 52.5 51.7
Old : 47.6 38.2 62.4 61.1 41.3 29.6 52.5 51.7
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 26, 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 : 6,105: 3,365 4,254 1,237 462 889 0 0 0 414 300 200: 0 0
Old : 6,105: 3,365 4,254 1,237 462 889 0 0 0 414 300 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 838: 450 400 18 68 270 0 0 0 0 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 69.7 20.3 7.6 14.6 0.0 0.0 0.0 6.8 4.9 3.3: 0.0 0.0
Old : 100.0: 55.1 69.7 20.3 7.6 14.6 0.0 0.0 0.0 6.8 4.9 3.3: 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 : 36: 16 17 6 4 8 0 0 0 . . .:
Old : 36: 16 17 6 4 8 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 : 31.9 39.3 51.5 62.5 24.1 23.8 38.1 38.1
Old : 31.9 39.3 51.5 62.5 24.1 23.8 38.1 38.1
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 26, 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 : 59,970: 43,327 39,738 9,262 14,568 5,501 800 0 0 0 0 0: 1,080 163
Old : 59,970: 43,327 39,738 9,262 14,568 5,501 800 0 0 0 0 0: 1,080 163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 941: 874 1,302 390 27 -163 150 0 -225 0 0 0: -85 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 66.3 15.4 24.3 9.2 1.3 0.0 0.0 0.0 0.0 0.0: 1.8 0.3
Old : 100.0: 72.2 66.3 15.4 24.3 9.2 1.3 0.0 0.0 0.0 0.0 0.0: 1.8 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 : 52: 30 25 9 6 8 . 0 0 0 0 0:
Old : 52: 30 25 9 6 8 . 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 : 52.7 51.6 71.5 73.5 27.9 26.1 36.9 36.5
Old : 52.7 51.6 71.5 73.5 27.9 26.1 36.9 36.5
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 26, 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 : 20,008: 14,220 15,873 4,988 3,225 790 0 0 0 0 0 0: 10 120
Old : 20,008: 14,220 15,873 4,988 3,225 790 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 19, 2011 :
: 310: 195 270 75 0 40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 79.3 24.9 16.1 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Old : 100.0: 71.1 79.3 24.9 16.1 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 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 : 24: 12 10 8 . . 0 0 0 0 0 0:
Old : 24: 12 10 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 : 63.7 71.6 83.6 95.5 44.1 54.9 56.7 63.5
Old : 63.7 71.6 83.6 95.5 44.1 54.9 56.7 63.5
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 26, 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 : 7,074: 4,945 2,355 1,529 220 480 0 294 0 0 3,605 120: 0 0
Old : 7,074: 4,945 2,355 1,529 220 480 0 294 0 0 3,605 120: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 300: 150 0 150 0 0 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 33.3 21.6 3.1 6.8 0.0 4.2 0.0 0.0 51.0 1.7: 0.0 0.0
Old : 100.0: 69.9 33.3 21.6 3.1 6.8 0.0 4.2 0.0 0.0 51.0 1.7: 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: 17 13 9 . 5 0 . 0 0 . .:
Old : 38: 17 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 : 46.1 70.4 70.1 82.7 46.1 64.8 63.1 73.8
Old : 46.1 70.4 70.1 82.7 46.1 64.8 63.1 73.8
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 26, 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 : 11,939: 5,852 8,379 2,583 1,809 1,426 99 0 0 1,412 0 155: 412 170
Old : 11,939: 5,852 8,379 2,583 1,809 1,426 99 0 0 1,412 0 155: 412 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 622: 370 547 52 75 0 0 0 0 150 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 70.2 21.6 15.2 11.9 0.8 0.0 0.0 11.8 0.0 1.3: 3.5 1.4
Old : 100.0: 49.0 70.2 21.6 15.2 11.9 0.8 0.0 0.0 11.8 0.0 1.3: 3.5 1.4
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 : 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 : 52.8 48.7 72.8 74.8 38.6 39.2 46.1 49.2
Old : 52.8 48.7 72.8 74.8 38.6 39.2 46.1 49.2
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 26, 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 : 19,311: 10,220 7,730 3,797 5,401 3,511 0 685 144 858 1,029 719: 62 92
Old : 19,311: 10,220 7,730 3,797 5,401 3,511 0 685 144 858 1,029 719: 62 92
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 34: 143 2 -88 185 -45 0 -150 24 0 18 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 40.0 19.7 28.0 18.2 0.0 3.5 0.7 4.4 5.3 3.7: 0.3 0.5
Old : 100.0: 52.9 40.0 19.7 28.0 18.2 0.0 3.5 0.7 4.4 5.3 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: 21 17 9 10 13 0 . . . . 4:
Old : 52: 21 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 : 33.3 32.2 51.7 52.8 23.7 24.9 38.4 38.1
Old : 33.3 32.2 51.7 52.8 23.7 24.9 38.4 38.1
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 26, 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 : 13,808: 9,898 8,600 408 4,108 216 2,438 0 513 36 0 290: 9 81
Old : 13,808: 9,898 8,600 408 4,108 216 2,438 0 513 36 0 290: 9 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 717: 501 318 0 225 0 36 0 192 36 -9 9: -57 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 62.3 3.0 29.8 1.6 17.7 0.0 3.7 0.3 0.0 2.1: 0.1 0.6
Old : 100.0: 71.7 62.3 3.0 29.8 1.6 17.7 0.0 3.7 0.3 0.0 2.1: 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 : 39: 23 24 . 6 4 4 0 . . 0 .:
Old : 39: 23 24 . 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 : 34.9 43.3 60.9 62.2 29.2 39.6 44.9 52.0
Old : 34.9 43.3 60.9 62.2 29.2 39.6 44.9 52.0
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 26, 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 : 31,879: 6,036 17,969 5,114 6,713 4,837 6,442 0 275 7,876 708 551: 748 826
Old : 31,879: 6,036 17,969 5,114 6,713 4,837 6,442 0 275 7,876 708 551: 748 826
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 43: 607 -98 0 111 0 0 0 0 -564 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 56.4 16.0 21.1 15.2 20.2 0.0 0.9 24.7 2.2 1.7: 2.3 2.6
Old : 100.0: 18.9 56.4 16.0 21.1 15.2 20.2 0.0 0.9 24.7 2.2 1.7: 2.3 2.6
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 : 49: 14 12 9 7 11 4 0 . 5 . .:
Old : 49: 14 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 : 37.6 60.3 56.6 74.3 37.6 56.5 55.8 67.8
Old : 37.6 60.3 56.6 74.3 37.6 56.5 55.8 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 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 : 15,415: 8,497 8,022 0 3,806 9 2,377 0 0 1,953 0 0: 2,579 3,578
Old : 15,415: 8,497 8,022 0 3,806 9 2,377 0 0 1,953 0 0: 2,579 3,578
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,714: 853 2,923 0 91 0 832 0 -132 0 0 0: 161 -1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 52.0 0.0 24.7 0.1 15.4 0.0 0.0 12.7 0.0 0.0: 16.7 23.2
Old : 100.0: 55.1 52.0 0.0 24.7 0.1 15.4 0.0 0.0 12.7 0.0 0.0: 16.7 23.2
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 : 21: 11 12 0 4 . . 0 0 . 0 0:
Old : 21: 11 12 0 4 . . 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 : 43.3 40.6 70.6 64.2 42.7 40.1 68.4 61.5
Old : 43.3 40.6 70.6 64.2 42.7 40.1 68.4 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011