Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 41,947 : : Positions : : 25,912 34,187 8,105 1,059 5,373 0 0 0 2,469 884 2 : : : : Changes from: August 16, 2011 : : 389 386 239 196 186 0 0 0 80 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 81.5 19.3 2.5 12.8 0.0 0.0 0.0 5.9 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 24 33 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 10,927 : : Positions : : 8,174 8,964 2,091 1,344 454 0 0 0 0 0 0 : : : : Changes from: August 16, 2011 : : -644 -85 459 -100 -82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 82.0 19.1 12.3 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 24 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 9,976 : : Positions : : 5,625 6,196 1,149 382 1,606 0 0 0 170 275 284 : : : : Changes from: August 16, 2011 : : 309 375 16 5 41 0 0 0 15 28 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 62.1 11.5 3.8 16.1 0.0 0.0 0.0 1.7 2.8 2.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 28 6 5 11 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 7,904 : : Positions : : 4,414 5,592 967 106 1,130 0 0 0 578 40 121 : : : : Changes from: August 16, 2011 : : 365 379 -49 -9 27 0 0 0 55 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 70.7 12.2 1.3 14.3 0.0 0.0 0.0 7.3 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 37 7 6 13 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 3,764 : : Positions : : 2,014 1,679 320 200 413 0 0 0 4 0 59 : : : : Changes from: August 16, 2011 : : -11 -8 10 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 44.6 8.5 5.3 11.0 0.0 0.0 0.0 0.1 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 2,782 : : Positions : : 1,018 1,693 28 311 368 0 0 0 675 95 25 : : : : Changes from: August 16, 2011 : : 50 115 0 -80 20 0 0 0 -85 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 60.9 1.0 11.2 13.2 0.0 0.0 0.0 24.3 3.4 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 1,787 : : Positions : : 1,654 1,397 100 365 25 0 0 0 0 0 0 : : : : Changes from: August 16, 2011 : : 115 115 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 78.2 5.6 20.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 8,597 : : Positions : : 5,024 7,501 2,819 145 659 0 0 0 0 0 0 : : : : Changes from: August 16, 2011 : : 217 437 120 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 87.3 32.8 1.7 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 7 . 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 20,663 : : Positions : : 16,236 13,681 1,707 948 2,690 0 0 0 0 3,314 30 : : : : Changes from: August 16, 2011 : : 704 950 160 -161 643 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 66.2 8.3 4.6 13.0 0.0 0.0 0.0 0.0 16.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 14 6 7 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 366,041 : : Positions : : 139,699 211,685 61,836 10,556 25,058 33,829 11,451 19,491 7,013 16,201 42,221 : : : : Changes from: August 16, 2011 : : -998 -204 2,984 -1,228 -442 -4,433 1,104 -1,893 -101 -2,863 4,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 57.8 16.9 2.9 6.8 9.2 3.1 5.3 1.9 4.4 11.5 : : : : Number of Traders in Each Category Total Traders: 158 : : 52 67 16 6 17 24 14 20 11 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2011 : 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 98,089 : : Positions : : 33,119 41,972 13,531 705 20,030 0 0 0 31 6,074 26,502 : : : : Changes from: August 16, 2011 : : 40 13 -89 49 834 0 0 0 16 49 796 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 42.8 13.8 0.7 20.4 0.0 0.0 0.0 0.0 6.2 27.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 5 . 8 0 0 0 . 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 16,312 : : Positions : : 11,297 9,499 2,048 3,721 1,881 300 0 0 562 980 224 : : : : Changes from: August 16, 2011 : : 750 -125 240 10 -10 0 0 0 -1,200 -45 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 58.2 12.6 22.8 11.5 1.8 0.0 0.0 3.4 6.0 1.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 24 6 6 8 . 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 7,248 : : Positions : : 5,300 4,330 850 1,195 348 186 580 120 430 645 0 : : : : Changes from: August 16, 2011 : : 680 510 0 -339 108 -309 80 120 0 120 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 59.7 11.7 16.5 4.8 2.6 8.0 1.7 5.9 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 11 5 7 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 10,093 : : Positions : : 7,644 7,108 0 820 160 652 0 84 384 998 526 : : : : Changes from: August 16, 2011 : : 349 180 0 -18 -85 65 0 38 -46 160 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 70.4 0.0 8.1 1.6 6.5 0.0 0.8 3.8 9.9 5.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 23 0 . . 5 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 17,903 : : Positions : : 16,986 14,819 57 1,356 255 0 0 0 191 950 95 : : : : Changes from: August 16, 2011 : : 1,758 1,923 57 238 -65 0 0 0 134 -304 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 82.8 0.3 7.6 1.4 0.0 0.0 0.0 1.1 5.3 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 41 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2011 : 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 1,584 : : Positions : : 1,468 1,474 70 40 40 0 0 0 0 0 0 : : : : Changes from: August 16, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 93.1 4.4 2.5 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2011 : 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 2,105 : : Positions : : 1,271 841 0 38 42 0 124 87 0 125 10 : : : : Changes from: August 16, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 40.0 0.0 1.8 2.0 0.0 5.9 4.1 0.0 5.9 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 14 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 1,555 : : Positions : : 1,063 1,100 0 11 58 0 0 0 22 0 40 : : : : Changes from: August 16, 2011 : : 38 62 0 0 0 0 0 0 22 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 70.7 0.0 0.7 3.7 0.0 0.0 0.0 1.4 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 21 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 478,563 : : Positions : : 140,197 165,726 48,781 63,381 99,787 35,135 12,433 34,055 15,476 7,209 76,019 : : : : Changes from: August 16, 2011 : : -1,340 -2,928 -2,870 -4,995 -4,581 -778 169 -2,493 -2,002 2,963 -14,512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 34.6 10.2 13.2 20.9 7.3 2.6 7.1 3.2 1.5 15.9 : : : : Number of Traders in Each Category Total Traders: 124 : : 40 36 15 16 27 13 9 16 18 7 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 2,705,135 : : Positions : : 365,309 543,710 229,840 247,886 779,847 219,170 75,975 330,537 100,559 63,256 593,224 : : : : Changes from: August 16, 2011 : : -21,366 -15,485 247 559 -54,167 1,625 1,199 -42,260 2,080 -1,508 -89,679 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 20.1 8.5 9.2 28.8 8.1 2.8 12.2 3.7 2.3 21.9 : : : : Number of Traders in Each Category Total Traders: 367 : : 54 59 26 24 45 73 54 88 69 52 98 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 324,816 : : Positions : : 88,130 180,334 18,243 48,474 23,415 0 30,215 13,656 157,449 2,429 20,090 : : : : Changes from: August 16, 2011 : : -3,100 -9,342 -224 -3,040 322 0 -318 -894 -10,099 -781 -881 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 55.5 5.6 14.9 7.2 0.0 9.3 4.2 48.5 0.7 6.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 17 17 . 6 8 0 12 9 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 213,524 : : Positions : : 44,637 31,374 47,842 87,648 24,458 1,627 0 40 54,816 19,168 4,434 : : : : Changes from: August 16, 2011 : : -460 -2,588 2,311 688 242 -912 0 40 -263 541 1,300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 14.7 22.4 41.0 11.5 0.8 0.0 0.0 25.7 9.0 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 7 7 8 8 11 . 0 . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 120,190 : : Positions : : 11,641 13,410 7,783 22,018 53,706 14,186 2,918 13,972 3,955 112 11,475 : : : : Changes from: August 16, 2011 : : -466 -583 -108 -2,888 -1,200 -3,515 246 37 1,313 71 -1,499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 11.2 6.5 18.3 44.7 11.8 2.4 11.6 3.3 0.1 9.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 6 6 9 12 19 13 4 12 12 . 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 536,760 : : Positions : : 82,063 70,742 45,953 80,719 261,244 0 565 18,945 27,481 4,059 84,582 : : : : Changes from: August 16, 2011 : : 1,169 726 -377 619 6,490 0 -433 379 2,132 2,323 720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 13.2 8.6 15.0 48.7 0.0 0.1 3.5 5.1 0.8 15.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 9 18 27 0 . . 11 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 22,650 : : Positions : : 12,574 14,214 4,477 1,572 5,114 0 420 150 150 1,007 173 : : : : Changes from: August 16, 2011 : : 1,130 1,570 -684 19 282 0 32 0 0 -1,175 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 62.8 19.8 6.9 22.6 0.0 1.9 0.7 0.7 4.4 0.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 26 7 6 10 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 78,287 : : Positions : : 9,904 3,749 34,846 24,144 18,817 3,030 9,449 8,119 0 8,085 882 : : : : Changes from: August 16, 2011 : : -243 -574 -2,171 1,132 -1,289 73 -1,301 18 0 -2,202 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 4.8 44.5 30.8 24.0 3.9 12.1 10.4 0.0 10.3 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 5 4 11 10 17 5 4 9 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 36,377 : : Positions : : 1,439 3,427 15,116 10,242 10,752 2,711 2,614 2,016 0 3,285 931 : : : : Changes from: August 16, 2011 : : 0 0 1,140 -595 63 255 1,351 -98 0 295 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 9.4 41.6 28.2 29.6 7.5 7.2 5.5 0.0 9.0 2.6 : : : : Number of Traders in Each Category Total Traders: 27 : : . 4 9 5 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 14,710 : : Positions : : 4,455 2,780 4,210 7,660 4,045 2,000 0 0 0 150 0 : : : : Changes from: August 16, 2011 : : 0 0 0 0 0 99 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 18.9 28.6 52.1 27.5 13.6 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 6 7 7 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 22,044 : : Positions : : 1,507 2,355 1,771 2,693 6,497 3,016 1,315 3,483 465 124 860 : : : : Changes from: August 16, 2011 : : -432 115 313 -29 -55 503 -57 420 465 -546 -2,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 10.7 8.0 12.2 29.5 13.7 6.0 15.8 2.1 0.6 3.9 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 6 . 8 4 . 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 25,513 : : Positions : : 972 1,317 3,690 2,740 15,208 2,272 1,659 1,776 129 1,396 499 : : : : Changes from: August 16, 2011 : : 313 583 571 -101 619 -61 486 -502 -1 -70 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 5.2 14.5 10.7 59.6 8.9 6.5 7.0 0.5 5.5 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 4 5 10 7 15 5 8 8 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 89,521 : : Positions : : 6,922 10,188 10,208 13,276 41,409 5,640 0 4,239 2,587 1,411 4,232 : : : : Changes from: August 16, 2011 : : -288 255 559 -218 4,317 758 0 87 88 428 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 11.4 11.4 14.8 46.3 6.3 0.0 4.7 2.9 1.6 4.7 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 6 10 15 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 278,457 : : Positions : : 102,842 169,481 27,671 9,963 22,632 52,841 8,078 18,928 14,175 13,247 21,357 : : : : Changes from: August 16, 2011 : : -10,254 -11,325 -792 -595 620 3,558 -317 -187 -1,111 3,814 1,533 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 60.9 9.9 3.6 8.1 19.0 2.9 6.8 5.1 4.8 7.7 : : : : Number of Traders in Each Category Total Traders: 186 : : 58 70 16 6 17 43 13 30 18 5 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 24,146 : : Positions : : 7,295 20,058 1,530 0 318 2,559 0 0 6,107 0 238 : : : : Changes from: August 16, 2011 : : 883 2,467 42 0 0 417 -271 -40 57 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 83.1 6.3 0.0 1.3 10.6 0.0 0.0 25.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 5,239 : : Positions : : 2,930 3,144 718 818 927 0 0 0 314 0 300 : : : : Changes from: August 16, 2011 : : 200 300 100 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 60.0 13.7 15.6 17.7 0.0 0.0 0.0 6.0 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 18 . 6 9 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 55,068 : : Positions : : 40,953 35,256 8,006 14,790 4,634 500 175 75 0 0 0 : : : : Changes from: August 16, 2011 : : 2,358 2,492 -75 -209 -9 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 64.0 14.5 26.9 8.4 0.9 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 27 9 7 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 20,228 : : Positions : : 15,182 15,813 4,216 3,705 710 0 0 0 0 0 0 : : : : Changes from: August 16, 2011 : : 591 296 -190 105 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 78.2 20.8 18.3 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 5,601 : : Positions : : 3,925 1,655 1,276 150 350 0 196 0 50 3,250 0 : : : : Changes from: August 16, 2011 : : 245 100 75 0 -25 0 0 0 50 270 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 29.5 22.8 2.7 6.2 0.0 3.5 0.0 0.9 58.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 12 8 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 10,624 : : Positions : : 5,045 7,126 2,251 1,722 1,478 141 0 0 1,290 0 155 : : : : Changes from: August 16, 2011 : : 82 304 175 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 67.1 21.2 16.2 13.9 1.3 0.0 0.0 12.1 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 16 8 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 21,190 : : Positions : : 12,275 9,456 3,237 4,135 3,942 100 1,914 80 884 1,024 534 : : : : Changes from: August 16, 2011 : : 959 897 -46 20 100 0 0 0 0 -4 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 44.6 15.3 19.5 18.6 0.5 9.0 0.4 4.2 4.8 2.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 25 24 8 11 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 13,694 : : Positions : : 9,377 9,059 0 3,923 264 3,444 0 129 106 0 220 : : : : Changes from: August 16, 2011 : : 395 281 0 -45 0 -255 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 66.2 0.0 28.6 1.9 25.1 0.0 0.9 0.8 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 24 0 7 . 5 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 30,394 : : Positions : : 6,802 16,706 4,519 6,184 4,899 5,308 15 320 7,462 1,048 382 : : : : Changes from: August 16, 2011 : : 523 137 -201 38 251 -330 0 0 303 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 55.0 14.9 20.3 16.1 17.5 0.0 1.1 24.6 3.4 1.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 14 8 9 11 4 . 5 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2011 : 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 14,166 : : Positions : : 6,646 8,649 0 2,754 9 1,784 0 51 970 166 0 : : : : Changes from: August 16, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 61.1 0.0 19.4 0.1 12.6 0.0 0.4 6.8 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 0 4 . . 0 . . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 26, 2011