Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 39,271 : : Positions : : 23,834 35,659 10,954 121 2,261 0 0 0 571 150 985 : : : : Changes from: July 10, 2012 : : -593 -471 210 5 -343 0 0 0 -251 -143 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 90.8 27.9 0.3 5.8 0.0 0.0 0.0 1.5 0.4 2.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 31 12 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 16,155 : : Positions : : 14,265 12,140 1,267 3,590 325 0 0 0 0 0 0 : : : : Changes from: July 10, 2012 : : 390 374 0 35 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 75.1 7.8 22.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 22 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 15,143 : : Positions : : 8,967 9,612 1,255 576 2,510 24 0 460 31 251 638 : : : : Changes from: July 10, 2012 : : 851 1,000 41 -25 -1 24 0 276 -32 -29 -149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 63.5 8.3 3.8 16.6 0.2 0.0 3.0 0.2 1.7 4.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 30 8 7 15 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 7,258 : : Positions : : 4,141 5,281 575 202 1,098 96 0 0 619 65 38 : : : : Changes from: July 10, 2012 : : 202 289 17 -15 72 96 0 0 12 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 72.8 7.9 2.8 15.1 1.3 0.0 0.0 8.5 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 41 7 . 10 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 6,076 : : Positions : : 4,588 4,446 456 427 520 0 0 0 0 125 0 : : : : Changes from: July 10, 2012 : : 46 8 15 20 -18 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 73.2 7.5 7.0 8.6 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 4,865 : : Positions : : 2,562 2,938 647 124 559 0 294 19 0 323 270 : : : : Changes from: July 10, 2012 : : 289 206 -15 -5 28 0 0 0 0 69 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 60.4 13.3 2.5 11.5 0.0 6.0 0.4 0.0 6.6 5.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 4 . 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 2,213 : : Positions : : 1,217 836 26 681 120 0 0 0 65 24 120 : : : : Changes from: July 10, 2012 : : 63 56 -1 -9 46 0 0 0 -40 -19 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 37.8 1.2 30.8 5.4 0.0 0.0 0.0 2.9 1.1 5.4 : : : : 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 July 17, 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 12,264 : : Positions : : 9,068 11,159 2,632 670 405 0 0 0 0 0 0 : : : : Changes from: July 10, 2012 : : 567 780 213 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 91.0 21.5 5.5 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 6,771 : : Positions : : 3,530 1,085 1,932 4,131 810 0 0 0 0 531 0 : : : : Changes from: July 10, 2012 : : 213 264 399 351 103 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 16.0 28.5 61.0 12.0 0.0 0.0 0.0 0.0 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 4 4 10 7 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 18,676 : : Positions : : 15,152 11,728 2,194 4,017 862 0 0 0 0 1,721 348 : : : : Changes from: July 10, 2012 : : 611 565 0 156 40 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 62.8 11.7 21.5 4.6 0.0 0.0 0.0 0.0 9.2 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 14 4 5 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 360,241 : : Positions : : 136,108 184,059 53,706 9,111 22,720 26,568 27,835 23,451 14,285 12,833 46,403 : : : : Changes from: July 10, 2012 : : 7,876 6,884 -358 303 943 3,688 518 445 -2,641 1,486 -4,749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 51.1 14.9 2.5 6.3 7.4 7.7 6.5 4.0 3.6 12.9 : : : : Number of Traders in Each Category Total Traders: 165 : : 60 61 16 . 14 25 26 23 11 12 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 11,289 : : Positions : : 6,557 7,387 2,975 553 1,439 0 87 0 180 1,746 8 : : : : Changes from: July 10, 2012 : : 375 522 62 -22 29 0 87 0 50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 65.4 26.4 4.9 12.7 0.0 0.8 0.0 1.6 15.5 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 30 8 . 8 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 17,305 : : Positions : : 11,605 11,130 2,925 2,565 1,980 105 0 0 590 1,500 100 : : : : Changes from: July 10, 2012 : : 1,270 450 -320 400 25 0 0 0 140 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 64.3 16.9 14.8 11.4 0.6 0.0 0.0 3.4 8.7 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 18 7 6 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A05 Open Interest is 11,628 : : Positions : : 7,161 1,033 634 7,401 2,514 0 0 0 0 0 0 : : : : Changes from: July 10, 2012 : : 453 -39 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 8.9 5.5 63.6 21.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 4 . 9 9 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,526 : : Positions : : 1,260 1,350 184 100 66 0 0 0 0 0 0 : : : : Changes from: July 10, 2012 : : 310 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 88.5 12.1 6.6 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 12,677 : : Positions : : 7,716 9,497 40 578 188 344 0 82 1,800 157 1,832 : : : : Changes from: July 10, 2012 : : -243 239 40 197 46 61 0 -5 522 -19 415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 74.9 0.3 4.6 1.5 2.7 0.0 0.6 14.2 1.2 14.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . . . 4 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 24,818 : : Positions : : 22,414 19,802 428 1,043 1,293 0 34 0 257 2,151 113 : : : : Changes from: July 10, 2012 : : 1,796 1,697 -109 -27 286 -15 34 -30 37 4 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 79.8 1.7 4.2 5.2 0.0 0.1 0.0 1.0 8.7 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 42 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 1,658 : : Positions : : 898 1,124 0 0 0 0 0 0 130 39 35 : : : : Changes from: July 10, 2012 : : 90 69 0 0 0 0 0 0 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 67.8 0.0 0.0 0.0 0.0 0.0 0.0 7.8 2.4 2.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 15 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 525,174 : : Positions : : 163,647 147,744 77,683 109,906 79,905 19,030 21,300 42,744 19,616 4,454 101,657 : : : : Changes from: July 10, 2012 : : -999 -3,110 2,305 -7,406 -4,482 82 3,685 1,794 -5,171 246 -5,688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 28.1 14.8 20.9 15.2 3.6 4.1 8.1 3.7 0.8 19.4 : : : : Number of Traders in Each Category Total Traders: 120 : : 35 37 13 15 28 13 12 19 15 11 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 2,314,121 : : Positions : : 309,365 372,692 170,425 314,118 655,207 189,772 56,607 267,194 144,797 63,250 504,582 : : : : Changes from: July 10, 2012 : : -20,534 -27,734 -1,955 3,328 -39,905 5,233 160 -10,260 2,780 -3,265 -45,685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 16.1 7.4 13.6 28.3 8.2 2.4 11.5 6.3 2.7 21.8 : : : : Number of Traders in Each Category Total Traders: 344 : : 51 54 17 29 43 59 50 81 70 46 100 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 266,533 : : Positions : : 87,699 120,666 1,164 21,643 30,738 2,364 22,538 37,158 85,378 9,121 21,004 : : : : Changes from: July 10, 2012 : : -11,753 -3,251 -344 5,332 -7,369 2,330 -9,520 -3,780 2,880 559 -3,871 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 45.3 0.4 8.1 11.5 0.9 8.5 13.9 32.0 3.4 7.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 19 . 7 7 . 5 . 6 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 195,297 : : Positions : : 29,974 14,604 41,501 87,424 19,895 8,388 0 96 49,053 19,973 727 : : : : Changes from: July 10, 2012 : : 139 0 834 -117 498 0 0 0 248 435 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 7.5 21.3 44.8 10.2 4.3 0.0 0.0 25.1 10.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 5 5 6 9 12 . 0 . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 66,163 : : Positions : : 5,608 6,149 4,341 13,972 28,497 7,730 1,070 6,310 2,721 5 7,892 : : : : Changes from: July 10, 2012 : : 560 -69 699 1,627 -2,764 516 -567 167 -961 -200 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 9.3 6.6 21.1 43.1 11.7 1.6 9.5 4.1 0.0 11.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 6 6 7 11 15 8 . 7 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 376,266 : : Positions : : 26,488 21,030 48,970 77,913 184,503 102 2,121 14,235 32,311 1,362 61,527 : : : : Changes from: July 10, 2012 : : -19,156 -17,344 348 -4,404 913 -362 -122 255 -2,662 279 10,778 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 5.6 13.0 20.7 49.0 0.0 0.6 3.8 8.6 0.4 16.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 6 5 7 18 25 . . . 12 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 16,345 : : Positions : : 5,632 10,695 7,503 1,908 2,167 768 0 0 0 1,275 275 : : : : Changes from: July 10, 2012 : : 350 517 192 -17 550 768 0 0 -768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 65.4 45.9 11.7 13.3 4.7 0.0 0.0 0.0 7.8 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 11 8 5 10 . 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 88,399 : : Positions : : 2,443 3,151 27,642 19,146 44,702 4,405 2,733 431 725 7,943 5,500 : : : : Changes from: July 10, 2012 : : 0 0 -655 0 997 394 206 -123 50 -706 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 3.6 31.3 21.7 50.6 5.0 3.1 0.5 0.8 9.0 6.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 . 9 8 16 . 4 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 37,338 : : Positions : : 2,370 2,650 9,346 9,122 16,548 1,565 1,097 345 500 701 4,357 : : : : Changes from: July 10, 2012 : : 0 0 87 -434 -2,370 -408 0 -1,974 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 7.1 25.0 24.4 44.3 4.2 2.9 0.9 1.3 1.9 11.7 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 7 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 4,140 : : Positions : : 1,515 1,275 1,014 2,595 216 1,350 0 0 0 0 0 : : : : Changes from: July 10, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 30.8 24.5 62.7 5.2 32.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 4 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 33,076 : : Positions : : 2,698 617 3,213 2,968 9,878 938 915 5,895 1,525 3,828 4,781 : : : : Changes from: July 10, 2012 : : -829 -58 -221 74 -1,978 -138 -429 -443 -150 -1,031 -985 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 1.9 9.7 9.0 29.9 2.8 2.8 17.8 4.6 11.6 14.5 : : : : Number of Traders in Each Category Total Traders: 29 : : . . 5 5 9 6 . 6 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 12,250 : : Positions : : 15 0 884 4,240 6,054 3,136 799 341 910 285 106 : : : : Changes from: July 10, 2012 : : -0 -75 -403 669 -1,940 600 -261 -134 -155 -133 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.1 0.0 7.2 34.6 49.4 25.6 6.5 2.8 7.4 2.3 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : . 0 . 11 14 7 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 115,074 : : Positions : : 16,393 14,330 12,400 19,399 57,755 2,575 0 3,947 3,040 231 10,075 : : : : Changes from: July 10, 2012 : : 93 -489 237 662 -1,278 -350 0 -1,071 -494 -585 264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 12.5 10.8 16.9 50.2 2.2 0.0 3.4 2.6 0.2 8.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 6 11 17 . 0 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A49 Open Interest is 17,457 : : Positions : : 12,450 14,098 3,672 2,024 1,335 0 0 0 0 0 0 : : : : Changes from: July 10, 2012 : : -110 -90 30 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 80.8 21.0 11.6 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 282,549 : : Positions : : 77,279 171,094 32,958 6,284 24,465 60,258 10,353 18,117 21,282 9,691 28,787 : : : : Changes from: July 10, 2012 : : 8,331 5,266 881 -655 -1,561 -2,651 2,125 670 -363 1,949 -1,402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 60.6 11.7 2.2 8.7 21.3 3.7 6.4 7.5 3.4 10.2 : : : : Number of Traders in Each Category Total Traders: 204 : : 61 77 16 6 15 52 19 29 9 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 16,139 : : Positions : : 7,095 9,097 1,098 0 0 391 0 67 1,595 0 1,130 : : : : Changes from: July 10, 2012 : : 212 411 30 0 0 -384 0 67 235 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 56.4 6.8 0.0 0.0 2.4 0.0 0.4 9.9 0.0 7.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 13 . 0 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 8,301 : : Positions : : 3,622 3,770 2,925 827 1,311 0 1,428 0 66 574 204 : : : : Changes from: July 10, 2012 : : 50 61 -45 0 27 0 1,428 0 0 -1,484 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 45.4 35.2 10.0 15.8 0.0 17.2 0.0 0.8 6.9 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 19 10 . 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265J Open Interest is 3,832 : : Positions : : 1,368 1,478 1,056 1,234 1,040 0 0 0 156 0 80 : : : : Changes from: July 10, 2012 : : -113 -167 -129 -72 -71 0 0 0 5 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 38.6 27.6 32.2 27.1 0.0 0.0 0.0 4.1 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 7 7 9 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 50,587 : : Positions : : 38,995 33,395 7,394 14,008 2,548 75 0 37 975 500 0 : : : : Changes from: July 10, 2012 : : 3,211 3,111 134 25 -25 75 -100 37 0 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 66.0 14.6 27.7 5.0 0.1 0.0 0.1 1.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 23 10 5 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 32,634 : : Positions : : 27,434 28,991 3,806 2,821 822 0 0 0 452 0 0 : : : : Changes from: July 10, 2012 : : 1,355 1,470 -85 -200 275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 88.8 11.7 8.6 2.5 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 6 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 12,695 : : Positions : : 7,020 4,450 3,290 600 1,755 0 1,215 0 300 4,525 150 : : : : Changes from: July 10, 2012 : : 650 150 150 0 0 0 0 0 0 650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 35.1 25.9 4.7 13.8 0.0 9.6 0.0 2.4 35.6 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 12 10 . 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 42,042 : : Positions : : 22,956 26,128 5,921 2,382 3,593 32 1,306 3,024 2,029 1,020 4,448 : : : : Changes from: July 10, 2012 : : 2,717 1,578 473 -398 38 0 1,306 2,840 0 723 -2,506 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 62.1 14.1 5.7 8.5 0.1 3.1 7.2 4.8 2.4 10.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 26 31 13 6 15 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 10,488 : : Positions : : 6,523 2,873 2,695 633 656 0 6,305 0 278 0 0 : : : : Changes from: July 10, 2012 : : 0 0 -81 0 81 0 6,125 0 0 -6,206 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 27.4 25.7 6.0 6.3 0.0 60.1 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 6 . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 11,430 : : Positions : : 8,070 6,439 833 1,717 503 702 1,835 359 679 255 176 : : : : Changes from: July 10, 2012 : : 745 -71 -54 45 26 -346 1,715 224 -225 -1,635 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 56.3 7.3 15.0 4.4 6.1 16.1 3.1 5.9 2.2 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 18 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 28,581 : : Positions : : 8,584 16,665 3,689 5,582 2,662 77 1,705 150 12,249 1,050 30 : : : : Changes from: July 10, 2012 : : -575 44 915 -120 -573 0 1,401 -477 720 -174 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 58.3 12.9 19.5 9.3 0.3 6.0 0.5 42.9 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 11 22 9 6 9 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 20,079 : : Positions : : 3,295 2,165 1,788 3,368 10,505 0 0 0 540 276 3,735 : : : : Changes from: July 10, 2012 : : 90 90 0 0 336 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 10.8 8.9 16.8 52.3 0.0 0.0 0.0 2.7 1.4 18.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 5 5 10 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 23,569 : : Positions : : 16,203 13,519 1,458 5,816 618 2,606 78 116 54 95 624 : : : : Changes from: July 10, 2012 : : 346 675 0 159 -13 933 0 0 -575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 57.4 6.2 24.7 2.6 11.1 0.3 0.5 0.2 0.4 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 18 . 5 . . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 20, 2012