Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 37,064 : : Positions : : 24,227 32,938 8,691 905 2,215 0 600 0 1,623 286 50 : : : : Changes from: May 25, 2010 : : 21 468 356 -75 410 0 0 0 0 -16 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 88.9 23.4 2.4 6.0 0.0 1.6 0.0 4.4 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 26 9 . 11 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 23,030 : : Positions : : 16,460 21,671 5,296 56 1,023 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : 749 749 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 94.1 23.0 0.2 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 21 7 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 6,872 : : Positions : : 2,780 5,045 2,053 0 301 0 0 0 109 216 110 : : : : Changes from: May 25, 2010 : : 22 40 -10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 73.4 29.9 0.0 4.4 0.0 0.0 0.0 1.6 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 15 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 10,290 : : Positions : : 5,242 5,943 1,255 915 1,843 0 160 0 382 93 55 : : : : Changes from: May 25, 2010 : : 24 72 133 32 -145 0 0 0 128 -5 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 57.8 12.2 8.9 17.9 0.0 1.6 0.0 3.7 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 31 10 6 14 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 9,423 : : Positions : : 5,492 7,042 1,803 222 800 0 0 0 441 533 53 : : : : Changes from: May 25, 2010 : : 108 63 57 1 95 0 0 0 -16 11 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 74.7 19.1 2.4 8.5 0.0 0.0 0.0 4.7 5.7 0.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 35 45 12 4 16 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 3,729 : : Positions : : 1,759 2,579 468 308 273 320 0 0 75 0 20 : : : : Changes from: May 25, 2010 : : 20 -10 -65 -7 5 0 0 0 -15 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 69.2 12.6 8.3 7.3 8.6 0.0 0.0 2.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 18 . 4 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 2,534 : : Positions : : 1,827 1,215 65 687 132 0 0 0 0 70 0 : : : : Changes from: May 25, 2010 : : 184 218 0 5 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 47.9 2.6 27.1 5.2 0.0 0.0 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 1,876 : : Positions : : 769 1,180 388 41 70 0 0 0 30 65 35 : : : : Changes from: May 25, 2010 : : 227 225 0 0 1 0 0 0 5 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 62.9 20.7 2.2 3.7 0.0 0.0 0.0 1.6 3.5 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 18,549 : : Positions : : 17,053 15,907 356 1,417 1,120 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : 385 310 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 85.8 1.9 7.6 6.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 15 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 360,845 : : Positions : : 100,579 206,499 85,689 1,271 35,753 27,134 16,595 31,822 10,057 6,944 30,264 : : : : Changes from: May 25, 2010 : : -5,718 -5,995 1,326 -117 368 -1,737 -1,569 3,424 227 -397 -779 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 57.2 23.7 0.4 9.9 7.5 4.6 8.8 2.8 1.9 8.4 : : : : Number of Traders in Each Category Total Traders: 143 : : 53 63 18 . 16 18 17 20 10 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 106,688 : : Positions : : 51,509 57,288 10,980 341 14,831 0 1,093 0 1,006 5,748 22,480 : : : : Changes from: May 25, 2010 : : 231 1,383 256 -131 -671 0 192 0 -252 -1,087 -253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 53.7 10.3 0.3 13.9 0.0 1.0 0.0 0.9 5.4 21.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 6 . 8 0 . 0 . 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 18,764 : : Positions : : 10,032 14,169 3,974 403 2,663 0 0 0 900 900 377 : : : : Changes from: May 25, 2010 : : 182 1,205 350 0 593 0 0 0 100 -25 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 75.5 21.2 2.1 14.2 0.0 0.0 0.0 4.8 4.8 2.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 38 11 4 13 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 15,209 : : Positions : : 8,635 5,570 2,589 6,360 1,989 1,147 0 0 50 400 400 : : : : Changes from: May 25, 2010 : : -2,170 -575 88 -2,241 -95 -997 0 0 25 -250 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 36.6 17.0 41.8 13.1 7.5 0.0 0.0 0.3 2.6 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 14 9 9 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 10,722 : : Positions : : 5,239 5,150 735 3,454 876 380 0 80 2,328 0 732 : : : : Changes from: May 25, 2010 : : -600 -1,635 -435 -85 150 -40 0 0 -817 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 48.0 6.9 32.2 8.2 3.5 0.0 0.7 21.7 0.0 6.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 12 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 4,849 : : Positions : : 1,639 2,247 431 350 502 0 0 0 1,053 112 125 : : : : Changes from: May 25, 2010 : : 34 120 0 -11 -1 0 0 0 52 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 46.3 8.9 7.2 10.4 0.0 0.0 0.0 21.7 2.3 2.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 10,385 : : Positions : : 7,231 7,782 294 609 641 1,017 149 142 250 571 210 : : : : Changes from: May 25, 2010 : : -27 6 61 -1 -32 0 17 25 160 23 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 74.9 2.8 5.9 6.2 9.8 1.4 1.4 2.4 5.5 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 13 . . . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 4,207 : : Positions : : 3,757 1,622 0 895 62 0 0 0 30 1,433 0 : : : : Changes from: May 25, 2010 : : -1,077 -646 0 -225 62 0 0 0 -30 -28 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 38.6 0.0 21.3 1.5 0.0 0.0 0.0 0.7 34.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 2,026 : : Positions : : 1,099 1,224 14 95 69 35 0 0 30 0 8 : : : : Changes from: May 25, 2010 : : -5 129 -5 2 -3 0 0 0 -11 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 60.4 0.7 4.7 3.4 1.7 0.0 0.0 1.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 534,493 : : Positions : : 111,361 186,891 72,047 31,158 154,771 28,497 9,898 40,845 19,902 5,301 87,992 : : : : Changes from: May 25, 2010 : : -4,481 -9,029 -10,288 125 4,684 -3,801 -3,180 4,474 4,641 -220 12,305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 35.0 13.5 5.8 29.0 5.3 1.9 7.6 3.7 1.0 16.5 : : : : Number of Traders in Each Category Total Traders: 109 : : 39 44 13 16 25 10 10 16 5 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 2,785,745 : : Positions : : 371,358 576,351 271,714 175,609 824,561 179,252 110,479 332,086 85,335 52,381 616,411 : : : : Changes from: May 25, 2010 : : -4,765 -6,539 9,431 -5,886 -4,018 435 5,898 3,231 5,290 7,633 4,129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 20.7 9.8 6.3 29.6 6.4 4.0 11.9 3.1 1.9 22.1 : : : : Number of Traders in Each Category Total Traders: 373 : : 59 68 19 20 37 67 55 85 73 54 109 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 114,752 : : Positions : : 61,292 29,685 6,822 690 11,082 1,867 23,011 5,119 0 15,782 27,531 : : : : Changes from: May 25, 2010 : : 1,771 -1,484 3,473 -120 -288 -133 2,828 165 -2,191 1,531 1,276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 25.9 5.9 0.6 9.7 1.6 20.1 4.5 0.0 13.8 24.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 15 4 . 5 . 7 5 0 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 234,083 : : Positions : : 51,911 45,299 64,718 60,697 47,566 15,643 0 83 23,178 24,312 9,124 : : : : Changes from: May 25, 2010 : : -2,766 484 -3,852 -190 -170 -1,201 0 -82 -174 -7,317 2,530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 19.4 27.6 25.9 20.3 6.7 0.0 0.0 9.9 10.4 3.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 13 12 10 9 16 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 147,640 : : Positions : : 12,562 13,373 12,868 27,167 67,909 21,239 5,846 18,967 1,480 1,761 9,201 : : : : Changes from: May 25, 2010 : : 428 148 2,281 -597 108 -5,814 -1,935 -582 423 -71 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 9.1 8.7 18.4 46.0 14.4 4.0 12.8 1.0 1.2 6.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 10 10 10 7 16 16 7 16 8 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 619,380 : : Positions : : 120,434 104,859 50,116 106,400 281,672 0 942 21,877 40,013 172 83,627 : : : : Changes from: May 25, 2010 : : -1,622 -4,268 1,811 -983 -13,190 -564 942 -986 -4,224 -37 -2,714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 16.9 8.1 17.2 45.5 0.0 0.2 3.5 6.5 0.0 13.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 11 9 21 29 0 . . 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 46,865 : : Positions : : 19,027 25,379 10,497 4,570 15,962 0 130 525 580 25 0 : : : : Changes from: May 25, 2010 : : -4,255 -8,192 -4,607 -163 -1,248 0 -130 0 377 0 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 54.2 22.4 9.8 34.1 0.0 0.3 1.1 1.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 24 22 11 8 16 0 . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 123,472 : : Positions : : 15,256 9,132 36,149 26,756 42,321 13,676 22,359 7,570 1,343 8,260 1,947 : : : : Changes from: May 25, 2010 : : 0 100 1,468 6,131 -660 2,204 -2,063 556 0 -500 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 7.4 29.3 21.7 34.3 11.1 18.1 6.1 1.1 6.7 1.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 6 6 7 12 18 6 7 9 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 37,470 : : Positions : : 2,276 2,565 8,180 4,272 15,129 0 3,774 9,637 0 400 0 : : : : Changes from: May 25, 2010 : : 0 44 296 23 -873 -483 0 433 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 6.8 21.8 11.4 40.4 0.0 10.1 25.7 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 5 12 0 4 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 20,890 : : Positions : : 6,825 5,735 5,950 10,140 4,265 3,244 0 0 0 450 0 : : : : Changes from: May 25, 2010 : : -1,520 -2,080 -1,900 -1,390 -465 -100 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 27.5 28.5 48.5 20.4 15.5 0.0 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 13 7 11 13 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 277,810 : : Positions : : 107,311 180,126 45,600 421 14,639 33,136 22,808 21,907 19,745 3,595 17,628 : : : : Changes from: May 25, 2010 : : 66 -5,722 -1,986 -602 -581 84 3,985 -1,733 787 226 -1,340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 64.8 16.4 0.2 5.3 11.9 8.2 7.9 7.1 1.3 6.3 : : : : Number of Traders in Each Category Total Traders: 192 : : 55 67 17 . 16 31 25 28 17 17 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 25,398 : : Positions : : 11,247 16,211 1,581 2,482 108 2,148 130 1,405 3,429 0 258 : : : : Changes from: May 25, 2010 : : -1,314 -2,038 -304 -248 -505 -432 27 -91 -1,387 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 63.8 6.2 9.8 0.4 8.5 0.5 5.5 13.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 14 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 20,347 : : Positions : : 17,437 14,343 1,165 3,180 260 250 1,750 300 0 0 0 : : : : Changes from: May 25, 2010 : : 15 78 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 70.5 5.7 15.6 1.3 1.2 8.6 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 9,927 : : Positions : : 5,655 6,888 991 318 1,731 150 0 0 500 90 500 : : : : Changes from: May 25, 2010 : : 281 406 150 75 100 0 0 0 50 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 69.4 10.0 3.2 17.4 1.5 0.0 0.0 5.0 0.9 5.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 25 6 6 12 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 89,500 : : Positions : : 74,145 74,770 5,495 8,234 3,281 3,110 1,004 1,646 600 90 0 : : : : Changes from: May 25, 2010 : : 4,628 4,736 75 -33 97 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 83.5 6.1 9.2 3.7 3.5 1.1 1.8 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 28 6 6 8 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 23,136 : : Positions : : 14,035 21,291 6,045 0 1,430 1,600 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : 100 200 100 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 92.0 26.1 0.0 6.2 6.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 16 10 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 13,462 : : Positions : : 7,000 8,465 4,106 2,441 1,656 450 150 0 250 750 0 : : : : Changes from: May 25, 2010 : : 50 0 100 -50 0 -150 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 62.9 30.5 18.1 12.3 3.3 1.1 0.0 1.9 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 13 18 10 5 12 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 3,218 : : Positions : : 349 1,720 1,245 137 186 225 0 0 9 0 75 : : : : Changes from: May 25, 2010 : : -50 -143 -101 -22 -2 0 0 0 -35 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 53.4 38.7 4.3 5.8 7.0 0.0 0.0 0.3 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 10 7 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 23,265 : : Positions : : 17,507 19,483 2,758 1,576 1,385 150 50 0 24 0 51 : : : : Changes from: May 25, 2010 : : 335 1,262 473 -514 124 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 83.7 11.9 6.8 6.0 0.6 0.2 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 5 4 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 19,763 : : Positions : : 11,238 10,344 4,624 5,539 2,408 0 1,267 0 1,190 50 37 : : : : Changes from: May 25, 2010 : : -209 -476 173 -246 -307 0 521 -233 -139 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 52.3 23.4 28.0 12.2 0.0 6.4 0.0 6.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 17 18 11 11 18 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 9,855 : : Positions : : 6,207 8,140 1,995 829 610 584 0 24 358 0 0 : : : : Changes from: May 25, 2010 : : -956 -2,020 -297 -90 -24 -664 0 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 82.6 20.2 8.4 6.2 5.9 0.0 0.2 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 7 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 37,037 : : Positions : : 8,395 21,428 12,692 3,142 7,993 300 360 100 2,081 692 1,029 : : : : Changes from: May 25, 2010 : : -304 -2,594 -1,806 127 -485 0 0 0 -306 138 -188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 57.9 34.3 8.5 21.6 0.8 1.0 0.3 5.6 1.9 2.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 13 22 13 5 15 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 4, 2010