Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 30,149 : : Positions : : 19,562 24,429 5,857 1,887 2,886 0 0 0 1,732 494 0 : : : : Changes from: June 28, 2011 : : -5,873 -5,793 527 369 -550 0 0 0 -433 -313 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 81.0 19.4 6.3 9.6 0.0 0.0 0.0 5.7 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 25 31 10 5 12 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 12,537 : : Positions : : 9,447 10,950 2,055 576 921 0 0 0 0 0 0 : : : : Changes from: June 28, 2011 : : -1,925 -2,621 -578 144 -315 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 87.3 16.4 4.6 7.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 21 6 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,622 : : Positions : : 5,219 5,885 1,055 50 1,725 0 0 0 0 457 108 : : : : Changes from: June 28, 2011 : : -1,102 -908 30 -17 -243 0 0 0 0 -69 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 61.2 11.0 0.5 17.9 0.0 0.0 0.0 0.0 4.7 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 26 9 . 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,683 : : Positions : : 4,153 5,101 1,117 34 1,066 0 0 0 291 68 260 : : : : Changes from: June 28, 2011 : : -675 -1,026 -266 -87 29 0 0 0 16 -100 -221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 66.4 14.5 0.4 13.9 0.0 0.0 0.0 3.8 0.9 3.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 38 8 . 9 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,958 : : Positions : : 798 1,363 138 554 417 0 210 0 945 145 5 : : : : Changes from: June 28, 2011 : : -384 -248 31 -93 -179 0 0 0 -85 15 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 46.1 4.7 18.7 14.1 0.0 7.1 0.0 31.9 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 9,144 : : Positions : : 5,072 7,641 3,371 640 551 0 0 0 0 0 0 : : : : Changes from: June 28, 2011 : : -1,427 -2,009 -1,155 -525 -284 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 83.6 36.9 7.0 6.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 13,320 : : Positions : : 9,137 9,579 3,148 717 955 0 0 0 0 1,989 30 : : : : Changes from: June 28, 2011 : : -2,758 -1,266 -14 -627 -875 0 0 0 0 -879 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 71.9 23.6 5.4 7.2 0.0 0.0 0.0 0.0 14.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 6 4 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 345,909 : : Positions : : 120,519 205,997 61,194 6,552 24,905 40,532 7,801 20,483 7,914 19,729 33,149 : : : : Changes from: June 28, 2011 : : -9,601 -8,418 -1,041 -295 401 652 -1,347 -1,784 884 -420 2,833 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 59.6 17.7 1.9 7.2 11.7 2.3 5.9 2.3 5.7 9.6 : : : : Number of Traders in Each Category Total Traders: 157 : : 48 66 17 6 17 24 13 21 11 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 106,855 : : Positions : : 39,885 49,654 14,075 883 19,554 0 0 0 0 5,516 27,717 : : : : Changes from: June 28, 2011 : : -3,051 -3,856 -1,189 -180 -269 0 0 0 -58 -231 -1,604 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 46.5 13.2 0.8 18.3 0.0 0.0 0.0 0.0 5.2 25.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 5 . 7 0 0 0 0 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 14,970 : : Positions : : 8,218 8,061 1,223 3,741 2,228 300 0 0 2,576 400 425 : : : : Changes from: June 28, 2011 : : -2,785 -3,846 -1,542 300 -179 0 0 -50 785 -61 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 53.8 8.2 25.0 14.9 2.0 0.0 0.0 17.2 2.7 2.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 25 6 6 9 . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,400 : : Positions : : 5,010 4,095 900 2,180 150 1,025 300 0 174 510 120 : : : : Changes from: June 28, 2011 : : -550 -757 -303 60 -213 176 0 0 0 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 55.3 12.2 29.5 2.0 13.9 4.1 0.0 2.4 6.9 1.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 9 5 6 . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 8,896 : : Positions : : 7,256 7,391 83 241 236 267 0 92 384 516 216 : : : : Changes from: June 28, 2011 : : 39 46 -63 43 -7 26 0 18 115 51 -149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 83.1 0.9 2.7 2.7 3.0 0.0 1.0 4.3 5.8 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 . . . . 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 14,234 : : Positions : : 13,838 11,498 0 1,196 138 0 94 15 91 1,074 92 : : : : Changes from: June 28, 2011 : : -1,272 -1,372 0 230 -106 0 -15 0 -60 -146 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 80.8 0.0 8.4 1.0 0.0 0.7 0.1 0.6 7.5 0.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 39 0 5 . 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 870 : : Positions : : 708 860 110 0 0 0 0 0 50 0 0 : : : : Changes from: June 28, 2011 : : -440 -495 -70 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 98.9 12.6 0.0 0.0 0.0 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,252 : : Positions : : 770 805 0 0 0 0 0 0 16 20 46 : : : : Changes from: June 28, 2011 : : -207 -268 0 0 0 0 0 0 -148 20 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 64.3 0.0 0.0 0.0 0.0 0.0 0.0 1.3 1.6 3.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 15 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 498,075 : : Positions : : 148,542 171,980 43,887 71,120 105,657 31,976 14,633 34,812 31,397 566 75,044 : : : : Changes from: June 28, 2011 : : -1,870 1,763 -5,249 -2,339 5,684 1,907 -1,847 163 5,369 -182 -2,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 34.5 8.8 14.3 21.2 6.4 2.9 7.0 6.3 0.1 15.1 : : : : Number of Traders in Each Category Total Traders: 140 : : 37 33 16 17 29 17 9 17 31 7 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,699,887 : : Positions : : 358,892 529,113 250,928 276,874 762,471 228,532 63,041 327,183 93,840 81,271 584,621 : : : : Changes from: June 28, 2011 : : 15,906 6,611 -5,355 311 1,175 4,552 -7,791 -8,024 -4,003 6,720 -4,352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 19.6 9.3 10.3 28.2 8.5 2.3 12.1 3.5 3.0 21.7 : : : : Number of Traders in Each Category Total Traders: 390 : : 49 57 20 26 43 85 43 90 82 60 126 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 344,880 : : Positions : : 98,654 187,712 21,813 57,318 21,798 3,082 30,722 13,890 163,153 7,915 21,539 : : : : Changes from: June 28, 2011 : : -1,597 5,427 -89 -432 -82 124 -1,801 -534 6,332 1,947 -702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 54.4 6.3 16.6 6.3 0.9 8.9 4.0 47.3 2.3 6.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 14 16 . 5 7 . 11 7 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 216,064 : : Positions : : 49,089 38,172 46,153 88,695 24,218 1,161 0 320 58,939 13,213 2,958 : : : : Changes from: June 28, 2011 : : -4,195 -3,038 5,943 4,731 -3,737 -220 0 102 1,854 -1,641 -1,914 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 17.7 21.4 41.1 11.2 0.5 0.0 0.1 27.3 6.1 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 7 7 9 8 13 . 0 . 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 134,811 : : Positions : : 13,746 16,061 9,423 40,571 51,667 27,948 945 10,876 6,165 1,409 10,066 : : : : Changes from: June 28, 2011 : : 675 1,728 153 1,655 4,358 1,923 -414 271 1,465 1,048 -820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 11.9 7.0 30.1 38.3 20.7 0.7 8.1 4.6 1.0 7.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 7 7 8 11 16 14 . 12 9 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 553,679 : : Positions : : 87,035 71,623 47,000 84,233 273,209 0 1,088 19,491 28,618 4,614 82,349 : : : : Changes from: June 28, 2011 : : -4,745 -2,241 1,258 -310 -5,457 0 -161 380 590 -741 -6,131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 12.9 8.5 15.2 49.3 0.0 0.2 3.5 5.2 0.8 14.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 8 19 27 0 . . 10 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 26,294 : : Positions : : 15,969 15,136 4,428 1,860 5,610 0 513 225 0 2,900 50 : : : : Changes from: June 28, 2011 : : -2,853 -4,472 -2,949 -2,633 -635 0 313 -275 0 1,002 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 57.6 16.8 7.1 21.3 0.0 2.0 0.9 0.0 11.0 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 24 7 6 7 0 . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 71,453 : : Positions : : 10,133 3,825 34,214 24,155 15,537 2,715 9,449 3,946 0 8,608 622 : : : : Changes from: June 28, 2011 : : 1,124 0 -379 852 280 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 5.4 47.9 33.8 21.7 3.8 13.2 5.5 0.0 12.0 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 5 4 10 10 16 4 4 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 31,127 : : Positions : : 1,684 3,458 11,039 12,708 8,929 2,581 0 2,499 0 233 982 : : : : Changes from: June 28, 2011 : : 0 0 482 -268 64 -803 0 -102 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.4 11.1 35.5 40.8 28.7 8.3 0.0 8.0 0.0 0.7 3.2 : : : : Number of Traders in Each Category Total Traders: 21 : : . 4 7 5 11 . 0 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 15,830 : : Positions : : 4,790 3,330 4,680 7,970 4,260 1,875 0 75 0 150 0 : : : : Changes from: June 28, 2011 : : -725 -575 -60 -185 -205 75 -82 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 21.0 29.6 50.3 26.9 11.8 0.0 0.5 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 9 6 6 7 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 18,651 : : Positions : : 1,343 1,863 1,868 2,520 5,250 2,115 1,190 3,310 346 623 874 : : : : Changes from: June 28, 2011 : : -254 28 -293 1 234 15 -362 162 -87 0 -1,033 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 10.0 10.0 13.5 28.1 11.3 6.4 17.7 1.9 3.3 4.7 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 6 . 8 5 . 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 15,234 : : Positions : : 1,116 392 2,410 1,130 9,393 457 520 792 0 1,206 367 : : : : Changes from: June 28, 2011 : : -339 -260 -272 -75 452 97 30 85 -122 -126 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 2.6 15.8 7.4 61.7 3.0 3.4 5.2 0.0 7.9 2.4 : : : : Number of Traders in Each Category Total Traders: 35 : : . . 9 7 15 7 5 7 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 82,820 : : Positions : : 8,532 10,054 11,031 11,331 33,452 0 653 6,622 869 22 4,678 : : : : Changes from: June 28, 2011 : : 1,751 2,136 -1,569 -2,099 2,139 -400 653 6,465 -101 -381 1,440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 12.1 13.3 13.7 40.4 0.0 0.8 8.0 1.0 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 6 8 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 260,761 : : Positions : : 82,925 169,698 31,076 11,443 19,901 60,009 7,140 12,529 17,618 7,680 17,590 : : : : Changes from: June 28, 2011 : : -5,715 6,230 -481 -1,321 268 8,988 -2,037 -792 -279 3,173 -2,567 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 65.1 11.9 4.4 7.6 23.0 2.7 4.8 6.8 2.9 6.7 : : : : Number of Traders in Each Category Total Traders: 184 : : 47 71 16 5 16 52 7 23 16 9 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 24,442 : : Positions : : 8,877 18,960 1,417 0 210 2,064 261 50 5,213 0 651 : : : : Changes from: June 28, 2011 : : -1,764 -2,595 -629 0 -345 -70 10 -73 737 0 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 77.6 5.8 0.0 0.9 8.4 1.1 0.2 21.3 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 15 . 0 . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 4,892 : : Positions : : 2,715 3,754 1,433 394 444 0 0 0 300 300 0 : : : : Changes from: June 28, 2011 : : -566 -740 101 75 -112 0 0 0 100 300 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 76.7 29.3 8.1 9.1 0.0 0.0 0.0 6.1 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 17 8 . 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 58,075 : : Positions : : 42,117 38,064 8,117 13,997 5,611 892 0 200 0 0 0 : : : : Changes from: June 28, 2011 : : -3,870 -4,244 -1,526 -1,491 -746 -242 0 -71 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 65.5 14.0 24.1 9.7 1.5 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 18 9 6 9 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,658 : : Positions : : 13,956 14,283 4,012 3,575 680 0 0 0 0 0 0 : : : : Changes from: June 28, 2011 : : -2,534 -2,147 -93 -470 95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 76.6 21.5 19.2 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 6,321 : : Positions : : 4,495 2,305 1,261 370 445 0 276 0 0 2,925 0 : : : : Changes from: June 28, 2011 : : -995 -525 -444 70 -205 0 -59 0 0 -925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 36.5 19.9 5.9 7.0 0.0 4.4 0.0 0.0 46.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 12 9 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 9,999 : : Positions : : 4,807 7,002 2,354 1,434 1,218 99 0 0 847 0 105 : : : : Changes from: June 28, 2011 : : -1,271 -1,046 123 -414 -276 0 0 0 -450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 70.0 23.5 14.3 12.2 1.0 0.0 0.0 8.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 6 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 18,953 : : Positions : : 9,043 7,115 5,708 4,699 2,594 0 2,470 120 964 1,401 494 : : : : Changes from: June 28, 2011 : : -1,962 -2,236 -348 -280 -441 -25 254 -254 100 0 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 37.5 30.1 24.8 13.7 0.0 13.0 0.6 5.1 7.4 2.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 20 19 10 9 12 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,461 : : Positions : : 9,039 7,539 453 3,178 369 1,240 0 84 0 9 201 : : : : Changes from: June 28, 2011 : : -831 -671 -106 -145 -176 93 0 -3 0 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 65.8 4.0 27.7 3.2 10.8 0.0 0.7 0.0 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 . 6 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 31,448 : : Positions : : 4,903 17,872 5,114 6,791 4,837 6,617 0 275 8,440 483 614 : : : : Changes from: June 28, 2011 : : -326 -1,352 -211 543 -1,251 -22 0 -12 -215 -77 -287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 56.8 16.3 21.6 15.4 21.0 0.0 0.9 26.8 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 13 11 9 7 11 4 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 13,195 : : Positions : : 7,306 4,813 0 3,632 9 1,402 0 132 1,953 0 0 : : : : Changes from: June 28, 2011 : : -2,425 -2,909 -271 373 -544 394 -60 -619 -37 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 36.5 0.0 27.5 0.1 10.6 0.0 1.0 14.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 0 4 . . 0 . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 8, 2011