Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 39,122 : : Positions : : 22,304 30,464 7,389 629 5,614 0 0 0 2,316 626 1,377 : : : : Changes from: August 2, 2011 : : 790 1,492 277 -240 758 0 0 0 254 143 1,317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 77.9 18.9 1.6 14.3 0.0 0.0 0.0 5.9 1.6 3.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 24 32 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 10,783 : : Positions : : 8,477 8,808 1,622 1,334 516 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : -5 116 100 -41 16 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 81.7 15.0 12.4 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 23 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 9,502 : : Positions : : 5,251 5,756 1,142 364 1,529 0 0 0 159 288 255 : : : : Changes from: August 2, 2011 : : 121 128 31 -29 60 0 0 0 6 -20 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 60.6 12.0 3.8 16.1 0.0 0.0 0.0 1.7 3.0 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 26 6 4 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,174 : : Positions : : 3,843 4,874 974 117 1,082 0 0 0 492 50 147 : : : : Changes from: August 2, 2011 : : 112 208 116 3 29 0 0 0 -110 -60 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 67.9 13.6 1.6 15.1 0.0 0.0 0.0 6.9 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 35 7 6 13 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,672 : : Positions : : 1,799 1,534 297 200 436 0 0 0 4 0 59 : : : : Changes from: August 2, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 41.8 8.1 5.4 11.9 0.0 0.0 0.0 0.1 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 2,588 : : Positions : : 793 1,393 28 366 348 0 0 0 760 115 5 : : : : Changes from: August 2, 2011 : : -45 55 0 -10 0 0 0 0 0 -25 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 53.8 1.1 14.1 13.4 0.0 0.0 0.0 29.4 4.4 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 8,043 : : Positions : : 4,978 7,005 2,459 245 511 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 122 187 85 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 87.1 30.6 3.0 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 19,086 : : Positions : : 14,496 12,936 1,479 1,109 1,897 0 0 0 1,184 3,114 30 : : : : Changes from: August 2, 2011 : : 1,185 1,915 153 179 275 0 0 0 1,184 428 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 67.8 7.7 5.8 9.9 0.0 0.0 0.0 6.2 16.3 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 14 7 6 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 362,887 : : Positions : : 131,601 210,310 60,722 11,095 24,417 42,085 11,510 20,855 7,607 18,744 35,879 : : : : Changes from: August 2, 2011 : : 13,260 -4,296 1,103 115 292 -7,692 1,011 285 -783 645 6,959 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 58.0 16.7 3.1 6.7 11.6 3.2 5.7 2.1 5.2 9.9 : : : : Number of Traders in Each Category Total Traders: 158 : : 51 68 15 6 18 26 14 17 12 11 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 90,551 : : Positions : : 31,325 39,567 14,164 730 17,526 0 0 0 6 7,038 23,042 : : : : Changes from: August 2, 2011 : : -4,580 -5,890 -163 46 -1,518 0 0 0 -68 1,176 -3,868 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 43.7 15.6 0.8 19.4 0.0 0.0 0.0 0.0 7.8 25.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 5 . 8 0 0 0 . 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 15,007 : : Positions : : 8,832 8,824 2,093 3,175 1,776 300 0 0 1,711 930 295 : : : : Changes from: August 2, 2011 : : 685 485 150 0 0 0 0 0 0 350 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 58.8 13.9 21.2 11.8 2.0 0.0 0.0 11.4 6.2 2.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 22 7 4 8 . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 6,819 : : Positions : : 4,620 3,820 750 1,734 240 795 500 0 280 375 120 : : : : Changes from: August 2, 2011 : : 300 0 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 56.0 11.0 25.4 3.5 11.7 7.3 0.0 4.1 5.5 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 9, 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 9,438 : : Positions : : 7,206 6,552 34 1,003 256 623 0 12 467 967 233 : : : : Changes from: August 2, 2011 : : -322 -130 1 75 -4 34 0 7 73 -134 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 69.4 0.4 10.6 2.7 6.6 0.0 0.1 4.9 10.2 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 22 . . . 5 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 14,853 : : Positions : : 14,162 11,733 0 1,247 159 0 57 20 57 1,187 108 : : : : Changes from: August 2, 2011 : : 726 434 0 31 -20 0 -10 3 19 322 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 79.0 0.0 8.4 1.1 0.0 0.4 0.1 0.4 8.0 0.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 36 0 4 . 0 . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 1,424 : : Positions : : 968 969 0 11 58 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 96 66 0 0 0 0 0 0 -43 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 68.0 0.0 0.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 20 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 516,662 : : Positions : : 155,076 169,493 48,709 65,119 106,345 31,997 14,807 35,953 11,884 7,509 96,014 : : : : Changes from: August 2, 2011 : : -3,841 -6,309 5,906 -8,592 922 -5,809 842 2,833 -7,429 6,143 13,719 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 32.8 9.4 12.6 20.6 6.2 2.9 7.0 2.3 1.5 18.6 : : : : Number of Traders in Each Category Total Traders: 135 : : 39 36 15 16 28 14 11 16 21 13 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 3,009,641 : : Positions : : 385,168 569,501 233,392 266,021 832,212 218,694 75,756 399,166 105,017 68,962 717,975 : : : : Changes from: August 2, 2011 : : 34,529 35,258 1,648 -10,811 58,565 -16,702 611 52,503 5,358 1,221 155,550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 18.9 7.8 8.8 27.7 7.3 2.5 13.3 3.5 2.3 23.9 : : : : Number of Traders in Each Category Total Traders: 378 : : 52 56 24 28 46 82 47 86 86 44 113 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 360,610 : : Positions : : 100,739 193,657 20,101 55,497 24,661 0 35,855 19,156 170,241 3,655 24,526 : : : : Changes from: August 2, 2011 : : 5,270 -338 28 1,942 -495 0 2,272 1,792 -1,837 1,037 2,803 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 53.7 5.6 15.4 6.8 0.0 9.9 5.3 47.2 1.0 6.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 16 17 . 6 8 0 13 10 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 207,773 : : Positions : : 44,756 33,181 45,397 87,772 21,827 2,299 0 0 55,061 14,044 3,051 : : : : Changes from: August 2, 2011 : : -114 161 628 -342 299 0 0 0 -1,089 514 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 16.0 21.8 42.2 10.5 1.1 0.0 0.0 26.5 6.8 1.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 7 8 8 11 . 0 0 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 130,640 : : Positions : : 11,590 13,971 7,293 27,575 55,711 19,808 4,021 13,801 5,447 95 12,582 : : : : Changes from: August 2, 2011 : : -1,664 -1,414 -2,744 -6,418 1,340 -2,691 2,074 -1,908 1,143 -177 2,273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 10.7 5.6 21.1 42.6 15.2 3.1 10.6 4.2 0.1 9.6 : : : : Number of Traders in Each Category Total Traders: 64 : : 7 7 8 12 17 13 5 14 12 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 536,311 : : Positions : : 83,145 70,727 41,776 84,900 260,067 0 974 17,022 32,379 358 85,252 : : : : Changes from: August 2, 2011 : : 2,303 3,774 -4,962 5,121 -966 0 -1,530 -539 6,201 -2,505 6,912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 13.2 7.8 15.8 48.5 0.0 0.2 3.2 6.0 0.1 15.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 9 18 27 0 . . 12 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 22,061 : : Positions : : 10,759 12,294 5,056 1,313 5,261 0 388 650 150 1,982 173 : : : : Changes from: August 2, 2011 : : 625 600 250 250 275 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 55.7 22.9 6.0 23.8 0.0 1.8 2.9 0.7 9.0 0.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 27 7 6 9 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 82,096 : : Positions : : 10,147 3,743 35,536 22,756 21,320 2,932 9,449 8,153 0 10,943 725 : : : : Changes from: August 2, 2011 : : -130 -50 735 -2,004 2,113 -115 0 132 0 2,464 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 4.6 43.3 27.7 26.0 3.6 11.5 9.9 0.0 13.3 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 5 4 11 10 17 5 4 9 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 35,651 : : Positions : : 1,439 3,458 13,247 10,278 11,356 2,556 2,184 2,114 0 2,637 1,053 : : : : Changes from: August 2, 2011 : : 0 0 1,164 -2,374 1,399 150 848 -110 0 2,404 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.7 37.2 28.8 31.9 7.2 6.1 5.9 0.0 7.4 3.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . 4 8 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 14,260 : : Positions : : 4,305 2,630 4,210 7,360 4,045 1,634 0 0 0 150 0 : : : : Changes from: August 2, 2011 : : 0 0 0 270 30 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 18.4 29.5 51.6 28.4 11.5 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 6 7 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 22,380 : : Positions : : 2,098 1,976 850 2,703 7,325 2,538 1,315 3,395 100 657 2,096 : : : : Changes from: August 2, 2011 : : 864 -111 -1,011 62 2,070 32 72 358 61 102 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 8.8 3.8 12.1 32.7 11.3 5.9 15.2 0.4 2.9 9.4 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 . 9 . 4 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 29,291 : : Positions : : 957 330 3,857 3,149 17,666 2,482 969 2,618 94 2,371 781 : : : : Changes from: August 2, 2011 : : 493 299 1,337 -61 4,285 -226 194 970 94 1,019 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 1.1 13.2 10.8 60.3 8.5 3.3 8.9 0.3 8.1 2.7 : : : : Number of Traders in Each Category Total Traders: 39 : : . . 10 7 16 7 6 8 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 87,192 : : Positions : : 7,677 9,742 8,391 13,714 38,012 4,736 0 5,047 2,201 142 4,699 : : : : Changes from: August 2, 2011 : : -264 -675 -2,234 1,460 -1,753 2,074 0 -1,173 751 104 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 11.2 9.6 15.7 43.6 5.4 0.0 5.8 2.5 0.2 5.4 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 5 10 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 275,403 : : Positions : : 104,404 177,437 28,382 11,283 20,501 51,201 6,902 16,383 15,489 8,343 19,194 : : : : Changes from: August 2, 2011 : : 19,339 -792 -2,275 -366 263 -17,963 -1,772 -948 501 -2,608 3,555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 64.4 10.3 4.1 7.4 18.6 2.5 5.9 5.6 3.0 7.0 : : : : Number of Traders in Each Category Total Traders: 184 : : 49 69 15 8 17 44 12 25 15 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 23,525 : : Positions : : 6,412 17,242 1,383 0 378 2,690 271 40 5,885 0 235 : : : : Changes from: August 2, 2011 : : 703 -310 -315 0 160 -600 0 0 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 73.3 5.9 0.0 1.6 11.4 1.2 0.2 25.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 4,828 : : Positions : : 2,830 2,844 568 868 816 0 0 0 314 0 300 : : : : Changes from: August 2, 2011 : : 350 150 -196 4 102 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 58.9 11.8 18.0 16.9 0.0 0.0 0.0 6.5 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 16 . 6 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 50,748 : : Positions : : 36,334 30,719 8,131 14,937 4,704 500 125 150 0 0 0 : : : : Changes from: August 2, 2011 : : 914 646 -30 288 185 0 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 60.5 16.0 29.4 9.3 1.0 0.2 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 24 9 6 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 19,002 : : Positions : : 13,741 14,537 4,376 3,700 765 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 245 460 70 -100 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 76.5 23.0 19.5 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 1,201 150 375 0 196 0 0 2,880 120 : : : : Changes from: August 2, 2011 : : 0 0 0 -50 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 31.4 22.1 2.8 6.9 0.0 3.6 0.0 0.0 53.1 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 9, 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 10,071 : : Positions : : 4,845 6,426 1,948 1,872 1,478 141 0 0 1,240 0 155 : : : : Changes from: August 2, 2011 : : 404 283 271 472 -12 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 63.8 19.3 18.6 14.7 1.4 0.0 0.0 12.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 13 8 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 17,868 : : Positions : : 9,327 7,389 3,191 3,956 3,798 50 1,207 80 788 837 496 : : : : Changes from: August 2, 2011 : : 610 1,095 0 -397 397 -150 96 0 128 -206 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 41.4 17.9 22.1 21.3 0.3 6.8 0.4 4.4 4.7 2.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 20 20 8 11 13 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 13,301 : : Positions : : 9,016 8,672 0 4,034 156 3,520 0 129 106 0 220 : : : : Changes from: August 2, 2011 : : 586 1,522 0 115 0 1,095 0 -384 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 65.2 0.0 30.3 1.2 26.5 0.0 1.0 0.8 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 0 7 . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 28,971 : : Positions : : 5,836 15,847 4,331 6,222 4,562 5,758 15 200 7,185 918 397 : : : : Changes from: August 2, 2011 : : 40 -300 0 60 15 0 15 -50 -40 225 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 54.7 14.9 21.5 15.7 19.9 0.1 0.7 24.8 3.2 1.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 14 12 8 9 11 5 . . 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 12, 2011