Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 36,513 : : Positions : : 25,241 32,098 6,823 980 2,406 0 0 300 1,490 669 0 : : : : Changes from: June 22, 2010 : : 1,171 1,050 27 105 129 0 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 87.9 18.7 2.7 6.6 0.0 0.0 0.8 4.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 30 8 4 11 0 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 22,965 : : Positions : : 16,473 21,459 5,177 81 1,175 0 0 0 0 0 0 : : : : Changes from: June 22, 2010 : : 283 301 18 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 93.4 22.5 0.4 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 8 . 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 7,117 : : Positions : : 2,982 5,211 1,916 0 183 0 0 0 128 216 91 : : : : Changes from: June 22, 2010 : : 189 186 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 73.2 26.9 0.0 2.6 0.0 0.0 0.0 1.8 3.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,735 : : Positions : : 4,643 5,249 996 862 1,897 0 146 0 525 134 116 : : : : Changes from: June 22, 2010 : : 29 97 45 -26 8 0 0 0 -19 43 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 53.9 10.2 8.9 19.5 0.0 1.5 0.0 5.4 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 30 8 6 13 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 9,227 : : Positions : : 5,575 6,330 1,362 370 864 39 0 13 439 690 351 : : : : Changes from: June 22, 2010 : : 261 51 -50 51 190 39 0 13 38 181 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 68.6 14.8 4.0 9.4 0.4 0.0 0.1 4.8 7.5 3.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 32 41 12 4 14 . 0 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 3,472 : : Positions : : 1,694 2,260 535 169 353 250 0 0 35 100 20 : : : : Changes from: June 22, 2010 : : 45 60 0 15 85 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 65.1 15.4 4.9 10.2 7.2 0.0 0.0 1.0 2.9 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 17 5 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,750 : : Positions : : 2,196 1,438 50 747 120 0 0 0 0 111 0 : : : : Changes from: June 22, 2010 : : 113 73 0 -15 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 52.3 1.8 27.2 4.4 0.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 1,927 : : Positions : : 710 1,302 371 0 109 0 0 0 60 101 20 : : : : Changes from: June 22, 2010 : : 37 119 -5 0 -5 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 67.6 19.3 0.0 5.7 0.0 0.0 0.0 3.1 5.2 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 5 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 19,268 : : Positions : : 17,847 16,886 366 1,267 1,020 0 0 0 0 0 0 : : : : Changes from: June 22, 2010 : : 814 564 0 250 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 87.6 1.9 6.6 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 307,421 : : Positions : : 98,370 215,850 86,021 1,598 12,883 29,978 6,864 18,601 10,997 10,785 10,725 : : : : Changes from: June 22, 2010 : : -4,060 -5,282 609 -377 -3,145 -3,619 544 3,127 -81 -400 -1,541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 70.2 28.0 0.5 4.2 9.8 2.2 6.1 3.6 3.5 3.5 : : : : Number of Traders in Each Category Total Traders: 139 : : 51 62 18 . 14 21 11 17 9 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 17,367 : : Positions : : 10,689 11,633 2,552 1,565 2,546 0 0 0 725 768 675 : : : : Changes from: June 22, 2010 : : 2,148 1,125 -322 586 495 0 0 0 50 150 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 67.0 14.7 9.0 14.7 0.0 0.0 0.0 4.2 4.4 3.9 : : : : Number of Traders in Each Category Total Traders: 70 : : 36 36 9 7 10 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 15,619 : : Positions : : 8,635 5,645 2,514 6,435 2,099 1,147 0 0 425 550 400 : : : : Changes from: June 22, 2010 : : -75 0 105 0 35 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 36.1 16.1 41.2 13.4 7.3 0.0 0.0 2.7 3.5 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 15 9 9 11 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 11,472 : : Positions : : 5,155 5,816 735 3,754 876 380 0 80 3,378 0 516 : : : : Changes from: June 22, 2010 : : -60 -60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 50.7 6.4 32.7 7.6 3.3 0.0 0.7 29.4 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 12 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 4,509 : : Positions : : 1,640 1,950 470 289 378 0 0 0 764 104 135 : : : : Changes from: June 22, 2010 : : 50 -17 27 0 -6 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 43.2 10.4 6.4 8.4 0.0 0.0 0.0 16.9 2.3 3.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 1,368 : : Positions : : 700 543 125 275 150 0 0 0 143 300 0 : : : : Changes from: June 22, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 39.7 9.1 20.1 11.0 0.0 0.0 0.0 10.5 21.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 6 . 4 . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 11,551 : : Positions : : 7,972 9,398 455 434 514 1,017 84 256 540 260 353 : : : : Changes from: June 22, 2010 : : -352 328 58 -75 -71 0 -248 49 144 -123 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 81.4 3.9 3.8 4.4 8.8 0.7 2.2 4.7 2.3 3.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 16 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 4,891 : : Positions : : 4,573 2,323 0 855 76 0 0 0 30 1,465 0 : : : : Changes from: June 22, 2010 : : 107 41 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 47.5 0.0 17.5 1.6 0.0 0.0 0.0 0.6 30.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 2,459 : : Positions : : 2,331 2,275 0 99 0 0 0 0 88 0 0 : : : : Changes from: June 22, 2010 : : 235 170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 92.5 0.0 4.0 0.0 0.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 17 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,029 : : Positions : : 1,028 1,126 0 152 85 0 0 0 51 0 2 : : : : Changes from: June 22, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 55.5 0.0 7.5 4.2 0.0 0.0 0.0 2.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 16 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 484,701 : : Positions : : 114,439 157,506 68,650 44,567 141,355 24,035 11,366 32,407 11,590 3,043 76,754 : : : : Changes from: June 22, 2010 : : -3,900 -9,785 3,542 1,110 -4,700 255 1,003 115 -3,963 2,234 2,357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 32.5 14.2 9.2 29.2 5.0 2.3 6.7 2.4 0.6 15.8 : : : : Number of Traders in Each Category Total Traders: 108 : : 33 40 11 19 26 7 11 14 8 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,259,675 : : Positions : : 143,825 352,364 291,477 124,082 197,616 168,457 94,241 154,014 70,299 107,395 155,971 : : : : Changes from: June 22, 2010 : : -12,514 -7,200 2,189 -3,220 -239 -3,664 1,153 7,226 4,036 1,734 -5,378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 28.0 23.1 9.9 15.7 13.4 7.5 12.2 5.6 8.5 12.4 : : : : Number of Traders in Each Category Total Traders: 313 : : 47 62 19 20 33 50 47 55 44 53 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 252,221 : : Positions : : 57,599 58,579 70,093 60,542 47,516 16,310 0 165 24,212 24,384 14,225 : : : : Changes from: June 22, 2010 : : 2,169 1,335 341 769 82 522 0 0 -491 2,067 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 23.2 27.8 24.0 18.8 6.5 0.0 0.1 9.6 9.7 5.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 14 12 11 8 15 . 0 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 54,473 : : Positions : : 22,089 29,916 13,517 6,084 17,486 50 130 536 500 26 65 : : : : Changes from: June 22, 2010 : : 1,095 1,300 485 330 1,139 0 0 2 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 54.9 24.8 11.2 32.1 0.1 0.2 1.0 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 28 12 8 16 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 117,625 : : Positions : : 15,206 9,101 37,781 26,153 41,046 11,560 21,019 4,966 977 8,343 825 : : : : Changes from: June 22, 2010 : : 0 0 65 2,120 -132 0 -2,155 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 7.7 32.1 22.2 34.9 9.8 17.9 4.2 0.8 7.1 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 6 9 10 18 5 7 8 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 38,289 : : Positions : : 2,276 2,492 8,500 4,563 15,156 0 3,474 10,573 0 400 0 : : : : Changes from: June 22, 2010 : : 0 0 -16 -11 275 0 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 6.5 22.2 11.9 39.6 0.0 9.1 27.6 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 9 5 12 0 4 6 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 80,790 : : Positions : : 10,844 5,941 15,877 20,074 20,926 0 0 0 732 0 1,140 : : : : Changes from: June 22, 2010 : : 100 100 0 -107 174 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 7.4 19.7 24.8 25.9 0.0 0.0 0.0 0.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 5 7 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 23,535 : : Positions : : 7,675 6,285 6,190 12,225 4,275 4,744 0 0 0 450 300 : : : : Changes from: June 22, 2010 : : 0 0 5 95 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 26.7 26.3 51.9 18.2 20.2 0.0 0.0 0.0 1.9 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 13 7 12 13 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 226,538 : : Positions : : 77,510 169,985 45,481 358 11,421 39,396 9,932 13,812 17,469 4,297 5,877 : : : : Changes from: June 22, 2010 : : -11,292 -12,179 225 38 -1,564 -1,088 -171 -3,465 -847 -1,523 -1,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 75.0 20.1 0.2 5.0 17.4 4.4 6.1 7.7 1.9 2.6 : : : : Number of Traders in Each Category Total Traders: 183 : : 59 76 19 . 13 36 15 23 11 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 30,877 : : Positions : : 15,540 22,288 1,836 2,871 100 3,494 130 1,082 3,695 0 299 : : : : Changes from: June 22, 2010 : : 262 1,017 0 -42 0 692 0 -100 -20 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 72.2 5.9 9.3 0.3 11.3 0.4 3.5 12.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 19,411 : : Positions : : 16,526 13,771 750 2,865 500 250 1,550 300 0 0 0 : : : : Changes from: June 22, 2010 : : 327 342 -100 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 70.9 3.9 14.8 2.6 1.3 8.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 8 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 8,485 : : Positions : : 5,097 5,075 638 770 1,800 150 0 0 350 390 300 : : : : Changes from: June 22, 2010 : : 188 200 50 -62 75 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 59.8 7.5 9.1 21.2 1.8 0.0 0.0 4.1 4.6 3.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 17 22 5 7 13 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 102,921 : : Positions : : 87,670 90,292 5,895 6,926 3,407 2,260 316 1,796 650 0 0 : : : : Changes from: June 22, 2010 : : 3,557 3,177 -170 110 37 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 87.7 5.7 6.7 3.3 2.2 0.3 1.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 28 6 6 8 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 24,645 : : Positions : : 14,140 22,625 7,385 0 1,655 1,400 0 0 55 0 0 : : : : Changes from: June 22, 2010 : : 180 407 125 -50 50 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 91.8 30.0 0.0 6.7 5.7 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 16 9 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 11,957 : : Positions : : 6,650 7,370 3,619 2,549 1,488 0 150 0 200 400 0 : : : : Changes from: June 22, 2010 : : 0 0 0 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 61.6 30.3 21.3 12.4 0.0 1.3 0.0 1.7 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 16 10 6 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 3,407 : : Positions : : 407 1,940 1,348 142 186 150 0 0 9 0 85 : : : : Changes from: June 22, 2010 : : 5 20 -2 8 -10 -75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 56.9 39.6 4.2 5.5 4.4 0.0 0.0 0.3 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 12 6 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 20,913 : : Positions : : 14,453 18,274 3,219 650 1,219 150 50 0 466 0 0 : : : : Changes from: June 22, 2010 : : 873 893 -10 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 87.4 15.4 3.1 5.8 0.7 0.2 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 7 . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 20,974 : : Positions : : 11,733 10,782 5,643 5,429 2,015 0 2,395 0 1,286 50 37 : : : : Changes from: June 22, 2010 : : -129 63 114 -147 8 0 96 0 144 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 51.4 26.9 25.9 9.6 0.0 11.4 0.0 6.1 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 17 20 10 11 17 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 14,342 : : Positions : : 10,503 11,195 925 1,842 952 1,224 0 297 403 0 0 : : : : Changes from: June 22, 2010 : : 1,001 815 -89 270 -28 173 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 78.1 6.4 12.8 6.6 8.5 0.0 2.1 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 4 5 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 2010 : 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 37,483 : : Positions : : 8,520 21,385 12,349 3,428 7,849 300 279 145 2,142 484 1,654 : : : : Changes from: June 22, 2010 : : -75 37 150 150 -225 0 0 0 -75 -37 94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 57.1 32.9 9.1 20.9 0.8 0.7 0.4 5.7 1.3 4.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 12 21 13 5 16 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 2, 2010