Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 35,343 : : Positions : : 22,051 28,641 7,860 1,265 3,632 0 0 300 1,356 1,420 75 : : : : Changes from: July 20, 2010 : : 1,531 2,318 406 -345 422 0 0 0 0 -50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 81.0 22.2 3.6 10.3 0.0 0.0 0.8 3.8 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 30 10 5 14 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 23,370 : : Positions : : 17,016 13,166 4,460 8,244 1,690 0 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : 295 379 34 -50 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 56.3 19.1 35.3 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 23 5 . 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 6,576 : : Positions : : 2,176 4,651 2,184 0 183 0 0 0 142 216 79 : : : : Changes from: July 20, 2010 : : 1 -124 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 70.7 33.2 0.0 2.8 0.0 0.0 0.0 2.2 3.3 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 9,293 : : Positions : : 4,162 4,630 922 1,112 1,854 0 175 0 575 182 127 : : : : Changes from: July 20, 2010 : : 79 83 12 65 -152 0 6 0 -16 27 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 49.8 9.9 12.0 20.0 0.0 1.9 0.0 6.2 2.0 1.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 28 6 9 14 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,771 : : Positions : : 4,981 6,238 1,330 317 873 32 0 10 430 336 557 : : : : Changes from: July 20, 2010 : : 80 824 176 -28 67 -7 0 -3 134 -29 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 71.1 15.2 3.6 10.0 0.4 0.0 0.1 4.9 3.8 6.4 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 39 12 4 15 . 0 . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 3,099 : : Positions : : 1,115 1,350 399 101 630 180 0 0 85 100 5 : : : : Changes from: July 20, 2010 : : 55 50 -13 -3 0 0 0 0 -10 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 43.6 12.9 3.3 20.3 5.8 0.0 0.0 2.7 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 5 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 2,284 : : Positions : : 1,572 1,206 75 560 108 0 0 0 0 76 0 : : : : Changes from: July 20, 2010 : : 30 115 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 52.8 3.3 24.5 4.7 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 6 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 1,661 : : Positions : : 609 993 367 76 40 0 0 0 60 61 40 : : : : Changes from: July 20, 2010 : : 50 39 -5 1 0 0 0 0 0 -5 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 59.8 22.1 4.6 2.4 0.0 0.0 0.0 3.6 3.7 2.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 21,684 : : Positions : : 18,643 13,602 501 5,447 2,450 0 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : 600 405 0 225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 62.7 2.3 25.1 11.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 4 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 385,561 : : Positions : : 124,502 231,965 89,339 1,334 27,936 26,957 13,964 29,204 8,632 8,029 40,065 : : : : Changes from: July 20, 2010 : : -6,209 -6,343 -905 153 -1,489 1,423 1,291 -2,096 -821 1,301 -1,621 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 60.2 23.2 0.3 7.2 7.0 3.6 7.6 2.2 2.1 10.4 : : : : Number of Traders in Each Category Total Traders: 151 : : 58 62 17 . 17 21 18 22 11 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 120,762 : : Positions : : 55,443 65,517 13,031 0 18,755 0 1,061 0 1,285 5,443 25,127 : : : : Changes from: July 20, 2010 : : -464 -112 38 -13 201 0 -45 0 52 -306 1,130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 54.3 10.8 0.0 15.5 0.0 0.9 0.0 1.1 4.5 20.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 6 0 6 0 . 0 . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 19,962 : : Positions : : 13,028 13,328 1,918 1,282 3,416 0 0 350 650 986 600 : : : : Changes from: July 20, 2010 : : 2,270 2,075 170 245 993 0 0 350 150 270 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 66.8 9.6 6.4 17.1 0.0 0.0 1.8 3.3 4.9 3.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 34 39 7 6 10 0 0 . . 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 13,178 : : Positions : : 6,585 5,040 2,672 4,959 2,009 100 0 0 900 180 570 : : : : Changes from: July 20, 2010 : : 0 0 -75 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 38.2 20.3 37.6 15.2 0.8 0.0 0.0 6.8 1.4 4.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 10 9 8 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 4,416 : : Positions : : 1,715 1,672 287 309 381 0 0 0 519 96 347 : : : : Changes from: July 20, 2010 : : 51 -13 0 42 24 0 0 0 -69 0 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 37.9 6.5 7.0 8.6 0.0 0.0 0.0 11.8 2.2 7.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 4 . 5 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 11,805 : : Positions : : 8,280 9,711 275 520 246 1,760 144 154 445 608 294 : : : : Changes from: July 20, 2010 : : -413 -451 -89 -54 0 201 104 -50 -45 171 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 82.3 2.3 4.4 2.1 14.9 1.2 1.3 3.8 5.2 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 18 . . . 5 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 4,275 : : Positions : : 4,063 1,658 0 821 90 0 0 0 0 1,642 0 : : : : Changes from: July 20, 2010 : : 345 192 0 105 60 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 38.8 0.0 19.2 2.1 0.0 0.0 0.0 0.0 38.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 2,840 : : Positions : : 2,800 2,711 0 74 0 0 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 95.5 0.0 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 18 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 1,929 : : Positions : : 1,289 1,270 25 16 61 0 132 67 0 0 25 : : : : Changes from: July 20, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 65.8 1.3 0.8 3.2 0.0 6.8 3.5 0.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 17 . . . 0 . . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,455 : : Positions : : 1,570 1,621 0 208 85 0 0 0 123 0 30 : : : : Changes from: July 20, 2010 : : 214 197 0 25 14 0 0 0 5 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 66.0 0.0 8.5 3.5 0.0 0.0 0.0 5.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 20 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 488,057 : : Positions : : 118,143 171,971 69,467 42,249 137,817 23,151 17,389 37,110 25,810 1,748 62,027 : : : : Changes from: July 20, 2010 : : 10,910 14,195 -1,097 2,739 1,599 1,347 -1,284 7,241 6,538 188 5,874 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 35.2 14.2 8.7 28.2 4.7 3.6 7.6 5.3 0.4 12.7 : : : : Number of Traders in Each Category Total Traders: 120 : : 31 40 11 20 27 10 12 14 17 5 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 2,540,817 : : Positions : : 320,106 523,794 269,397 190,728 782,423 172,986 63,118 294,090 78,063 62,067 538,510 : : : : Changes from: July 20, 2010 : : 967 10,655 -6,783 1,260 13,103 1,864 -12,352 11,016 2,560 5,334 22,341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 20.6 10.6 7.5 30.8 6.8 2.5 11.6 3.1 2.4 21.2 : : : : Number of Traders in Each Category Total Traders: 344 : : 47 61 17 24 38 61 47 73 60 59 100 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 83,132 : : Positions : : 44,725 17,176 361 4,931 9,278 548 17,564 4,890 4,109 7,918 18,590 : : : : Changes from: July 20, 2010 : : 3,808 2,394 124 1,052 271 -18 1,603 805 1,249 224 1,137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 20.7 0.4 5.9 11.2 0.7 21.1 5.9 4.9 9.5 22.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 14 . 5 6 . 4 4 . 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 238,335 : : Positions : : 56,127 56,302 72,817 57,863 41,852 9,196 0 165 21,721 22,307 13,626 : : : : Changes from: July 20, 2010 : : 683 -1,424 -811 1,404 1,785 0 0 0 2,913 149 939 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 23.6 30.6 24.3 17.6 3.9 0.0 0.1 9.1 9.4 5.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 10 12 6 16 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 130,900 : : Positions : : 11,657 11,735 11,541 20,778 58,704 14,044 5,284 20,041 1,658 621 11,259 : : : : Changes from: July 20, 2010 : : 225 245 43 401 748 346 -31 50 31 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 9.0 8.8 15.9 44.8 10.7 4.0 15.3 1.3 0.5 8.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 8 8 10 8 17 15 5 14 11 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 635,385 : : Positions : : 139,840 110,434 45,560 105,799 292,956 56 3,011 12,447 34,157 1,522 89,650 : : : : Changes from: July 20, 2010 : : 1,286 2,136 3,136 1,877 5,337 -14 -88 -384 -3 207 1,698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 17.4 7.2 16.7 46.1 0.0 0.5 2.0 5.4 0.2 14.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 8 9 9 21 29 . . . 6 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 45,250 : : Positions : : 17,439 24,417 11,270 3,800 15,052 0 25 414 150 600 400 : : : : Changes from: July 20, 2010 : : 125 185 425 -185 -40 0 0 0 0 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 54.0 24.9 8.4 33.3 0.0 0.1 0.9 0.3 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 26 11 8 16 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 117,270 : : Positions : : 15,541 8,910 33,557 21,848 42,198 12,312 20,790 8,318 0 8,000 975 : : : : Changes from: July 20, 2010 : : 0 0 -200 -109 856 0 0 585 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 7.6 28.6 18.6 36.0 10.5 17.7 7.1 0.0 6.8 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 6 6 9 10 18 4 7 9 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 37,318 : : Positions : : 2,256 2,488 8,970 4,188 18,010 0 3,524 6,492 0 400 0 : : : : Changes from: July 20, 2010 : : 0 0 286 0 952 0 300 1,165 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 6.7 24.0 11.2 48.3 0.0 9.4 17.4 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 5 12 0 4 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 22,690 : : Positions : : 7,230 6,005 5,690 11,910 4,100 5,250 0 0 0 300 300 : : : : Changes from: July 20, 2010 : : -300 -150 150 0 -140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 26.5 25.1 52.5 18.1 23.1 0.0 0.0 0.0 1.3 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 10 12 7 11 10 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 292,721 : : Positions : : 115,991 212,538 45,422 895 16,572 43,754 5,812 19,307 15,073 2,957 20,108 : : : : Changes from: July 20, 2010 : : 1,607 7,107 -1,168 163 -1,040 6,403 -2,633 1,725 -2,194 423 -1,745 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 72.6 15.5 0.3 5.7 14.9 2.0 6.6 5.1 1.0 6.9 : : : : Number of Traders in Each Category Total Traders: 189 : : 61 75 16 4 14 37 18 25 13 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 30,229 : : Positions : : 15,604 21,974 1,572 1,707 100 3,835 157 809 2,690 0 741 : : : : Changes from: July 20, 2010 : : 802 1,207 0 0 0 92 0 -75 213 0 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 72.7 5.2 5.6 0.3 12.7 0.5 2.7 8.9 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 19,672 : : Positions : : 16,687 16,011 325 2,330 300 290 0 750 0 0 0 : : : : Changes from: July 20, 2010 : : 1,622 1,160 -475 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 81.4 1.7 11.8 1.5 1.5 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 7,772 : : Positions : : 4,358 5,630 1,490 228 1,274 150 0 0 50 190 400 : : : : Changes from: July 20, 2010 : : 692 1,067 217 -208 90 0 0 0 -50 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 72.4 19.2 2.9 16.4 1.9 0.0 0.0 0.6 2.4 5.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 23 11 . 11 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 93,764 : : Positions : : 78,951 82,064 5,623 6,746 3,251 2,632 0 1,319 750 0 0 : : : : Changes from: July 20, 2010 : : -4,899 -5,009 235 665 -109 225 0 -250 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 87.5 6.0 7.2 3.5 2.8 0.0 1.4 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 27 8 4 8 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 27,236 : : Positions : : 14,945 24,511 8,956 375 1,995 1,200 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : 320 780 410 -50 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 90.0 32.9 1.4 7.3 4.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 15 10 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 10,792 : : Positions : : 5,910 6,410 3,242 2,812 1,370 0 150 0 150 50 0 : : : : Changes from: July 20, 2010 : : 600 350 -100 100 75 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 59.4 30.0 26.1 12.7 0.0 1.4 0.0 1.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 17 10 5 9 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 3,170 : : Positions : : 258 1,568 1,118 113 210 75 0 0 1 0 93 : : : : Changes from: July 20, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 49.5 35.3 3.6 6.6 2.4 0.0 0.0 0.0 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 10 5 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 20,366 : : Positions : : 13,252 17,259 3,330 1,105 1,057 150 0 150 1,116 0 75 : : : : Changes from: July 20, 2010 : : 231 305 174 25 76 0 0 0 -75 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 84.7 16.4 5.4 5.2 0.7 0.0 0.7 5.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 16 8 . 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 20,471 : : Positions : : 11,444 9,478 5,335 5,982 2,047 0 2,276 64 1,142 75 12 : : : : Changes from: July 20, 2010 : : 772 -29 -43 686 13 0 -120 0 -128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 46.3 26.1 29.2 10.0 0.0 11.1 0.3 5.6 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 17 21 7 12 14 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 15,385 : : Positions : : 11,307 11,282 1,122 2,082 1,070 1,449 0 297 0 407 50 : : : : Changes from: July 20, 2010 : : 1,880 1,699 45 277 -45 113 -75 0 -89 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 73.3 7.3 13.5 7.0 9.4 0.0 1.9 0.0 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 16 4 5 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2010 : 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 35,055 : : Positions : : 7,939 19,543 11,324 3,891 7,286 300 0 100 1,871 534 1,829 : : : : Changes from: July 20, 2010 : : 0 0 50 0 0 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 55.7 32.3 11.1 20.8 0.9 0.0 0.3 5.3 1.5 5.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 18 13 5 16 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 30, 2010