Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 40,513 : : Positions : : 24,525 36,470 11,061 123 2,557 0 0 0 664 200 1,060 : : : : Changes from: July 17, 2012 : : 691 811 107 2 296 0 0 0 93 50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 90.0 27.3 0.3 6.3 0.0 0.0 0.0 1.6 0.5 2.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 31 12 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 16,105 : : Positions : : 14,215 12,119 1,267 3,565 325 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : -50 -21 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 75.2 7.9 22.1 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 22 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 15,486 : : Positions : : 9,624 10,008 1,257 541 2,405 24 0 276 21 420 669 : : : : Changes from: July 17, 2012 : : 657 396 2 -35 -105 0 0 -184 -10 169 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 64.6 8.1 3.5 15.5 0.2 0.0 1.8 0.1 2.7 4.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 29 8 7 15 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,604 : : Positions : : 4,263 5,631 688 197 1,099 96 0 0 643 65 33 : : : : Changes from: July 17, 2012 : : 122 350 113 -5 1 0 0 0 24 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 74.1 9.0 2.6 14.5 1.3 0.0 0.0 8.5 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 37 41 8 . 10 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 6,869 : : Positions : : 5,311 5,159 471 452 594 0 0 0 0 125 0 : : : : Changes from: July 17, 2012 : : 723 713 15 25 74 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 75.1 6.9 6.6 8.6 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 5,295 : : Positions : : 2,952 3,213 582 186 739 0 294 19 15 358 250 : : : : Changes from: July 17, 2012 : : 390 275 -65 62 180 0 0 0 15 35 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 60.7 11.0 3.5 14.0 0.0 5.6 0.4 0.3 6.8 4.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,238 : : Positions : : 1,663 1,209 102 328 103 0 0 0 0 40 0 : : : : Changes from: July 17, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 54.0 4.6 14.7 4.6 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,550 : : Positions : : 1,435 1,018 26 685 156 0 0 0 65 31 136 : : : : Changes from: July 17, 2012 : : 218 182 0 4 36 0 0 0 0 7 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 39.9 1.0 26.9 6.1 0.0 0.0 0.0 2.5 1.2 5.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 12,472 : : Positions : : 9,108 11,542 2,975 670 230 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 40 383 343 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 92.5 23.9 5.4 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 6,987 : : Positions : : 3,782 1,027 1,295 3,857 1,207 0 0 150 0 531 0 : : : : Changes from: July 17, 2012 : : 252 -58 -637 -274 397 0 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 14.7 18.5 55.2 17.3 0.0 0.0 2.1 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 4 4 10 8 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 19,570 : : Positions : : 15,724 12,066 2,451 4,583 852 0 0 0 0 1,646 423 : : : : Changes from: July 17, 2012 : : 572 338 257 566 -10 0 0 0 0 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 61.7 12.5 23.4 4.4 0.0 0.0 0.0 0.0 8.4 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 14 4 5 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 341,123 : : Positions : : 118,570 172,459 55,739 8,659 21,977 27,042 25,163 22,100 12,772 13,635 47,724 : : : : Changes from: July 17, 2012 : : -17,538 -11,600 2,033 -453 -743 474 -2,672 -1,351 -1,513 803 1,321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 50.6 16.3 2.5 6.4 7.9 7.4 6.5 3.7 4.0 14.0 : : : : Number of Traders in Each Category Total Traders: 160 : : 54 58 17 . 15 27 21 25 9 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 11,985 : : Positions : : 6,904 7,581 3,083 594 1,555 0 87 0 205 1,990 8 : : : : Changes from: July 17, 2012 : : 347 194 108 41 116 0 0 0 25 244 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 63.3 25.7 5.0 13.0 0.0 0.7 0.0 1.7 16.6 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 29 7 4 8 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 17,435 : : Positions : : 11,780 11,280 2,850 2,515 2,010 105 0 0 590 1,500 100 : : : : Changes from: July 17, 2012 : : 175 150 -75 -50 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 64.7 16.3 14.4 11.5 0.6 0.0 0.0 3.4 8.6 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 18 7 6 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 15,875 : : Positions : : 11,325 12,175 300 1,145 750 0 0 0 2,250 555 1,250 : : : : Changes from: July 17, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 76.7 1.9 7.2 4.7 0.0 0.0 0.0 14.2 3.5 7.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A05 Open Interest is 13,323 : : Positions : : 8,678 1,860 730 8,604 2,619 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 1,517 827 96 1,203 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 14.0 5.5 64.6 19.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 5 . 9 9 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,526 : : Positions : : 1,260 1,350 184 100 66 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 88.5 12.1 6.6 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 12,068 : : Positions : : 6,924 8,258 42 507 200 448 0 82 1,144 275 2,520 : : : : Changes from: July 17, 2012 : : -792 -1,239 2 -71 12 104 0 0 -656 118 688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 68.4 0.3 4.2 1.7 3.7 0.0 0.7 9.5 2.3 20.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 20 . . . 5 0 . . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 25,467 : : Positions : : 22,959 20,614 501 916 1,125 0 65 0 341 2,163 250 : : : : Changes from: July 17, 2012 : : 546 812 73 -126 -169 0 31 0 84 12 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 80.9 2.0 3.6 4.4 0.0 0.3 0.0 1.3 8.5 1.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 43 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,833 : : Positions : : 1,126 1,250 33 25 0 0 0 0 151 91 30 : : : : Changes from: July 17, 2012 : : 228 126 33 25 0 0 0 0 21 52 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 68.2 1.8 1.4 0.0 0.0 0.0 0.0 8.2 5.0 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 18 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 527,243 : : Positions : : 169,317 144,587 75,276 104,989 77,830 22,108 23,016 42,983 13,258 9,040 109,099 : : : : Changes from: July 17, 2012 : : 5,671 -3,156 -2,407 -4,917 -2,076 3,079 1,716 238 -6,358 4,586 7,442 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 27.4 14.3 19.9 14.8 4.2 4.4 8.2 2.5 1.7 20.7 : : : : Number of Traders in Each Category Total Traders: 136 : : 39 38 10 18 28 16 13 17 19 15 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,315,500 : : Positions : : 311,110 377,834 158,287 323,343 652,209 190,320 49,684 267,995 154,349 62,741 509,907 : : : : Changes from: July 17, 2012 : : 1,746 5,141 -12,138 9,225 -2,999 548 -6,923 801 9,552 -509 5,325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 16.3 6.8 14.0 28.2 8.2 2.1 11.6 6.7 2.7 22.0 : : : : Number of Traders in Each Category Total Traders: 356 : : 54 54 18 30 44 70 41 82 81 45 106 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 230,016 : : Positions : : 76,392 107,912 945 18,038 24,439 0 21,756 32,303 79,444 7,046 15,703 : : : : Changes from: July 17, 2012 : : -11,307 -12,754 -218 -3,605 -6,298 -2,364 -781 -4,855 -5,933 -2,074 -5,301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 46.9 0.4 7.8 10.6 0.0 9.5 14.0 34.5 3.1 6.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 18 . 7 7 0 6 . 5 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 196,996 : : Positions : : 30,086 15,248 41,981 87,579 20,336 8,388 0 96 49,832 20,570 637 : : : : Changes from: July 17, 2012 : : 112 644 480 155 441 0 0 0 779 597 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 7.7 21.3 44.5 10.3 4.3 0.0 0.0 25.3 10.4 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 5 5 6 9 12 . 0 . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 66,317 : : Positions : : 5,523 5,985 4,118 12,835 28,220 6,946 1,193 6,165 2,643 5 9,542 : : : : Changes from: July 17, 2012 : : -86 -164 -223 -1,137 -276 -784 123 -146 -78 0 1,650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 9.0 6.2 19.4 42.6 10.5 1.8 9.3 4.0 0.0 14.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 6 6 7 11 15 9 . 7 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 380,213 : : Positions : : 26,394 20,483 48,702 77,826 184,892 47 2,636 17,125 33,032 1,378 61,946 : : : : Changes from: July 17, 2012 : : -94 -547 -268 -87 389 -54 514 2,890 721 16 419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 5.4 12.8 20.5 48.6 0.0 0.7 4.5 8.7 0.4 16.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 6 5 7 18 25 . . . 12 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 16,723 : : Positions : : 5,732 10,009 7,035 2,254 2,885 796 0 0 0 1,275 275 : : : : Changes from: July 17, 2012 : : 100 -686 -468 346 718 28 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 59.9 42.1 13.5 17.3 4.8 0.0 0.0 0.0 7.6 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 12 8 5 12 . 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 86,299 : : Positions : : 2,288 3,151 26,619 18,626 43,977 4,390 1,527 400 590 7,939 5,750 : : : : Changes from: July 17, 2012 : : -155 0 -1,023 -520 -725 -15 -1,206 -31 -135 -4 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 3.7 30.8 21.6 51.0 5.1 1.8 0.5 0.7 9.2 6.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 4 . 9 8 16 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 37,284 : : Positions : : 2,370 2,650 9,236 8,677 16,833 1,115 1,097 316 500 701 4,607 : : : : Changes from: July 17, 2012 : : 0 0 -110 -445 285 -450 0 -29 0 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 7.1 24.8 23.3 45.1 3.0 2.9 0.8 1.3 1.9 12.4 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 7 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 4,149 : : Positions : : 1,515 1,275 1,023 2,595 216 1,350 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 0 0 9 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 30.7 24.7 62.5 5.2 32.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 4 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 34,142 : : Positions : : 2,706 543 4,670 3,046 9,274 899 2,266 6,043 1,645 3,937 4,671 : : : : Changes from: July 17, 2012 : : 9 -74 1,457 78 -604 -39 1,351 147 120 108 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 1.6 13.7 8.9 27.2 2.6 6.6 17.7 4.8 11.5 13.7 : : : : Number of Traders in Each Category Total Traders: 30 : : . . 6 4 9 4 6 6 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 13,027 : : Positions : : 13 0 880 4,018 6,374 3,114 966 586 943 249 289 : : : : Changes from: July 17, 2012 : : -2 0 -4 -222 320 -22 167 245 32 -36 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.1 0.0 6.8 30.8 48.9 23.9 7.4 4.5 7.2 1.9 2.2 : : : : Number of Traders in Each Category Total Traders: 37 : : . 0 4 10 14 10 6 7 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 116,119 : : Positions : : 17,115 13,879 12,195 20,337 58,100 2,848 0 3,946 2,560 491 10,599 : : : : Changes from: July 17, 2012 : : 723 -451 -205 939 345 273 0 -0 -480 260 524 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 12.0 10.5 17.5 50.0 2.5 0.0 3.4 2.2 0.4 9.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 5 6 12 18 . 0 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 291,397 : : Positions : : 81,648 188,557 32,132 5,173 20,856 65,748 3,946 18,379 22,402 13,402 28,063 : : : : Changes from: July 17, 2012 : : 4,369 17,463 -826 -1,112 -3,610 5,490 -6,407 262 1,121 3,712 -724 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 64.7 11.0 1.8 7.2 22.6 1.4 6.3 7.7 4.6 9.6 : : : : Number of Traders in Each Category Total Traders: 193 : : 62 77 15 4 14 55 11 30 12 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 16,664 : : Positions : : 6,817 10,565 1,128 0 0 532 0 59 2,232 0 1,038 : : : : Changes from: July 17, 2012 : : -278 1,468 30 0 0 141 0 -8 637 0 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 63.4 6.8 0.0 0.0 3.2 0.0 0.4 13.4 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 16 . 0 0 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 8,594 : : Positions : : 3,622 3,670 3,145 827 1,338 0 1,428 0 66 885 250 : : : : Changes from: July 17, 2012 : : 0 -100 220 0 27 0 0 0 0 311 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 42.7 36.6 9.6 15.6 0.0 16.6 0.0 0.8 10.3 2.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 19 10 . 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265J Open Interest is 3,789 : : Positions : : 1,342 1,430 1,067 1,264 1,015 0 0 0 155 0 80 : : : : Changes from: July 17, 2012 : : -26 -48 10 30 -25 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 37.7 28.1 33.4 26.8 0.0 0.0 0.0 4.1 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 7 7 9 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 51,998 : : Positions : : 39,977 34,752 7,310 14,158 2,501 725 0 12 1,050 500 0 : : : : Changes from: July 17, 2012 : : 982 1,357 -84 150 -47 650 0 -25 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 66.8 14.1 27.2 4.8 1.4 0.0 0.0 2.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 23 11 5 8 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 33,789 : : Positions : : 28,504 30,146 3,891 2,821 822 0 0 0 452 0 0 : : : : Changes from: July 17, 2012 : : 1,070 1,155 85 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 89.2 11.5 8.3 2.4 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 6 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 14,685 : : Positions : : 8,580 5,085 3,540 675 1,785 0 1,215 0 450 5,775 150 : : : : Changes from: July 17, 2012 : : 1,560 635 250 75 30 0 0 0 150 1,250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 34.6 24.1 4.6 12.2 0.0 8.3 0.0 3.1 39.3 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 12 10 . 9 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 43,823 : : Positions : : 24,707 26,647 5,789 2,601 3,682 32 1,876 3,024 1,997 1,281 4,553 : : : : Changes from: July 17, 2012 : : 1,751 519 -132 219 89 0 570 0 -32 261 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 60.8 13.2 5.9 8.4 0.1 4.3 6.9 4.6 2.9 10.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 26 31 13 6 16 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 10,738 : : Positions : : 6,773 2,923 2,641 633 710 0 6,406 0 278 0 0 : : : : Changes from: July 17, 2012 : : 250 50 -54 0 54 0 101 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 27.2 24.6 5.9 6.6 0.0 59.7 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 6 . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 12,417 : : Positions : : 8,598 7,340 806 1,672 503 814 1,835 358 979 120 230 : : : : Changes from: July 17, 2012 : : 528 901 -27 -45 0 112 0 -1 300 -135 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 59.1 6.5 13.5 4.1 6.6 14.8 2.9 7.9 1.0 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 20 4 4 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 29,323 : : Positions : : 9,446 17,430 3,579 5,482 2,901 77 1,595 207 12,052 1,050 20 : : : : Changes from: July 17, 2012 : : 862 765 -110 -100 239 0 -110 57 -197 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 59.4 12.2 18.7 9.9 0.3 5.4 0.7 41.1 3.6 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 12 21 10 5 9 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 20,139 : : Positions : : 3,295 2,165 1,788 3,368 10,565 0 0 0 540 276 3,735 : : : : Changes from: July 17, 2012 : : 0 0 0 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 10.8 8.9 16.7 52.5 0.0 0.0 0.0 2.7 1.4 18.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 5 5 10 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 25,097 : : Positions : : 17,890 15,101 1,294 5,932 634 2,663 78 92 240 95 170 : : : : Changes from: July 17, 2012 : : 1,687 1,582 -164 116 16 57 0 -24 186 0 -454 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 60.2 5.2 23.6 2.5 10.6 0.3 0.4 1.0 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . 5 . . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 27, 2012