Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 37,050 : : Positions : : 23,280 30,179 6,642 1,202 4,461 0 0 0 2,499 673 60 : : : : Changes from: July 12, 2011 : : 585 1,301 193 -402 782 0 0 0 282 135 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 81.5 17.9 3.2 12.0 0.0 0.0 0.0 6.7 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 35 10 5 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 12,820 : : Positions : : 9,850 10,808 2,095 1,139 761 0 0 0 0 0 0 : : : : Changes from: July 12, 2011 : : -197 -216 -20 -23 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 84.3 16.3 8.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 21 6 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 10,233 : : Positions : : 5,669 6,224 1,151 164 1,737 0 0 0 137 487 163 : : : : Changes from: July 12, 2011 : : 363 268 62 37 -4 0 0 0 0 5 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 60.8 11.2 1.6 17.0 0.0 0.0 0.0 1.3 4.8 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 8 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 8,612 : : Positions : : 4,594 5,880 1,361 34 1,313 0 0 0 420 113 282 : : : : Changes from: July 12, 2011 : : 150 175 58 34 139 0 0 0 11 15 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 68.3 15.8 0.4 15.2 0.0 0.0 0.0 4.9 1.3 3.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 40 11 . 13 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 3,060 : : Positions : : 932 1,642 253 479 430 0 80 10 850 145 5 : : : : Changes from: July 12, 2011 : : 69 254 115 -55 -26 0 -130 10 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 53.7 8.3 15.7 14.1 0.0 2.6 0.3 27.8 4.7 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 4 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,421 : : Positions : : 733 751 95 0 180 0 0 0 20 0 30 : : : : Changes from: July 12, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 52.9 6.7 0.0 12.7 0.0 0.0 0.0 1.4 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 1,546 : : Positions : : 717 777 76 67 248 0 0 0 0 90 50 : : : : Changes from: July 12, 2011 : : 115 15 10 63 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 50.3 4.9 4.3 16.0 0.0 0.0 0.0 0.0 5.8 3.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 9,749 : : Positions : : 5,387 8,261 3,651 645 561 0 0 0 0 0 0 : : : : Changes from: July 12, 2011 : : 480 530 75 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 84.7 37.4 6.6 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 16,590 : : Positions : : 12,213 11,202 3,074 876 1,223 0 0 0 0 3,209 30 : : : : Changes from: July 12, 2011 : : 1,649 1,389 215 115 193 0 0 0 0 360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 67.5 18.5 5.3 7.4 0.0 0.0 0.0 0.0 19.3 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 14 7 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 364,675 : : Positions : : 119,852 217,731 58,715 8,419 26,157 51,847 7,417 22,813 7,765 18,199 35,083 : : : : Changes from: July 12, 2011 : : 7,454 10,739 -659 844 -1,207 3,482 -288 1,249 -5 31 1,194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 59.7 16.1 2.3 7.2 14.2 2.0 6.3 2.1 5.0 9.6 : : : : Number of Traders in Each Category Total Traders: 156 : : 52 63 18 6 20 29 11 18 11 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 116,302 : : Positions : : 42,930 52,773 15,114 798 21,765 0 0 0 0 6,512 30,660 : : : : Changes from: July 12, 2011 : : 315 281 413 -15 348 0 0 0 0 402 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 45.4 13.0 0.7 18.7 0.0 0.0 0.0 0.0 5.6 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 19, 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 15,681 : : Positions : : 8,953 9,491 2,095 3,473 1,882 300 0 0 2,296 680 155 : : : : Changes from: July 12, 2011 : : 280 470 570 0 -13 0 0 0 -230 150 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 60.5 13.4 22.1 12.0 1.9 0.0 0.0 14.6 4.3 1.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 29 9 . 7 . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 7,871 : : Positions : : 5,160 4,320 975 2,426 150 1,271 300 0 174 510 120 : : : : Changes from: July 12, 2011 : : 0 0 0 -60 0 -60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 54.9 12.4 30.8 1.9 16.1 3.8 0.0 2.2 6.5 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 19, 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 8,855 : : Positions : : 6,716 6,598 224 108 202 460 0 30 356 1,235 343 : : : : Changes from: July 12, 2011 : : -390 -807 169 -105 -45 140 0 -30 11 762 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 74.5 2.5 1.2 2.3 5.2 0.0 0.3 4.0 13.9 3.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 22 . . . 4 0 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 16,807 : : Positions : : 16,327 13,212 0 1,639 183 0 74 15 32 1,367 110 : : : : Changes from: July 12, 2011 : : 1,209 740 0 189 -4 0 40 -8 -31 232 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 78.6 0.0 9.8 1.1 0.0 0.4 0.1 0.2 8.1 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 39 0 4 . 0 . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 12, 2011 : : 0 0 0 0 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 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 2,244 : : Positions : : 1,464 1,043 0 74 17 43 90 85 0 120 10 : : : : Changes from: July 12, 2011 : : 45 -43 0 6 -4 24 0 -17 0 120 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 46.5 0.0 3.3 0.8 1.9 4.0 3.8 0.0 5.3 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 15 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 1,418 : : Positions : : 844 863 0 34 58 0 0 0 50 20 44 : : : : Changes from: July 12, 2011 : : 18 69 0 34 58 0 0 0 37 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 60.9 0.0 2.4 4.1 0.0 0.0 0.0 3.5 1.4 3.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 17 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 518,310 : : Positions : : 150,243 164,716 42,377 74,226 110,940 35,637 17,425 32,458 23,385 2,061 78,848 : : : : Changes from: July 12, 2011 : : -11,363 -5,331 445 -1,385 62 -171 -128 -957 -238 -3,549 -6,921 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 31.8 8.2 14.3 21.4 6.9 3.4 6.3 4.5 0.4 15.2 : : : : Number of Traders in Each Category Total Traders: 127 : : 35 34 13 19 28 15 10 15 22 7 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 2,624,612 : : Positions : : 340,211 529,653 236,376 280,280 764,504 243,107 60,822 315,101 92,139 72,150 539,368 : : : : Changes from: July 12, 2011 : : -19,961 -8,666 -3,314 3,336 -11,810 11,671 -1,782 -15,837 -4,601 1,023 -59,289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 20.2 9.0 10.7 29.1 9.3 2.3 12.0 3.5 2.7 20.6 : : : : Number of Traders in Each Category Total Traders: 374 : : 51 58 21 26 41 90 39 87 83 40 107 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 340,741 : : Positions : : 91,432 189,215 20,660 52,788 23,924 2,044 30,864 14,831 167,052 4,939 19,606 : : : : Changes from: July 12, 2011 : : -6,858 -3,268 -1,072 -5,148 -792 -827 -1,707 -863 -4,032 -1,900 -4,029 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 55.5 6.1 15.5 7.0 0.6 9.1 4.4 49.0 1.4 5.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 15 17 . 5 7 . 11 10 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 216,957 : : Positions : : 49,065 34,995 45,575 90,082 23,961 2,091 0 208 57,943 13,130 2,591 : : : : Changes from: July 12, 2011 : : 35 -3,533 -872 1,685 1,254 780 0 -60 -975 -18 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 16.1 21.0 41.5 11.0 1.0 0.0 0.1 26.7 6.1 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 7 7 9 7 13 . 0 . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 135,957 : : Positions : : 13,897 16,351 10,445 42,007 51,186 28,972 1,028 11,491 5,142 696 10,055 : : : : Changes from: July 12, 2011 : : -272 -69 718 851 -930 708 99 215 -1,289 -961 -893 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 12.0 7.7 30.9 37.6 21.3 0.8 8.5 3.8 0.5 7.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 7 7 8 12 17 13 5 12 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 567,816 : : Positions : : 88,745 74,853 50,276 86,208 279,092 0 2,654 19,502 29,887 4,164 84,557 : : : : Changes from: July 12, 2011 : : 166 2,403 3,486 1,600 2,761 0 621 372 764 -340 1,043 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 13.2 8.9 15.2 49.2 0.0 0.5 3.4 5.3 0.7 14.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 8 9 8 19 27 0 . . 10 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 26,531 : : Positions : : 16,544 15,486 3,856 2,036 5,621 0 513 225 200 2,577 73 : : : : Changes from: July 12, 2011 : : 400 175 -308 226 -203 0 0 0 50 -273 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 58.4 14.5 7.7 21.2 0.0 1.9 0.8 0.8 9.7 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 26 6 8 7 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 74,136 : : Positions : : 10,637 4,087 34,119 24,372 16,469 2,970 9,449 5,298 0 8,975 725 : : : : Changes from: July 12, 2011 : : 360 180 -30 273 185 255 0 152 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 5.5 46.0 32.9 22.2 4.0 12.7 7.1 0.0 12.1 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 6 5 10 11 17 5 4 9 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 31,437 : : Positions : : 1,439 3,458 11,895 12,736 8,646 2,406 950 2,224 0 233 982 : : : : Changes from: July 12, 2011 : : 0 0 124 15 -663 -310 950 -140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.6 11.0 37.8 40.5 27.5 7.7 3.0 7.1 0.0 0.7 3.1 : : : : Number of Traders in Each Category Total Traders: 21 : : . 4 7 5 11 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 : : 4,640 3,330 4,830 8,045 4,260 2,034 0 0 0 150 0 : : : : Changes from: July 12, 2011 : : 0 0 0 -75 0 -75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 21.0 30.5 50.8 26.9 12.8 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 7 6 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 17,867 : : Positions : : 1,083 1,920 1,573 2,695 4,991 2,674 1,037 2,921 418 464 816 : : : : Changes from: July 12, 2011 : : -102 30 -416 132 -165 482 -143 -576 28 -159 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 10.7 8.8 15.1 27.9 15.0 5.8 16.3 2.3 2.6 4.6 : : : : 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 19, 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 19,213 : : Positions : : 583 32 3,098 1,754 11,830 563 782 1,521 0 1,283 447 : : : : Changes from: July 12, 2011 : : 97 4 41 188 986 7 25 -101 0 76 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 0.2 16.1 9.1 61.6 2.9 4.1 7.9 0.0 6.7 2.3 : : : : Number of Traders in Each Category Total Traders: 36 : : . . 10 6 15 7 7 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 96,843 : : Positions : : 9,186 11,475 12,148 12,807 40,788 1,143 0 8,413 1,724 134 5,969 : : : : Changes from: July 12, 2011 : : 266 129 -265 412 2,850 787 -170 137 158 134 697 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 11.8 12.5 13.2 42.1 1.2 0.0 8.7 1.8 0.1 6.2 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 6 9 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 276,313 : : Positions : : 81,929 177,892 29,453 11,435 24,290 69,674 7,680 11,849 16,609 9,910 18,489 : : : : Changes from: July 12, 2011 : : 3,584 7,978 -298 -536 2,512 3,091 -1,100 1,746 -597 1,798 229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 64.4 10.7 4.1 8.8 25.2 2.8 4.3 6.0 3.6 6.7 : : : : Number of Traders in Each Category Total Traders: 193 : : 53 74 16 5 16 56 10 25 16 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 27,346 : : Positions : : 9,451 22,315 1,472 0 210 2,864 261 50 7,373 0 561 : : : : Changes from: July 12, 2011 : : 441 1,601 0 0 0 500 0 0 283 0 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 81.6 5.4 0.0 0.8 10.5 1.0 0.2 27.0 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 18 . 0 . . . . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 5,267 : : Positions : : 2,915 3,854 1,219 394 619 0 0 0 414 300 100 : : : : Changes from: July 12, 2011 : : 50 0 -50 0 75 0 0 0 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 73.2 23.1 7.5 11.8 0.0 0.0 0.0 7.9 5.7 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 17 7 . 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 59,029 : : Positions : : 42,453 38,436 8,872 14,541 5,664 650 0 225 0 0 0 : : : : Changes from: July 12, 2011 : : 160 -725 -200 450 -4 -184 -25 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 65.1 15.0 24.6 9.6 1.1 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 22 9 6 8 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 19,698 : : Positions : : 14,025 15,603 4,913 3,225 750 0 0 0 0 0 0 : : : : Changes from: July 12, 2011 : : 5 720 565 -150 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 79.2 24.9 16.4 3.8 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 19, 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 6,774 : : Positions : : 4,795 2,355 1,379 220 480 0 294 0 0 3,305 120 : : : : Changes from: July 12, 2011 : : 250 0 100 0 35 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 34.8 20.4 3.2 7.1 0.0 4.3 0.0 0.0 48.8 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 13 9 . 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 11,317 : : Positions : : 5,482 7,832 2,531 1,734 1,426 99 0 0 1,262 0 155 : : : : Changes from: July 12, 2011 : : 355 155 50 300 50 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 69.2 22.4 15.3 12.6 0.9 0.0 0.0 11.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 7 . 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 19,277 : : Positions : : 10,077 7,728 3,885 5,216 3,556 0 835 120 858 1,011 719 : : : : Changes from: July 12, 2011 : : 507 149 -765 190 413 0 -750 0 0 153 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 40.1 20.2 27.1 18.4 0.0 4.3 0.6 4.5 5.2 3.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 20 17 9 10 13 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 13,091 : : Positions : : 9,397 8,282 408 3,883 216 2,402 0 321 0 9 281 : : : : Changes from: July 12, 2011 : : 422 1,125 0 354 0 1,084 0 225 0 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 63.3 3.1 29.7 1.6 18.3 0.0 2.5 0.0 0.1 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 23 . 6 4 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 31,836 : : Positions : : 5,429 18,067 5,114 6,602 4,837 6,442 0 275 8,440 708 551 : : : : Changes from: July 12, 2011 : : 583 463 0 60 0 -175 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 56.8 16.1 20.7 15.2 20.2 0.0 0.9 26.5 2.2 1.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 12 12 9 7 11 4 0 . 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 22, 2011