Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 42,192 : : Positions : : 26,099 37,956 11,303 112 2,602 0 280 0 581 200 1,007 : : : : Changes from: July 24, 2012 : : 1,574 1,486 242 -11 45 0 280 0 -83 0 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 90.0 26.8 0.3 6.2 0.0 0.7 0.0 1.4 0.5 2.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 33 12 . 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 16,281 : : Positions : : 14,391 12,145 1,267 3,715 325 0 0 0 0 0 0 : : : : Changes from: July 24, 2012 : : 176 26 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 74.6 7.8 22.8 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 2,763 : : Positions : : 1,509 1,598 480 278 231 0 0 0 0 0 0 : : : : Changes from: July 24, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 57.8 17.4 10.1 8.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 17,006 : : Positions : : 11,057 11,394 1,292 560 2,525 24 0 276 21 499 573 : : : : Changes from: July 24, 2012 : : 1,433 1,386 35 19 120 0 0 0 0 79 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 67.0 7.6 3.3 14.8 0.1 0.0 1.6 0.1 2.9 3.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 30 8 7 15 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 8,067 : : Positions : : 4,506 5,988 783 202 1,180 96 0 0 624 70 44 : : : : Changes from: July 24, 2012 : : 243 357 95 5 81 0 0 0 -19 5 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 74.2 9.7 2.5 14.6 1.2 0.0 0.0 7.7 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 43 10 . 12 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 7,191 : : Positions : : 5,628 5,452 486 452 577 0 0 0 0 150 0 : : : : Changes from: July 24, 2012 : : 317 293 15 0 -17 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 75.8 6.8 6.3 8.0 0.0 0.0 0.0 0.0 2.1 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 31, 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 5,677 : : Positions : : 3,234 3,530 557 171 824 0 294 19 0 313 285 : : : : Changes from: July 24, 2012 : : 282 317 -25 -15 85 0 0 0 -15 -45 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 62.2 9.8 3.0 14.5 0.0 5.2 0.3 0.0 5.5 5.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 4 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 2,353 : : Positions : : 1,740 1,331 179 328 107 0 0 0 0 80 0 : : : : Changes from: July 24, 2012 : : 77 122 77 0 4 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 56.6 7.6 13.9 4.5 0.0 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 2,779 : : Positions : : 1,525 1,135 160 691 236 0 0 0 65 12 150 : : : : Changes from: July 24, 2012 : : 90 117 134 6 80 0 0 0 0 -19 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 40.8 5.8 24.9 8.5 0.0 0.0 0.0 2.3 0.4 5.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 5 . 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 13,102 : : Positions : : 9,718 12,222 2,995 620 230 0 0 0 0 0 0 : : : : Changes from: July 24, 2012 : : 610 680 20 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 93.3 22.9 4.7 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 7,627 : : Positions : : 4,454 1,105 1,300 4,531 1,229 0 0 150 0 531 0 : : : : Changes from: July 24, 2012 : : 672 78 5 674 22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 14.5 17.0 59.4 16.1 0.0 0.0 2.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 4 4 11 8 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 19,912 : : Positions : : 15,773 11,970 2,726 5,043 870 0 0 0 0 1,606 423 : : : : Changes from: July 24, 2012 : : 49 -96 275 460 18 0 0 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 60.1 13.7 25.3 4.4 0.0 0.0 0.0 0.0 8.1 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 15 4 5 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 303,178 : : Positions : : 115,054 170,352 53,586 5,073 12,989 25,901 20,733 22,036 10,409 16,490 27,509 : : : : Changes from: July 24, 2012 : : 711 6,473 -487 -1,852 -237 -1,139 -4,598 104 -2,385 -1,094 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 56.2 17.7 1.7 4.3 8.5 6.8 7.3 3.4 5.4 9.1 : : : : Number of Traders in Each Category Total Traders: 153 : : 52 57 17 4 12 21 20 23 10 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 12,797 : : Positions : : 7,706 8,310 3,178 644 1,570 0 87 0 205 2,090 8 : : : : Changes from: July 24, 2012 : : 802 729 95 50 15 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 64.9 24.8 5.0 12.3 0.0 0.7 0.0 1.6 16.3 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 31 8 4 8 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 17,770 : : Positions : : 12,005 11,390 2,885 2,665 2,085 105 0 0 590 1,500 100 : : : : Changes from: July 24, 2012 : : 225 110 35 150 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 64.1 16.2 15.0 11.7 0.6 0.0 0.0 3.3 8.4 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 31, 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 16,025 : : Positions : : 11,250 12,325 300 1,145 750 0 0 0 2,475 555 1,250 : : : : Changes from: July 24, 2012 : : -75 150 0 0 0 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 76.9 1.9 7.1 4.7 0.0 0.0 0.0 15.4 3.5 7.8 : : : : 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 31, 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 13,233 : : Positions : : 8,588 1,335 730 8,979 2,619 0 0 0 0 0 0 : : : : Changes from: July 24, 2012 : : -90 -525 0 375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 10.1 5.5 67.9 19.8 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 31, 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 24, 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 31, 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 12,113 : : Positions : : 6,438 8,246 66 629 181 526 0 71 1,534 162 2,570 : : : : Changes from: July 24, 2012 : : -486 -12 24 122 -19 78 0 -11 390 -113 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 68.1 0.5 5.2 1.5 4.3 0.0 0.6 12.7 1.3 21.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 19 . . . 7 0 . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 24,230 : : Positions : : 22,081 19,556 371 888 743 100 65 0 358 2,359 270 : : : : Changes from: July 24, 2012 : : -116 -307 -46 55 62 100 0 0 17 196 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 80.7 1.5 3.7 3.1 0.4 0.3 0.0 1.5 9.7 1.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 41 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,578 : : Positions : : 1,567 1,695 13 0 18 30 0 96 0 0 25 : : : : Changes from: July 24, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 65.7 0.5 0.0 0.7 1.2 0.0 3.7 0.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 19 18 . 0 . . 0 . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 1,971 : : Positions : : 1,187 1,381 33 79 15 0 0 0 186 91 30 : : : : Changes from: July 24, 2012 : : 61 131 0 54 15 0 0 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 70.1 1.7 4.0 0.8 0.0 0.0 0.0 9.4 4.6 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 440,823 : : Positions : : 144,046 116,950 71,450 106,415 49,798 22,307 23,541 39,140 12,276 7,409 84,474 : : : : Changes from: July 24, 2012 : : 5,153 9,472 -1,193 -429 1,697 314 -123 -164 -1,257 -3,169 5,299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 26.5 16.2 24.1 11.3 5.1 5.3 8.9 2.8 1.7 19.2 : : : : Number of Traders in Each Category Total Traders: 138 : : 41 39 11 18 26 13 12 16 19 14 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 1,395,758 : : Positions : : 228,618 276,717 164,061 294,336 222,262 185,696 65,838 181,065 142,352 87,813 205,392 : : : : Changes from: July 24, 2012 : : 10,212 -1,141 1,442 1,304 -5,210 -965 3,310 -1,922 -10,792 1,229 8,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 19.8 11.8 21.1 15.9 13.3 4.7 13.0 10.2 6.3 14.7 : : : : Number of Traders in Each Category Total Traders: 320 : : 51 49 18 31 40 46 52 65 56 44 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 198,107 : : Positions : : 30,603 15,248 41,891 88,063 20,213 8,388 0 96 50,458 20,663 631 : : : : Changes from: July 24, 2012 : : 517 0 -90 484 -123 0 0 0 626 93 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 7.7 21.1 44.5 10.2 4.2 0.0 0.0 25.5 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 31, 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 17,323 : : Positions : : 6,332 10,509 7,035 2,354 2,885 796 0 0 0 1,275 275 : : : : Changes from: July 24, 2012 : : 600 500 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 60.7 40.6 13.6 16.7 4.6 0.0 0.0 0.0 7.4 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 12 8 6 12 . 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 87,061 : : Positions : : 2,288 3,151 26,608 18,625 44,464 4,401 1,527 389 590 7,939 6,000 : : : : Changes from: July 24, 2012 : : 0 0 -11 -1 487 11 0 -11 0 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.6 3.6 30.6 21.4 51.1 5.1 1.8 0.4 0.7 9.1 6.9 : : : : 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 31, 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 38,020 : : Positions : : 2,370 2,650 9,235 8,785 17,228 1,129 1,097 299 500 701 4,857 : : : : Changes from: July 24, 2012 : : 0 0 -1 108 395 14 0 -17 0 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 7.0 24.3 23.1 45.3 3.0 2.9 0.8 1.3 1.8 12.8 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 7 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 4,029 : : Positions : : 1,515 1,275 1,023 2,395 296 1,150 0 0 0 0 0 : : : : Changes from: July 24, 2012 : : 0 0 0 -200 80 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 31.6 25.4 59.4 7.3 28.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 4 5 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 26,050 : : Positions : : 2,463 204 3,754 2,545 6,026 663 2,496 3,440 2,134 3,762 3,954 : : : : Changes from: July 24, 2012 : : 0 0 0 -75 -130 -75 0 -950 25 165 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 0.8 14.4 9.8 23.1 2.5 9.6 13.2 8.2 14.4 15.2 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 4 4 8 . 4 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 245,820 : : Positions : : 65,075 167,251 33,274 4,341 11,228 61,215 7,224 16,661 21,924 12,013 15,252 : : : : Changes from: July 24, 2012 : : -12,999 -16,225 973 -1,182 -5,496 -2,252 3,283 -264 -1,712 -1,712 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 68.0 13.5 1.8 4.6 24.9 2.9 6.8 8.9 4.9 6.2 : : : : Number of Traders in Each Category Total Traders: 191 : : 51 73 15 4 10 56 10 28 15 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 17,624 : : Positions : : 7,001 11,148 1,128 326 11 800 0 59 2,922 0 1,038 : : : : Changes from: July 24, 2012 : : 184 583 0 326 11 268 0 0 690 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 63.3 6.4 1.8 0.1 4.5 0.0 0.3 16.6 0.0 5.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 17 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 9,645 : : Positions : : 4,783 4,811 3,145 847 1,228 0 1,428 0 66 885 250 : : : : Changes from: July 24, 2012 : : 1,161 1,141 0 20 -110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 49.9 32.6 8.8 12.7 0.0 14.8 0.0 0.7 9.2 2.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 20 10 . 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 52,273 : : Positions : : 40,373 35,653 7,581 14,158 2,390 475 0 0 1,050 0 0 : : : : Changes from: July 24, 2012 : : 396 901 271 0 -111 -250 0 -12 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 68.2 14.5 27.1 4.6 0.9 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 23 11 5 8 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 34,549 : : Positions : : 29,179 31,681 3,916 2,046 822 0 0 0 452 0 0 : : : : Changes from: July 24, 2012 : : 675 1,535 25 -775 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 91.7 11.3 5.9 2.4 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 6 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 15,260 : : Positions : : 9,155 5,160 3,465 850 1,860 0 1,215 0 450 6,025 150 : : : : Changes from: July 24, 2012 : : 575 75 -75 175 75 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 33.8 22.7 5.6 12.2 0.0 8.0 0.0 2.9 39.5 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 13 8 . 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 44,262 : : Positions : : 25,300 26,806 5,743 2,623 3,853 32 1,941 3,324 2,125 1,712 3,844 : : : : Changes from: July 24, 2012 : : 593 159 -46 22 171 0 65 300 128 431 -709 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 60.6 13.0 5.9 8.7 0.1 4.4 7.5 4.8 3.9 8.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 27 30 13 6 17 . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 10,902 : : Positions : : 6,937 2,948 2,596 633 755 0 6,481 0 278 43 21 : : : : Changes from: July 24, 2012 : : 164 25 -45 0 45 0 75 0 0 43 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 27.0 23.8 5.8 6.9 0.0 59.4 0.0 2.5 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 6 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 12,980 : : Positions : : 8,744 7,659 812 1,784 665 1,231 2,135 214 979 0 194 : : : : Changes from: July 24, 2012 : : 146 319 6 112 162 417 300 -144 0 -120 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 59.0 6.3 13.7 5.1 9.5 16.4 1.6 7.5 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 21 5 4 . 5 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 28,802 : : Positions : : 9,368 16,893 2,975 5,803 3,161 77 1,120 207 12,052 1,050 20 : : : : Changes from: July 24, 2012 : : -78 -537 -604 321 260 0 -475 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 58.7 10.3 20.1 11.0 0.3 3.9 0.7 41.8 3.6 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 13 21 9 6 9 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 20,979 : : Positions : : 3,295 2,165 1,668 3,788 10,925 0 0 0 1,080 276 3,795 : : : : Changes from: July 24, 2012 : : 0 0 -120 420 360 0 0 0 540 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 10.3 8.0 18.1 52.1 0.0 0.0 0.0 5.1 1.3 18.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 4 4 6 10 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 31, 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 27,010 : : Positions : : 19,758 16,193 1,735 5,905 690 2,247 170 104 340 261 170 : : : : Changes from: July 24, 2012 : : 1,868 1,092 441 -27 56 -416 92 12 100 166 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 60.0 6.4 21.9 2.6 8.3 0.6 0.4 1.3 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 20 . 4 . . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 3, 2012