Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 39,122 : : Positions : : 22,304 30,464 7,389 629 5,614 0 0 0 2,316 626 1,377 : : : : Changes from: August 2, 2011 : : 790 1,492 277 -240 758 0 0 0 254 143 1,317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 77.9 18.9 1.6 14.3 0.0 0.0 0.0 5.9 1.6 3.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 24 32 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 10,783 : : Positions : : 8,477 8,808 1,622 1,334 516 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : -5 116 100 -41 16 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 81.7 15.0 12.4 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 23 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 9,502 : : Positions : : 5,251 5,756 1,142 364 1,529 0 0 0 159 288 255 : : : : Changes from: August 2, 2011 : : 121 128 31 -29 60 0 0 0 6 -20 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 60.6 12.0 3.8 16.1 0.0 0.0 0.0 1.7 3.0 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 26 6 4 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 7,174 : : Positions : : 3,843 4,874 974 117 1,082 0 0 0 492 50 147 : : : : Changes from: August 2, 2011 : : 112 208 116 3 29 0 0 0 -110 -60 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 67.9 13.6 1.6 15.1 0.0 0.0 0.0 6.9 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 35 7 6 13 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 3,672 : : Positions : : 1,799 1,534 297 200 436 0 0 0 4 0 59 : : : : Changes from: August 2, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 41.8 8.1 5.4 11.9 0.0 0.0 0.0 0.1 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 2,588 : : Positions : : 793 1,393 28 366 348 0 0 0 760 115 5 : : : : Changes from: August 2, 2011 : : -45 55 0 -10 0 0 0 0 0 -25 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 53.8 1.1 14.1 13.4 0.0 0.0 0.0 29.4 4.4 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 8,043 : : Positions : : 4,978 7,005 2,459 245 511 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 122 187 85 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 87.1 30.6 3.0 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 19,086 : : Positions : : 14,496 12,936 1,479 1,109 1,897 0 0 0 1,184 3,114 30 : : : : Changes from: August 2, 2011 : : 1,185 1,915 153 179 275 0 0 0 1,184 428 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 67.8 7.7 5.8 9.9 0.0 0.0 0.0 6.2 16.3 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 14 7 6 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 307,146 : : Positions : : 115,370 184,954 56,905 12,278 15,217 42,085 11,750 20,073 7,955 22,423 12,159 : : : : Changes from: August 2, 2011 : : 12,848 -6,550 1,157 -134 -717 -7,683 1,179 117 -865 2,765 2,554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 60.2 18.5 4.0 5.0 13.7 3.8 6.5 2.6 7.3 4.0 : : : : Number of Traders in Each Category Total Traders: 157 : : 48 67 15 6 15 26 14 17 9 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 15,007 : : Positions : : 8,832 8,824 2,093 3,175 1,776 300 0 0 1,711 930 295 : : : : Changes from: August 2, 2011 : : 685 485 150 0 0 0 0 0 0 350 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 58.8 13.9 21.2 11.8 2.0 0.0 0.0 11.4 6.2 2.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 22 7 4 8 . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 6,819 : : Positions : : 4,620 3,820 750 1,734 240 795 500 0 280 375 120 : : : : Changes from: August 2, 2011 : : 300 0 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 56.0 11.0 25.4 3.5 11.7 7.3 0.0 4.1 5.5 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 10 5 7 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 9,438 : : Positions : : 7,206 6,552 34 1,003 256 623 0 12 467 967 233 : : : : Changes from: August 2, 2011 : : -322 -130 1 75 -4 34 0 7 73 -134 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 69.4 0.4 10.6 2.7 6.6 0.0 0.1 4.9 10.2 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 22 . . . 5 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 14,810 : : Positions : : 14,162 11,698 0 1,263 136 0 57 20 57 1,187 108 : : : : Changes from: August 2, 2011 : : 726 409 0 29 -10 0 -10 3 19 322 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 79.0 0.0 8.5 0.9 0.0 0.4 0.1 0.4 8.0 0.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 36 0 4 . 0 . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,424 : : Positions : : 968 969 0 11 58 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 96 66 0 0 0 0 0 0 -43 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 68.0 0.0 0.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 20 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 445,875 : : Positions : : 131,329 145,121 51,412 65,189 93,360 30,975 15,549 28,895 12,180 8,670 69,670 : : : : Changes from: August 2, 2011 : : -10,082 -12,287 6,748 -8,367 -2,738 -6,385 1,028 1,709 -6,724 5,416 6,228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 32.5 11.5 14.6 20.9 6.9 3.5 6.5 2.7 1.9 15.6 : : : : Number of Traders in Each Category Total Traders: 135 : : 39 36 14 17 28 13 12 15 20 14 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,564,480 : : Positions : : 217,854 403,290 256,007 236,044 243,605 227,268 80,156 237,161 97,991 109,385 189,361 : : : : Changes from: August 2, 2011 : : 8,584 13,611 9,989 -10,796 -10,879 -7,395 2,632 13,174 2,817 4,448 14,466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 25.8 16.4 15.1 15.6 14.5 5.1 15.2 6.3 7.0 12.1 : : : : Number of Traders in Each Category Total Traders: 335 : : 48 54 24 27 42 64 47 68 62 41 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 207,773 : : Positions : : 44,756 33,181 45,397 87,772 21,827 2,299 0 0 55,061 14,044 3,051 : : : : Changes from: August 2, 2011 : : -114 161 628 -342 299 0 0 0 -1,089 514 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 16.0 21.8 42.2 10.5 1.1 0.0 0.0 26.5 6.8 1.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 7 8 8 11 . 0 0 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 22,061 : : Positions : : 10,759 12,294 5,056 1,313 5,261 0 388 650 150 1,982 173 : : : : Changes from: August 2, 2011 : : 625 600 250 250 275 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 55.7 22.9 6.0 23.8 0.0 1.8 2.9 0.7 9.0 0.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 27 7 6 9 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 82,096 : : Positions : : 10,147 3,743 35,536 22,756 21,320 2,932 9,449 8,153 0 10,943 725 : : : : Changes from: August 2, 2011 : : -130 -50 735 -2,004 2,113 -115 0 132 0 2,464 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 4.6 43.3 27.7 26.0 3.6 11.5 9.9 0.0 13.3 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 5 4 11 10 17 5 4 9 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 35,651 : : Positions : : 1,439 3,458 13,247 10,278 11,356 2,556 2,184 2,114 0 2,637 1,053 : : : : Changes from: August 2, 2011 : : 0 0 1,164 -2,374 1,399 150 848 -110 0 2,404 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.7 37.2 28.8 31.9 7.2 6.1 5.9 0.0 7.4 3.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . 4 8 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 14,260 : : Positions : : 4,305 2,630 4,210 7,360 4,045 1,634 0 0 0 150 0 : : : : Changes from: August 2, 2011 : : 0 0 0 270 30 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 18.4 29.5 51.6 28.4 11.5 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 6 7 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 245,779 : : Positions : : 93,981 165,833 29,094 11,400 16,398 50,762 7,008 15,466 15,540 9,399 5,813 : : : : Changes from: August 2, 2011 : : 18,150 -2,560 -1,787 -470 -40 -18,492 -1,666 -1,298 404 -2,165 1,349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 67.5 11.8 4.6 6.7 20.7 2.9 6.3 6.3 3.8 2.4 : : : : Number of Traders in Each Category Total Traders: 182 : : 49 69 15 8 15 44 12 25 13 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 23,525 : : Positions : : 6,412 17,242 1,383 0 378 2,690 271 40 5,885 0 235 : : : : Changes from: August 2, 2011 : : 703 -310 -315 0 160 -600 0 0 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 73.3 5.9 0.0 1.6 11.4 1.2 0.2 25.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 4,828 : : Positions : : 2,830 2,844 568 868 816 0 0 0 314 0 300 : : : : Changes from: August 2, 2011 : : 350 150 -196 4 102 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 58.9 11.8 18.0 16.9 0.0 0.0 0.0 6.5 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 16 . 6 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 50,748 : : Positions : : 36,334 30,719 8,131 14,937 4,704 500 125 150 0 0 0 : : : : Changes from: August 2, 2011 : : 914 646 -30 288 185 0 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 60.5 16.0 29.4 9.3 1.0 0.2 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 24 9 6 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 19,002 : : Positions : : 13,741 14,537 4,376 3,700 765 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 245 460 70 -100 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 76.5 23.0 19.5 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 5,426 : : Positions : : 3,730 1,705 1,201 150 375 0 196 0 0 2,880 120 : : : : Changes from: August 2, 2011 : : 0 0 0 -50 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 31.4 22.1 2.8 6.9 0.0 3.6 0.0 0.0 53.1 2.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 12 8 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 10,071 : : Positions : : 4,845 6,426 1,948 1,872 1,478 141 0 0 1,240 0 155 : : : : Changes from: August 2, 2011 : : 404 283 271 472 -12 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 63.8 19.3 18.6 14.7 1.4 0.0 0.0 12.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 13 8 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 17,868 : : Positions : : 9,327 7,389 3,191 3,956 3,798 50 1,207 80 788 837 496 : : : : Changes from: August 2, 2011 : : 610 1,095 0 -397 397 -150 96 0 128 -206 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 41.4 17.9 22.1 21.3 0.3 6.8 0.4 4.4 4.7 2.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 20 20 8 11 13 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : 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 13,301 : : Positions : : 9,016 8,672 0 4,034 156 3,520 0 129 106 0 220 : : : : Changes from: August 2, 2011 : : 586 1,522 0 115 0 1,095 0 -384 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 65.2 0.0 30.3 1.2 26.5 0.0 1.0 0.8 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 0 7 . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 28,971 : : Positions : : 5,836 15,847 4,331 6,222 4,562 5,758 15 200 7,185 918 397 : : : : Changes from: August 2, 2011 : : 40 -300 0 60 15 0 15 -50 -40 225 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 54.7 14.9 21.5 15.7 19.9 0.1 0.7 24.8 3.2 1.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 14 12 8 9 11 5 . . 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 12, 2011