Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 34,102 : : Positions : : 20,085 29,990 9,370 25 2,522 0 205 0 482 200 1,057 : : : : Changes from: July 31, 2012 : : -6,014 -7,966 -1,933 -87 -80 0 -75 0 -99 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 87.9 27.5 0.1 7.4 0.0 0.6 0.0 1.4 0.6 3.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 31 11 . 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 12,413 : : Positions : : 10,828 9,463 1,020 2,550 325 0 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -3,563 -2,682 -247 -1,165 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 76.2 8.2 20.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 14,954 : : Positions : : 9,659 10,065 1,002 555 2,044 16 0 298 182 239 437 : : : : Changes from: July 31, 2012 : : -1,398 -1,329 -290 -5 -481 -8 0 22 161 -260 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 67.3 6.7 3.7 13.7 0.1 0.0 2.0 1.2 1.6 2.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 23 6 7 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 6,543 : : Positions : : 3,388 4,657 833 218 996 96 0 0 536 65 34 : : : : Changes from: July 31, 2012 : : -1,118 -1,331 50 16 -184 0 0 0 -88 -5 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 71.2 12.7 3.3 15.2 1.5 0.0 0.0 8.2 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 37 8 4 12 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 6,275 : : Positions : : 4,875 4,888 424 132 476 0 0 0 0 130 0 : : : : Changes from: July 31, 2012 : : -753 -564 -62 -320 -101 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 77.9 6.8 2.1 7.6 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 15 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 5,580 : : Positions : : 3,251 3,301 403 257 789 0 313 0 0 403 265 : : : : Changes from: July 31, 2012 : : 17 -229 -154 86 -35 0 19 -19 0 90 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 59.2 7.2 4.6 14.1 0.0 5.6 0.0 0.0 7.2 4.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 15 4 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 1,978 : : Positions : : 1,382 1,109 144 0 93 0 0 0 0 103 0 : : : : Changes from: July 31, 2012 : : -358 -222 -35 -328 -14 0 0 0 0 23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 56.1 7.3 0.0 4.7 0.0 0.0 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 2,334 : : Positions : : 1,027 993 327 557 260 0 0 0 150 0 32 : : : : Changes from: July 31, 2012 : : -498 -142 167 -134 24 0 0 0 85 -12 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 42.5 14.0 23.9 11.1 0.0 0.0 0.0 6.4 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 6 . 7 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 9,761 : : Positions : : 7,172 8,956 2,192 525 250 0 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -2,546 -3,266 -803 -95 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 91.8 22.5 5.4 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 6,954 : : Positions : : 3,982 1,088 1,190 4,009 1,166 0 0 150 0 458 0 : : : : Changes from: July 31, 2012 : : -472 -17 -110 -522 -63 0 0 0 0 -73 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 15.6 17.1 57.7 16.8 0.0 0.0 2.2 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 4 4 11 7 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 18,037 : : Positions : : 14,423 10,867 2,184 4,785 867 0 0 0 0 1,055 463 : : : : Changes from: July 31, 2012 : : -1,350 -1,103 -542 -258 -3 0 0 0 0 -551 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 60.2 12.1 26.5 4.8 0.0 0.0 0.0 0.0 5.8 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 14 . 7 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 312,736 : : Positions : : 115,894 177,652 53,151 5,082 12,828 28,804 19,879 27,614 10,282 17,312 26,743 : : : : Changes from: July 31, 2012 : : 840 7,300 -435 9 -161 2,903 -854 5,578 -127 822 -766 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 56.8 17.0 1.6 4.1 9.2 6.4 8.8 3.3 5.5 8.6 : : : : Number of Traders in Each Category Total Traders: 164 : : 58 62 15 4 13 24 21 21 12 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 11,171 : : Positions : : 5,696 6,269 3,138 355 1,804 0 90 0 209 2,362 204 : : : : Changes from: July 31, 2012 : : -2,010 -2,041 -40 -289 234 0 3 0 4 272 196 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 56.1 28.1 3.2 16.1 0.0 0.8 0.0 1.9 21.1 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 27 8 4 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 16,340 : : Positions : : 11,165 10,235 2,890 2,960 1,515 105 0 0 565 1,500 100 : : : : Changes from: July 31, 2012 : : -840 -1,155 5 295 -570 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 62.6 17.7 18.1 9.3 0.6 0.0 0.0 3.5 9.2 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 18 5 7 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 13,905 : : Positions : : 10,130 10,330 250 1,020 750 0 0 0 1,575 605 1,200 : : : : Changes from: July 31, 2012 : : -1,120 -1,995 -50 -125 0 0 0 0 -900 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 74.3 1.8 7.3 5.4 0.0 0.0 0.0 11.3 4.4 8.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 3,346 : : Positions : : 2,243 1,244 0 682 128 0 0 0 420 817 85 : : : : Changes from: July 31, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 37.2 0.0 20.4 3.8 0.0 0.0 0.0 12.6 24.4 2.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 6 0 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 13,194 : : Positions : : 8,572 1,734 618 8,592 2,632 0 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -16 399 -112 -387 13 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 13.1 4.7 65.1 19.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 6 . 8 9 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 12,399 : : Positions : : 6,242 8,336 79 638 219 571 0 89 1,807 189 2,745 : : : : Changes from: July 31, 2012 : : -196 90 13 9 38 45 0 18 273 27 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 67.2 0.6 5.1 1.8 4.6 0.0 0.7 14.6 1.5 22.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 20 . . . 7 0 . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 21,229 : : Positions : : 18,445 16,474 337 806 831 920 0 0 95 2,438 360 : : : : Changes from: July 31, 2012 : : -3,636 -3,082 -34 -82 88 820 -65 0 -263 79 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 77.6 1.6 3.8 3.9 4.3 0.0 0.0 0.4 11.5 1.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 39 . . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 2,445 : : Positions : : 1,525 1,677 32 0 25 41 0 91 0 0 25 : : : : Changes from: July 31, 2012 : : -42 -18 19 0 7 11 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 68.6 1.3 0.0 1.0 1.7 0.0 3.7 0.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 18 . 0 . . 0 . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 1,619 : : Positions : : 741 892 92 35 11 0 0 0 133 164 21 : : : : Changes from: July 31, 2012 : : -446 -489 59 -44 -4 0 0 0 -53 73 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 55.1 5.7 2.2 0.7 0.0 0.0 0.0 8.2 10.1 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 462,102 : : Positions : : 148,160 121,408 74,019 101,419 49,928 19,467 25,756 46,626 12,052 9,726 91,942 : : : : Changes from: July 31, 2012 : : 4,114 4,458 2,569 -4,996 130 -2,840 2,215 7,486 -224 2,317 7,468 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 26.3 16.0 21.9 10.8 4.2 5.6 10.1 2.6 2.1 19.9 : : : : Number of Traders in Each Category Total Traders: 133 : : 39 39 11 18 26 12 13 14 16 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 1,449,617 : : Positions : : 242,812 289,304 151,808 309,528 216,243 202,071 51,301 190,103 146,644 92,915 234,577 : : : : Changes from: July 31, 2012 : : 14,194 12,587 -12,253 15,192 -6,019 16,375 -14,537 9,038 4,292 5,102 29,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 20.0 10.5 21.4 14.9 13.9 3.5 13.1 10.1 6.4 16.2 : : : : Number of Traders in Each Category Total Traders: 331 : : 52 53 17 29 38 58 43 67 60 46 87 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 184,779 : : Positions : : 28,525 16,737 39,166 82,334 19,811 7,667 0 333 45,841 18,200 631 : : : : Changes from: July 31, 2012 : : -2,078 1,489 -2,725 -5,729 -402 -721 0 237 -4,617 -2,463 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 9.1 21.2 44.6 10.7 4.1 0.0 0.2 24.8 9.8 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 5 6 7 8 12 . 0 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 15,908 : : Positions : : 7,603 5,811 3,898 5,149 3,311 796 0 0 65 1,340 200 : : : : Changes from: July 31, 2012 : : 1,271 -4,698 -3,137 2,795 426 0 0 0 65 65 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 36.5 24.5 32.4 20.8 5.0 0.0 0.0 0.4 8.4 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 10 6 7 9 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 86,608 : : Positions : : 2,288 3,151 26,642 18,624 44,715 4,642 1,527 417 590 7,939 5,250 : : : : Changes from: July 31, 2012 : : 0 0 34 -1 251 241 0 28 0 0 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.6 3.6 30.8 21.5 51.6 5.4 1.8 0.5 0.7 9.2 6.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 4 . 9 8 16 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 37,132 : : Positions : : 2,370 2,650 8,986 8,806 17,491 1,264 1,047 313 500 701 4,107 : : : : Changes from: July 31, 2012 : : 0 0 -249 21 263 135 -50 14 0 0 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 7.1 24.2 23.7 47.1 3.4 2.8 0.8 1.3 1.9 11.1 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 8 5 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 3,359 : : Positions : : 1,315 950 898 2,095 251 850 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -200 -325 -125 -300 -45 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 28.3 26.7 62.4 7.5 25.3 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 August 7, 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 28,683 : : Positions : : 4,463 454 4,330 2,618 5,603 763 2,766 4,080 1,121 4,709 4,869 : : : : Changes from: July 31, 2012 : : 2,000 250 576 73 -423 100 270 640 -1,013 947 915 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 1.6 15.1 9.1 19.5 2.7 9.6 14.2 3.9 16.4 17.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 4 4 8 . 4 . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 259,957 : : Positions : : 65,304 173,370 33,239 5,094 10,277 67,965 6,204 19,150 23,685 17,487 17,714 : : : : Changes from: July 31, 2012 : : 229 6,119 -35 753 -951 6,750 -1,020 2,489 1,761 5,474 2,462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 66.7 12.8 2.0 4.0 26.1 2.4 7.4 9.1 6.7 6.8 : : : : Number of Traders in Each Category Total Traders: 201 : : 56 76 15 4 11 60 13 32 14 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 14,922 : : Positions : : 3,604 10,225 932 329 8 1,003 0 0 5,614 0 63 : : : : Changes from: July 31, 2012 : : -3,397 -923 -196 3 -3 203 0 -59 2,692 0 -975 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 68.5 6.2 2.2 0.1 6.7 0.0 0.0 37.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 17 . . . . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 9,206 : : Positions : : 3,876 4,384 3,885 490 924 0 1,428 0 62 1,475 250 : : : : Changes from: July 31, 2012 : : -907 -427 740 -357 -304 0 0 0 -4 590 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 47.6 42.2 5.3 10.0 0.0 15.5 0.0 0.7 16.0 2.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 13 9 . 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 42,724 : : Positions : : 31,957 27,355 6,665 12,814 2,447 475 25 0 825 0 0 : : : : Changes from: July 31, 2012 : : -8,416 -8,298 -916 -1,344 57 0 25 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 64.0 15.6 30.0 5.7 1.1 0.1 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 22 10 5 7 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 27,864 : : Positions : : 23,890 25,132 2,622 1,920 812 0 0 0 390 0 0 : : : : Changes from: July 31, 2012 : : -5,289 -6,549 -1,294 -126 -10 0 0 0 -62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 90.2 9.4 6.9 2.9 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 5 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 13,830 : : Positions : : 8,195 5,060 3,095 750 1,760 0 810 0 450 5,300 150 : : : : Changes from: July 31, 2012 : : -960 -100 -370 -100 -100 0 -405 0 0 -725 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 36.6 22.4 5.4 12.7 0.0 5.9 0.0 3.3 38.3 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 11 9 . 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 40,448 : : Positions : : 24,781 22,811 4,515 2,829 3,905 0 1,736 3,448 1,911 3,774 1,815 : : : : Changes from: July 31, 2012 : : -519 -3,995 -1,228 206 52 -32 -205 124 -214 2,062 -2,029 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 56.4 11.2 7.0 9.7 0.0 4.3 8.5 4.7 9.3 4.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 26 11 6 16 0 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 8,666 : : Positions : : 5,771 2,634 1,624 613 755 0 4,579 0 196 43 21 : : : : Changes from: July 31, 2012 : : -1,166 -314 -972 -20 0 0 -1,902 0 -82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 30.4 18.7 7.1 8.7 0.0 52.8 0.0 2.3 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 6 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 11,364 : : Positions : : 7,772 6,503 783 1,495 548 608 1,958 364 967 0 187 : : : : Changes from: July 31, 2012 : : -972 -1,156 -29 -289 -117 -623 -177 150 -12 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 57.2 6.9 13.2 4.8 5.4 17.2 3.2 8.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 20 5 4 . 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 25,139 : : Positions : : 9,174 15,077 2,226 4,929 2,504 2 902 200 10,096 1,000 20 : : : : Changes from: July 31, 2012 : : -194 -1,816 -749 -874 -657 -75 -218 -7 -1,956 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 60.0 8.9 19.6 10.0 0.0 3.6 0.8 40.2 4.0 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 13 21 7 7 9 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 20,999 : : Positions : : 3,205 2,075 1,654 4,079 10,759 0 0 0 1,390 286 3,775 : : : : Changes from: July 31, 2012 : : -90 -90 -14 291 -166 0 0 0 310 10 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 9.9 7.9 19.4 51.2 0.0 0.0 0.0 6.6 1.4 18.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 . . 7 9 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 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 22,156 : : Positions : : 16,715 12,248 837 4,775 783 1,103 0 90 249 312 117 : : : : Changes from: July 31, 2012 : : -3,043 -3,945 -898 -1,130 93 -1,144 -170 -14 -91 51 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 55.3 3.8 21.6 3.5 5.0 0.0 0.4 1.1 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . 4 . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 10, 2012