Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 40,513 : : Positions : : 24,525 36,470 11,061 123 2,557 0 0 0 664 200 1,060 : : : : Changes from: July 17, 2012 : : 691 811 107 2 296 0 0 0 93 50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 90.0 27.3 0.3 6.3 0.0 0.0 0.0 1.6 0.5 2.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 31 12 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 16,105 : : Positions : : 14,215 12,119 1,267 3,565 325 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : -50 -21 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 75.2 7.9 22.1 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 22 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 15,486 : : Positions : : 9,624 10,008 1,257 541 2,405 24 0 276 21 420 669 : : : : Changes from: July 17, 2012 : : 657 396 2 -35 -105 0 0 -184 -10 169 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 64.6 8.1 3.5 15.5 0.2 0.0 1.8 0.1 2.7 4.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 29 8 7 15 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,604 : : Positions : : 4,263 5,631 688 197 1,099 96 0 0 643 65 33 : : : : Changes from: July 17, 2012 : : 122 350 113 -5 1 0 0 0 24 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 74.1 9.0 2.6 14.5 1.3 0.0 0.0 8.5 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 37 41 8 . 10 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 6,869 : : Positions : : 5,311 5,159 471 452 594 0 0 0 0 125 0 : : : : Changes from: July 17, 2012 : : 723 713 15 25 74 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 75.1 6.9 6.6 8.6 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 5,295 : : Positions : : 2,952 3,213 582 186 739 0 294 19 15 358 250 : : : : Changes from: July 17, 2012 : : 390 275 -65 62 180 0 0 0 15 35 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 60.7 11.0 3.5 14.0 0.0 5.6 0.4 0.3 6.8 4.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,238 : : Positions : : 1,663 1,209 102 328 103 0 0 0 0 40 0 : : : : Changes from: July 17, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 54.0 4.6 14.7 4.6 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 2,550 : : Positions : : 1,435 1,018 26 685 156 0 0 0 65 31 136 : : : : Changes from: July 17, 2012 : : 218 182 0 4 36 0 0 0 0 7 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 39.9 1.0 26.9 6.1 0.0 0.0 0.0 2.5 1.2 5.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 12,472 : : Positions : : 9,108 11,542 2,975 670 230 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 40 383 343 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 92.5 23.9 5.4 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 6,987 : : Positions : : 3,782 1,027 1,295 3,857 1,207 0 0 150 0 531 0 : : : : Changes from: July 17, 2012 : : 252 -58 -637 -274 397 0 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 14.7 18.5 55.2 17.3 0.0 0.0 2.1 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 4 4 10 8 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 19,570 : : Positions : : 15,724 12,066 2,451 4,583 852 0 0 0 0 1,646 423 : : : : Changes from: July 17, 2012 : : 572 338 257 566 -10 0 0 0 0 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 61.7 12.5 23.4 4.4 0.0 0.0 0.0 0.0 8.4 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 14 4 5 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 304,333 : : Positions : : 114,343 163,879 54,073 6,925 13,226 27,040 25,331 21,932 12,794 17,584 27,333 : : : : Changes from: July 17, 2012 : : -18,032 -12,256 1,955 -425 -1,237 472 -2,680 -1,343 -1,740 480 1,519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 53.8 17.8 2.3 4.3 8.9 8.3 7.2 4.2 5.8 9.0 : : : : Number of Traders in Each Category Total Traders: 160 : : 54 57 17 . 11 26 22 25 9 13 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 11,985 : : Positions : : 6,904 7,581 3,083 594 1,555 0 87 0 205 1,990 8 : : : : Changes from: July 17, 2012 : : 347 194 108 41 116 0 0 0 25 244 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 63.3 25.7 5.0 13.0 0.0 0.7 0.0 1.7 16.6 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 29 7 4 8 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 17,435 : : Positions : : 11,780 11,280 2,850 2,515 2,010 105 0 0 590 1,500 100 : : : : Changes from: July 17, 2012 : : 175 150 -75 -50 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 64.7 16.3 14.4 11.5 0.6 0.0 0.0 3.4 8.6 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 18 7 6 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 15,875 : : Positions : : 11,325 12,175 300 1,145 750 0 0 0 2,250 555 1,250 : : : : Changes from: July 17, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 76.7 1.9 7.2 4.7 0.0 0.0 0.0 14.2 3.5 7.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A05 Open Interest is 13,323 : : Positions : : 8,678 1,860 730 8,604 2,619 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 1,517 827 96 1,203 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 14.0 5.5 64.6 19.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 5 . 9 9 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,526 : : Positions : : 1,260 1,350 184 100 66 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 88.5 12.1 6.6 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 12,068 : : Positions : : 6,924 8,258 42 507 200 448 0 82 1,144 275 2,520 : : : : Changes from: July 17, 2012 : : -792 -1,239 2 -71 12 104 0 0 -656 118 688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 68.4 0.3 4.2 1.7 3.7 0.0 0.7 9.5 2.3 20.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 20 . . . 5 0 . . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 24,177 : : Positions : : 22,197 19,863 417 833 681 0 65 0 341 2,163 250 : : : : Changes from: July 17, 2012 : : 556 783 53 -95 -164 0 31 0 84 12 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 82.2 1.7 3.4 2.8 0.0 0.3 0.0 1.4 8.9 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 42 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 1,833 : : Positions : : 1,126 1,250 33 25 0 0 0 0 151 91 30 : : : : Changes from: July 17, 2012 : : 228 126 33 25 0 0 0 0 21 52 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 68.2 1.8 1.4 0.0 0.0 0.0 0.0 8.2 5.0 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 18 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 430,647 : : Positions : : 138,893 107,478 72,643 106,844 48,101 21,993 23,664 39,304 13,533 10,578 79,175 : : : : Changes from: July 17, 2012 : : 4,943 -4,599 -2,311 -3,760 -3,700 2,982 1,762 -41 -5,920 4,519 6,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 25.0 16.9 24.8 11.2 5.1 5.5 9.1 3.1 2.5 18.4 : : : : Number of Traders in Each Category Total Traders: 136 : : 39 38 10 18 27 15 14 15 18 16 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 1,389,039 : : Positions : : 218,406 277,858 162,619 293,032 227,472 186,661 62,528 182,987 153,144 86,584 196,472 : : : : Changes from: July 17, 2012 : : 614 2,663 -12,363 9,277 -4,608 4,337 -4,567 -4,579 11,847 2,837 -6,837 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 20.0 11.7 21.1 16.4 13.4 4.5 13.2 11.0 6.2 14.1 : : : : Number of Traders in Each Category Total Traders: 313 : : 51 50 18 30 39 49 44 61 60 42 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 196,996 : : Positions : : 30,086 15,248 41,981 87,579 20,336 8,388 0 96 49,832 20,570 637 : : : : Changes from: July 17, 2012 : : 112 644 480 155 441 0 0 0 779 597 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 7.7 21.3 44.5 10.3 4.3 0.0 0.0 25.3 10.4 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 5 5 6 9 12 . 0 . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 16,723 : : Positions : : 5,732 10,009 7,035 2,254 2,885 796 0 0 0 1,275 275 : : : : Changes from: July 17, 2012 : : 100 -686 -468 346 718 28 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 59.9 42.1 13.5 17.3 4.8 0.0 0.0 0.0 7.6 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 12 8 5 12 . 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 86,299 : : Positions : : 2,288 3,151 26,619 18,626 43,977 4,390 1,527 400 590 7,939 5,750 : : : : Changes from: July 17, 2012 : : -155 0 -1,023 -520 -725 -15 -1,206 -31 -135 -4 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 3.7 30.8 21.6 51.0 5.1 1.8 0.5 0.7 9.2 6.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 4 . 9 8 16 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 37,284 : : Positions : : 2,370 2,650 9,236 8,677 16,833 1,115 1,097 316 500 701 4,607 : : : : Changes from: July 17, 2012 : : 0 0 -110 -445 285 -450 0 -29 0 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 7.1 24.8 23.3 45.1 3.0 2.9 0.8 1.3 1.9 12.4 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 7 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 4,149 : : Positions : : 1,515 1,275 1,023 2,595 216 1,350 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 0 0 9 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 30.7 24.7 62.5 5.2 32.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 4 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 26,825 : : Positions : : 2,463 204 3,754 2,620 6,156 738 2,496 4,390 2,109 3,597 3,806 : : : : Changes from: July 17, 2012 : : 0 -58 1,290 0 -601 0 1,290 100 78 18 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 0.8 14.0 9.8 22.9 2.8 9.3 16.4 7.9 13.4 14.2 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 4 4 8 . 4 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 267,443 : : Positions : : 78,074 183,476 32,301 5,523 16,724 63,467 3,941 16,925 23,636 13,725 15,060 : : : : Changes from: July 17, 2012 : : 4,539 17,122 -1,100 -1,024 -3,245 5,234 -6,450 270 1,242 3,704 -1,295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 68.6 12.1 2.1 6.3 23.7 1.5 6.3 8.8 5.1 5.6 : : : : Number of Traders in Each Category Total Traders: 192 : : 61 77 14 5 14 56 10 29 13 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 16,664 : : Positions : : 6,817 10,565 1,128 0 0 532 0 59 2,232 0 1,038 : : : : Changes from: July 17, 2012 : : -278 1,468 30 0 0 141 0 -8 637 0 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 63.4 6.8 0.0 0.0 3.2 0.0 0.4 13.4 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 16 . 0 0 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 8,594 : : Positions : : 3,622 3,670 3,145 827 1,338 0 1,428 0 66 885 250 : : : : Changes from: July 17, 2012 : : 0 -100 220 0 27 0 0 0 0 311 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 42.7 36.6 9.6 15.6 0.0 16.6 0.0 0.8 10.3 2.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 19 10 . 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 51,998 : : Positions : : 39,977 34,752 7,310 14,158 2,501 725 0 12 1,050 500 0 : : : : Changes from: July 17, 2012 : : 982 1,357 -84 150 -47 650 0 -25 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 66.8 14.1 27.2 4.8 1.4 0.0 0.0 2.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 23 11 5 8 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 33,789 : : Positions : : 28,504 30,146 3,891 2,821 822 0 0 0 452 0 0 : : : : Changes from: July 17, 2012 : : 1,070 1,155 85 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 89.2 11.5 8.3 2.4 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 6 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 14,685 : : Positions : : 8,580 5,085 3,540 675 1,785 0 1,215 0 450 5,775 150 : : : : Changes from: July 17, 2012 : : 1,560 635 250 75 30 0 0 0 150 1,250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 34.6 24.1 4.6 12.2 0.0 8.3 0.0 3.1 39.3 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 12 10 . 9 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 43,823 : : Positions : : 24,707 26,647 5,789 2,601 3,682 32 1,876 3,024 1,997 1,281 4,553 : : : : Changes from: July 17, 2012 : : 1,751 519 -132 219 89 0 570 0 -32 261 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 60.8 13.2 5.9 8.4 0.1 4.3 6.9 4.6 2.9 10.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 26 31 13 6 16 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 10,738 : : Positions : : 6,773 2,923 2,641 633 710 0 6,406 0 278 0 0 : : : : Changes from: July 17, 2012 : : 250 50 -54 0 54 0 101 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 27.2 24.6 5.9 6.6 0.0 59.7 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 6 . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 12,417 : : Positions : : 8,598 7,340 806 1,672 503 814 1,835 358 979 120 230 : : : : Changes from: July 17, 2012 : : 528 901 -27 -45 0 112 0 -1 300 -135 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 59.1 6.5 13.5 4.1 6.6 14.8 2.9 7.9 1.0 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 20 4 4 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 29,323 : : Positions : : 9,446 17,430 3,579 5,482 2,901 77 1,595 207 12,052 1,050 20 : : : : Changes from: July 17, 2012 : : 862 765 -110 -100 239 0 -110 57 -197 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 59.4 12.2 18.7 9.9 0.3 5.4 0.7 41.1 3.6 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 12 21 10 5 9 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 20,139 : : Positions : : 3,295 2,165 1,788 3,368 10,565 0 0 0 540 276 3,735 : : : : Changes from: July 17, 2012 : : 0 0 0 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 10.8 8.9 16.7 52.5 0.0 0.0 0.0 2.7 1.4 18.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 5 5 10 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 2012 : 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 25,097 : : Positions : : 17,890 15,101 1,294 5,932 634 2,663 78 92 240 95 170 : : : : Changes from: July 17, 2012 : : 1,687 1,582 -164 116 16 57 0 -24 186 0 -454 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 60.2 5.2 23.6 2.5 10.6 0.3 0.4 1.0 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . 5 . . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 27, 2012