Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 35,671 : : Positions : : 21,514 28,972 7,112 869 4,856 0 0 0 2,062 483 60 : : : : Changes from: July 26, 2011 : : -5,613 -5,315 667 -122 -921 0 0 0 -707 -264 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 81.2 19.9 2.4 13.6 0.0 0.0 0.0 5.8 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 22 31 10 6 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 10,672 : : Positions : : 8,482 8,692 1,522 1,375 500 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -1,298 -2,087 -448 392 -236 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 81.4 14.3 12.9 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 23 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 9,251 : : Positions : : 5,130 5,628 1,111 393 1,469 0 0 0 153 308 250 : : : : Changes from: July 26, 2011 : : -711 -840 -224 139 -406 0 0 0 21 -201 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 60.8 12.0 4.2 15.9 0.0 0.0 0.0 1.7 3.3 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 25 6 4 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 6,930 : : Positions : : 3,731 4,666 858 114 1,053 0 0 0 602 110 105 : : : : Changes from: July 26, 2011 : : -891 -1,303 -569 80 -266 0 0 0 117 -53 -177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 67.3 12.4 1.6 15.2 0.0 0.0 0.0 8.7 1.6 1.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 35 7 6 13 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,595 : : Positions : : 838 1,338 28 376 348 0 0 0 760 140 0 : : : : Changes from: July 26, 2011 : : -146 -381 -170 -103 -82 0 -80 -10 -90 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 51.6 1.1 14.5 13.4 0.0 0.0 0.0 29.3 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 7,851 : : Positions : : 4,856 6,818 2,374 245 506 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -1,029 -2,031 -1,327 -360 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 86.8 30.2 3.1 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 16,289 : : Positions : : 13,311 11,021 1,326 930 1,622 0 0 0 0 2,686 30 : : : : Changes from: July 26, 2011 : : -961 -1,309 -1,374 -93 -139 0 0 0 0 -933 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 67.7 8.1 5.7 10.0 0.0 0.0 0.0 0.0 16.5 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 12 5 6 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 351,831 : : Positions : : 118,341 214,606 59,619 10,981 24,125 49,777 10,499 20,569 8,391 18,098 28,920 : : : : Changes from: July 26, 2011 : : -3,691 -8,123 -211 998 -302 -1,846 2,176 485 48 477 -2,790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 61.0 16.9 3.1 6.9 14.1 3.0 5.8 2.4 5.1 8.2 : : : : Number of Traders in Each Category Total Traders: 171 : : 47 71 17 6 19 35 10 19 12 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 101,361 : : Positions : : 35,905 45,458 14,327 684 19,044 0 0 0 74 5,861 26,910 : : : : Changes from: July 26, 2011 : : -7,445 -7,697 -1,081 -92 -2,902 0 0 0 74 -952 -4,038 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 44.8 14.1 0.7 18.8 0.0 0.0 0.0 0.1 5.8 26.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 5 . 7 0 0 0 . 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 14,422 : : Positions : : 8,147 8,339 1,943 3,175 1,776 300 0 0 1,711 580 545 : : : : Changes from: July 26, 2011 : : -1,547 -2,263 -272 -48 -905 0 0 0 -535 -50 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 57.8 13.5 22.0 12.3 2.1 0.0 0.0 11.9 4.0 3.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 24 7 4 8 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 6,520 : : Positions : : 4,320 3,820 750 1,734 240 795 200 0 280 375 120 : : : : Changes from: July 26, 2011 : : -840 -500 -225 -692 90 -476 -100 0 106 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 58.6 11.5 26.6 3.7 12.2 3.1 0.0 4.3 5.8 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 10 5 7 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 9,528 : : Positions : : 7,528 6,682 33 928 260 589 0 5 394 1,101 181 : : : : Changes from: July 26, 2011 : : -114 190 -63 -82 71 109 0 -12 23 -134 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 70.1 0.3 9.7 2.7 6.2 0.0 0.1 4.1 11.6 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 . . . 5 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 14,053 : : Positions : : 13,436 11,299 0 1,216 179 0 67 17 38 865 105 : : : : Changes from: July 26, 2011 : : -3,745 -2,367 0 -674 -30 0 -40 12 -46 -610 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 80.4 0.0 8.7 1.3 0.0 0.5 0.1 0.3 6.2 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 36 0 4 . 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 1,355 : : Positions : : 872 903 0 11 58 0 0 0 43 0 0 : : : : Changes from: July 26, 2011 : : -191 -185 0 -11 28 0 0 0 -42 -27 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 66.6 0.0 0.8 4.3 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 19 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 507,131 : : Positions : : 158,917 175,802 42,803 73,712 105,423 37,806 13,966 33,121 19,312 1,366 82,294 : : : : Changes from: July 26, 2011 : : 12,827 374 -3,238 898 2,456 -4,192 -1,892 1,416 -6,586 498 3,685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 34.7 8.4 14.5 20.8 7.5 2.8 6.5 3.8 0.3 16.2 : : : : Number of Traders in Each Category Total Traders: 131 : : 39 36 14 17 28 14 11 14 21 8 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 2,703,641 : : Positions : : 350,639 534,243 231,744 276,832 773,647 235,396 75,145 346,664 99,658 67,741 562,425 : : : : Changes from: July 26, 2011 : : 2,026 -406 -4,530 -13,624 9,626 -15,249 15,923 26,009 7,797 -8,469 18,240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 19.8 8.6 10.2 28.6 8.7 2.8 12.8 3.7 2.5 20.8 : : : : Number of Traders in Each Category Total Traders: 392 : : 49 55 22 29 45 85 51 92 90 44 113 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 353,212 : : Positions : : 95,469 193,995 20,073 53,554 25,156 0 33,583 17,363 172,077 2,618 21,724 : : : : Changes from: July 26, 2011 : : 9,061 3,547 38 3,663 1,179 -2,106 3,426 2,316 4,065 -247 1,359 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 54.9 5.7 15.2 7.1 0.0 9.5 4.9 48.7 0.7 6.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 16 17 . 6 8 0 13 10 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 207,189 : : Positions : : 44,870 33,020 44,769 88,114 21,528 2,299 0 0 56,150 13,530 3,144 : : : : Changes from: July 26, 2011 : : -4,184 -2,109 -130 -981 -2,378 208 0 -208 -1,830 -792 -249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 15.9 21.6 42.5 10.4 1.1 0.0 0.0 27.1 6.5 1.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 7 9 7 11 . 0 0 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 134,933 : : Positions : : 13,254 15,386 10,037 33,993 54,371 22,498 1,947 15,709 4,304 272 10,309 : : : : Changes from: July 26, 2011 : : -902 -1,291 -808 -9,058 2,234 -7,037 1,072 4,217 -1,017 -587 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 11.4 7.4 25.2 40.3 16.7 1.4 11.6 3.2 0.2 7.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 7 7 10 10 17 13 6 13 10 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 525,519 : : Positions : : 80,842 66,954 46,738 79,778 261,032 0 2,504 17,562 26,178 2,863 78,340 : : : : Changes from: July 26, 2011 : : -8,400 -8,284 -3,176 -7,889 -24,672 0 -410 -2,178 -6,192 -1,617 -8,210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 12.7 8.9 15.2 49.7 0.0 0.5 3.3 5.0 0.5 14.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 7 7 8 19 27 0 . . 11 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 20,911 : : Positions : : 10,134 11,694 4,806 1,063 4,986 0 388 650 150 1,957 173 : : : : Changes from: July 26, 2011 : : -6,510 -3,892 950 -1,073 -635 0 -125 425 0 -470 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 55.9 23.0 5.1 23.8 0.0 1.9 3.1 0.7 9.4 0.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 25 7 6 8 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 79,676 : : Positions : : 10,277 3,793 34,801 24,760 19,207 3,047 9,449 8,021 0 8,479 725 : : : : Changes from: July 26, 2011 : : 0 0 579 443 2,306 -4 0 1,758 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 4.8 43.7 31.1 24.1 3.8 11.9 10.1 0.0 10.6 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 5 4 10 11 17 5 4 9 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 32,929 : : Positions : : 1,439 3,458 12,083 12,652 9,957 2,406 1,336 2,224 0 233 982 : : : : Changes from: July 26, 2011 : : 0 0 229 0 1,213 0 386 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.4 10.5 36.7 38.4 30.2 7.3 4.1 6.8 0.0 0.7 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 8 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 13,930 : : Positions : : 4,305 2,630 4,210 7,090 4,015 1,334 0 0 0 150 0 : : : : Changes from: July 26, 2011 : : -335 -700 -620 -955 -245 -700 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 18.9 30.2 50.9 28.8 9.6 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 9 6 7 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 19,056 : : Positions : : 1,234 2,087 1,862 2,641 5,255 2,507 1,243 3,037 39 555 2,178 : : : : Changes from: July 26, 2011 : : 59 -17 -54 -50 150 -69 63 153 25 91 251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 11.0 9.8 13.9 27.6 13.2 6.5 15.9 0.2 2.9 11.4 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 . 8 . 5 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 22,201 : : Positions : : 463 31 2,520 3,210 13,382 2,708 776 1,648 0 1,352 451 : : : : Changes from: July 26, 2011 : : -96 3 -512 1,392 856 2,170 -3 -25 0 140 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 0.1 11.4 14.5 60.3 12.2 3.5 7.4 0.0 6.1 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : . . 10 7 16 9 6 9 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 89,747 : : Positions : : 7,941 10,417 10,624 12,254 39,765 2,662 0 6,221 1,450 38 4,756 : : : : Changes from: July 26, 2011 : : -1,473 -1,084 -1,822 -624 -2,345 1,764 0 -2,302 -279 -110 -1,356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 11.6 11.8 13.7 44.3 3.0 0.0 6.9 1.6 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 7 8 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 276,879 : : Positions : : 85,064 178,229 30,657 11,648 20,238 69,164 8,674 17,331 14,988 10,952 15,639 : : : : Changes from: July 26, 2011 : : -2,079 -6,591 141 -815 -1,606 -2,804 -117 5,207 -1,710 -846 -951 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 64.4 11.1 4.2 7.3 25.0 3.1 6.3 5.4 4.0 5.6 : : : : Number of Traders in Each Category Total Traders: 195 : : 48 73 15 9 15 57 6 28 15 5 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 24,032 : : Positions : : 5,709 17,552 1,698 0 218 3,290 271 40 6,050 0 235 : : : : Changes from: July 26, 2011 : : -3,787 -5,046 -229 0 -48 -100 10 -10 -1,903 0 -326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 73.0 7.1 0.0 0.9 13.7 1.1 0.2 25.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 13 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 4,572 : : Positions : : 2,480 2,694 764 864 714 0 0 0 314 0 300 : : : : Changes from: July 26, 2011 : : -885 -1,560 -473 402 -175 0 0 0 -100 -300 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 58.9 16.7 18.9 15.6 0.0 0.0 0.0 6.9 0.0 6.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 15 4 5 8 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 49,654 : : Positions : : 35,420 30,073 8,161 14,649 4,519 500 125 175 0 0 0 : : : : Changes from: July 26, 2011 : : -7,907 -9,665 -1,101 81 -982 -300 125 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 60.6 16.4 29.5 9.1 1.0 0.3 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 24 9 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,462 : : Positions : : 13,496 14,077 4,306 3,800 465 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -724 -1,796 -682 575 -325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 76.2 23.3 20.6 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 5,426 : : Positions : : 3,730 1,705 1,201 200 375 0 196 0 0 2,830 120 : : : : Changes from: July 26, 2011 : : -1,215 -650 -328 -20 -105 0 -98 0 0 -775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 31.4 22.1 3.7 6.9 0.0 3.6 0.0 0.0 52.2 2.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 12 8 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 9,328 : : Positions : : 4,441 6,143 1,677 1,400 1,490 141 0 0 1,060 0 155 : : : : Changes from: July 26, 2011 : : -1,411 -2,236 -906 -409 64 42 0 0 -352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 65.9 18.0 15.0 16.0 1.5 0.0 0.0 11.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 7 . 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 16,822 : : Positions : : 8,717 6,294 3,191 4,353 3,401 200 1,111 80 660 1,043 435 : : : : Changes from: July 26, 2011 : : -1,503 -1,436 -606 -1,048 -110 200 426 -64 -198 14 -284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 37.4 19.0 25.9 20.2 1.2 6.6 0.5 3.9 6.2 2.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 21 15 8 11 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 12,053 : : Positions : : 8,430 7,150 0 3,919 156 2,425 0 513 106 0 220 : : : : Changes from: July 26, 2011 : : -1,468 -1,450 -408 -189 -60 -13 0 0 70 0 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 59.3 0.0 32.5 1.3 20.1 0.0 4.3 0.9 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 0 7 . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 28,965 : : Positions : : 5,796 16,147 4,331 6,162 4,547 5,758 0 250 7,225 693 356 : : : : Changes from: July 26, 2011 : : -240 -1,822 -783 -551 -290 -684 0 -25 -651 -15 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 55.7 15.0 21.3 15.7 19.9 0.0 0.9 24.9 2.4 1.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 12 8 9 11 5 0 . 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 5, 2011