GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 39,271: 23,834 35,659 10,954 121 2,261 0 0 0 571 150 985: 666 95 Old : 39,271: 23,834 35,659 10,954 121 2,261 0 0 0 571 150 985: 666 95 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : -920: -593 -471 210 5 -343 0 0 0 -251 -143 65: -8 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 90.8 27.9 0.3 5.8 0.0 0.0 0.0 1.5 0.4 2.5: 1.7 0.2 Old : 100.0: 60.7 90.8 27.9 0.3 5.8 0.0 0.0 0.0 1.5 0.4 2.5: 1.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 23 31 12 . 11 0 0 0 . . .: Old : 51: 23 31 12 . 11 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 43.7 62.9 60.6 24.1 19.2 33.5 28.2 Old : 40.9 43.7 62.9 60.6 24.1 19.2 33.5 28.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 16,155: 14,265 12,140 1,267 3,590 325 0 0 0 0 0 0: 298 100 Old : 16,155: 14,265 12,140 1,267 3,590 325 0 0 0 0 0 0: 298 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 405: 390 374 0 35 0 0 0 0 0 0 0: 15 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 75.1 7.8 22.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 0.6 Old : 100.0: 88.3 75.1 7.8 22.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.8 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 18 22 4 4 . 0 0 0 0 0 0: Old : 34: 18 22 4 4 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.4 59.5 82.0 79.1 57.3 56.4 69.9 68.7 Old : 68.4 59.5 82.0 79.1 57.3 56.4 69.9 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 15,143: 8,967 9,612 1,255 576 2,510 24 0 460 31 251 638: 1,258 1,096 Old : 15,143: 8,967 9,612 1,255 576 2,510 24 0 460 31 251 638: 1,258 1,096 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 1,090: 851 1,000 41 -25 -1 24 0 276 -32 -29 -149: 80 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 63.5 8.3 3.8 16.6 0.2 0.0 3.0 0.2 1.7 4.2: 8.3 7.2 Old : 100.0: 59.2 63.5 8.3 3.8 16.6 0.2 0.0 3.0 0.2 1.7 4.2: 8.3 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 27 30 8 7 15 . 0 . . . .: Old : 52: 27 30 8 7 15 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.7 34.1 43.2 51.5 16.0 17.1 21.8 22.9 Old : 24.7 34.1 43.2 51.5 16.0 17.1 21.8 22.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 7,258: 4,141 5,281 575 202 1,098 96 0 0 619 65 38: 691 574 Old : 7,258: 4,141 5,281 575 202 1,098 96 0 0 619 65 38: 691 574 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 344: 202 289 17 -15 72 96 0 0 12 30 0: -55 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 72.8 7.9 2.8 15.1 1.3 0.0 0.0 8.5 0.9 0.5: 9.5 7.9 Old : 100.0: 57.1 72.8 7.9 2.8 15.1 1.3 0.0 0.0 8.5 0.9 0.5: 9.5 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 36 41 7 . 10 . 0 0 . . .: Old : 60: 36 41 7 . 10 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.7 25.4 39.9 40.1 19.1 21.1 26.2 29.8 Old : 26.7 25.4 39.9 40.1 19.1 21.1 26.2 29.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 6,076: 4,588 4,446 456 427 520 0 0 0 0 125 0: 512 558 Old : 6,076: 4,588 4,446 456 427 520 0 0 0 0 125 0: 512 558 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : -2: 46 8 15 20 -18 0 0 0 0 35 0: -45 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 73.2 7.5 7.0 8.6 0.0 0.0 0.0 0.0 2.1 0.0: 8.4 9.2 Old : 100.0: 75.5 73.2 7.5 7.0 8.6 0.0 0.0 0.0 0.0 2.1 0.0: 8.4 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 15 . 4 4 0 0 0 0 . 0: Old : 23: 14 15 . 4 4 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 48.1 74.1 67.9 22.4 16.3 28.0 24.0 Old : 51.3 48.1 74.1 67.9 22.4 16.3 28.0 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 4,865: 2,562 2,938 647 124 559 0 294 19 0 323 270: 808 338 Old : 4,865: 2,562 2,938 647 124 559 0 294 19 0 323 270: 808 338 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 255: 289 206 -15 -5 28 0 0 0 0 69 -35: -12 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 60.4 13.3 2.5 11.5 0.0 6.0 0.4 0.0 6.6 5.5: 16.6 6.9 Old : 100.0: 52.7 60.4 13.3 2.5 11.5 0.0 6.0 0.4 0.0 6.6 5.5: 16.6 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 19 4 . 5 0 . . 0 . .: Old : 28: 16 19 4 . 5 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 38.3 60.5 62.5 25.6 22.9 33.3 34.0 Old : 39.1 38.3 60.5 62.5 25.6 22.9 33.3 34.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,213: 1,217 836 26 681 120 0 0 0 65 24 120: 665 432 Old : 2,213: 1,217 836 26 681 120 0 0 0 65 24 120: 665 432 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 131: 63 56 -1 -9 46 0 0 0 -40 -19 39: 24 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 37.8 1.2 30.8 5.4 0.0 0.0 0.0 2.9 1.1 5.4: 30.0 19.5 Old : 100.0: 55.0 37.8 1.2 30.8 5.4 0.0 0.0 0.0 2.9 1.1 5.4: 30.0 19.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 12 . . 4 0 0 0 . . .: Old : 22: 11 12 . . 4 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 43.4 56.8 65.7 43.2 40.2 49.2 56.7 Old : 46.9 43.4 56.8 65.7 43.2 40.2 49.2 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 12,264: 9,068 11,159 2,632 670 405 0 0 0 0 0 0: 159 30 Old : 12,264: 9,068 11,159 2,632 670 405 0 0 0 0 0 0: 159 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 780: 567 780 213 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 91.0 21.5 5.5 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.2 Old : 100.0: 73.9 91.0 21.5 5.5 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 12 5 . . 0 0 0 0 0 0: Old : 29: 19 12 5 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 62.3 77.9 86.9 48.8 56.9 65.3 74.8 Old : 52.9 62.3 77.9 86.9 48.8 56.9 65.3 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 6,771: 3,530 1,085 1,932 4,131 810 0 0 0 0 531 0: 499 214 Old : 6,771: 3,530 1,085 1,932 4,131 810 0 0 0 0 531 0: 499 214 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 764: 213 264 399 351 103 0 0 0 0 0 0: 49 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.1 16.0 28.5 61.0 12.0 0.0 0.0 0.0 0.0 7.8 0.0: 7.4 3.2 Old : 100.0: 52.1 16.0 28.5 61.0 12.0 0.0 0.0 0.0 0.0 7.8 0.0: 7.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 6 4 4 10 7 0 0 0 0 . 0: Old : 22: 6 4 4 10 7 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 43.8 80.0 69.3 57.1 38.1 65.7 60.7 Old : 60.0 43.8 80.0 69.3 57.1 38.1 65.7 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 18,676: 15,152 11,728 2,194 4,017 862 0 0 0 0 1,721 348: 120 0 Old : 18,676: 15,152 11,728 2,194 4,017 862 0 0 0 0 1,721 348: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 651: 611 565 0 156 40 0 0 0 0 -110 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 62.8 11.7 21.5 4.6 0.0 0.0 0.0 0.0 9.2 1.9: 0.6 0.0 Old : 100.0: 81.1 62.8 11.7 21.5 4.6 0.0 0.0 0.0 0.0 9.2 1.9: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 14 4 5 6 0 0 0 0 . .: Old : 35: 21 14 4 5 6 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 50.8 59.0 75.5 31.6 40.1 48.9 54.3 Old : 35.4 50.8 59.0 75.5 31.6 40.1 48.9 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 324,307: 132,375 176,135 52,118 7,350 14,463 26,568 28,011 23,275 14,534 17,104 25,814: 35,160 32,155 Old : 324,307: 132,375 176,135 52,118 7,350 14,463 26,568 28,011 23,275 14,534 17,104 25,814: 35,160 32,155 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 3,339: 7,601 5,745 -64 1,265 693 3,688 571 392 -2,887 1,335 -5,718: -366 -944 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.8 54.3 16.1 2.3 4.5 8.2 8.6 7.2 4.5 5.3 8.0: 10.8 9.9 Old : 100.0: 40.8 54.3 16.1 2.3 4.5 8.2 8.6 7.2 4.5 5.3 8.0: 10.8 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 165: 59 60 16 . 12 25 26 23 10 13 20: Old : 165: 59 60 16 . 12 25 26 23 10 13 20: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.1 23.6 27.8 35.5 8.8 10.6 15.2 15.7 Old : 17.1 23.6 27.8 35.5 8.8 10.6 15.2 15.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 11,289: 6,557 7,387 2,975 553 1,439 0 87 0 180 1,746 8: 130 69 Old : 11,289: 6,557 7,387 2,975 553 1,439 0 87 0 180 1,746 8: 130 69 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 516: 375 522 62 -22 29 0 87 0 50 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 65.4 26.4 4.9 12.7 0.0 0.8 0.0 1.6 15.5 0.1: 1.2 0.6 Old : 100.0: 58.1 65.4 26.4 4.9 12.7 0.0 0.8 0.0 1.6 15.5 0.1: 1.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 27 30 8 . 8 0 . 0 . 4 .: Old : 59: 27 30 8 . 8 0 . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 29.6 55.3 48.4 30.9 27.3 45.7 40.0 Old : 33.2 29.6 55.3 48.4 30.9 27.3 45.7 40.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 17,305: 11,605 11,130 2,925 2,565 1,980 105 0 0 590 1,500 100: 0 30 Old : 17,305: 11,605 11,130 2,925 2,565 1,980 105 0 0 590 1,500 100: 0 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 975: 1,270 450 -320 400 25 0 0 0 140 0 100: -240 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 64.3 16.9 14.8 11.4 0.6 0.0 0.0 3.4 8.7 0.6: 0.0 0.2 Old : 100.0: 67.1 64.3 16.9 14.8 11.4 0.6 0.0 0.0 3.4 8.7 0.6: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 13 18 7 6 8 . 0 0 . . .: Old : 39: 13 18 7 6 8 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 45.3 73.4 66.7 36.4 25.7 45.3 38.8 Old : 56.2 45.3 73.4 66.7 36.4 25.7 45.3 38.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 11,628: 7,161 1,033 634 7,401 2,514 0 0 0 0 0 0: 1,319 680 Old : 11,628: 7,161 1,033 634 7,401 2,514 0 0 0 0 0 0: 1,319 680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 453: 453 -39 0 75 0 0 0 0 0 0 0: 0 417 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 8.9 5.5 63.6 21.6 0.0 0.0 0.0 0.0 0.0 0.0: 11.3 5.8 Old : 100.0: 61.6 8.9 5.5 63.6 21.6 0.0 0.0 0.0 0.0 0.0 0.0: 11.3 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 4 . 9 9 0 0 0 0 0 0: Old : 22: 11 4 . 9 9 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 71.2 67.8 85.7 42.0 57.8 54.2 63.3 Old : 46.3 71.2 67.8 85.7 42.0 57.8 54.2 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 1,526: 1,260 1,350 184 100 66 0 0 0 0 0 0: 16 10 Old : 1,526: 1,260 1,350 184 100 66 0 0 0 0 0 0: 16 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 210: 310 200 0 0 0 0 0 0 0 0 0: -100 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.6 88.5 12.1 6.6 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.7 Old : 100.0: 82.6 88.5 12.1 6.6 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 8 4 . . 0 0 0 0 0 0: Old : 23: 11 8 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 68.8 72.7 91.7 49.1 62.3 66.2 78.6 Old : 49.1 68.8 72.7 91.7 49.1 62.3 66.2 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 12,677: 7,716 9,497 40 578 188 344 0 82 1,800 157 1,832: 675 343 Old : 12,677: 7,716 9,497 40 578 188 344 0 82 1,800 157 1,832: 675 343 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 874: -243 239 40 197 46 61 0 -5 522 -19 415: 38 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 74.9 0.3 4.6 1.5 2.7 0.0 0.6 14.2 1.2 14.5: 5.3 2.7 Old : 100.0: 60.9 74.9 0.3 4.6 1.5 2.7 0.0 0.6 14.2 1.2 14.5: 5.3 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 20 20 . . . 4 0 . 4 . 5: Old : 38: 20 20 . . . 4 0 . 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 48.6 67.8 70.8 17.9 15.8 24.5 23.6 Old : 56.0 48.6 67.8 70.8 17.9 15.8 24.5 23.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 23,532: 21,641 19,080 364 928 845 0 34 0 257 2,151 113: 312 381 Old : 23,532: 21,641 19,080 364 928 845 0 34 0 257 2,151 113: 312 381 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 1,828: 1,636 1,647 -33 -60 148 -15 34 -30 37 4 60: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 81.1 1.5 3.9 3.6 0.0 0.1 0.0 1.1 9.1 0.5: 1.3 1.6 Old : 100.0: 92.0 81.1 1.5 3.9 3.6 0.0 0.1 0.0 1.1 9.1 0.5: 1.3 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 28 41 . . . 0 . 0 . 4 .: Old : 54: 28 41 . . . 0 . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 34.8 65.3 56.8 35.0 31.0 46.2 42.0 Old : 42.0 34.8 65.3 56.8 35.0 31.0 46.2 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,658: 898 1,124 0 0 0 0 0 0 130 39 35: 595 460 Old : 1,658: 898 1,124 0 0 0 0 0 0 130 39 35: 595 460 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 83: 90 69 0 0 0 0 0 0 6 0 0: -13 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.2 67.8 0.0 0.0 0.0 0.0 0.0 0.0 7.8 2.4 2.1: 35.9 27.7 Old : 100.0: 54.2 67.8 0.0 0.0 0.0 0.0 0.0 0.0 7.8 2.4 2.1: 35.9 27.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 16 15 0 0 0 0 0 0 . . .: Old : 23: 16 15 0 0 0 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.8 39.0 42.5 55.5 24.2 35.5 37.5 46.7 Old : 25.8 39.0 42.5 55.5 24.2 35.5 37.5 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 432,042: 133,950 112,077 74,954 110,604 51,801 19,011 21,902 39,345 19,453 6,059 72,983: 20,545 17,271 Old : 432,042: 133,950 112,077 74,954 110,604 51,801 19,011 21,902 39,345 19,453 6,059 72,983: 20,545 17,271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : -5,314: 3,518 -3,557 898 -7,414 -2,054 274 4,099 2,087 -7,337 1,289 -962: -1,738 1,198 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 25.9 17.3 25.6 12.0 4.4 5.1 9.1 4.5 1.4 16.9: 4.8 4.0 Old : 100.0: 31.0 25.9 17.3 25.6 12.0 4.4 5.1 9.1 4.5 1.4 16.9: 4.8 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 120: 35 37 13 15 28 12 13 18 15 11 27: Old : 120: 35 37 13 15 28 12 13 18 15 11 27: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.0 29.8 41.7 41.8 16.2 19.3 23.5 24.4 Old : 25.0 29.8 41.7 41.8 16.2 19.3 23.5 24.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,403,473: 217,792 275,195 174,982 283,755 232,080 182,324 67,095 187,566 141,297 83,747 203,309: 64,123 70,726 Old : 1,403,473: 217,792 275,195 174,982 283,755 232,080 182,324 67,095 187,566 141,297 83,747 203,309: 64,123 70,726 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : -9,942: 3,582 9,282 -2,688 15,288 -15,823 2,215 -5,294 7,367 5,999 -20,699 -6,396: -4,198 6,333 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 19.6 12.5 20.2 16.5 13.0 4.8 13.4 10.1 6.0 14.5: 4.6 5.0 Old : 100.0: 15.5 19.6 12.5 20.2 16.5 13.0 4.8 13.4 10.1 6.0 14.5: 4.6 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 308: 49 52 17 29 39 45 48 61 57 39 80: Old : 308: 49 52 17 29 39 45 48 61 57 39 80: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.2 14.6 29.7 25.0 14.7 10.4 21.0 15.3 Old : 18.2 14.6 29.7 25.0 14.7 10.4 21.0 15.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 195,297: 29,974 14,604 41,501 87,424 19,895 8,388 0 96 49,053 19,973 727: 45,663 52,578 Old : 195,297: 29,974 14,604 41,501 87,424 19,895 8,388 0 96 49,053 19,973 727: 45,663 52,578 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 1,540: 139 0 834 -117 498 0 0 0 248 435 -75: -104 799 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 7.5 21.3 44.8 10.2 4.3 0.0 0.0 25.1 10.2 0.4: 23.4 26.9 Old : 100.0: 15.3 7.5 21.3 44.8 10.2 4.3 0.0 0.0 25.1 10.2 0.4: 23.4 26.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 5 5 6 9 12 . 0 . 4 6 4: Old : 33: 5 5 6 9 12 . 0 . 4 6 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 35.6 60.0 49.8 42.0 34.9 57.4 46.4 Old : 43.2 35.6 60.0 49.8 42.0 34.9 57.4 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 16,345: 5,632 10,695 7,503 1,908 2,167 768 0 0 0 1,275 275: 0 25 Old : 16,345: 5,632 10,695 7,503 1,908 2,167 768 0 0 0 1,275 275: 0 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 1,075: 350 517 192 -17 550 768 0 0 -768 0 0: -17 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 65.4 45.9 11.7 13.3 4.7 0.0 0.0 0.0 7.8 1.7: 0.0 0.2 Old : 100.0: 34.5 65.4 45.9 11.7 13.3 4.7 0.0 0.0 0.0 7.8 1.7: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 13 11 8 5 10 . 0 0 0 4 .: Old : 40: 13 11 8 5 10 . 0 0 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 57.3 71.5 72.9 47.2 52.4 63.2 65.0 Old : 50.5 57.3 71.5 72.9 47.2 52.4 63.2 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 88,399: 2,443 3,151 27,642 19,146 44,702 4,405 2,733 431 725 7,943 5,500: 2,551 4,793 Old : 88,399: 2,443 3,151 27,642 19,146 44,702 4,405 2,733 431 725 7,943 5,500: 2,551 4,793 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 362: 0 0 -655 0 997 394 206 -123 50 -706 0: -301 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 3.6 31.3 21.7 50.6 5.0 3.1 0.5 0.8 9.0 6.2: 2.9 5.4 Old : 100.0: 2.8 3.6 31.3 21.7 50.6 5.0 3.1 0.5 0.8 9.0 6.2: 2.9 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 4 . 9 8 16 . 4 . . . 5: Old : 34: 4 . 9 8 16 . 4 . . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 40.7 70.8 62.7 27.9 23.2 34.2 30.5 Old : 50.6 40.7 70.8 62.7 27.9 23.2 34.2 30.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 37,338: 2,370 2,650 9,346 9,122 16,548 1,565 1,097 345 500 701 4,357: 2,307 2,518 Old : 37,338: 2,370 2,650 9,346 9,122 16,548 1,565 1,097 345 500 701 4,357: 2,307 2,518 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : -4,753: 0 0 87 -434 -2,370 -408 0 -1,974 0 0 0: -88 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 7.1 25.0 24.4 44.3 4.2 2.9 0.9 1.3 1.9 11.7: 6.2 6.7 Old : 100.0: 6.3 7.1 25.0 24.4 44.3 4.2 2.9 0.9 1.3 1.9 11.7: 6.2 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: . . 7 5 12 . . . . . .: Old : 22: . . 7 5 12 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 48.4 67.3 68.4 26.7 23.7 33.4 33.1 Old : 46.3 48.4 67.3 68.4 26.7 23.7 33.4 33.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 4,140: 1,515 1,275 1,014 2,595 216 1,350 0 0 0 0 0: 45 54 Old : 4,140: 1,515 1,275 1,014 2,595 216 1,350 0 0 0 0 0: 45 54 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 30.8 24.5 62.7 5.2 32.6 0.0 0.0 0.0 0.0 0.0: 1.1 1.3 Old : 100.0: 36.6 30.8 24.5 62.7 5.2 32.6 0.0 0.0 0.0 0.0 0.0: 1.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 5 4 5 . . 0 0 0 0 0: Old : 20: 6 5 4 5 . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 62.7 83.3 89.5 57.2 62.7 72.8 86.2 Old : 62.7 62.7 83.3 89.5 57.2 62.7 72.8 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 25,971: 2,463 262 2,464 2,620 6,757 738 1,206 4,290 2,031 3,579 3,907: 3,321 3,350 Old : 25,971: 2,463 262 2,464 2,620 6,757 738 1,206 4,290 2,031 3,579 3,907: 3,321 3,350 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : -2,586: -800 -42 273 20 -350 -200 0 -50 -218 -1,012 -937: -304 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 1.0 9.5 10.1 26.0 2.8 4.6 16.5 7.8 13.8 15.0: 12.8 12.9 Old : 100.0: 9.5 1.0 9.5 10.1 26.0 2.8 4.6 16.5 7.8 13.8 15.0: 12.8 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: . . 4 4 8 . . . 4 . 5: Old : 22: . . 4 4 8 . . . 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 53.4 69.7 70.7 19.6 22.4 26.1 27.4 Old : 50.9 53.4 69.7 70.7 19.6 22.4 26.1 27.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 17,457: 12,450 14,098 3,672 2,024 1,335 0 0 0 0 0 0: 0 0 Old : 17,457: 12,450 14,098 3,672 2,024 1,335 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : -60: -110 -90 30 0 30 0 0 0 0 0 0: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 80.8 21.0 11.6 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 71.3 80.8 21.0 11.6 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 14 9 . . . 0 0 0 0 0 0: Old : 20: 14 9 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 84.4 92.6 95.4 59.2 78.7 81.2 83.8 Old : 63.6 84.4 92.6 95.4 59.2 78.7 81.2 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 259,169: 73,535 166,354 33,401 6,547 19,969 58,233 10,391 16,655 22,394 10,021 16,355: 18,627 12,877 Old : 259,169: 73,535 166,354 33,401 6,547 19,969 58,233 10,391 16,655 22,394 10,021 16,355: 18,627 12,877 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 5,595: 7,660 4,591 -2,029 -737 1,561 -2,993 1,961 908 596 56 -530: 422 -2,215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 64.2 12.9 2.5 7.7 22.5 4.0 6.4 8.6 3.9 6.3: 7.2 5.0 Old : 100.0: 28.4 64.2 12.9 2.5 7.7 22.5 4.0 6.4 8.6 3.9 6.3: 7.2 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 202: 58 77 15 7 15 52 18 27 10 13 17: Old : 202: 58 77 15 7 15 52 18 27 10 13 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.9 14.6 25.3 27.4 11.3 10.7 18.9 18.5 Old : 14.9 14.6 25.3 27.4 11.3 10.7 18.9 18.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 16,139: 7,095 9,097 1,098 0 0 391 0 67 1,595 0 1,130: 4,763 5,845 Old : 16,139: 7,095 9,097 1,098 0 0 391 0 67 1,595 0 1,130: 4,763 5,845 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 393: 212 411 30 0 0 -384 0 67 235 0 -50: 283 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 56.4 6.8 0.0 0.0 2.4 0.0 0.4 9.9 0.0 7.0: 29.5 36.2 Old : 100.0: 44.0 56.4 6.8 0.0 0.0 2.4 0.0 0.4 9.9 0.0 7.0: 29.5 36.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 7 13 . 0 0 . 0 . . 0 .: Old : 22: 7 13 . 0 0 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 32.9 58.7 53.6 36.5 32.2 50.2 50.0 Old : 42.7 32.9 58.7 53.6 36.5 32.2 50.2 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,301: 3,622 3,770 2,925 827 1,311 0 1,428 0 66 574 204: 173 187 Old : 8,301: 3,622 3,770 2,925 827 1,311 0 1,428 0 66 574 204: 173 187 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 32: 50 61 -45 0 27 0 1,428 0 0 -1,484 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 45.4 35.2 10.0 15.8 0.0 17.2 0.0 0.8 6.9 2.5: 2.1 2.3 Old : 100.0: 43.6 45.4 35.2 10.0 15.8 0.0 17.2 0.0 0.8 6.9 2.5: 2.1 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 15 19 10 . 10 0 . 0 . . .: Old : 40: 15 19 10 . 10 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 39.9 61.6 62.1 40.9 38.3 53.6 54.0 Old : 42.9 39.9 61.6 62.1 40.9 38.3 53.6 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 50,587: 38,995 33,395 7,394 14,008 2,548 75 0 37 975 500 0: 563 99 Old : 50,587: 38,995 33,395 7,394 14,008 2,548 75 0 37 975 500 0: 563 99 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 3,560: 3,211 3,111 134 25 -25 75 -100 37 0 500 0: 128 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 66.0 14.6 27.7 5.0 0.1 0.0 0.1 1.9 1.0 0.0: 1.1 0.2 Old : 100.0: 77.1 66.0 14.6 27.7 5.0 0.1 0.0 0.1 1.9 1.0 0.0: 1.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 27 23 10 5 7 . 0 . . . 0: Old : 53: 27 23 10 5 7 . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 57.4 67.0 75.4 51.5 50.9 61.0 63.5 Old : 55.1 57.4 67.0 75.4 51.5 50.9 61.0 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 32,634: 27,434 28,991 3,806 2,821 822 0 0 0 452 0 0: 120 0 Old : 32,634: 27,434 28,991 3,806 2,821 822 0 0 0 452 0 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 1,545: 1,355 1,470 -85 -200 275 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.1 88.8 11.7 8.6 2.5 0.0 0.0 0.0 1.4 0.0 0.0: 0.4 0.0 Old : 100.0: 84.1 88.8 11.7 8.6 2.5 0.0 0.0 0.0 1.4 0.0 0.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 15 6 4 4 0 0 0 . 0 0: Old : 29: 14 15 6 4 4 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.7 79.4 85.3 94.0 49.4 59.7 59.0 66.0 Old : 72.7 79.4 85.3 94.0 49.4 59.7 59.0 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 12,695: 7,020 4,450 3,290 600 1,755 0 1,215 0 300 4,525 150: 180 0 Old : 12,695: 7,020 4,450 3,290 600 1,755 0 1,215 0 300 4,525 150: 180 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 800: 650 150 150 0 0 0 0 0 0 650 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 35.1 25.9 4.7 13.8 0.0 9.6 0.0 2.4 35.6 1.2: 1.4 0.0 Old : 100.0: 55.3 35.1 25.9 4.7 13.8 0.0 9.6 0.0 2.4 35.6 1.2: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 16 12 10 . 9 0 . 0 . . .: Old : 37: 16 12 10 . 9 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 57.1 69.4 76.4 39.4 53.3 50.5 64.1 Old : 49.6 57.1 69.4 76.4 39.4 53.3 50.5 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 42,042: 22,956 26,128 5,921 2,382 3,593 32 1,306 3,024 2,029 1,020 4,448: 39 141 Old : 42,042: 22,956 26,128 5,921 2,382 3,593 32 1,306 3,024 2,029 1,020 4,448: 39 141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 3,565: 2,717 1,578 473 -398 38 0 1,306 2,840 0 723 -2,506: 3 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 62.1 14.1 5.7 8.5 0.1 3.1 7.2 4.8 2.4 10.6: 0.1 0.3 Old : 100.0: 54.6 62.1 14.1 5.7 8.5 0.1 3.1 7.2 4.8 2.4 10.6: 0.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 66: 26 31 13 6 15 . . . 6 . .: Old : 66: 26 31 13 6 15 . . . 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 44.3 55.2 67.2 18.4 18.7 26.9 27.6 Old : 35.2 44.3 55.2 67.2 18.4 18.7 26.9 27.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 10,488: 6,523 2,873 2,695 633 656 0 6,305 0 278 0 0: 336 21 Old : 10,488: 6,523 2,873 2,695 633 656 0 6,305 0 278 0 0: 336 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 0: 0 0 -81 0 81 0 6,125 0 0 -6,206 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 27.4 25.7 6.0 6.3 0.0 60.1 0.0 2.7 0.0 0.0: 3.2 0.2 Old : 100.0: 62.2 27.4 25.7 6.0 6.3 0.0 60.1 0.0 2.7 0.0 0.0: 3.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 10 6 . 4 0 . 0 . 0 0: Old : 27: 14 10 6 . 4 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 79.7 74.7 90.4 47.0 78.0 66.0 81.6 Old : 50.4 79.7 74.7 90.4 47.0 78.0 66.0 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 11,430: 8,070 6,439 833 1,717 503 702 1,835 359 679 255 176: 108 146 Old : 11,430: 8,070 6,439 833 1,717 503 702 1,835 359 679 255 176: 108 146 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 514: 745 -71 -54 45 26 -346 1,715 224 -225 -1,635 144: 0 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 56.3 7.3 15.0 4.4 6.1 16.1 3.1 5.9 2.2 1.5: 0.9 1.3 Old : 100.0: 70.6 56.3 7.3 15.0 4.4 6.1 16.1 3.1 5.9 2.2 1.5: 0.9 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 20 18 4 4 4 . . . . . .: Old : 41: 20 18 4 4 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 46.0 54.8 67.0 28.5 45.0 41.9 56.3 Old : 35.9 46.0 54.8 67.0 28.5 45.0 41.9 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 28,581: 8,584 16,665 3,689 5,582 2,662 77 1,705 150 12,249 1,050 30: 1,140 737 Old : 28,581: 8,584 16,665 3,689 5,582 2,662 77 1,705 150 12,249 1,050 30: 1,140 737 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 58: -575 44 915 -120 -573 0 1,401 -477 720 -174 0: 48 -43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 58.3 12.9 19.5 9.3 0.3 6.0 0.5 42.9 3.7 0.1: 4.0 2.6 Old : 100.0: 30.0 58.3 12.9 19.5 9.3 0.3 6.0 0.5 42.9 3.7 0.1: 4.0 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 11 22 9 6 9 . . . 6 . .: Old : 51: 11 22 9 6 9 . . . 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 38.8 73.4 58.4 58.3 36.9 66.8 56.2 Old : 61.2 38.8 73.4 58.4 58.3 36.9 66.8 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 20,079: 3,295 2,165 1,788 3,368 10,505 0 0 0 540 276 3,735: 216 30 Old : 20,079: 3,295 2,165 1,788 3,368 10,505 0 0 0 540 276 3,735: 216 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 426: 90 90 0 0 336 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 10.8 8.9 16.8 52.3 0.0 0.0 0.0 2.7 1.4 18.6: 1.1 0.1 Old : 100.0: 16.4 10.8 8.9 16.8 52.3 0.0 0.0 0.0 2.7 1.4 18.6: 1.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 4 4 5 5 10 0 0 0 . . 4: Old : 21: 4 4 5 5 10 0 0 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 59.8 78.1 81.9 14.4 16.0 18.4 19.9 Old : 57.4 59.8 78.1 81.9 14.4 16.0 18.4 19.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Futures Only, July 17, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 23,569: 16,203 13,519 1,458 5,816 618 2,606 78 116 54 95 624: 1,890 2,703 Old : 23,569: 16,203 13,519 1,458 5,816 618 2,606 78 116 54 95 624: 1,890 2,703 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2012 : : 1,088: 346 675 0 159 -13 933 0 0 -575 0 0: 397 267 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.7 57.4 6.2 24.7 2.6 11.1 0.3 0.5 0.2 0.4 2.6: 8.0 11.5 Old : 100.0: 68.7 57.4 6.2 24.7 2.6 11.1 0.3 0.5 0.2 0.4 2.6: 8.0 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 15 18 . 5 . . . . . . .: Old : 31: 15 18 . 5 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 38.8 65.0 56.3 42.4 36.4 59.7 52.4 Old : 44.5 38.8 65.0 56.3 42.4 36.4 59.7 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012