GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 35,211: 24,070 31,048 6,796 875 2,277 0 0 300 1,490 624 0: 278 87 Old : 35,211: 24,070 31,048 6,796 875 2,277 0 0 300 1,490 624 0: 278 87 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 1,182: 947 1,177 -373 45 258 0 -600 300 0 -25 0: 50 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.4 88.2 19.3 2.5 6.5 0.0 0.0 0.9 4.2 1.8 0.0: 0.8 0.2 Old : 100.0: 68.4 88.2 19.3 2.5 6.5 0.0 0.0 0.9 4.2 1.8 0.0: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 23 30 8 4 11 0 0 . . . 0: Old : 52: 23 30 8 4 11 0 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 35.8 64.6 59.1 34.5 25.7 48.2 37.2 Old : 40.4 35.8 64.6 59.1 34.5 25.7 48.2 37.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 22,619: 16,190 21,158 5,159 81 1,130 0 0 0 0 0 0: 140 250 Old : 22,619: 16,190 21,158 5,159 81 1,130 0 0 0 0 0 0: 140 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 750: 741 801 60 0 -51 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 93.5 22.8 0.4 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 1.1 Old : 100.0: 71.6 93.5 22.8 0.4 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 19 21 8 . 8 0 0 0 0 0 0: Old : 36: 19 21 8 . 8 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 71.7 79.6 84.5 36.1 44.6 44.1 48.0 Old : 57.6 71.7 79.6 84.5 36.1 44.6 44.1 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 6,835: 2,793 5,025 1,916 0 183 0 0 0 128 216 91: 1,724 1,320 Old : 6,835: 2,793 5,025 1,916 0 183 0 0 0 128 216 91: 1,724 1,320 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 64: 37 37 0 0 0 0 0 0 0 0 0: 27 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 73.5 28.0 0.0 2.7 0.0 0.0 0.0 1.9 3.2 1.3: 25.2 19.3 Old : 100.0: 40.9 73.5 28.0 0.0 2.7 0.0 0.0 0.0 1.9 3.2 1.3: 25.2 19.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 16 15 . 0 . 0 0 0 . . .: Old : 22: 16 15 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.9 50.1 55.9 67.3 33.4 37.5 42.3 46.9 Old : 38.9 50.1 55.9 67.3 33.4 37.5 42.3 46.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 9,597: 4,614 5,152 951 888 1,889 0 146 0 544 91 74: 1,525 1,357 Old : 9,597: 4,614 5,152 951 888 1,889 0 146 0 544 91 74: 1,525 1,357 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 87: 105 38 20 11 9 0 -15 0 6 5 12: -65 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.1 53.7 9.9 9.3 19.7 0.0 1.5 0.0 5.7 0.9 0.8: 15.9 14.1 Old : 100.0: 48.1 53.7 9.9 9.3 19.7 0.0 1.5 0.0 5.7 0.9 0.8: 15.9 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 26 29 8 6 13 0 . 0 . . .: Old : 48: 26 29 8 6 13 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.9 28.9 37.9 41.2 18.1 18.2 25.7 25.3 Old : 24.9 28.9 37.9 41.2 18.1 18.2 25.7 25.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 8,638: 5,314 6,279 1,412 319 674 0 0 0 401 509 276: 561 581 Old : 8,638: 5,314 6,279 1,412 319 674 0 0 0 401 509 276: 561 581 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 354: 226 376 116 -10 -52 0 0 0 -3 -50 123: -56 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.5 72.7 16.3 3.7 7.8 0.0 0.0 0.0 4.6 5.9 3.2: 6.5 6.7 Old : 100.0: 61.5 72.7 16.3 3.7 7.8 0.0 0.0 0.0 4.6 5.9 3.2: 6.5 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 68: 34 42 12 . 13 0 0 0 5 4 4: Old : 68: 34 42 12 . 13 0 0 0 5 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.8 19.1 43.4 34.1 22.4 13.9 29.5 25.0 Old : 30.8 19.1 43.4 34.1 22.4 13.9 29.5 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,372: 1,649 2,200 535 154 268 250 0 0 20 100 20: 630 630 Old : 3,372: 1,649 2,200 535 154 268 250 0 0 20 100 20: 630 630 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 93: 70 50 140 0 13 0 0 0 -45 20 0: -85 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.9 65.2 15.9 4.6 7.9 7.4 0.0 0.0 0.6 3.0 0.6: 18.7 18.7 Old : 100.0: 48.9 65.2 15.9 4.6 7.9 7.4 0.0 0.0 0.6 3.0 0.6: 18.7 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 12 17 5 . 5 . 0 0 . . .: Old : 29: 12 17 5 . 5 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.3 36.6 62.0 53.4 27.9 29.0 40.7 40.1 Old : 40.3 36.6 62.0 53.4 27.9 29.0 40.7 40.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,662: 2,083 1,365 50 762 120 0 0 0 0 111 0: 409 304 Old : 2,662: 2,083 1,365 50 762 120 0 0 0 0 111 0: 409 304 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 113: 102 37 0 95 0 0 0 0 0 0 0: 11 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 51.3 1.9 28.6 4.5 0.0 0.0 0.0 0.0 4.2 0.0: 15.4 11.4 Old : 100.0: 78.2 51.3 1.9 28.6 4.5 0.0 0.0 0.0 0.0 4.2 0.0: 15.4 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 16 . 5 . 0 0 0 0 . 0: Old : 32: 18 16 . 5 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 45.4 65.5 61.8 47.6 35.3 57.8 48.4 Old : 50.7 45.4 65.5 61.8 47.6 35.3 57.8 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,853: 673 1,183 376 0 114 0 0 0 45 101 20: 625 435 Old : 1,853: 673 1,183 376 0 114 0 0 0 45 101 20: 625 435 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 63.8 20.3 0.0 6.2 0.0 0.0 0.0 2.4 5.5 1.1: 33.7 23.5 Old : 100.0: 36.3 63.8 20.3 0.0 6.2 0.0 0.0 0.0 2.4 5.5 1.1: 33.7 23.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 9 14 5 0 4 0 0 0 . . .: Old : 22: 9 14 5 0 4 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 35.5 52.8 57.1 30.2 34.2 36.6 47.6 Old : 39.9 35.5 52.8 57.1 30.2 34.2 36.6 47.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 18,629: 17,033 16,322 366 1,017 1,195 0 0 0 0 0 0: 35 95 Old : 18,629: 17,033 16,322 366 1,017 1,195 0 0 0 0 0 0: 35 95 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 825: 825 900 0 -75 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 87.6 2.0 5.5 6.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.5 Old : 100.0: 91.4 87.6 2.0 5.5 6.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 15 . 4 6 0 0 0 0 0 0: Old : 24: 11 15 . 4 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.3 65.7 88.7 83.7 71.7 52.6 75.3 67.0 Old : 76.3 65.7 88.7 83.7 71.7 52.6 75.3 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 316,100: 102,430 221,132 85,412 1,975 16,028 33,597 6,320 15,474 11,078 11,185 12,266: 39,815 31,720 Old : 316,100: 102,430 221,132 85,412 1,975 16,028 33,597 6,320 15,474 11,078 11,185 12,266: 39,815 31,720 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : -9,794: -11,708 981 337 -242 -4,655 6,570 -4,554 -1,199 -8 629 1,179: -310 -1,933 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 70.0 27.0 0.6 5.1 10.6 2.0 4.9 3.5 3.5 3.9: 12.6 10.0 Old : 100.0: 32.4 70.0 27.0 0.6 5.1 10.6 2.0 4.9 3.5 3.5 3.9: 12.6 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 149: 56 67 20 . 19 22 11 16 9 11 21: Old : 149: 56 67 20 . 19 22 11 16 9 11 21: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.1 26.2 29.8 39.6 14.0 19.2 23.2 26.2 Old : 18.1 26.2 29.8 39.6 14.0 19.2 23.2 26.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 14,631: 8,541 10,508 2,874 979 2,051 0 0 0 675 618 425: 65 50 Old : 14,631: 8,541 10,508 2,874 979 2,051 0 0 0 675 618 425: 65 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 2,110: 1,617 2,112 177 -268 243 0 0 0 0 0 73: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 71.8 19.6 6.7 14.0 0.0 0.0 0.0 4.6 4.2 2.9: 0.4 0.3 Old : 100.0: 58.4 71.8 19.6 6.7 14.0 0.0 0.0 0.0 4.6 4.2 2.9: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 66: 33 32 10 6 10 0 0 0 . 5 .: Old : 66: 33 32 10 6 10 0 0 0 . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 26.1 50.3 41.2 27.9 22.6 39.7 34.3 Old : 33.4 26.1 50.3 41.2 27.9 22.6 39.7 34.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,584: 8,710 5,645 2,409 6,435 2,064 1,147 0 0 350 550 400: 504 490 Old : 15,584: 8,710 5,645 2,409 6,435 2,064 1,147 0 0 350 550 400: 504 490 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 225: 75 75 0 75 75 0 0 0 75 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 36.2 15.5 41.3 13.2 7.4 0.0 0.0 2.2 3.5 2.6: 3.2 3.1 Old : 100.0: 55.9 36.2 15.5 41.3 13.2 7.4 0.0 0.0 2.2 3.5 2.6: 3.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 16 15 8 9 10 . 0 0 . . .: Old : 42: 16 15 8 9 10 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.3 49.6 60.5 72.4 29.2 37.5 42.6 52.5 Old : 40.3 49.6 60.5 72.4 29.2 37.5 42.6 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 11,532: 5,215 5,876 735 3,754 876 380 0 80 3,378 0 516: 352 430 Old : 11,532: 5,215 5,876 735 3,754 876 380 0 80 3,378 0 516: 352 430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 0: -150 0 0 0 0 0 0 0 150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.2 51.0 6.4 32.6 7.6 3.3 0.0 0.7 29.3 0.0 4.5: 3.1 3.7 Old : 100.0: 45.2 51.0 6.4 32.6 7.6 3.3 0.0 0.7 29.3 0.0 4.5: 3.1 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 4 12 . 4 . . 0 . . 0 .: Old : 21: 4 12 . 4 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.5 60.8 93.7 77.7 62.5 56.6 70.8 66.6 Old : 77.5 60.8 93.7 77.7 62.5 56.6 70.8 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 METRIC TONS) : : : Positions : All : 4,442: 1,590 1,967 443 289 384 0 0 0 794 104 135: 1,096 1,563 Old : 4,442: 1,590 1,967 443 289 384 0 0 0 794 104 135: 1,096 1,563 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : -11: -19 -48 -3 -41 -56 0 0 0 -8 0 11: 64 123 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 44.3 10.0 6.5 8.6 0.0 0.0 0.0 17.9 2.3 3.0: 24.7 35.2 Old : 100.0: 35.8 44.3 10.0 6.5 8.6 0.0 0.0 0.0 17.9 2.3 3.0: 24.7 35.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 12 5 . 5 0 0 0 . . .: Old : 22: 10 12 5 . 5 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 25.9 56.5 44.3 28.3 22.0 43.3 34.7 Old : 36.5 25.9 56.5 44.3 28.3 22.0 43.3 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 1,368: 700 543 125 275 150 0 0 0 143 300 0: 250 100 Old : 1,368: 700 543 125 275 150 0 0 0 143 300 0: 250 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 39.7 9.1 20.1 11.0 0.0 0.0 0.0 10.5 21.9 0.0: 18.3 7.3 Old : 100.0: 51.2 39.7 9.1 20.1 11.0 0.0 0.0 0.0 10.5 21.9 0.0: 18.3 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 4 6 . 4 . 0 0 0 . 4 0: Old : 20: 4 6 . 4 . 0 0 0 . 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 47.0 81.7 70.8 47.5 41.5 67.1 59.8 Old : 51.2 47.0 81.7 70.8 47.5 41.5 67.1 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 11,648: 8,324 9,070 397 509 585 1,017 332 207 396 383 341: 381 221 Old : 11,648: 8,324 9,070 397 509 585 1,017 332 207 396 383 341: 381 221 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 148: 61 308 38 0 -12 0 98 -14 112 -212 46: -83 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 77.9 3.4 4.4 5.0 8.7 2.9 1.8 3.4 3.3 2.9: 3.3 1.9 Old : 100.0: 71.5 77.9 3.4 4.4 5.0 8.7 2.9 1.8 3.4 3.3 2.9: 3.3 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 13 17 . . . . . . 6 4 .: Old : 34: 13 17 . . . . . . 6 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 65.3 73.0 83.9 21.1 21.6 27.9 29.9 Old : 61.5 65.3 73.0 83.9 21.1 21.6 27.9 29.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 4,784: 4,466 2,282 0 855 76 0 0 0 30 1,465 0: 212 106 Old : 4,784: 4,466 2,282 0 855 76 0 0 0 30 1,465 0: 212 106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 403: 435 330 0 -30 0 0 0 0 0 180 0: -32 -77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.4 47.7 0.0 17.9 1.6 0.0 0.0 0.0 0.6 30.6 0.0: 4.4 2.2 Old : 100.0: 93.4 47.7 0.0 17.9 1.6 0.0 0.0 0.0 0.6 30.6 0.0: 4.4 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 16 0 . . 0 0 0 . . 0: Old : 26: 13 16 0 . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 57.5 85.9 80.6 56.9 57.5 72.3 73.8 Old : 63.6 57.5 85.9 80.6 56.9 57.5 72.3 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 2,224: 2,096 2,105 0 99 0 0 0 0 88 0 0: 40 20 Old : 2,224: 2,096 2,105 0 99 0 0 0 0 88 0 0: 40 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.2 94.6 0.0 4.5 0.0 0.0 0.0 0.0 4.0 0.0 0.0: 1.8 0.9 Old : 100.0: 94.2 94.6 0.0 4.5 0.0 0.0 0.0 0.0 4.0 0.0 0.0: 1.8 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 16 0 . 0 0 0 0 . 0 0: Old : 21: 12 16 0 . 0 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 56.4 87.4 77.5 51.3 40.0 65.8 55.7 Old : 65.0 56.4 87.4 77.5 51.3 40.0 65.8 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 493,270: 118,339 167,291 65,108 43,457 146,055 23,780 10,363 32,292 15,553 809 74,397: 17,746 18,606 Old : 493,270: 118,339 167,291 65,108 43,457 146,055 23,780 10,363 32,292 15,553 809 74,397: 17,746 18,606 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : -22,386: 8,715 -4,454 2,549 2,283 -9,679 -4,641 5,726 -6,255 -2,595 -722 -8,646: -1,834 -639 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 33.9 13.2 8.8 29.6 4.8 2.1 6.5 3.2 0.2 15.1: 3.6 3.8 Old : 100.0: 24.0 33.9 13.2 8.8 29.6 4.8 2.1 6.5 3.2 0.2 15.1: 3.6 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 102: 33 39 11 18 25 7 10 14 11 . 14: Old : 102: 33 39 11 18 25 7 10 14 11 . 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.0 21.5 47.5 34.9 17.4 11.0 21.9 16.9 Old : 33.0 21.5 47.5 34.9 17.4 11.0 21.9 16.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,260,132: 156,339 359,564 289,288 127,302 197,855 172,121 93,088 146,788 66,263 105,661 161,349: 70,129 68,525 Old : 1,260,132: 156,339 359,564 289,288 127,302 197,855 172,121 93,088 146,788 66,263 105,661 161,349: 70,129 68,525 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : -76,401: -12,195 -19,605 -15,228 5,483 -5,875 -5,532 6,701 -18,283 -4,967 -23,905 -9,102: -5,219 -11,815 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 28.5 23.0 10.1 15.7 13.7 7.4 11.6 5.3 8.4 12.8: 5.6 5.4 Old : 100.0: 12.4 28.5 23.0 10.1 15.7 13.7 7.4 11.6 5.3 8.4 12.8: 5.6 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 305: 50 58 20 19 34 48 47 53 37 54 82: Old : 305: 50 58 20 19 34 48 47 53 37 54 82: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.2 14.6 31.7 23.8 17.8 10.5 24.8 15.3 Old : 21.2 14.6 31.7 23.8 17.8 10.5 24.8 15.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 251,353: 55,430 57,244 69,752 59,773 47,434 15,788 0 165 24,703 22,317 14,209: 23,872 50,211 Old : 251,353: 55,430 57,244 69,752 59,773 47,434 15,788 0 165 24,703 22,317 14,209: 23,872 50,211 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 2,656: 581 7,689 2,294 -2,631 -1,705 234 0 0 614 -2,210 725: -87 788 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 22.8 27.8 23.8 18.9 6.3 0.0 0.1 9.8 8.9 5.7: 9.5 20.0 Old : 100.0: 22.1 22.8 27.8 23.8 18.9 6.3 0.0 0.1 9.8 8.9 5.7: 9.5 20.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 14 12 11 7 14 . 0 . 4 4 5: Old : 44: 14 12 11 7 14 . 0 . 4 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 31.9 46.8 48.1 28.0 27.1 42.9 39.8 Old : 28.6 31.9 46.8 48.1 28.0 27.1 42.9 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 51,746: 20,994 28,616 13,032 5,754 16,347 50 130 534 450 26 65: 274 274 Old : 51,746: 20,994 28,616 13,032 5,754 16,347 50 130 534 450 26 65: 274 274 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : -3,194: -280 365 687 34 640 25 0 9 -32 1 32: -4,275 -4,275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.6 55.3 25.2 11.1 31.6 0.1 0.3 1.0 0.9 0.1 0.1: 0.5 0.5 Old : 100.0: 40.6 55.3 25.2 11.1 31.6 0.1 0.3 1.0 0.9 0.1 0.1: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 28 27 12 8 16 . . . . . .: Old : 60: 28 27 12 8 16 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 31.1 64.0 49.7 26.4 19.2 34.6 30.4 Old : 45.9 31.1 64.0 49.7 26.4 19.2 34.6 30.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 117,711: 15,206 9,101 37,716 24,033 41,178 11,560 23,174 4,966 977 8,343 825: 5,283 6,091 Old : 117,711: 15,206 9,101 37,716 24,033 41,178 11,560 23,174 4,966 977 8,343 825: 5,283 6,091 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : -4,852: -50 -1 1,171 -672 -2,811 -212 -859 -935 -366 860 -1,594: -55 1,160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 7.7 32.0 20.4 35.0 9.8 19.7 4.2 0.8 7.1 0.7: 4.5 5.2 Old : 100.0: 12.9 7.7 32.0 20.4 35.0 9.8 19.7 4.2 0.8 7.1 0.7: 4.5 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 6 6 9 10 18 5 8 8 . 4 .: Old : 44: 6 6 9 10 18 5 8 8 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 36.9 58.9 54.6 30.2 27.1 39.7 35.7 Old : 42.4 36.9 58.9 54.6 30.2 27.1 39.7 35.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 38,002: 2,276 2,492 8,516 4,574 14,881 0 3,474 10,673 0 400 0: 1,656 1,508 Old : 38,002: 2,276 2,492 8,516 4,574 14,881 0 3,474 10,673 0 400 0: 1,656 1,508 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 300: 0 0 127 11 -119 0 300 481 0 0 0: -189 -373 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 6.6 22.4 12.0 39.2 0.0 9.1 28.1 0.0 1.1 0.0: 4.4 4.0 Old : 100.0: 6.0 6.6 22.4 12.0 39.2 0.0 9.1 28.1 0.0 1.1 0.0: 4.4 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: . . 8 6 12 0 4 6 0 . 0: Old : 26: . . 8 6 12 0 4 6 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 43.5 67.2 61.7 17.1 14.9 25.5 21.7 Old : 42.4 43.5 67.2 61.7 17.1 14.9 25.5 21.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 80,334: 10,744 5,841 15,877 20,181 20,752 0 0 0 732 0 1,140: 31,089 32,420 Old : 80,334: 10,744 5,841 15,877 20,181 20,752 0 0 0 732 0 1,140: 31,089 32,420 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : -45: -60 -90 204 119 -324 -1,162 0 0 0 0 0: 1,297 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 7.3 19.8 25.1 25.8 0.0 0.0 0.0 0.9 0.0 1.4: 38.7 40.4 Old : 100.0: 13.4 7.3 19.8 25.1 25.8 0.0 0.0 0.0 0.9 0.0 1.4: 38.7 40.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 7 7 5 7 11 0 0 0 . 0 .: Old : 20: 7 7 5 7 11 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.5 30.8 44.6 45.3 19.9 22.4 26.6 26.3 Old : 29.5 30.8 44.6 45.3 19.9 22.4 26.6 26.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 23,490: 7,675 6,285 6,185 12,130 4,280 4,744 0 0 0 450 300: 306 45 Old : 23,490: 7,675 6,285 6,185 12,130 4,280 4,744 0 0 0 450 300: 306 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 1,045: 400 175 460 640 185 0 0 0 0 0 0: 0 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 26.8 26.3 51.6 18.2 20.2 0.0 0.0 0.0 1.9 1.3: 1.3 0.2 Old : 100.0: 32.7 26.8 26.3 51.6 18.2 20.2 0.0 0.0 0.0 1.9 1.3: 1.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 11 13 7 12 13 . 0 0 0 . .: Old : 40: 11 13 7 12 13 . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 39.6 71.8 60.0 44.0 37.4 59.0 55.0 Old : 48.5 39.6 71.8 60.0 44.0 37.4 59.0 55.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 249,522: 88,802 182,164 45,256 320 12,985 40,484 10,103 17,277 18,316 5,820 7,054: 19,348 13,799 Old : 249,522: 88,802 182,164 45,256 320 12,985 40,484 10,103 17,277 18,316 5,820 7,054: 19,348 13,799 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 3,042: -4,729 7,456 451 -133 1,552 4,387 -6,167 130 -18 -290 -94: 1,363 588 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.6 73.0 18.1 0.1 5.2 16.2 4.0 6.9 7.3 2.3 2.8: 7.8 5.5 Old : 100.0: 35.6 73.0 18.1 0.1 5.2 16.2 4.0 6.9 7.3 2.3 2.8: 7.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 190: 64 78 18 . 12 34 18 25 12 14 19: Old : 190: 64 78 18 . 12 34 18 25 12 14 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.0 23.0 32.9 33.7 13.6 13.2 21.1 20.2 Old : 21.0 23.0 32.9 33.7 13.6 13.2 21.1 20.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 30,070: 15,278 21,271 1,836 2,913 100 2,802 130 1,182 3,715 0 297: 4,860 4,177 Old : 30,070: 15,278 21,271 1,836 2,913 100 2,802 130 1,182 3,715 0 297: 4,860 4,177 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 1,523: 1,393 1,640 0 83 -8 252 0 -172 250 0 105: -297 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.8 70.7 6.1 9.7 0.3 9.3 0.4 3.9 12.4 0.0 1.0: 16.2 13.9 Old : 100.0: 50.8 70.7 6.1 9.7 0.3 9.3 0.4 3.9 12.4 0.0 1.0: 16.2 13.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 19 . . . . . 4 . 0 .: Old : 30: 16 19 . . . . . 4 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 43.6 65.3 57.5 40.9 40.9 57.5 53.1 Old : 46.3 43.6 65.3 57.5 40.9 40.9 57.5 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 19,169: 16,199 13,429 850 2,965 500 250 1,550 300 0 0 0: 1,070 425 Old : 19,169: 16,199 13,429 850 2,965 500 250 1,550 300 0 0 0: 1,070 425 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 562: 362 476 60 75 -80 0 0 0 0 0 0: 220 91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 70.1 4.4 15.5 2.6 1.3 8.1 1.6 0.0 0.0 0.0: 5.6 2.2 Old : 100.0: 84.5 70.1 4.4 15.5 2.6 1.3 8.1 1.6 0.0 0.0 0.0: 5.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 16 7 . . . . . . 0 0 0: Old : 21: 16 7 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 76.7 68.3 95.4 43.8 65.5 60.9 74.1 Old : 47.2 76.7 68.3 95.4 43.8 65.5 60.9 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,122: 4,909 4,875 588 832 1,725 150 0 0 350 290 300: 100 100 Old : 8,122: 4,909 4,875 588 832 1,725 150 0 0 350 290 300: 100 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : -200: 200 69 0 81 -50 0 0 0 0 50 -50: -300 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 60.0 7.2 10.2 21.2 1.8 0.0 0.0 4.3 3.6 3.7: 1.2 1.2 Old : 100.0: 60.4 60.0 7.2 10.2 21.2 1.8 0.0 0.0 4.3 3.6 3.7: 1.2 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 16 21 4 8 12 . 0 0 . . 4: Old : 45: 16 21 4 8 12 . 0 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.2 31.7 58.5 47.2 32.2 29.7 44.9 40.1 Old : 38.2 31.7 58.5 47.2 32.2 29.7 44.9 40.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 99,597: 84,113 87,115 6,065 6,816 3,370 2,360 316 1,796 650 0 0: 1,243 184 Old : 99,597: 84,113 87,115 6,065 6,816 3,370 2,360 316 1,796 650 0 0: 1,243 184 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 1,027: 956 1,136 150 332 -241 300 -25 -100 25 0 -25: -38 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 87.5 6.1 6.8 3.4 2.4 0.3 1.8 0.7 0.0 0.0: 1.2 0.2 Old : 100.0: 84.5 87.5 6.1 6.8 3.4 2.4 0.3 1.8 0.7 0.0 0.0: 1.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 27 28 6 6 8 . . . . 0 0: Old : 51: 27 28 6 6 8 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 62.6 77.9 78.5 15.4 12.6 20.4 19.6 Old : 62.0 62.6 77.9 78.5 15.4 12.6 20.4 19.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 24,238: 13,960 22,218 7,260 50 1,605 1,400 0 0 0 0 0: 13 365 Old : 24,238: 13,960 22,218 7,260 50 1,605 1,400 0 0 0 0 0: 13 365 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 585: 10 285 310 35 265 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 91.7 30.0 0.2 6.6 5.8 0.0 0.0 0.0 0.0 0.0: 0.1 1.5 Old : 100.0: 57.6 91.7 30.0 0.2 6.6 5.8 0.0 0.0 0.0 0.0 0.0: 0.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 10 16 9 . . . 0 0 0 0 0: Old : 30: 10 16 9 . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 81.1 82.6 90.0 60.8 75.3 77.8 80.3 Old : 62.5 81.1 82.6 90.0 60.8 75.3 77.8 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 11,882: 6,650 7,370 3,619 2,549 1,413 0 150 0 200 400 0: 0 0 Old : 11,882: 6,650 7,370 3,619 2,549 1,413 0 150 0 200 400 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 62.0 30.5 21.5 11.9 0.0 1.3 0.0 1.7 3.4 0.0: 0.0 0.0 Old : 100.0: 56.0 62.0 30.5 21.5 11.9 0.0 1.3 0.0 1.7 3.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 12 16 10 6 11 0 . 0 . . 0: Old : 41: 12 16 10 6 11 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 50.2 71.5 67.7 39.0 34.2 50.4 47.1 Old : 53.2 50.2 71.5 67.7 39.0 34.2 50.4 47.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,444: 402 1,920 1,350 134 196 225 0 0 9 0 85: 1,177 1,109 Old : 3,444: 402 1,920 1,350 134 196 225 0 0 9 0 85: 1,177 1,109 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 114: 39 61 66 0 0 0 0 0 0 0 0: 9 53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 55.7 39.2 3.9 5.7 6.5 0.0 0.0 0.3 0.0 2.5: 34.2 32.2 Old : 100.0: 11.7 55.7 39.2 3.9 5.7 6.5 0.0 0.0 0.3 0.0 2.5: 34.2 32.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 6 11 7 . 5 . 0 0 . 0 .: Old : 21: 6 11 7 . 5 . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 33.9 53.7 52.3 35.5 31.6 50.4 47.1 Old : 35.8 33.9 53.7 52.3 35.5 31.6 50.4 47.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 20,095: 13,580 17,381 3,229 650 1,294 150 50 0 466 0 0: 1,376 720 Old : 20,095: 13,580 17,381 3,229 650 1,294 150 50 0 466 0 0: 1,376 720 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 49: -493 554 373 -674 169 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.6 86.5 16.1 3.2 6.4 0.7 0.2 0.0 2.3 0.0 0.0: 6.8 3.6 Old : 100.0: 67.6 86.5 16.1 3.2 6.4 0.7 0.2 0.0 2.3 0.0 0.0: 6.8 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 17 15 7 . 5 . . 0 . 0 0: Old : 32: 17 15 7 . 5 . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 66.1 55.1 80.3 32.8 55.2 45.1 61.4 Old : 39.8 66.1 55.1 80.3 32.8 55.2 45.1 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 20,933: 11,862 10,719 5,529 5,576 2,007 0 2,299 0 1,142 50 37: 356 245 Old : 20,933: 11,862 10,719 5,529 5,576 2,007 0 2,299 0 1,142 50 37: 356 245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 291: 207 97 53 7 31 0 156 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 51.2 26.4 26.6 9.6 0.0 11.0 0.0 5.5 0.2 0.2: 1.7 1.2 Old : 100.0: 56.7 51.2 26.4 26.6 9.6 0.0 11.0 0.0 5.5 0.2 0.2: 1.7 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 17 19 10 11 17 0 . 0 . . .: Old : 52: 17 19 10 11 17 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 41.6 55.4 60.6 29.7 38.9 47.7 52.5 Old : 32.9 41.6 55.4 60.6 29.7 38.9 47.7 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 13,265: 9,502 10,380 1,014 1,572 980 1,051 0 297 403 0 0: 18 36 Old : 13,265: 9,502 10,380 1,014 1,572 980 1,051 0 297 403 0 0: 18 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 1,719: 1,521 1,629 -45 0 -45 153 0 135 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 78.3 7.6 11.9 7.4 7.9 0.0 2.2 3.0 0.0 0.0: 0.1 0.3 Old : 100.0: 71.6 78.3 7.6 11.9 7.4 7.9 0.0 2.2 3.0 0.0 0.0: 0.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 21 18 4 4 5 . 0 . . 0 0: Old : 36: 21 18 4 4 5 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 43.1 62.0 71.0 32.2 34.6 44.5 48.8 Old : 37.1 43.1 62.0 71.0 32.2 34.6 44.5 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, June 22, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 37,464: 8,595 21,348 12,199 3,278 8,074 300 279 145 2,217 521 1,560: 4,374 2,259 Old : 37,464: 8,595 21,348 12,199 3,278 8,074 300 279 145 2,217 521 1,560: 4,374 2,259 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : 458: 311 432 15 25 50 0 -81 45 61 -10 37: -61 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 57.0 32.6 8.7 21.6 0.8 0.7 0.4 5.9 1.4 4.2: 11.7 6.0 Old : 100.0: 22.9 57.0 32.6 8.7 21.6 0.8 0.7 0.4 5.9 1.4 4.2: 11.7 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 12 21 13 5 16 . . . . . .: Old : 50: 12 21 13 5 16 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.1 32.0 48.8 51.3 24.1 30.4 36.4 44.7 Old : 30.1 32.0 48.8 51.3 24.1 30.4 36.4 44.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2010