GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, August 16, 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 : 41,089: 25,523 33,801 7,866 863 5,187 0 0 0 2,389 814 2: 122 422 Old : 41,089: 25,523 33,801 7,866 863 5,187 0 0 0 2,389 814 2: 122 422 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 1,967: 3,219 3,337 477 234 -427 0 0 0 73 188 -1,375: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.1 82.3 19.1 2.1 12.6 0.0 0.0 0.0 5.8 2.0 0.0: 0.3 1.0 Old : 100.0: 62.1 82.3 19.1 2.1 12.6 0.0 0.0 0.0 5.8 2.0 0.0: 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: 26 34 9 7 12 0 0 0 . . .: Old : 59: 26 34 9 7 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 : 30.8 29.4 52.3 49.6 20.1 19.0 32.6 28.3 Old : 30.8 29.4 52.3 49.6 20.1 19.0 32.6 28.3 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, August 16, 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 : 11,154: 8,818 9,049 1,632 1,444 536 0 0 0 0 0 0: 168 125 Old : 11,154: 8,818 9,049 1,632 1,444 536 0 0 0 0 0 0: 168 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 371: 341 241 10 110 20 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 81.1 14.6 12.9 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 1.1 Old : 100.0: 79.1 81.1 14.6 12.9 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 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 : 36: 18 24 . 5 5 0 0 0 0 0 0: Old : 36: 18 24 . 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 : 39.0 41.6 65.3 61.8 34.3 38.5 54.5 53.2 Old : 39.0 41.6 65.3 61.8 34.3 38.5 54.5 53.2 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, August 16, 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 : 9,586: 5,316 5,821 1,133 377 1,565 0 0 0 155 247 288: 1,129 1,288 Old : 9,586: 5,316 5,821 1,133 377 1,565 0 0 0 155 247 288: 1,129 1,288 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 84: 65 65 -9 13 36 0 0 0 -4 -41 33: -37 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 60.7 11.8 3.9 16.3 0.0 0.0 0.0 1.6 2.6 3.0: 11.8 13.4 Old : 100.0: 55.5 60.7 11.8 3.9 16.3 0.0 0.0 0.0 1.6 2.6 3.0: 11.8 13.4 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: 23 27 6 5 11 0 0 0 . . 4: Old : 43: 23 27 6 5 11 0 0 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 : 34.3 25.3 52.8 40.2 18.2 10.6 24.1 17.1 Old : 34.3 25.3 52.8 40.2 18.2 10.6 24.1 17.1 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, August 16, 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 : 7,548: 4,049 5,213 1,016 115 1,103 0 0 0 523 40 181: 676 896 Old : 7,548: 4,049 5,213 1,016 115 1,103 0 0 0 523 40 181: 676 896 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 374: 206 339 42 -2 21 0 0 0 31 -10 34: 40 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 69.1 13.5 1.5 14.6 0.0 0.0 0.0 6.9 0.5 2.4: 9.0 11.9 Old : 100.0: 53.6 69.1 13.5 1.5 14.6 0.0 0.0 0.0 6.9 0.5 2.4: 9.0 11.9 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 : 58: 31 35 7 6 13 0 0 0 5 . 6: Old : 58: 31 35 7 6 13 0 0 0 5 . 6: 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 : 28.1 26.0 46.5 40.2 20.6 20.9 33.3 30.1 Old : 28.1 26.0 46.5 40.2 20.6 20.9 33.3 30.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Disaggregated Commitments of Traders - Options and Futures Combined, August 16, 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 : 3,805: 2,025 1,687 310 200 453 0 0 0 4 0 59: 954 1,406 Old : 3,805: 2,025 1,687 310 200 453 0 0 0 4 0 59: 954 1,406 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 133: 226 153 13 0 17 0 0 0 0 0 0: -123 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.2 44.3 8.1 5.3 11.9 0.0 0.0 0.0 0.1 0.0 1.6: 25.1 37.0 Old : 100.0: 53.2 44.3 8.1 5.3 11.9 0.0 0.0 0.0 0.1 0.0 1.6: 25.1 37.0 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: 15 15 . . . 0 0 0 . 0 .: Old : 21: 15 15 . . . 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 : 38.9 22.0 55.1 38.3 24.4 13.7 32.1 20.3 Old : 38.9 22.0 55.1 38.3 24.4 13.7 32.1 20.3 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, August 16, 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 : 2,743: 968 1,578 28 391 348 0 0 0 760 115 5: 634 306 Old : 2,743: 968 1,578 28 391 348 0 0 0 760 115 5: 634 306 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 155: 175 185 0 25 0 0 0 0 0 0 0: -20 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 57.5 1.0 14.3 12.7 0.0 0.0 0.0 27.7 4.2 0.2: 23.1 11.2 Old : 100.0: 35.3 57.5 1.0 14.3 12.7 0.0 0.0 0.0 27.7 4.2 0.2: 23.1 11.2 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 : 22: 10 12 . . 4 0 0 0 . . .: Old : 22: 10 12 . . 4 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 : 46.4 45.6 64.3 67.5 39.7 33.0 43.9 49.7 Old : 46.4 45.6 64.3 67.5 39.7 33.0 43.9 49.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R Disaggregated Commitments of Traders - Options and Futures Combined, August 16, 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 : 1,672: 1,539 1,282 100 365 25 0 0 0 0 0 0: 8 0 Old : 1,672: 1,539 1,282 100 365 25 0 0 0 0 0 0: 8 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 76.7 6.0 21.8 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0 Old : 100.0: 92.0 76.7 6.0 21.8 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 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 : 23: 12 12 . . . 0 0 0 0 0 0: Old : 23: 12 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 : 60.7 49.5 83.9 78.8 49.5 47.4 70.4 70.7 Old : 60.7 49.5 83.9 78.8 49.5 47.4 70.4 70.7 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, August 16, 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 : 8,160: 4,807 7,064 2,699 245 559 0 0 0 0 0 0: 95 292 Old : 8,160: 4,807 7,064 2,699 245 559 0 0 0 0 0 0: 95 292 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 117: -171 59 240 0 48 0 0 0 0 0 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 86.6 33.1 3.0 6.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 3.6 Old : 100.0: 58.9 86.6 33.1 3.0 6.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 3.6 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 : 27: 14 13 7 . 5 0 0 0 0 0 0: Old : 27: 14 13 7 . 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 : 55.8 71.0 77.5 84.0 49.5 69.6 66.3 75.9 Old : 55.8 71.0 77.5 84.0 49.5 69.6 66.3 75.9 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, August 16, 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 : 19,156: 15,532 12,731 1,547 1,109 2,047 0 0 0 0 3,239 30: 0 0 Old : 19,156: 15,532 12,731 1,547 1,109 2,047 0 0 0 0 3,239 30: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 70: 1,036 -205 68 0 150 0 0 0 -1,184 125 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 66.5 8.1 5.8 10.7 0.0 0.0 0.0 0.0 16.9 0.2: 0.0 0.0 Old : 100.0: 81.1 66.5 8.1 5.8 10.7 0.0 0.0 0.0 0.0 16.9 0.2: 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 : 38: 21 13 7 6 9 0 0 0 0 . .: Old : 38: 21 13 7 6 9 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 : 40.7 58.0 61.5 77.9 33.9 48.4 49.4 60.2 Old : 40.7 58.0 61.5 77.9 33.9 48.4 49.4 60.2 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, August 16, 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 : 368,897: 140,698 211,889 58,852 11,784 25,500 38,262 10,346 21,384 7,114 19,063 38,036: 39,051 30,894 Old : 368,897: 140,698 211,889 58,852 11,784 25,500 38,262 10,346 21,384 7,114 19,063 38,036: 39,051 30,894 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 6,010: 9,096 1,579 -1,869 689 1,082 -3,823 -1,164 529 -493 320 2,157: -669 819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 57.4 16.0 3.2 6.9 10.4 2.8 5.8 1.9 5.2 10.3: 10.6 8.4 Old : 100.0: 38.1 57.4 16.0 3.2 6.9 10.4 2.8 5.8 1.9 5.2 10.3: 10.6 8.4 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 : 158: 52 69 15 6 17 24 12 19 8 17 24: Old : 158: 52 69 15 6 17 24 12 19 8 17 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 : 19.9 21.3 31.5 34.1 10.9 9.5 18.1 14.8 Old : 19.9 21.3 31.5 34.1 10.9 9.5 18.1 14.8 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, August 16, 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 : 96,345: 33,078 41,959 13,621 655 19,197 0 0 0 16 6,025 25,705: 4,729 2,804 Old : 96,345: 33,078 41,959 13,621 655 19,197 0 0 0 16 6,025 25,705: 4,729 2,804 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 5,794: 1,754 2,392 -543 -75 1,671 0 0 0 10 -1,012 2,663: 240 156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 43.6 14.1 0.7 19.9 0.0 0.0 0.0 0.0 6.3 26.7: 4.9 2.9 Old : 100.0: 34.3 43.6 14.1 0.7 19.9 0.0 0.0 0.0 0.0 6.3 26.7: 4.9 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 : 21: 4 4 5 . 8 0 0 0 . 8 9: Old : 21: 4 4 5 . 8 0 0 0 . 8 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 : 46.9 56.6 72.3 77.7 12.9 13.5 15.0 16.1 Old : 46.9 56.6 72.3 77.7 12.9 13.5 15.0 16.1 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, August 16, 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 : 16,503: 10,547 9,624 1,808 3,711 1,891 300 0 0 1,762 1,025 195: 0 57 Old : 16,503: 10,547 9,624 1,808 3,711 1,891 300 0 0 1,762 1,025 195: 0 57 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 1,496: 1,715 800 -285 536 115 0 0 0 51 95 -100: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 58.3 11.0 22.5 11.5 1.8 0.0 0.0 10.7 6.2 1.2: 0.0 0.3 Old : 100.0: 63.9 58.3 11.0 22.5 11.5 1.8 0.0 0.0 10.7 6.2 1.2: 0.0 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 : 64: 37 23 6 6 8 . 0 0 4 5 .: Old : 64: 37 23 6 6 8 . 0 0 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 : 30.6 34.9 48.1 58.8 29.4 30.0 40.2 43.5 Old : 30.6 34.9 48.1 58.8 29.4 30.0 40.2 43.5 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, August 16, 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 : 6,769: 4,620 3,820 850 1,534 240 495 500 0 430 525 120: 14 30 Old : 6,769: 4,620 3,820 850 1,534 240 495 500 0 430 525 120: 14 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -50: 0 0 100 -200 0 -300 0 0 150 150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.3 56.4 12.6 22.7 3.5 7.3 7.4 0.0 6.4 7.8 1.8: 0.2 0.4 Old : 100.0: 68.3 56.4 12.6 22.7 3.5 7.3 7.4 0.0 6.4 7.8 1.8: 0.2 0.4 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 : 38: 13 10 5 7 . . . 0 . . .: Old : 38: 13 10 5 7 . . . 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 : 39.7 41.6 59.5 68.0 36.6 40.2 54.6 60.5 Old : 39.7 41.6 59.5 68.0 36.6 40.2 54.6 60.5 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, August 16, 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 : 9,636: 7,295 6,928 0 838 245 587 0 46 430 838 400: 633 341 Old : 9,636: 7,295 6,928 0 838 245 587 0 46 430 838 400: 633 341 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 198: 89 376 -34 -165 -11 -36 0 34 -37 -129 167: 26 -74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 71.9 0.0 8.7 2.5 6.1 0.0 0.5 4.5 8.7 4.2: 6.6 3.5 Old : 100.0: 75.7 71.9 0.0 8.7 2.5 6.1 0.0 0.5 4.5 8.7 4.2: 6.6 3.5 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 : 41: 18 23 0 4 . 5 0 . 5 . .: Old : 41: 18 23 0 4 . 5 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 : 56.4 43.1 68.4 65.6 29.1 23.0 35.4 35.1 Old : 56.4 43.1 68.4 65.6 29.1 23.0 35.4 35.1 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, August 16, 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 : 16,017: 15,228 12,896 0 1,117 320 0 0 0 57 1,254 37: 376 393 Old : 16,017: 15,228 12,896 0 1,117 320 0 0 0 57 1,254 37: 376 393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 1,164: 1,066 1,163 0 -130 160 0 -57 -20 0 67 -71: 30 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.1 80.5 0.0 7.0 2.0 0.0 0.0 0.0 0.4 7.8 0.2: 2.3 2.5 Old : 100.0: 95.1 80.5 0.0 7.0 2.0 0.0 0.0 0.0 0.4 7.8 0.2: 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 : 60: 35 37 0 4 . 0 0 0 . 6 .: Old : 60: 35 37 0 4 . 0 0 0 . 6 .: 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 : 34.1 44.1 53.9 58.1 31.4 34.1 47.1 44.1 Old : 34.1 44.1 53.9 58.1 31.4 34.1 47.1 44.1 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, August 16, 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 : 1,466: 1,025 1,038 0 11 58 0 0 0 0 0 0: 383 359 Old : 1,466: 1,025 1,038 0 11 58 0 0 0 0 0 0: 383 359 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 42: 57 69 0 0 0 0 0 0 0 0 0: -15 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 70.8 0.0 0.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 26.1 24.5 Old : 100.0: 69.9 70.8 0.0 0.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 26.1 24.5 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: 20 21 0 . . 0 0 0 0 0 0: Old : 25: 20 21 0 . . 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 : 31.2 32.7 49.7 46.6 27.0 30.4 37.7 39.4 Old : 31.2 32.7 49.7 46.6 27.0 30.4 37.7 39.4 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, August 16, 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 : 502,818: 141,537 168,654 51,651 68,376 104,368 35,914 12,264 36,548 17,478 4,246 90,531: 24,791 17,830 Old : 502,818: 141,537 168,654 51,651 68,376 104,368 35,914 12,264 36,548 17,478 4,246 90,531: 24,791 17,830 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -13,844: -13,538 -839 2,942 3,257 -1,978 3,917 -2,543 595 5,594 -3,263 -5,482: -5,894 -3,590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 33.5 10.3 13.6 20.8 7.1 2.4 7.3 3.5 0.8 18.0: 4.9 3.5 Old : 100.0: 28.1 33.5 10.3 13.6 20.8 7.1 2.4 7.3 3.5 0.8 18.0: 4.9 3.5 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 : 134: 38 35 14 17 28 16 8 16 24 11 31: Old : 134: 38 35 14 17 28 16 8 16 24 11 31: 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 : 16.9 14.5 29.7 26.7 7.9 8.8 13.3 15.4 Old : 16.9 14.5 29.7 26.7 7.9 8.8 13.3 15.4 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, August 16, 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 : 2,912,257: 386,676 559,195 229,593 247,327 834,014 217,545 74,776 372,798 98,479 64,764 682,903: 90,249 76,480 Old : 2,912,257: 386,676 559,195 229,593 247,327 834,014 217,545 74,776 372,798 98,479 64,764 682,903: 90,249 76,480 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -97,385: 1,507 -10,306 -3,799 -18,694 1,802 -1,149 -980 -26,369 -6,538 -4,198 -35,071: -27,768 -3,568 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 19.2 7.9 8.5 28.6 7.5 2.6 12.8 3.4 2.2 23.4: 3.1 2.6 Old : 100.0: 13.3 19.2 7.9 8.5 28.6 7.5 2.6 12.8 3.4 2.2 23.4: 3.1 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 : 387: 54 59 25 25 46 77 59 92 78 54 117: Old : 387: 54 59 25 25 46 77 59 92 78 54 117: 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 : 17.2 13.5 27.1 24.9 7.3 6.0 9.8 9.4 Old : 17.2 13.5 27.1 24.9 7.3 6.0 9.8 9.4 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, August 16, 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 : 340,035: 91,229 189,676 18,468 51,514 23,094 0 30,533 14,550 167,548 3,210 20,971: 4,176 6,488 Old : 340,035: 91,229 189,676 18,468 51,514 23,094 0 30,533 14,550 167,548 3,210 20,971: 4,176 6,488 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -20,575: -9,510 -3,980 -1,634 -3,983 -1,568 0 -5,322 -4,605 -2,692 -445 -3,556: 2,990 2,884 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 55.8 5.4 15.1 6.8 0.0 9.0 4.3 49.3 0.9 6.2: 1.2 1.9 Old : 100.0: 26.8 55.8 5.4 15.1 6.8 0.0 9.0 4.3 49.3 0.9 6.2: 1.2 1.9 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 : 48: 17 17 . 6 8 0 12 9 7 . 9: Old : 48: 17 17 . 6 8 0 12 9 7 . 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 : 69.1 51.5 85.7 66.9 62.9 49.6 74.7 62.0 Old : 69.1 51.5 85.7 66.9 62.9 49.6 74.7 62.0 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, August 16, 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 : 211,025: 45,097 33,962 45,531 86,960 24,216 2,539 0 0 55,079 18,627 3,134: 35,429 44,126 Old : 211,025: 45,097 33,962 45,531 86,960 24,216 2,539 0 0 55,079 18,627 3,134: 35,429 44,126 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 3,252: 341 781 134 -812 2,389 240 0 0 18 4,583 83: 47 -3,772 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 16.1 21.6 41.2 11.5 1.2 0.0 0.0 26.1 8.8 1.5: 16.8 20.9 Old : 100.0: 21.4 16.1 21.6 41.2 11.5 1.2 0.0 0.0 26.1 8.8 1.5: 16.8 20.9 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 : 40: 8 8 8 8 11 . 0 0 6 7 8: Old : 40: 8 8 8 8 11 . 0 0 6 7 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 : 40.7 32.6 56.9 52.0 39.5 29.8 54.4 46.7 Old : 40.7 32.6 56.9 52.0 39.5 29.8 54.4 46.7 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, August 16, 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 : 126,036: 12,107 13,993 7,891 24,905 54,906 17,701 2,671 13,935 2,642 41 12,973: 3,880 2,612 Old : 126,036: 12,107 13,993 7,891 24,905 54,906 17,701 2,671 13,935 2,642 41 12,973: 3,880 2,612 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -4,604: 516 21 598 -2,670 -805 -2,106 -1,350 133 -2,805 -54 391: -527 -272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 11.1 6.3 19.8 43.6 14.0 2.1 11.1 2.1 0.0 10.3: 3.1 2.1 Old : 100.0: 9.6 11.1 6.3 19.8 43.6 14.0 2.1 11.1 2.1 0.0 10.3: 3.1 2.1 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 : 65: 7 7 8 12 18 13 4 12 15 . 18: Old : 65: 7 7 8 12 18 13 4 12 15 . 18: 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 41.3 52.6 66.7 13.8 17.1 18.3 22.6 Old : 31.7 41.3 52.6 66.7 13.8 17.1 18.3 22.6 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, August 16, 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 : 525,801: 80,894 70,016 46,330 80,099 254,754 0 997 18,566 25,349 1,736 83,862: 16,046 15,770 Old : 525,801: 80,894 70,016 46,330 80,099 254,754 0 997 18,566 25,349 1,736 83,862: 16,046 15,770 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -10,511: -2,252 -711 4,554 -4,800 -5,313 0 23 1,544 -7,031 1,378 -1,390: -623 -1,242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 13.3 8.8 15.2 48.5 0.0 0.2 3.5 4.8 0.3 15.9: 3.1 3.0 Old : 100.0: 15.4 13.3 8.8 15.2 48.5 0.0 0.2 3.5 4.8 0.3 15.9: 3.1 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 . . 11 . 13: Old : 49: 7 8 9 18 27 0 . . 11 . 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 : 31.7 25.4 51.1 42.6 9.6 6.1 13.7 10.0 Old : 31.7 25.4 51.1 42.6 9.6 6.1 13.7 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, August 16, 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 : 21,947: 11,444 12,644 5,161 1,553 4,832 0 388 150 150 2,182 198: 12 0 Old : 21,947: 11,444 12,644 5,161 1,553 4,832 0 388 150 150 2,182 198: 12 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -114: 685 350 105 240 -429 0 0 -500 0 200 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.1 57.6 23.5 7.1 22.0 0.0 1.8 0.7 0.7 9.9 0.9: 0.1 0.0 Old : 100.0: 52.1 57.6 23.5 7.1 22.0 0.0 1.8 0.7 0.7 9.9 0.9: 0.1 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 : 55: 25 27 7 6 9 0 . . . 5 .: Old : 55: 25 27 7 6 9 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 : 43.7 32.4 64.0 48.2 28.8 21.8 39.4 30.5 Old : 43.7 32.4 64.0 48.2 28.8 21.8 39.4 30.5 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, August 16, 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 : 82,152: 10,147 4,323 37,017 23,012 20,106 2,957 10,750 8,101 0 10,287 763: 3,061 4,810 Old : 82,152: 10,147 4,323 37,017 23,012 20,106 2,957 10,750 8,101 0 10,287 763: 3,061 4,810 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 56: 0 580 1,481 256 -1,214 25 1,301 -52 0 -656 38: -222 -197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 5.3 45.1 28.0 24.5 3.6 13.1 9.9 0.0 12.5 0.9: 3.7 5.9 Old : 100.0: 12.4 5.3 45.1 28.0 24.5 3.6 13.1 9.9 0.0 12.5 0.9: 3.7 5.9 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 : 45: 5 5 12 10 17 5 6 9 0 4 4: Old : 45: 5 5 12 10 17 5 6 9 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 : 50.7 33.6 68.5 54.0 41.0 29.2 51.9 43.4 Old : 50.7 33.6 68.5 54.0 41.0 29.2 51.9 43.4 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, August 16, 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 : 35,056: 1,439 3,427 13,976 10,837 10,689 2,456 1,263 2,114 0 2,990 926: 3,456 2,810 Old : 35,056: 1,439 3,427 13,976 10,837 10,689 2,456 1,263 2,114 0 2,990 926: 3,456 2,810 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -595: 0 -31 729 559 -667 -100 -921 0 0 353 -127: -430 239 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 9.8 39.9 30.9 30.5 7.0 3.6 6.0 0.0 8.5 2.6: 9.9 8.0 Old : 100.0: 4.1 9.8 39.9 30.9 30.5 7.0 3.6 6.0 0.0 8.5 2.6: 9.9 8.0 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 : 26: . 4 9 5 13 . . . 0 . .: Old : 26: . 4 9 5 13 . . . 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 : 47.3 47.0 65.4 62.8 34.2 35.0 43.9 45.5 Old : 47.3 47.0 65.4 62.8 34.2 35.0 43.9 45.5 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, August 16, 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 : 14,710: 4,455 2,780 4,210 7,660 4,045 1,901 0 0 0 150 0: 99 75 Old : 14,710: 4,455 2,780 4,210 7,660 4,045 1,901 0 0 0 150 0: 99 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 450: 150 150 0 300 0 267 0 0 0 0 0: 33 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 18.9 28.6 52.1 27.5 12.9 0.0 0.0 0.0 1.0 0.0: 0.7 0.5 Old : 100.0: 30.3 18.9 28.6 52.1 27.5 12.9 0.0 0.0 0.0 1.0 0.0: 0.7 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 : 30: 9 9 6 7 7 . 0 0 0 . 0: Old : 30: 9 9 6 7 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 : 41.8 67.8 64.0 83.5 32.4 51.6 47.2 58.1 Old : 41.8 67.8 64.0 83.5 32.4 51.6 47.2 58.1 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, August 16, 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 : 22,949: 1,939 2,240 1,458 2,722 6,552 2,514 1,372 3,063 0 670 3,012: 4,411 3,317 Old : 22,949: 1,939 2,240 1,458 2,722 6,552 2,514 1,372 3,063 0 670 3,012: 4,411 3,317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 569: -158 264 607 20 -773 -25 57 -332 -100 12 916: 434 405 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 9.8 6.4 11.9 28.6 11.0 6.0 13.3 0.0 2.9 13.1: 19.2 14.5 Old : 100.0: 8.5 9.8 6.4 11.9 28.6 11.0 6.0 13.3 0.0 2.9 13.1: 19.2 14.5 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 : 22: . . 6 . 8 . . 7 0 4 4: Old : 22: . . 6 . 8 . . 7 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 : 40.2 41.1 59.8 66.2 14.9 15.1 17.1 21.5 Old : 40.2 41.1 59.8 66.2 14.9 15.1 17.1 21.5 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, August 16, 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 : 24,537: 659 734 3,119 2,842 14,589 2,333 1,173 2,278 130 1,466 440: 989 1,016 Old : 24,537: 659 734 3,119 2,842 14,589 2,333 1,173 2,278 130 1,466 440: 989 1,016 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -4,755: -297 404 -738 -308 -3,077 -150 204 -340 36 -906 -341: 153 -391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 3.0 12.7 11.6 59.5 9.5 4.8 9.3 0.5 6.0 1.8: 4.0 4.1 Old : 100.0: 2.7 3.0 12.7 11.6 59.5 9.5 4.8 9.3 0.5 6.0 1.8: 4.0 4.1 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 : 42: 4 5 9 8 15 6 6 7 . 6 5: Old : 42: 4 5 9 8 15 6 6 7 . 6 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 : 43.6 40.2 66.3 62.5 15.8 12.3 21.4 17.6 Old : 43.6 40.2 66.3 62.5 15.8 12.3 21.4 17.6 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, August 16, 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 : 86,011: 7,210 9,933 9,649 13,494 37,092 4,882 0 4,153 2,499 983 4,129: 16,398 16,227 Old : 86,011: 7,210 9,933 9,649 13,494 37,092 4,882 0 4,153 2,499 983 4,129: 16,398 16,227 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -1,180: -466 191 1,258 -220 -920 146 0 -894 297 841 -570: -31 391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 11.5 11.2 15.7 43.1 5.7 0.0 4.8 2.9 1.1 4.8: 19.1 18.9 Old : 100.0: 8.4 11.5 11.2 15.7 43.1 5.7 0.0 4.8 2.9 1.1 4.8: 19.1 18.9 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 9 14 . 0 . . . .: Old : 23: . . 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 : 37.4 35.9 54.7 56.1 14.6 12.9 18.9 17.5 Old : 37.4 35.9 54.7 56.1 14.6 12.9 18.9 17.5 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, August 16, 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 : 285,562: 113,096 180,806 28,462 10,558 22,012 49,283 8,395 19,115 15,286 9,433 19,824: 18,485 15,420 Old : 285,562: 113,096 180,806 28,462 10,558 22,012 49,283 8,395 19,115 15,286 9,433 19,824: 18,485 15,420 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 10,159: 8,693 3,369 81 -725 1,511 -1,918 1,494 2,732 -203 1,089 630: -1,366 59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 63.3 10.0 3.7 7.7 17.3 2.9 6.7 5.4 3.3 6.9: 6.5 5.4 Old : 100.0: 39.6 63.3 10.0 3.7 7.7 17.3 2.9 6.7 5.4 3.3 6.9: 6.5 5.4 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 : 188: 50 71 16 6 18 40 14 30 18 9 21: Old : 188: 50 71 16 6 18 40 14 30 18 9 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 : 20.7 24.3 29.8 36.0 9.5 9.7 16.3 15.5 Old : 20.7 24.3 29.8 36.0 9.5 9.7 16.3 15.5 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, August 16, 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 : 23,245: 6,412 17,591 1,488 0 318 2,142 271 40 6,050 0 235: 6,560 4,790 Old : 23,245: 6,412 17,591 1,488 0 318 2,142 271 40 6,050 0 235: 6,560 4,790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -280: 0 349 105 0 -60 -548 0 0 165 0 0: 58 -569 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 75.7 6.4 0.0 1.4 9.2 1.2 0.2 26.0 0.0 1.0: 28.2 20.6 Old : 100.0: 27.6 75.7 6.4 0.0 1.4 9.2 1.2 0.2 26.0 0.0 1.0: 28.2 20.6 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 : 26: 10 14 4 0 . . . . . 0 .: Old : 26: 10 14 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 : 49.4 41.3 59.7 63.9 47.3 38.6 57.2 59.7 Old : 49.4 41.3 59.7 63.9 47.3 38.6 57.2 59.7 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, August 16, 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 : 4,859: 2,730 2,844 618 818 897 0 0 0 314 0 300: 0 0 Old : 4,859: 2,730 2,844 618 818 897 0 0 0 314 0 300: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 31: -100 0 50 -50 81 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.2 58.5 12.7 16.8 18.5 0.0 0.0 0.0 6.5 0.0 6.2: 0.0 0.0 Old : 100.0: 56.2 58.5 12.7 16.8 18.5 0.0 0.0 0.0 6.5 0.0 6.2: 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 : 35: 15 16 . 6 9 0 0 0 . 0 .: Old : 35: 15 16 . 6 9 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 : 36.9 36.7 57.5 58.3 27.5 33.6 41.9 42.7 Old : 36.9 36.7 57.5 58.3 27.5 33.6 41.9 42.7 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, August 16, 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 : 52,794: 38,595 32,764 8,081 14,999 4,643 500 200 75 0 0 0: 900 113 Old : 52,794: 38,595 32,764 8,081 14,999 4,643 500 200 75 0 0 0: 900 113 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 2,046: 2,261 2,045 -50 62 -61 0 75 -75 0 0 0: -29 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 62.1 15.3 28.4 8.8 0.9 0.4 0.1 0.0 0.0 0.0: 1.7 0.2 Old : 100.0: 73.1 62.1 15.3 28.4 8.8 0.9 0.4 0.1 0.0 0.0 0.0: 1.7 0.2 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 : 53: 29 26 9 7 9 . . . 0 0 0: Old : 53: 29 26 9 7 9 . . . 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 : 53.5 47.9 69.0 69.1 33.4 33.9 43.3 45.3 Old : 53.5 47.9 69.0 69.1 33.4 33.9 43.3 45.3 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, August 16, 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 : 19,977: 14,591 15,517 4,406 3,600 860 0 0 0 0 0 0: 120 0 Old : 19,977: 14,591 15,517 4,406 3,600 860 0 0 0 0 0 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 975: 850 980 30 -100 95 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 77.7 22.1 18.0 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0 Old : 100.0: 73.0 77.7 22.1 18.0 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 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 : 28: 13 12 9 . . 0 0 0 0 0 0: Old : 28: 13 12 9 . . 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 : 59.7 71.5 77.5 94.5 41.6 53.4 53.4 62.9 Old : 59.7 71.5 77.5 94.5 41.6 53.4 53.4 62.9 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, August 16, 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 : 5,376: 3,680 1,555 1,201 150 375 0 196 0 0 2,980 120: 0 0 Old : 5,376: 3,680 1,555 1,201 150 375 0 196 0 0 2,980 120: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -50: -50 -150 0 0 0 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.5 28.9 22.3 2.8 7.0 0.0 3.6 0.0 0.0 55.4 2.2: 0.0 0.0 Old : 100.0: 68.5 28.9 22.3 2.8 7.0 0.0 3.6 0.0 0.0 55.4 2.2: 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 : 35: 14 11 8 . . 0 . 0 0 . .: Old : 35: 14 11 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 : 47.5 75.8 70.3 86.0 45.6 68.3 64.2 75.3 Old : 47.5 75.8 70.3 86.0 45.6 68.3 64.2 75.3 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, August 16, 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 : 10,317: 4,963 6,822 2,076 1,722 1,478 141 0 0 1,240 0 155: 264 140 Old : 10,317: 4,963 6,822 2,076 1,722 1,478 141 0 0 1,240 0 155: 264 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 246: 118 396 128 -150 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.1 66.1 20.1 16.7 14.3 1.4 0.0 0.0 12.0 0.0 1.5: 2.6 1.4 Old : 100.0: 48.1 66.1 20.1 16.7 14.3 1.4 0.0 0.0 12.0 0.0 1.5: 2.6 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 : 33: 13 16 8 4 6 . 0 0 . 0 .: Old : 33: 13 16 8 4 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 : 49.8 48.3 67.4 71.1 32.9 29.4 42.8 40.6 Old : 49.8 48.3 67.4 71.1 32.9 29.4 42.8 40.6 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, August 16, 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 : 20,077: 11,316 8,559 3,283 4,115 3,842 100 1,914 80 884 1,028 434: 138 105 Old : 20,077: 11,316 8,559 3,283 4,115 3,842 100 1,914 80 884 1,028 434: 138 105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 2,209: 1,989 1,170 92 159 44 50 707 0 96 191 -62: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 42.6 16.4 20.5 19.1 0.5 9.5 0.4 4.4 5.1 2.2: 0.7 0.5 Old : 100.0: 56.4 42.6 16.4 20.5 19.1 0.5 9.5 0.4 4.4 5.1 2.2: 0.7 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 : 58: 22 21 8 11 13 . . . . . .: Old : 58: 22 21 8 11 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 : 37.5 31.3 57.0 49.6 24.1 23.7 37.2 35.7 Old : 37.5 31.3 57.0 49.6 24.1 23.7 37.2 35.7 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, August 16, 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 : 13,494: 8,982 8,778 0 3,968 264 3,699 0 129 106 0 220: 94 135 Old : 13,494: 8,982 8,778 0 3,968 264 3,699 0 129 106 0 220: 94 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 193: -34 106 0 -66 108 179 0 0 0 0 0: -60 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 65.1 0.0 29.4 2.0 27.4 0.0 1.0 0.8 0.0 1.6: 0.7 1.0 Old : 100.0: 66.6 65.1 0.0 29.4 2.0 27.4 0.0 1.0 0.8 0.0 1.6: 0.7 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 : 38: 22 23 0 7 . 5 0 . . 0 .: Old : 38: 22 23 0 7 . 5 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 : 36.7 50.3 63.0 69.3 33.7 46.5 52.4 62.7 Old : 36.7 50.3 63.0 69.3 33.7 46.5 52.4 62.7 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, August 16, 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 : 29,968: 6,279 16,569 4,720 6,146 4,648 5,638 15 320 7,159 1,048 382: 822 840 Old : 29,968: 6,279 16,569 4,720 6,146 4,648 5,638 15 320 7,159 1,048 382: 822 840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 997: 443 722 389 -76 86 -120 0 120 -26 130 -15: 120 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 55.3 15.8 20.5 15.5 18.8 0.1 1.1 23.9 3.5 1.3: 2.7 2.8 Old : 100.0: 21.0 55.3 15.8 20.5 15.5 18.8 0.1 1.1 23.9 3.5 1.3: 2.7 2.8 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 : 53: 14 13 9 8 11 5 . 5 6 4 .: Old : 53: 14 13 9 8 11 5 . 5 6 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 : 39.6 59.0 58.6 72.2 39.2 55.4 56.5 64.8 Old : 39.6 59.0 58.6 72.2 39.2 55.4 56.5 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011