Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 46,477 : : Positions : : 28,320 41,291 12,143 230 3,642 0 98 0 1,297 448 596 : : : : Changes from: August 28, 2012 : : 1,169 1,308 297 75 239 0 -75 0 108 51 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 88.8 26.1 0.5 7.8 0.0 0.2 0.0 2.8 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 31 14 . 12 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 12,771 : : Positions : : 11,166 9,608 1,020 2,400 345 0 330 0 0 0 0 : : : : Changes from: August 28, 2012 : : 207 -118 0 0 150 0 330 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 75.2 8.0 18.8 2.7 0.0 2.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 4 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 16,291 : : Positions : : 10,556 11,115 1,132 582 2,207 16 0 274 243 363 559 : : : : Changes from: August 28, 2012 : : 96 119 31 -15 78 0 0 -24 88 67 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 68.2 6.9 3.6 13.5 0.1 0.0 1.7 1.5 2.2 3.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 27 7 7 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 7,775 : : Positions : : 3,991 5,273 894 217 1,162 96 0 0 575 65 275 : : : : Changes from: August 28, 2012 : : 188 176 -6 0 107 0 0 0 8 -5 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 67.8 11.5 2.8 14.9 1.2 0.0 0.0 7.4 0.8 3.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 35 9 . 12 . 0 0 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 7,168 : : Positions : : 5,631 5,600 489 159 548 0 0 0 0 150 0 : : : : Changes from: August 28, 2012 : : 127 142 30 47 45 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 78.1 6.8 2.2 7.6 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 4 . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 6,851 : : Positions : : 4,233 4,362 456 155 884 0 258 0 0 480 395 : : : : Changes from: August 28, 2012 : : 624 559 -7 -7 48 0 -55 0 0 125 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 63.7 6.7 2.3 12.9 0.0 3.8 0.0 0.0 7.0 5.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 19 4 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 2,613 : : Positions : : 1,928 1,592 144 214 124 0 0 0 40 79 79 : : : : Changes from: August 28, 2012 : : 293 293 0 0 0 0 0 0 20 -15 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 60.9 5.5 8.2 4.7 0.0 0.0 0.0 1.5 3.0 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 2,956 : : Positions : : 1,437 1,316 344 573 370 0 0 0 215 0 61 : : : : Changes from: August 28, 2012 : : 36 93 77 -10 -11 0 0 0 72 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 44.5 11.6 19.4 12.5 0.0 0.0 0.0 7.3 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 6 . 8 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 11,708 : : Positions : : 7,472 10,923 3,917 505 250 0 0 0 0 0 0 : : : : Changes from: August 28, 2012 : : 52 127 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 93.3 33.5 4.3 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 8,728 : : Positions : : 3,835 2,471 1,904 3,309 2,380 0 0 150 0 377 0 : : : : Changes from: August 28, 2012 : : -5 122 -165 -270 306 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 28.3 21.8 37.9 27.3 0.0 0.0 1.7 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 5 6 9 10 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 22,820 : : Positions : : 18,838 13,400 2,059 5,822 1,698 0 0 0 0 1,825 75 : : : : Changes from: August 28, 2012 : : 1,374 1,157 0 277 205 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 58.7 9.0 25.5 7.4 0.0 0.0 0.0 0.0 8.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 . 7 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 360,230 : : Positions : : 124,371 202,102 47,585 8,122 24,017 41,981 16,639 22,917 9,391 17,842 41,049 : : : : Changes from: August 28, 2012 : : 5,712 7,756 -643 834 1,826 4,124 1,865 2,202 270 -196 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 56.1 13.2 2.3 6.7 11.7 4.6 6.4 2.6 5.0 11.4 : : : : Number of Traders in Each Category Total Traders: 157 : : 51 58 14 4 14 37 13 18 9 15 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 15,870 : : Positions : : 7,527 6,948 5,860 558 1,959 0 684 0 134 5,349 279 : : : : Changes from: August 28, 2012 : : 495 261 991 27 114 0 0 0 0 1,178 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 43.8 36.9 3.5 12.3 0.0 4.3 0.0 0.8 33.7 1.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 28 8 . 11 0 . 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 17,180 : : Positions : : 11,700 9,645 2,885 3,555 1,910 105 250 0 400 1,610 180 : : : : Changes from: August 28, 2012 : : 130 -595 -130 170 -345 0 250 0 -65 110 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 56.1 16.8 20.7 11.1 0.6 1.5 0.0 2.3 9.4 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 16 6 6 8 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 11,975 : : Positions : : 9,500 8,235 200 810 750 0 0 0 50 705 1,475 : : : : Changes from: August 28, 2012 : : -1,230 -2,095 -50 -210 0 0 0 0 -925 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 68.8 1.7 6.8 6.3 0.0 0.0 0.0 0.4 5.9 12.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 3,352 : : Positions : : 2,243 1,242 6 650 132 0 0 0 420 824 85 : : : : Changes from: August 28, 2012 : : 0 1 0 -28 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 37.1 0.2 19.4 3.9 0.0 0.0 0.0 12.5 24.6 2.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 6 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 16,461 : : Positions : : 10,607 3,793 665 8,827 3,513 300 150 0 225 0 0 : : : : Changes from: August 28, 2012 : : 390 330 0 60 722 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 23.0 4.0 53.6 21.3 1.8 0.9 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 9 . 8 10 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 11,246 : : Positions : : 5,748 7,337 65 616 186 541 0 45 1,442 190 2,600 : : : : Changes from: August 28, 2012 : : -458 -516 0 6 -5 -109 0 -6 45 -12 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 65.2 0.6 5.5 1.7 4.8 0.0 0.4 12.8 1.7 23.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 19 . . . 6 0 . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 20,047 : : Positions : : 16,926 15,544 248 914 716 1,160 34 25 302 1,997 344 : : : : Changes from: August 28, 2012 : : -4,223 -3,363 210 -362 -291 0 0 25 0 -326 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 77.5 1.2 4.6 3.6 5.8 0.2 0.1 1.5 10.0 1.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 40 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 3,022 : : Positions : : 1,770 2,112 32 0 10 222 0 165 0 0 0 : : : : Changes from: August 28, 2012 : : 131 98 0 0 0 41 0 39 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 69.9 1.1 0.0 0.3 7.3 0.0 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 19 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 2,110 : : Positions : : 1,222 1,203 157 44 16 0 0 0 86 415 97 : : : : Changes from: August 28, 2012 : : 299 269 4 0 -11 0 0 0 14 107 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 57.0 7.4 2.1 0.8 0.0 0.0 0.0 4.1 19.7 4.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 594,607 : : Positions : : 201,237 163,266 69,769 108,390 89,418 23,837 27,465 46,793 16,483 19,269 124,068 : : : : Changes from: August 28, 2012 : : 5,117 10,292 1,164 1,511 1,028 -191 992 -2,644 5,338 -2,234 -2,687 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 27.5 11.7 18.2 15.0 4.0 4.6 7.9 2.8 3.2 20.9 : : : : Number of Traders in Each Category Total Traders: 136 : : 39 38 11 16 25 15 13 17 15 21 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 2,500,081 : : Positions : : 369,811 409,130 140,416 400,857 689,730 221,541 27,917 285,775 158,186 61,285 548,829 : : : : Changes from: August 28, 2012 : : 2,291 -5,440 -4,055 2,215 13,855 595 -558 6,060 -6,431 2,786 9,915 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 16.4 5.6 16.0 27.6 8.9 1.1 11.4 6.3 2.5 22.0 : : : : Number of Traders in Each Category Total Traders: 394 : : 51 56 16 31 42 81 43 84 97 53 125 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 202,675 : : Positions : : 72,940 95,641 2,463 29,579 15,390 6,785 13,750 26,091 65,890 7,251 11,831 : : : : Changes from: August 28, 2012 : : 1,782 -1,072 -450 831 -453 1,577 -1,512 -1,440 -3,471 700 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 47.2 1.2 14.6 7.6 3.3 6.8 12.9 32.5 3.6 5.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 16 . 6 6 . 4 4 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 180,644 : : Positions : : 25,728 14,353 35,082 73,198 20,809 7,436 0 474 49,807 18,133 1,191 : : : : Changes from: August 28, 2012 : : -2,728 -2,986 -5,357 -7,882 -218 -81 0 0 -1,393 -1,555 301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 7.9 19.4 40.5 11.5 4.1 0.0 0.3 27.6 10.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 4 6 7 7 12 . 0 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 69,574 : : Positions : : 5,957 6,121 5,517 14,293 28,570 7,042 453 6,766 2,778 1,103 10,111 : : : : Changes from: August 28, 2012 : : -82 30 -419 -1,048 -104 -135 81 -47 -96 383 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 8.8 7.9 20.5 41.1 10.1 0.7 9.7 4.0 1.6 14.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 5 5 9 10 17 8 . 7 7 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 364,819 : : Positions : : 24,430 19,455 44,617 73,645 186,845 919 820 18,066 30,168 1,000 53,916 : : : : Changes from: August 28, 2012 : : -1,170 -1,297 -2,674 -4,138 -5,625 7 -66 -930 -2,575 -465 -3,169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.7 5.3 12.2 20.2 51.2 0.3 0.2 5.0 8.3 0.3 14.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 7 6 8 17 25 . . . 11 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 18,678 : : Positions : : 13,487 3,467 1,638 12,939 1,602 1,636 0 0 90 445 200 : : : : Changes from: August 28, 2012 : : 2,522 -2,056 -1,153 4,303 -2,148 0 0 0 0 -895 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 18.6 8.8 69.3 8.6 8.8 0.0 0.0 0.5 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 9 6 8 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 93,897 : : Positions : : 1,875 3,151 26,844 19,200 48,033 6,087 3,272 992 205 7,442 6,597 : : : : Changes from: August 28, 2012 : : 0 0 -131 -50 -223 106 0 901 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 3.4 28.6 20.4 51.2 6.5 3.5 1.1 0.2 7.9 7.0 : : : : Number of Traders in Each Category Total Traders: 34 : : . . 10 8 16 . 4 5 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 46,577 : : Positions : : 2,620 3,398 8,016 9,959 22,158 4,378 1,497 1,670 500 701 5,207 : : : : Changes from: August 28, 2012 : : 0 0 -77 -144 -59 -117 50 392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.6 7.3 17.2 21.4 47.6 9.4 3.2 3.6 1.1 1.5 11.2 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 8 5 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 3,648 : : Positions : : 1,115 1,075 1,043 1,445 495 734 417 150 0 0 0 : : : : Changes from: August 28, 2012 : : -200 125 -125 -100 115 284 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 29.5 28.6 39.6 13.6 20.1 11.4 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 5 4 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 32,838 : : Positions : : 2,598 2,749 5,478 2,997 6,571 1,329 1,295 3,846 1,899 4,463 6,076 : : : : Changes from: August 28, 2012 : : -4 1,563 182 10 -254 -122 -1,216 -1,146 -102 -148 605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 8.4 16.7 9.1 20.0 4.0 3.9 11.7 5.8 13.6 18.5 : : : : Number of Traders in Each Category Total Traders: 31 : : . . 5 5 9 5 4 5 . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 11,059 : : Positions : : 391 0 556 4,980 4,276 3,812 381 561 791 291 97 : : : : Changes from: August 28, 2012 : : 371 0 59 1,014 -245 575 29 -109 -27 -21 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.5 0.0 5.0 45.0 38.7 34.5 3.4 5.1 7.2 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : . 0 . 10 13 8 6 7 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 111,655 : : Positions : : 15,833 12,806 13,672 19,898 60,110 0 128 2,226 4,100 219 8,227 : : : : Changes from: August 28, 2012 : : -2,421 -1,954 126 -1,492 -1,448 0 -55 -318 -725 -8 -1,003 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 11.5 12.2 17.8 53.8 0.0 0.1 2.0 3.7 0.2 7.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 5 8 10 18 0 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 302,817 : : Positions : : 77,212 186,083 32,512 6,801 15,120 83,700 9,713 22,652 24,086 29,812 21,246 : : : : Changes from: August 28, 2012 : : 3,451 3,014 864 1,230 566 2,071 655 4,698 661 4,635 -2,391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 61.5 10.7 2.2 5.0 27.6 3.2 7.5 8.0 9.8 7.0 : : : : Number of Traders in Each Category Total Traders: 213 : : 53 71 14 5 12 75 8 32 13 13 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 15,815 : : Positions : : 4,142 11,012 682 354 120 1,283 0 0 5,880 0 47 : : : : Changes from: August 28, 2012 : : -352 -1,463 -180 -337 0 -516 0 0 -852 0 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 69.6 4.3 2.2 0.8 8.1 0.0 0.0 37.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 15 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 23,623 : : Positions : : 22,829 11,182 0 10,543 130 0 0 0 0 0 0 : : : : Changes from: August 28, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 47.3 0.0 44.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 0 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 22,495 : : Positions : : 11,265 11,677 0 4,829 540 0 1,200 0 7,211 0 2,403 : : : : Changes from: August 28, 2012 : : -2,257 248 0 463 -270 0 0 0 1,791 0 -1,147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 51.9 0.0 21.5 2.4 0.0 5.3 0.0 32.1 0.0 10.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 0 5 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 13,988 : : Positions : : 6,020 5,458 5,525 613 1,913 0 1,698 0 62 3,817 348 : : : : Changes from: August 28, 2012 : : 153 50 587 -282 518 0 0 0 0 972 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 39.0 39.5 4.4 13.7 0.0 12.1 0.0 0.4 27.3 2.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 19 10 . 11 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 45,523 : : Positions : : 34,156 30,089 7,056 13,116 2,235 975 0 0 843 0 0 : : : : Changes from: August 28, 2012 : : 1,849 1,789 720 685 -266 50 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 66.1 15.5 28.8 4.9 2.1 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 21 9 6 7 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 27,651 : : Positions : : 23,192 25,109 2,747 1,570 972 0 0 0 590 0 0 : : : : Changes from: August 28, 2012 : : -3,973 -3,898 17 -58 108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 90.8 9.9 5.7 3.5 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 15,005 : : Positions : : 9,170 5,435 3,295 900 1,760 0 810 0 450 5,950 150 : : : : Changes from: August 28, 2012 : : 325 125 250 150 0 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 36.2 22.0 6.0 11.7 0.0 5.4 0.0 3.0 39.7 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 11 9 . 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 42,382 : : Positions : : 25,744 22,822 4,063 2,784 4,299 775 1,236 4,548 1,850 5,664 943 : : : : Changes from: August 28, 2012 : : -2,265 -3,283 -333 52 -668 155 -500 300 -73 1,327 -1,226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 53.8 9.6 6.6 10.1 1.8 2.9 10.7 4.4 13.4 2.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 29 28 13 4 15 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 7,631 : : Positions : : 5,599 3,077 882 818 700 0 2,677 0 135 207 71 : : : : Changes from: August 28, 2012 : : -544 135 -742 55 -55 0 -1,602 0 39 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 40.3 11.6 10.7 9.2 0.0 35.1 0.0 1.8 2.7 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 6 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 11,759 : : Positions : : 6,839 6,977 2,040 1,342 812 267 1,999 149 1,389 0 191 : : : : Changes from: August 28, 2012 : : -1,813 -274 561 -221 -208 -138 -974 -42 6 0 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 59.3 17.3 11.4 6.9 2.3 17.0 1.3 11.8 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 5 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 23,385 : : Positions : : 9,200 13,750 2,248 5,119 2,196 0 446 219 8,576 1,000 95 : : : : Changes from: August 28, 2012 : : -875 -2,025 -203 -738 -103 0 15 19 -1,819 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 58.8 9.6 21.9 9.4 0.0 1.9 0.9 36.7 4.3 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 14 22 5 9 9 0 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 22,769 : : Positions : : 4,075 2,165 1,534 6,059 10,459 0 0 0 2,710 286 3,775 : : : : Changes from: August 28, 2012 : : 240 0 0 240 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 9.5 6.7 26.6 45.9 0.0 0.0 0.0 11.9 1.3 16.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 . . 7 9 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 25,380 : : Positions : : 18,005 13,269 1,500 7,793 784 3,144 0 0 465 812 244 : : : : Changes from: August 28, 2012 : : -291 -801 174 1,172 -128 -27 0 0 215 -687 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 52.3 5.9 30.7 3.1 12.4 0.0 0.0 1.8 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 . 5 . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 4, 2012