Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 44,721 : : Positions : : 27,151 39,983 11,846 155 3,403 0 173 0 1,189 397 582 : : : : Changes from: August 21, 2012 : : 1,948 3,506 1,061 100 -65 0 -50 0 568 31 -468 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 89.4 26.5 0.3 7.6 0.0 0.4 0.0 2.7 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 23 32 11 . 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 12,434 : : Positions : : 10,959 9,726 1,020 2,400 195 0 0 0 0 0 0 : : : : Changes from: August 21, 2012 : : -356 -389 0 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 78.2 8.2 19.3 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 15,826 : : Positions : : 10,460 10,996 1,101 597 2,129 16 0 298 155 296 484 : : : : Changes from: August 21, 2012 : : 639 793 13 -1 -4 0 0 0 -46 -20 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 69.5 7.0 3.8 13.5 0.1 0.0 1.9 1.0 1.9 3.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 30 7 7 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,293 : : Positions : : 3,803 5,097 900 217 1,055 96 0 0 567 70 203 : : : : Changes from: August 21, 2012 : : 281 296 -56 -5 74 0 0 0 82 0 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 69.9 12.3 3.0 14.5 1.3 0.0 0.0 7.8 1.0 2.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 39 9 . 12 . 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 6,951 : : Positions : : 5,504 5,458 459 112 503 0 0 0 0 145 0 : : : : Changes from: August 21, 2012 : : 280 270 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 78.5 6.6 1.6 7.2 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 4 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 6,094 : : Positions : : 3,609 3,803 463 162 836 0 313 0 0 355 370 : : : : Changes from: August 21, 2012 : : 190 114 -5 -15 29 0 0 0 0 -25 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 62.4 7.6 2.7 13.7 0.0 5.1 0.0 0.0 5.8 6.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 4 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,305 : : Positions : : 1,635 1,299 144 214 124 0 0 0 20 94 74 : : : : Changes from: August 21, 2012 : : 98 35 0 214 31 0 0 0 20 46 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 56.4 6.2 9.3 5.4 0.0 0.0 0.0 0.9 4.1 3.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 2,796 : : Positions : : 1,401 1,223 267 583 381 0 0 0 143 0 57 : : : : Changes from: August 21, 2012 : : 44 47 15 -24 27 0 0 0 -27 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 43.7 9.5 20.9 13.6 0.0 0.0 0.0 5.1 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 6 . 8 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 11,581 : : Positions : : 7,420 10,796 3,842 505 250 0 0 0 0 0 0 : : : : Changes from: August 21, 2012 : : 153 1,222 967 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 93.2 33.2 4.4 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 8,560 : : Positions : : 3,840 2,349 2,069 3,579 2,074 0 0 150 0 377 0 : : : : Changes from: August 21, 2012 : : -260 1,042 456 -762 810 0 0 0 0 -81 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 27.4 24.2 41.8 24.2 0.0 0.0 1.8 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 5 6 9 9 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 21,191 : : Positions : : 17,464 12,243 2,059 5,545 1,493 0 0 0 0 1,835 75 : : : : Changes from: August 21, 2012 : : 1,337 672 -5 85 415 0 0 0 0 575 -388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 57.8 9.7 26.2 7.0 0.0 0.0 0.0 0.0 8.7 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 15 . 7 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 317,255 : : Positions : : 115,693 189,239 49,387 6,917 14,518 37,857 14,774 20,715 8,890 20,625 25,325 : : : : Changes from: August 21, 2012 : : -3,669 -4,661 -1,592 446 -507 5,479 1,054 -6,134 -892 3,973 -5,877 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 59.6 15.6 2.2 4.6 11.9 4.7 6.5 2.8 6.5 8.0 : : : : Number of Traders in Each Category Total Traders: 158 : : 57 60 14 4 12 37 9 18 7 15 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 14,281 : : Positions : : 7,032 6,687 4,869 531 1,845 0 684 0 134 4,171 279 : : : : Changes from: August 21, 2012 : : 607 192 1,461 -16 56 0 594 0 0 1,322 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 46.8 34.1 3.7 12.9 0.0 4.8 0.0 0.9 29.2 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 28 7 4 11 0 . 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 17,610 : : Positions : : 11,570 10,240 3,015 3,385 2,255 105 0 0 465 1,500 200 : : : : Changes from: August 21, 2012 : : 150 0 350 500 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 58.1 17.1 19.2 12.8 0.6 0.0 0.0 2.6 8.5 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 18 5 7 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 14,280 : : Positions : : 10,730 10,330 250 1,020 750 0 0 0 975 605 1,575 : : : : Changes from: August 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 72.3 1.8 7.1 5.3 0.0 0.0 0.0 6.8 4.2 11.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 3,358 : : Positions : : 2,243 1,241 6 678 132 0 0 0 420 824 85 : : : : Changes from: August 21, 2012 : : 0 3 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 37.0 0.2 20.2 3.9 0.0 0.0 0.0 12.5 24.5 2.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 6 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 15,473 : : Positions : : 10,217 3,463 665 8,767 2,791 300 150 0 225 0 0 : : : : Changes from: August 21, 2012 : : 433 1,248 -13 -804 510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 22.4 4.3 56.7 18.0 1.9 1.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 7 . 8 9 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 11,981 : : Positions : : 6,206 7,853 65 610 191 650 0 51 1,397 202 2,805 : : : : Changes from: August 21, 2012 : : 263 168 -14 -91 19 -32 0 0 -57 50 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 65.5 0.5 5.1 1.6 5.4 0.0 0.4 11.7 1.7 23.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 19 . . . 7 0 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 23,271 : : Positions : : 20,563 18,300 38 1,303 626 1,160 34 0 302 2,323 325 : : : : Changes from: August 21, 2012 : : 517 509 35 203 -243 0 34 0 34 -175 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 78.6 0.2 5.6 2.7 5.0 0.1 0.0 1.3 10.0 1.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 40 . . . . . 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,820 : : Positions : : 1,639 1,992 32 0 10 181 0 126 0 0 0 : : : : Changes from: August 21, 2012 : : 50 150 0 0 -10 73 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 70.6 1.1 0.0 0.4 6.4 0.0 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 19 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 1,900 : : Positions : : 923 934 153 44 27 0 0 0 72 308 126 : : : : Changes from: August 21, 2012 : : -32 -48 57 0 0 0 0 0 4 105 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 49.2 8.1 2.3 1.4 0.0 0.0 0.0 3.8 16.2 6.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 478,649 : : Positions : : 163,240 112,791 63,533 104,940 54,174 23,763 27,393 45,657 10,829 24,107 92,245 : : : : Changes from: August 21, 2012 : : 3,851 -2,220 -753 1,389 5,851 1,098 520 936 -1,835 5,922 2,239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 23.6 13.3 21.9 11.3 5.0 5.7 9.5 2.3 5.0 19.3 : : : : Number of Traders in Each Category Total Traders: 137 : : 37 38 11 16 24 12 16 16 13 20 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 1,511,314 : : Positions : : 264,220 314,360 147,924 350,963 234,682 214,786 39,677 193,543 164,844 90,691 221,819 : : : : Changes from: August 21, 2012 : : 25,094 20,105 -5,879 20,581 3,772 7,478 -5,751 -146 9,680 4,062 832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 20.8 9.8 23.2 15.5 14.2 2.6 12.8 10.9 6.0 14.7 : : : : Number of Traders in Each Category Total Traders: 337 : : 48 54 20 28 37 65 34 65 66 47 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 190,277 : : Positions : : 28,456 17,339 40,439 81,080 21,027 7,517 0 474 51,200 19,688 890 : : : : Changes from: August 21, 2012 : : 144 538 495 -1,474 864 -150 0 141 4,928 735 268 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 9.1 21.3 42.6 11.1 4.0 0.0 0.2 26.9 10.3 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 6 6 9 13 . 0 . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 19,564 : : Positions : : 10,965 5,523 2,791 8,636 3,750 1,636 0 0 90 1,340 200 : : : : Changes from: August 21, 2012 : : 2,642 -788 -887 3,433 216 840 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 28.2 14.3 44.1 19.2 8.4 0.0 0.0 0.5 6.8 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 11 6 8 11 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 93,334 : : Positions : : 1,875 3,151 26,975 19,250 48,256 5,981 3,272 91 205 7,442 6,597 : : : : Changes from: August 21, 2012 : : 0 0 -46 -28 208 394 0 8 0 0 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 3.4 28.9 20.6 51.7 6.4 3.5 0.1 0.2 8.0 7.1 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 10 8 16 . 4 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 46,381 : : Positions : : 2,620 3,398 8,093 10,103 22,217 4,495 1,447 1,278 500 701 5,207 : : : : Changes from: August 21, 2012 : : 250 748 -574 367 -49 1,464 -100 478 0 0 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.6 7.3 17.4 21.8 47.9 9.7 3.1 2.8 1.1 1.5 11.2 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 7 6 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 3,358 : : Positions : : 1,315 950 1,168 1,545 380 450 417 0 0 0 0 : : : : Changes from: August 21, 2012 : : 0 0 270 0 -21 0 258 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 28.3 34.8 46.0 11.3 13.4 12.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 5 4 4 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 28,676 : : Positions : : 2,463 770 4,907 2,887 5,420 811 2,443 4,270 2,293 4,108 4,788 : : : : Changes from: August 21, 2012 : : 0 100 0 85 0 -132 -73 302 4 -136 461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 2.7 17.1 10.1 18.9 2.8 8.5 14.9 8.0 14.3 16.7 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 5 . 8 . 5 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 275,197 : : Positions : : 70,663 179,258 32,421 5,737 11,799 80,973 9,058 16,311 23,552 26,022 13,793 : : : : Changes from: August 21, 2012 : : -15,666 -15,894 850 -957 -627 6,369 1,056 -1,774 -619 5,369 -3,648 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 65.1 11.8 2.1 4.3 29.4 3.3 5.9 8.6 9.5 5.0 : : : : Number of Traders in Each Category Total Traders: 198 : : 54 70 14 . 11 70 9 31 11 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 18,195 : : Positions : : 4,494 12,475 862 691 120 1,799 0 0 6,732 0 83 : : : : Changes from: August 21, 2012 : : 674 929 0 42 0 326 0 0 459 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 68.6 4.7 3.8 0.7 9.9 0.0 0.0 37.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 17 . . . . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 24,635 : : Positions : : 13,522 11,429 0 4,366 810 0 1,200 0 5,420 0 3,550 : : : : Changes from: August 21, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 46.4 0.0 17.7 3.3 0.0 4.9 0.0 22.0 0.0 14.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 0 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 12,695 : : Positions : : 5,867 5,408 4,938 895 1,395 0 1,698 0 62 2,845 313 : : : : Changes from: August 21, 2012 : : 1,271 549 863 413 363 0 270 0 0 902 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 42.6 38.9 7.1 11.0 0.0 13.4 0.0 0.5 22.4 2.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 19 9 4 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 43,315 : : Positions : : 32,307 28,300 6,336 12,431 2,501 925 0 0 893 0 0 : : : : Changes from: August 21, 2012 : : -755 -485 188 -187 -35 -50 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 65.3 14.6 28.7 5.8 2.1 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 22 10 5 8 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 31,499 : : Positions : : 27,165 29,007 2,730 1,628 864 0 0 0 590 0 0 : : : : Changes from: August 21, 2012 : : 125 100 -17 8 -8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 92.1 8.7 5.2 2.7 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 14,430 : : Positions : : 8,845 5,310 3,045 750 1,760 0 810 0 450 5,550 150 : : : : Changes from: August 21, 2012 : : 150 50 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 36.8 21.1 5.2 12.2 0.0 5.6 0.0 3.1 38.5 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 11 9 . 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 46,494 : : Positions : : 28,009 26,105 4,396 2,732 4,967 620 1,736 4,248 1,923 4,337 2,169 : : : : Changes from: August 21, 2012 : : 460 782 230 289 -193 25 0 -196 -20 -376 655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 56.1 9.5 5.9 10.7 1.3 3.7 9.1 4.1 9.3 4.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 29 12 5 16 . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 9,038 : : Positions : : 6,143 2,942 1,624 763 755 0 4,279 0 96 157 121 : : : : Changes from: August 21, 2012 : : 0 0 0 150 0 0 -300 0 -100 50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 32.6 18.0 8.4 8.4 0.0 47.3 0.0 1.1 1.7 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 6 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 13,683 : : Positions : : 8,652 7,251 1,479 1,563 1,020 405 2,973 191 1,383 0 376 : : : : Changes from: August 21, 2012 : : 385 84 597 30 432 -129 797 0 4 0 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 53.0 10.8 11.4 7.5 3.0 21.7 1.4 10.1 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 21 5 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 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 26,429 : : Positions : : 10,075 15,775 2,451 5,857 2,299 0 431 200 10,395 1,050 95 : : : : Changes from: August 21, 2012 : : 49 -26 -25 378 -205 -2 -396 0 152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 59.7 9.3 22.2 8.7 0.0 1.6 0.8 39.3 4.0 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 14 22 6 7 9 0 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 22,499 : : Positions : : 3,835 2,165 1,534 5,819 10,429 0 0 0 2,710 286 3,775 : : : : Changes from: August 21, 2012 : : 420 0 0 420 -270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 9.6 6.8 25.9 46.4 0.0 0.0 0.0 12.0 1.3 16.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 . . 7 9 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 25,955 : : Positions : : 18,296 14,070 1,326 6,621 912 3,171 0 0 250 1,499 243 : : : : Changes from: August 21, 2012 : : 916 849 81 1,320 -71 1,761 0 -24 0 -101 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 54.2 5.1 25.5 3.5 12.2 0.0 0.0 1.0 5.8 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 17 . 5 4 . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 31, 2012