Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 40,191 : : Positions : : 24,427 36,130 10,744 116 2,604 0 0 0 822 293 920 : : : : Changes from: July 3, 2012 : : 948 2,274 1,161 -6 66 0 0 0 150 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 89.9 26.7 0.3 6.5 0.0 0.0 0.0 2.0 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 30 12 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 15,750 : : Positions : : 13,875 11,766 1,267 3,555 325 0 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : 212 212 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 74.7 8.0 22.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 22 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 14,053 : : Positions : : 8,116 8,612 1,214 601 2,511 0 0 184 63 280 787 : : : : Changes from: July 3, 2012 : : 359 439 284 -44 -62 0 0 0 -168 127 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 61.3 8.6 4.3 17.9 0.0 0.0 1.3 0.4 2.0 5.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 28 8 7 15 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,914 : : Positions : : 3,939 4,992 558 217 1,026 0 0 0 607 35 38 : : : : Changes from: July 3, 2012 : : -4 139 26 -34 -29 0 0 0 30 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 72.2 8.1 3.1 14.8 0.0 0.0 0.0 8.8 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 40 6 . 9 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 6,078 : : Positions : : 4,542 4,438 441 407 538 0 0 0 0 90 0 : : : : Changes from: July 3, 2012 : : 35 3 5 10 15 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 73.0 7.3 6.7 8.9 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 4,610 : : Positions : : 2,273 2,732 662 129 531 0 294 19 0 254 305 : : : : Changes from: July 3, 2012 : : 613 343 105 6 50 0 221 0 0 18 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 59.3 14.4 2.8 11.5 0.0 6.4 0.4 0.0 5.5 6.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 4 . 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 2,082 : : Positions : : 1,154 780 27 690 74 0 0 0 105 43 81 : : : : Changes from: July 3, 2012 : : 11 61 0 -10 9 0 0 0 0 -18 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 37.5 1.3 33.1 3.6 0.0 0.0 0.0 5.0 2.1 3.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 11,484 : : Positions : : 8,501 10,379 2,419 670 405 0 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : -237 -132 105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 90.4 21.1 5.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 6,007 : : Positions : : 3,317 821 1,533 3,780 707 0 0 0 0 531 0 : : : : Changes from: July 3, 2012 : : -276 268 238 -434 132 0 0 0 0 132 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 13.7 25.5 62.9 11.8 0.0 0.0 0.0 0.0 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 4 5 9 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 18,025 : : Positions : : 14,541 11,163 2,194 3,861 822 0 0 0 0 1,831 348 : : : : Changes from: July 3, 2012 : : 164 -336 -150 250 89 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 61.9 12.2 21.4 4.6 0.0 0.0 0.0 0.0 10.2 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 13 4 5 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 320,968 : : Positions : : 124,774 170,390 52,182 6,085 13,770 22,880 27,440 22,883 17,421 15,769 31,532 : : : : Changes from: July 3, 2012 : : 5,267 4,894 -108 -425 262 -269 -1,623 1,909 -457 646 244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 53.1 16.3 1.9 4.3 7.1 8.5 7.1 5.4 4.9 9.8 : : : : Number of Traders in Each Category Total Traders: 162 : : 59 60 15 . 11 23 26 23 11 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 10,773 : : Positions : : 6,182 6,865 2,913 575 1,410 0 0 0 130 1,846 8 : : : : Changes from: July 3, 2012 : : 20 325 -5 -315 213 0 0 0 -100 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 63.7 27.0 5.3 13.1 0.0 0.0 0.0 1.2 17.1 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 30 7 4 8 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 16,330 : : Positions : : 10,335 10,680 3,245 2,165 1,955 105 0 0 450 1,500 0 : : : : Changes from: July 3, 2012 : : -175 -225 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 65.4 19.9 13.3 12.0 0.6 0.0 0.0 2.8 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 19 6 6 8 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 11,175 : : Positions : : 6,708 1,072 634 7,326 2,514 0 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : 119 -61 0 204 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 9.6 5.7 65.6 22.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 . . 9 9 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,316 : : Positions : : 950 1,150 184 100 66 0 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 87.4 14.0 7.6 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 11,803 : : Positions : : 7,959 9,258 0 381 142 283 0 87 1,278 176 1,417 : : : : Changes from: July 3, 2012 : : 252 656 0 10 -49 0 0 0 378 52 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 78.4 0.0 3.2 1.2 2.4 0.0 0.7 10.8 1.5 12.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 0 . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 21,704 : : Positions : : 20,005 17,433 397 988 697 15 0 30 220 2,147 53 : : : : Changes from: July 3, 2012 : : 1,071 656 -111 39 127 0 0 -20 -15 301 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 80.3 1.8 4.6 3.2 0.1 0.0 0.1 1.0 9.9 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 40 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,575 : : Positions : : 808 1,055 0 0 0 0 0 0 124 39 35 : : : : Changes from: July 3, 2012 : : 3 69 0 0 0 0 0 0 44 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 67.0 0.0 0.0 0.0 0.0 0.0 0.0 7.9 2.5 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 437,356 : : Positions : : 130,432 115,634 74,056 118,018 53,855 18,737 17,803 37,258 26,790 4,770 73,945 : : : : Changes from: July 3, 2012 : : 7,583 -2,492 -528 -3,375 760 0 577 6,153 -13,093 1,006 3,589 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 26.4 16.9 27.0 12.3 4.3 4.1 8.5 6.1 1.1 16.9 : : : : Number of Traders in Each Category Total Traders: 128 : : 36 35 11 18 28 12 14 19 18 12 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,413,415 : : Positions : : 214,210 265,913 177,670 268,467 247,903 180,109 72,389 180,199 135,298 104,446 209,705 : : : : Changes from: July 3, 2012 : : 6,772 9,598 -4,333 1,380 -6,047 -2,247 3,931 -11,016 -2,267 -15,434 -1,232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 18.8 12.6 19.0 17.5 12.7 5.1 12.7 9.6 7.4 14.8 : : : : Number of Traders in Each Category Total Traders: 317 : : 50 49 18 27 40 46 49 64 58 47 83 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 193,757 : : Positions : : 29,835 14,604 40,667 87,541 19,397 8,388 0 96 48,805 19,538 802 : : : : Changes from: July 3, 2012 : : -24 0 2,535 2,829 -2,424 0 0 0 -4,686 -48 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 7.5 21.0 45.2 10.0 4.3 0.0 0.0 25.2 10.1 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 5 5 6 9 11 . 0 . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 15,270 : : Positions : : 5,282 10,178 7,311 1,925 1,617 0 0 0 768 1,275 275 : : : : Changes from: July 3, 2012 : : 700 300 0 400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 66.7 47.9 12.6 10.6 0.0 0.0 0.0 5.0 8.3 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 11 8 5 10 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 88,037 : : Positions : : 2,443 3,151 28,297 19,146 43,705 4,011 2,527 554 675 8,649 5,500 : : : : Changes from: July 3, 2012 : : 0 0 42 -50 -72 578 0 -42 -50 345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 3.6 32.1 21.7 49.6 4.6 2.9 0.6 0.8 9.8 6.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 . 9 8 16 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 42,091 : : Positions : : 2,370 2,650 9,259 9,556 18,918 1,973 1,097 2,319 500 701 4,357 : : : : Changes from: July 3, 2012 : : 0 0 126 98 -804 45 0 -897 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.6 6.3 22.0 22.7 44.9 4.7 2.6 5.5 1.2 1.7 10.4 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 7 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 4,140 : : Positions : : 1,515 1,275 1,014 2,595 216 1,350 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 30.8 24.5 62.7 5.2 32.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 4 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 28,557 : : Positions : : 3,263 304 2,191 2,600 7,107 938 1,206 4,340 2,249 4,591 4,844 : : : : Changes from: July 3, 2012 : : 800 -100 0 -100 650 -100 0 1,100 -298 343 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 1.1 7.7 9.1 24.9 3.3 4.2 15.2 7.9 16.1 17.0 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 4 4 8 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A49 Open Interest is 17,517 : : Positions : : 12,560 14,188 3,642 2,024 1,305 0 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : 30 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 81.0 20.8 11.6 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 253,574 : : Positions : : 65,875 161,763 35,430 7,284 18,408 61,226 8,430 15,747 21,798 9,965 16,885 : : : : Changes from: July 3, 2012 : : 421 2,832 -282 -1,029 505 -1,414 -2,269 -1,258 1,242 1,592 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 63.8 14.0 2.9 7.3 24.1 3.3 6.2 8.6 3.9 6.7 : : : : Number of Traders in Each Category Total Traders: 192 : : 53 75 15 6 15 51 14 27 11 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 15,746 : : Positions : : 6,883 8,686 1,068 0 0 775 0 0 1,360 0 1,180 : : : : Changes from: July 3, 2012 : : 8 23 40 0 0 67 0 0 58 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 55.2 6.8 0.0 0.0 4.9 0.0 0.0 8.6 0.0 7.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 13 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 8,269 : : Positions : : 3,572 3,709 2,970 827 1,284 0 0 0 66 2,058 204 : : : : Changes from: July 3, 2012 : : -50 350 413 -91 24 0 0 0 0 117 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 44.9 35.9 10.0 15.5 0.0 0.0 0.0 0.8 24.9 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 19 10 . 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 47,027 : : Positions : : 35,784 30,284 7,260 13,983 2,573 0 100 0 975 0 0 : : : : Changes from: July 3, 2012 : : -362 589 1,040 -5 -334 -25 25 -113 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 64.4 15.4 29.7 5.5 0.0 0.2 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 23 11 5 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 31,089 : : Positions : : 26,079 27,521 3,891 3,021 547 0 0 0 452 0 0 : : : : Changes from: July 3, 2012 : : 850 835 -58 100 -2 0 0 0 143 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 88.5 12.5 9.7 1.8 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 6 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 11,895 : : Positions : : 6,370 4,300 3,140 600 1,755 0 1,215 0 300 3,875 150 : : : : Changes from: July 3, 2012 : : 250 50 0 0 50 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 36.1 26.4 5.0 14.8 0.0 10.2 0.0 2.5 32.6 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 12 10 . 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 38,477 : : Positions : : 20,239 24,550 5,448 2,780 3,555 32 0 184 2,029 297 6,954 : : : : Changes from: July 3, 2012 : : 1,812 1,841 384 -124 -73 32 -129 -48 -458 203 394 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 63.8 14.2 7.2 9.2 0.1 0.0 0.5 5.3 0.8 18.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 24 31 12 7 15 . 0 . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 10,488 : : Positions : : 6,523 2,873 2,776 633 575 0 180 0 278 6,206 0 : : : : Changes from: July 3, 2012 : : 256 241 160 249 145 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 27.4 26.5 6.0 5.5 0.0 1.7 0.0 2.7 59.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 6 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 10,916 : : Positions : : 7,325 6,510 887 1,672 477 1,048 120 135 904 1,890 32 : : : : Changes from: July 3, 2012 : : 1,022 452 -60 145 0 -277 -184 135 -55 240 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 59.6 8.1 15.3 4.4 9.6 1.1 1.2 8.3 17.3 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 17 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 28,523 : : Positions : : 9,159 16,621 2,774 5,702 3,235 77 304 627 11,529 1,224 30 : : : : Changes from: July 3, 2012 : : -264 -228 -435 0 0 0 0 39 336 -96 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 58.3 9.7 20.0 11.3 0.3 1.1 2.2 40.4 4.3 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 11 22 9 6 9 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 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 19,653 : : Positions : : 3,205 2,075 1,788 3,368 10,169 0 0 0 540 276 3,735 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 10.6 9.1 17.1 51.7 0.0 0.0 0.0 2.7 1.4 19.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 5 5 10 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 22,481 : : Positions : : 15,857 12,844 1,458 5,657 631 1,673 78 116 629 95 624 : : : : Changes from: July 3, 2012 : : -146 -175 0 -80 0 -66 -92 116 -126 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 57.1 6.5 25.2 2.8 7.4 0.3 0.5 2.8 0.4 2.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 . 5 . . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 13, 2012