Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 48,313 : : Positions : : 31,775 40,324 8,335 1,111 5,580 0 0 0 2,571 874 2 : : : : Changes from: August 23, 2011 : : 5,863 6,137 230 52 207 0 0 0 102 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 83.5 17.3 2.3 11.5 0.0 0.0 0.0 5.3 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 10,788 : : Positions : : 7,945 8,808 2,166 1,351 482 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : -229 -156 75 7 28 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 81.6 20.1 12.5 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 25 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 10,239 : : Positions : : 5,862 6,437 1,161 478 1,610 0 0 0 177 243 249 : : : : Changes from: August 23, 2011 : : 237 241 12 96 4 0 0 0 7 -32 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 62.9 11.3 4.7 15.7 0.0 0.0 0.0 1.7 2.4 2.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 29 6 6 12 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 8,113 : : Positions : : 4,605 5,764 928 79 1,170 0 0 0 658 50 85 : : : : Changes from: August 23, 2011 : : 191 172 -39 -27 40 0 0 0 80 10 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 71.0 11.4 1.0 14.4 0.0 0.0 0.0 8.1 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 38 8 5 13 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 3,930 : : Positions : : 2,262 1,743 269 200 389 0 0 0 4 0 59 : : : : Changes from: August 23, 2011 : : 248 64 -51 0 -24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 44.4 6.8 5.1 9.9 0.0 0.0 0.0 0.1 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 2,826 : : Positions : : 1,183 1,733 55 316 329 0 0 0 525 90 30 : : : : Changes from: August 23, 2011 : : 165 40 27 5 -39 0 0 0 -150 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 61.3 1.9 11.2 11.6 0.0 0.0 0.0 18.6 3.2 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 2,197 : : Positions : : 797 1,300 364 52 427 0 0 0 63 50 96 : : : : Changes from: August 23, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 59.2 16.6 2.4 19.4 0.0 0.0 0.0 2.9 2.3 4.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 1,787 : : Positions : : 1,654 1,397 100 365 25 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 78.2 5.6 20.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 9,879 : : Positions : : 6,174 8,801 2,969 145 641 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : 1,150 1,300 150 0 -18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 89.1 30.1 1.5 6.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 7 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 24,110 : : Positions : : 19,114 16,704 1,539 480 3,437 0 0 0 0 3,469 20 : : : : Changes from: August 23, 2011 : : 2,878 3,023 -168 -468 747 0 0 0 0 155 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 69.3 6.4 2.0 14.3 0.0 0.0 0.0 0.0 14.4 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 13 8 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 365,716 : : Positions : : 133,472 219,221 61,073 10,849 26,436 39,640 7,881 18,142 7,173 17,555 39,971 : : : : Changes from: August 23, 2011 : : -6,227 7,536 -763 292 1,378 5,811 -3,570 -1,349 160 1,354 -2,251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 59.9 16.7 3.0 7.2 10.8 2.2 5.0 2.0 4.8 10.9 : : : : Number of Traders in Each Category Total Traders: 165 : : 52 73 16 5 16 30 9 19 9 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 105,019 : : Positions : : 35,060 44,306 13,372 844 22,422 0 0 0 42 5,325 29,315 : : : : Changes from: August 23, 2011 : : 1,941 2,334 -159 139 2,392 0 0 0 11 -750 2,813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 42.2 12.7 0.8 21.4 0.0 0.0 0.0 0.0 5.1 27.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 4 5 4 9 0 0 0 . 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 16,287 : : Positions : : 10,932 9,439 2,013 3,606 2,231 300 0 0 587 780 199 : : : : Changes from: August 23, 2011 : : -365 -60 -35 -115 350 0 0 0 25 -200 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 58.0 12.4 22.1 13.7 1.8 0.0 0.0 3.6 4.8 1.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 37 24 6 6 8 . 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 7,656 : : Positions : : 5,600 4,330 850 1,345 348 186 580 120 450 761 88 : : : : Changes from: August 23, 2011 : : 300 0 0 150 0 0 0 0 20 116 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 56.6 11.1 17.6 4.5 2.4 7.6 1.6 5.9 9.9 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 11 5 7 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 10,324 : : Positions : : 7,870 7,199 6 1,006 78 628 0 131 315 844 670 : : : : Changes from: August 23, 2011 : : 226 91 6 186 -82 -24 0 47 -69 -154 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 69.7 0.1 9.7 0.8 6.1 0.0 1.3 3.1 8.2 6.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 19,382 : : Positions : : 18,508 16,500 0 1,224 239 0 0 0 168 950 65 : : : : Changes from: August 23, 2011 : : 1,523 1,680 -57 -132 -16 0 0 0 -23 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 85.1 0.0 6.3 1.2 0.0 0.0 0.0 0.9 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 41 0 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,609 : : Positions : : 1,465 1,514 70 50 15 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : -3 40 0 10 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 94.1 4.4 3.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,575 : : Positions : : 990 995 0 11 58 0 0 0 28 0 40 : : : : Changes from: August 23, 2011 : : -73 -105 0 0 0 0 0 0 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 63.2 0.0 0.7 3.7 0.0 0.0 0.0 1.8 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 18 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 493,381 : : Positions : : 144,810 169,029 46,284 64,762 100,317 34,685 11,837 34,454 15,262 5,229 86,675 : : : : Changes from: August 23, 2011 : : 4,613 3,303 -2,497 1,381 530 -451 -597 399 -214 -1,980 10,656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 34.3 9.4 13.1 20.3 7.0 2.4 7.0 3.1 1.1 17.6 : : : : Number of Traders in Each Category Total Traders: 130 : : 40 36 14 17 27 13 10 15 18 11 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 2,738,482 : : Positions : : 378,114 555,379 220,498 253,606 788,322 221,044 59,427 328,862 99,203 60,211 613,964 : : : : Changes from: August 23, 2011 : : 12,805 11,669 -9,341 5,719 8,475 1,874 -16,549 -1,675 -1,356 -3,045 20,740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 20.3 8.1 9.3 28.8 8.1 2.2 12.0 3.6 2.2 22.4 : : : : Number of Traders in Each Category Total Traders: 363 : : 53 56 25 23 44 77 50 86 68 52 103 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 319,048 : : Positions : : 85,916 176,190 17,072 49,068 24,082 0 28,587 12,692 155,310 2,290 20,563 : : : : Changes from: August 23, 2011 : : -2,213 -4,144 -1,172 594 667 0 -1,627 -964 -2,139 -139 473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 55.2 5.4 15.4 7.5 0.0 9.0 4.0 48.7 0.7 6.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 17 17 . 7 8 0 12 9 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 216,180 : : Positions : : 44,655 31,788 48,938 86,506 25,628 1,363 0 40 54,478 18,998 5,148 : : : : Changes from: August 23, 2011 : : 18 414 1,096 -1,142 1,170 -264 0 0 -338 -170 714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 14.7 22.6 40.0 11.9 0.6 0.0 0.0 25.2 8.8 2.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 7 7 9 7 11 . 0 . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 121,162 : : Positions : : 12,063 13,662 8,435 23,385 53,949 14,365 2,542 13,795 4,066 181 10,849 : : : : Changes from: August 23, 2011 : : 422 252 652 1,367 243 179 -376 -177 111 68 -626 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 11.3 7.0 19.3 44.5 11.9 2.1 11.4 3.4 0.1 9.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 6 6 11 10 19 13 4 12 12 . 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 541,049 : : Positions : : 83,753 70,681 48,325 82,566 261,653 0 880 19,005 26,201 4,849 85,553 : : : : Changes from: August 23, 2011 : : 1,690 -61 2,372 1,848 409 0 316 61 -1,280 790 970 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 13.1 8.9 15.3 48.4 0.0 0.2 3.5 4.8 0.9 15.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 9 18 27 0 . . 11 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 22,610 : : Positions : : 12,584 14,224 4,477 1,572 5,064 0 420 150 150 1,007 173 : : : : Changes from: August 23, 2011 : : 10 10 0 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 62.9 19.8 7.0 22.4 0.0 1.9 0.7 0.7 4.5 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 27 7 6 10 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 78,266 : : Positions : : 9,904 3,749 35,129 23,975 18,817 3,037 9,449 8,180 0 8,284 740 : : : : Changes from: August 23, 2011 : : 0 0 283 -169 0 7 0 61 0 199 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 4.8 44.9 30.6 24.0 3.9 12.1 10.5 0.0 10.6 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 30, 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 36,161 : : Positions : : 1,439 3,427 14,748 10,159 11,047 2,359 1,613 2,294 0 3,285 931 : : : : Changes from: August 23, 2011 : : 0 0 -368 -83 295 -352 -1,001 278 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.5 40.8 28.1 30.5 6.5 4.5 6.3 0.0 9.1 2.6 : : : : Number of Traders in Each Category Total Traders: 26 : : . 4 9 5 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 14,920 : : Positions : : 4,605 2,930 4,210 7,660 4,105 2,000 0 0 0 150 0 : : : : Changes from: August 23, 2011 : : 150 150 0 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 19.6 28.2 51.3 27.5 13.4 0.0 0.0 0.0 1.0 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 30, 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 21,506 : : Positions : : 1,405 2,321 1,564 2,733 6,153 3,007 1,161 3,243 228 31 1,319 : : : : Changes from: August 23, 2011 : : -102 -34 -207 39 -344 -9 -154 -240 -236 -93 459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 10.8 7.3 12.7 28.6 14.0 5.4 15.1 1.1 0.1 6.1 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 6 . 8 4 . 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 24,986 : : Positions : : 714 1,246 3,355 2,871 15,124 2,425 1,485 1,566 92 1,146 664 : : : : Changes from: August 23, 2011 : : -258 -71 -335 131 -85 153 -174 -210 -37 -250 166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 5.0 13.4 11.5 60.5 9.7 5.9 6.3 0.4 4.6 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 4 5 10 7 15 5 8 8 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 92,395 : : Positions : : 6,903 10,569 11,496 14,106 42,462 5,419 0 4,183 3,171 1,582 5,226 : : : : Changes from: August 23, 2011 : : -20 381 1,288 830 1,053 -221 0 -57 584 171 994 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.5 11.4 12.4 15.3 46.0 5.9 0.0 4.5 3.4 1.7 5.7 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 6 10 15 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 274,940 : : Positions : : 95,734 171,560 27,773 9,394 20,644 61,020 8,755 19,678 13,287 13,919 17,713 : : : : Changes from: August 23, 2011 : : -7,108 2,079 102 -568 -1,987 8,179 677 749 -888 672 -3,644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 62.4 10.1 3.4 7.5 22.2 3.2 7.2 4.8 5.1 6.4 : : : : Number of Traders in Each Category Total Traders: 184 : : 51 69 16 4 16 53 8 29 16 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 25,382 : : Positions : : 7,200 20,603 1,240 10 529 3,443 0 0 6,560 0 238 : : : : Changes from: August 23, 2011 : : -95 545 -290 10 211 884 0 0 453 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 81.2 4.9 0.0 2.1 13.6 0.0 0.0 25.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 5,352 : : Positions : : 2,980 3,344 843 743 915 0 0 0 264 0 300 : : : : Changes from: August 23, 2011 : : 50 200 125 -75 -12 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 62.5 15.8 13.9 17.1 0.0 0.0 0.0 4.9 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 18 5 5 9 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 57,418 : : Positions : : 42,924 35,784 8,386 16,748 4,698 500 25 25 0 0 0 : : : : Changes from: August 23, 2011 : : 1,971 528 380 1,958 64 0 -150 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 62.3 14.6 29.2 8.2 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 26 9 8 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 20,138 : : Positions : : 14,957 16,123 4,696 3,650 365 0 0 0 0 0 0 : : : : Changes from: August 23, 2011 : : -225 310 480 -55 -345 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 80.1 23.3 18.1 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 6,101 : : Positions : : 4,325 1,705 1,371 195 355 0 196 0 50 3,650 0 : : : : Changes from: August 23, 2011 : : 400 50 95 45 5 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 27.9 22.5 3.2 5.8 0.0 3.2 0.0 0.8 59.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 12 9 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 10,731 : : Positions : : 4,988 7,293 2,350 1,697 1,478 141 0 0 1,390 0 120 : : : : Changes from: August 23, 2011 : : -57 167 99 -25 0 0 0 0 100 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 68.0 21.9 15.8 13.8 1.3 0.0 0.0 13.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 16 8 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 21,385 : : Positions : : 12,634 9,276 3,185 4,286 3,837 100 2,064 80 980 1,306 431 : : : : Changes from: August 23, 2011 : : 359 -180 -52 151 -105 0 150 0 96 282 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 43.4 14.9 20.0 17.9 0.5 9.7 0.4 4.6 6.1 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 26 24 7 11 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 14,389 : : Positions : : 10,094 9,711 0 4,093 192 3,573 0 0 106 0 220 : : : : Changes from: August 23, 2011 : : 717 652 0 170 -72 129 0 -129 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 67.5 0.0 28.4 1.3 24.8 0.0 0.0 0.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 22 0 7 . 5 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 29,428 : : Positions : : 7,243 16,667 4,519 4,734 5,164 3,408 105 320 7,462 1,048 610 : : : : Changes from: August 23, 2011 : : 441 -39 0 -1,450 265 -1,900 90 0 0 0 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 56.6 15.4 16.1 17.5 11.6 0.4 1.1 25.4 3.6 2.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 16 15 8 9 12 4 . 5 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 15,561 : : Positions : : 8,196 10,107 0 2,754 9 2,040 0 42 803 0 0 : : : : Changes from: August 23, 2011 : : 1,550 1,458 0 0 0 256 0 -9 -167 -166 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 65.0 0.0 17.7 0.1 13.1 0.0 0.3 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 0 4 . . 0 . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 2, 2011