Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 35,148 : : Positions : : 22,695 28,878 6,449 1,604 3,679 0 0 0 2,217 538 0 : : : : Changes from: July 5, 2011 : : 3,133 4,449 592 -283 793 0 0 0 485 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 82.2 18.3 4.6 10.5 0.0 0.0 0.0 6.3 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 26 34 10 5 13 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 13,037 : : Positions : : 10,047 11,024 2,115 1,162 761 0 0 0 0 0 0 : : : : Changes from: July 5, 2011 : : 600 74 60 586 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 84.6 16.2 8.9 5.8 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 12, 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 9,828 : : Positions : : 5,306 5,956 1,089 127 1,741 0 0 0 137 482 108 : : : : Changes from: July 5, 2011 : : 87 71 34 77 16 0 0 0 137 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 60.6 11.1 1.3 17.7 0.0 0.0 0.0 1.4 4.9 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 27 8 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,247 : : Positions : : 4,444 5,705 1,303 0 1,174 0 0 0 409 98 302 : : : : Changes from: July 5, 2011 : : 291 604 186 -34 108 0 0 0 118 30 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 69.2 15.8 0.0 14.2 0.0 0.0 0.0 5.0 1.2 3.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 41 11 0 11 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 3,032 : : Positions : : 863 1,388 138 534 456 0 210 0 980 145 5 : : : : Changes from: July 5, 2011 : : 65 25 0 -20 39 0 0 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 45.8 4.6 17.6 15.0 0.0 6.9 0.0 32.3 4.8 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,435 : : Positions : : 602 762 66 4 236 0 0 0 0 90 50 : : : : Changes from: July 5, 2011 : : -307 -329 33 4 141 0 0 0 0 45 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 53.1 4.6 0.3 16.4 0.0 0.0 0.0 0.0 6.3 3.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 9,194 : : Positions : : 4,907 7,731 3,576 620 561 0 0 0 0 0 0 : : : : Changes from: July 5, 2011 : : -165 90 205 -20 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 84.1 38.9 6.7 6.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 14,533 : : Positions : : 10,564 9,813 2,859 761 1,030 0 0 0 0 2,849 30 : : : : Changes from: July 5, 2011 : : 1,427 234 -289 44 75 0 0 0 0 860 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 67.5 19.7 5.2 7.1 0.0 0.0 0.0 0.0 19.6 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 7 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 350,884 : : Positions : : 112,398 206,993 59,374 7,574 27,364 48,365 7,705 21,564 7,770 18,168 33,888 : : : : Changes from: July 5, 2011 : : -8,121 995 -1,820 1,023 2,459 7,833 -97 1,081 -143 -1,561 739 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 59.0 16.9 2.2 7.8 13.8 2.2 6.1 2.2 5.2 9.7 : : : : Number of Traders in Each Category Total Traders: 157 : : 50 67 18 6 21 26 9 18 10 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 115,077 : : Positions : : 42,615 52,492 14,701 813 21,416 0 0 0 0 6,110 30,424 : : : : Changes from: July 5, 2011 : : 2,730 2,839 626 -70 1,863 0 0 0 0 595 2,707 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 45.6 12.8 0.7 18.6 0.0 0.0 0.0 0.0 5.3 26.4 : : : : 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 12, 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 15,194 : : Positions : : 8,673 9,021 1,525 3,473 1,895 300 0 0 2,526 530 175 : : : : Changes from: July 5, 2011 : : 455 960 302 -268 -333 0 0 0 -50 130 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 59.4 10.0 22.9 12.5 2.0 0.0 0.0 16.6 3.5 1.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 28 9 . 8 . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 7,931 : : Positions : : 5,160 4,320 975 2,486 150 1,331 300 0 174 510 120 : : : : Changes from: July 5, 2011 : : 150 225 75 306 0 306 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 54.5 12.3 31.3 1.9 16.8 3.8 0.0 2.2 6.4 1.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 9 5 7 . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 9,017 : : Positions : : 7,106 7,405 55 213 247 320 0 60 345 473 305 : : : : Changes from: July 5, 2011 : : -150 14 -28 -28 11 53 0 -32 -39 -43 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 82.1 0.6 2.4 2.7 3.5 0.0 0.7 3.8 5.2 3.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 20 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 15,541 : : Positions : : 15,118 12,472 0 1,450 187 0 34 23 63 1,135 47 : : : : Changes from: July 5, 2011 : : 1,280 974 0 254 49 0 -60 8 -28 61 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 80.3 0.0 9.3 1.2 0.0 0.2 0.1 0.4 7.3 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 37 0 4 . 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 1,080 : : Positions : : 933 1,040 95 30 0 0 0 0 50 0 0 : : : : Changes from: July 5, 2011 : : 225 180 -15 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 96.3 8.8 2.8 0.0 0.0 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,192 : : Positions : : 1,419 1,086 0 68 21 19 90 102 0 0 0 : : : : Changes from: July 5, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 49.5 0.0 3.1 1.0 0.9 4.1 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 15 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 1,292 : : Positions : : 826 794 0 0 0 0 0 0 13 20 46 : : : : Changes from: July 5, 2011 : : 56 -11 0 0 0 0 0 0 -3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 61.5 0.0 0.0 0.0 0.0 0.0 0.0 1.0 1.5 3.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 16 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 519,612 : : Positions : : 161,606 170,047 41,932 75,611 110,878 35,808 17,553 33,415 23,623 5,610 85,769 : : : : Changes from: July 5, 2011 : : 13,064 -1,934 -1,955 4,491 5,221 3,832 2,920 -1,397 -7,773 5,044 10,725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 32.7 8.1 14.6 21.3 6.9 3.4 6.4 4.5 1.1 16.5 : : : : Number of Traders in Each Category Total Traders: 139 : : 40 36 14 18 28 16 9 16 25 11 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 2,730,553 : : Positions : : 360,172 538,319 239,689 276,944 776,314 231,437 62,604 330,938 96,740 71,127 598,656 : : : : Changes from: July 5, 2011 : : 1,281 9,207 -11,239 70 13,842 2,905 -437 3,754 2,900 -10,144 14,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 19.7 8.8 10.1 28.4 8.5 2.3 12.1 3.5 2.6 21.9 : : : : Number of Traders in Each Category Total Traders: 383 : : 50 54 22 26 44 79 46 92 86 54 122 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 359,425 : : Positions : : 98,290 192,483 21,732 57,936 24,716 2,871 32,571 15,694 171,084 6,838 23,635 : : : : Changes from: July 5, 2011 : : -364 4,771 -81 618 2,919 -210 1,849 1,804 7,931 -1,077 2,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 53.6 6.0 16.1 6.9 0.8 9.1 4.4 47.6 1.9 6.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 15 16 . 5 7 . 12 10 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 216,497 : : Positions : : 49,030 38,528 46,447 88,397 22,707 1,311 0 268 58,918 13,148 2,377 : : : : Changes from: July 5, 2011 : : -59 356 294 -298 -1,511 150 0 -52 -21 -65 -581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 17.8 21.5 40.8 10.5 0.6 0.0 0.1 27.2 6.1 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 7 7 9 7 13 . 0 . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 137,485 : : Positions : : 14,169 16,420 9,727 41,156 52,116 28,264 929 11,276 6,432 1,657 10,947 : : : : Changes from: July 5, 2011 : : 423 359 304 585 450 316 -16 400 266 249 882 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 11.9 7.1 29.9 37.9 20.6 0.7 8.2 4.7 1.2 8.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 7 7 8 12 17 14 4 13 9 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 559,740 : : Positions : : 88,579 72,450 46,790 84,608 276,331 0 2,033 19,130 29,123 4,504 83,514 : : : : Changes from: July 5, 2011 : : 1,544 827 -210 375 3,122 0 944 -361 506 -110 1,165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 12.9 8.4 15.1 49.4 0.0 0.4 3.4 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 12, 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 26,558 : : Positions : : 16,144 15,311 4,164 1,810 5,824 0 513 225 150 2,850 25 : : : : Changes from: July 5, 2011 : : 175 175 -264 -50 214 0 0 0 150 -50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 57.7 15.7 6.8 21.9 0.0 1.9 0.8 0.6 10.7 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 25 7 6 7 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 74,046 : : Positions : : 10,277 3,907 34,149 24,099 16,284 2,715 9,449 5,146 0 8,975 725 : : : : Changes from: July 5, 2011 : : 144 82 -65 -56 747 0 0 1,200 0 367 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 5.3 46.1 32.5 22.0 3.7 12.8 6.9 0.0 12.1 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 5 4 10 10 16 4 4 8 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 32,235 : : Positions : : 1,439 3,458 11,771 12,721 9,309 2,716 0 2,364 0 233 982 : : : : Changes from: July 5, 2011 : : -245 0 732 13 380 135 0 -135 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.5 10.7 36.5 39.5 28.9 8.4 0.0 7.3 0.0 0.7 3.0 : : : : 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 12, 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 15,905 : : Positions : : 4,640 3,330 4,830 8,120 4,260 2,109 0 0 0 150 0 : : : : Changes from: July 5, 2011 : : -150 0 150 150 0 234 0 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 20.9 30.4 51.1 26.8 13.3 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 9 9 7 6 7 4 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 19,099 : : Positions : : 1,185 1,890 1,990 2,563 5,156 2,192 1,180 3,497 390 623 948 : : : : Changes from: July 5, 2011 : : -157 27 122 43 -94 77 -10 186 44 0 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 9.9 10.4 13.4 27.0 11.5 6.2 18.3 2.0 3.3 5.0 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 . 8 . 5 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 18,089 : : Positions : : 486 27 3,057 1,567 10,844 555 757 1,622 0 1,207 448 : : : : Changes from: July 5, 2011 : : -630 -364 647 436 1,451 98 238 830 0 1 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 0.2 16.9 8.7 60.0 3.1 4.2 9.0 0.0 6.7 2.5 : : : : Number of Traders in Each Category Total Traders: 36 : : . . 9 7 15 7 7 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 91,222 : : Positions : : 8,920 11,346 12,413 12,395 37,938 355 170 8,276 1,566 0 5,272 : : : : Changes from: July 5, 2011 : : 388 1,292 1,383 1,064 4,487 355 -483 1,653 697 -22 594 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 12.4 13.6 13.6 41.6 0.4 0.2 9.1 1.7 0.0 5.8 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 9 14 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 264,001 : : Positions : : 78,345 169,914 29,751 11,971 21,778 66,583 8,780 10,103 17,206 8,112 18,260 : : : : Changes from: July 5, 2011 : : -4,580 216 -1,325 528 1,878 6,574 1,639 -2,426 -412 432 669 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 64.4 11.3 4.5 8.2 25.2 3.3 3.8 6.5 3.1 6.9 : : : : Number of Traders in Each Category Total Traders: 193 : : 53 71 15 6 17 55 9 26 16 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 26,253 : : Positions : : 9,010 20,714 1,472 0 210 2,364 261 50 7,090 0 628 : : : : Changes from: July 5, 2011 : : 133 1,754 55 0 0 300 0 0 1,877 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 78.9 5.6 0.0 0.8 9.0 1.0 0.2 27.0 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 15 . 0 . . . . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 5,092 : : Positions : : 2,865 3,854 1,269 394 544 0 0 0 414 300 0 : : : : Changes from: July 5, 2011 : : 150 100 -164 0 100 0 0 0 114 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 75.7 24.9 7.7 10.7 0.0 0.0 0.0 8.1 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 17 7 . 7 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 59,373 : : Positions : : 42,293 39,161 9,072 14,091 5,668 834 25 275 0 0 0 : : : : Changes from: July 5, 2011 : : 176 1,097 955 94 57 -58 25 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 66.0 15.3 23.7 9.5 1.4 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 20 9 6 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 19,038 : : Positions : : 14,020 14,883 4,348 3,375 660 0 0 0 0 0 0 : : : : Changes from: July 5, 2011 : : 64 600 336 -200 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 78.2 22.8 17.7 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 6,389 : : Positions : : 4,545 2,355 1,279 220 445 0 294 0 0 2,955 120 : : : : Changes from: July 5, 2011 : : 50 50 18 -150 0 0 18 0 0 30 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 36.9 20.0 3.4 7.0 0.0 4.6 0.0 0.0 46.3 1.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 13 9 . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 10,812 : : Positions : : 5,127 7,677 2,481 1,434 1,376 99 0 0 1,212 0 155 : : : : Changes from: July 5, 2011 : : 320 675 127 0 158 0 0 0 365 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 71.0 22.9 13.3 12.7 0.9 0.0 0.0 11.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 7 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 19,122 : : Positions : : 9,570 7,579 4,650 5,026 3,143 0 1,585 120 858 858 719 : : : : Changes from: July 5, 2011 : : 527 464 -1,058 327 549 0 -885 0 -106 -543 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 39.6 24.3 26.3 16.4 0.0 8.3 0.6 4.5 4.5 3.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 19 17 10 9 12 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 11,289 : : Positions : : 8,975 7,157 408 3,529 216 1,318 0 96 0 9 201 : : : : Changes from: July 5, 2011 : : -64 -382 -45 351 -153 78 0 12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 63.4 3.6 31.3 1.9 11.7 0.0 0.9 0.0 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . 6 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 31,153 : : Positions : : 4,846 17,604 5,114 6,542 4,837 6,617 0 275 8,265 708 551 : : : : Changes from: July 5, 2011 : : -57 -268 0 -249 0 0 0 0 -175 225 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 56.5 16.4 21.0 15.5 21.2 0.0 0.9 26.5 2.3 1.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 12 11 9 7 11 4 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 13,701 : : Positions : : 7,644 5,099 0 3,715 9 1,545 0 132 1,953 0 0 : : : : Changes from: July 5, 2011 : : 338 286 0 83 0 143 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 37.2 0.0 27.1 0.1 11.3 0.0 1.0 14.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 4 . . 0 . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 15, 2011