Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 32,383 : : Positions : : 21,596 28,196 7,090 899 1,979 0 600 0 1,490 649 0 : : : : Changes from: June 1, 2010 : : -2,631 -4,742 -1,601 -6 -236 0 0 0 -133 363 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 87.1 21.9 2.8 6.1 0.0 1.9 0.0 4.6 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 28 8 4 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 21,257 : : Positions : : 15,027 19,935 5,048 81 991 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : -1,433 -1,736 -248 25 -32 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 93.8 23.7 0.4 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 7 . 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 6,631 : : Positions : : 2,721 4,929 1,856 0 183 0 0 0 128 216 91 : : : : Changes from: June 1, 2010 : : -59 -116 -197 0 -118 0 0 0 19 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 74.3 28.0 0.0 2.8 0.0 0.0 0.0 1.9 3.3 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 14 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 9,311 : : Positions : : 4,288 4,971 810 872 1,855 0 270 25 409 81 30 : : : : Changes from: June 1, 2010 : : -954 -972 -445 -43 12 0 110 25 27 -12 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 53.4 8.7 9.4 19.9 0.0 2.9 0.3 4.4 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 29 7 6 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 7,728 : : Positions : : 4,705 5,686 1,412 317 594 0 0 0 392 491 89 : : : : Changes from: June 1, 2010 : : -787 -1,356 -391 95 -206 0 0 0 -49 -42 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 73.6 18.3 4.1 7.7 0.0 0.0 0.0 5.1 6.4 1.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 31 39 12 . 13 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 3,172 : : Positions : : 1,512 2,173 350 169 235 250 0 0 65 0 20 : : : : Changes from: June 1, 2010 : : -247 -406 -118 -139 -38 -70 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 68.5 11.0 5.3 7.4 7.9 0.0 0.0 2.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 17 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 2,311 : : Positions : : 1,682 1,089 35 690 120 0 0 0 0 91 0 : : : : Changes from: June 1, 2010 : : -145 -126 -30 3 -12 0 0 0 0 21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 47.1 1.5 29.9 5.2 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 17,024 : : Positions : : 15,553 14,627 366 1,232 1,070 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : -1,500 -1,280 10 -185 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 85.9 2.1 7.2 6.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 383,204 : : Positions : : 121,226 229,000 86,334 1,531 34,316 25,925 15,037 31,944 11,397 6,176 32,009 : : : : Changes from: June 1, 2010 : : 20,647 22,502 645 259 -1,437 -1,209 -1,558 122 1,340 -768 1,745 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 59.8 22.5 0.4 9.0 6.8 3.9 8.3 3.0 1.6 8.4 : : : : Number of Traders in Each Category Total Traders: 145 : : 54 67 18 . 17 18 14 19 12 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 113,908 : : Positions : : 57,507 62,053 10,660 326 15,458 0 1,051 0 872 6,531 23,489 : : : : Changes from: June 1, 2010 : : 5,998 4,765 -320 -15 627 0 -43 0 -134 782 1,009 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 54.5 9.4 0.3 13.6 0.0 0.9 0.0 0.8 5.7 20.6 : : : : 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 8, 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 12,018 : : Positions : : 6,811 8,133 2,637 1,247 1,493 0 0 0 600 643 327 : : : : Changes from: June 1, 2010 : : -3,221 -6,036 -1,337 844 -1,170 0 0 0 -300 -257 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 67.7 21.9 10.4 12.4 0.0 0.0 0.0 5.0 5.4 2.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 29 10 5 9 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 15,284 : : Positions : : 8,635 5,570 2,589 6,360 1,989 1,147 0 0 125 475 400 : : : : Changes from: June 1, 2010 : : 0 0 0 0 0 0 0 0 75 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 36.4 16.9 41.6 13.0 7.5 0.0 0.0 0.8 3.1 2.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 15 9 9 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 10,872 : : Positions : : 5,239 5,450 735 3,454 876 380 0 80 2,628 0 582 : : : : Changes from: June 1, 2010 : : 0 300 0 0 0 0 0 0 300 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 50.1 6.8 31.8 8.1 3.5 0.0 0.7 24.2 0.0 5.4 : : : : 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 8, 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 4,423 : : Positions : : 1,526 2,015 446 277 375 0 0 0 801 104 93 : : : : Changes from: June 1, 2010 : : -113 -232 15 -73 -127 0 0 0 -252 -8 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 45.6 10.1 6.3 8.5 0.0 0.0 0.0 18.1 2.4 2.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 5 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #022A46 Open Interest is 3,369 : : Positions : : 1,034 1,029 261 385 1,344 0 0 0 188 0 280 : : : : Changes from: June 1, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 30.5 7.7 11.4 39.9 0.0 0.0 0.0 5.6 0.0 8.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 7 5 12 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 11,053 : : Positions : : 7,935 8,394 316 509 721 1,017 203 197 255 592 259 : : : : Changes from: June 1, 2010 : : 704 612 22 -100 80 0 54 55 5 21 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 75.9 2.9 4.6 6.5 9.2 1.8 1.8 2.3 5.4 2.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 11 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 4,376 : : Positions : : 3,949 1,775 0 870 76 0 0 0 30 1,510 0 : : : : Changes from: June 1, 2010 : : 192 153 0 -25 14 0 0 0 0 77 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 40.6 0.0 19.9 1.7 0.0 0.0 0.0 0.7 34.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 514,054 : : Positions : : 105,686 170,593 70,544 34,702 149,699 27,416 10,338 38,685 17,217 5,468 87,929 : : : : Changes from: June 1, 2010 : : -5,675 -16,298 -1,503 3,544 -5,072 -1,081 440 -2,160 -2,685 167 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 33.2 13.7 6.8 29.1 5.3 2.0 7.5 3.3 1.1 17.1 : : : : Number of Traders in Each Category Total Traders: 110 : : 37 42 11 19 26 9 9 15 7 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 2,781,085 : : Positions : : 355,127 566,383 269,323 169,260 828,106 178,553 104,143 336,530 81,685 53,093 644,369 : : : : Changes from: June 1, 2010 : : -16,231 -9,968 -2,390 -6,350 3,545 -699 -6,337 4,444 -3,651 712 27,957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 20.4 9.7 6.1 29.8 6.4 3.7 12.1 2.9 1.9 23.2 : : : : Number of Traders in Each Category Total Traders: 367 : : 58 63 18 22 37 70 51 80 70 58 113 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 116,006 : : Positions : : 61,780 29,074 6,456 887 11,074 1,885 24,229 5,051 0 15,256 28,472 : : : : Changes from: June 1, 2010 : : 488 -611 -366 197 -8 18 1,218 -69 0 -526 942 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 25.1 5.6 0.8 9.5 1.6 20.9 4.4 0.0 13.2 24.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 14 4 . 5 . 7 5 0 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 241,329 : : Positions : : 52,937 46,177 65,360 61,858 48,053 16,075 0 83 23,613 25,584 10,917 : : : : Changes from: June 1, 2010 : : 1,026 878 642 1,161 487 432 0 0 435 1,272 1,793 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 19.1 27.1 25.6 19.9 6.7 0.0 0.0 9.8 10.6 4.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 12 10 8 14 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 148,703 : : Positions : : 12,816 13,813 14,104 28,181 68,113 20,431 5,076 19,449 1,321 1,552 9,079 : : : : Changes from: June 1, 2010 : : 254 440 1,236 1,013 204 -807 -770 482 -159 -209 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 9.3 9.5 19.0 45.8 13.7 3.4 13.1 0.9 1.0 6.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 10 10 9 8 16 17 . 15 7 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 637,355 : : Positions : : 122,618 107,977 51,140 106,949 287,740 0 1,251 22,635 41,021 363 90,342 : : : : Changes from: June 1, 2010 : : 2,184 3,118 1,024 549 6,068 0 309 757 1,008 191 6,715 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 16.9 8.0 16.8 45.1 0.0 0.2 3.6 6.4 0.1 14.2 : : : : 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 8, 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 50,912 : : Positions : : 19,902 26,664 11,497 5,095 15,819 0 130 525 515 25 0 : : : : Changes from: June 1, 2010 : : 875 1,285 1,000 525 -143 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 52.4 22.6 10.0 31.1 0.0 0.3 1.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 25 12 8 16 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 124,166 : : Positions : : 15,256 9,132 36,625 25,633 43,594 12,476 23,022 7,877 1,343 7,983 1,787 : : : : Changes from: June 1, 2010 : : 0 0 476 -1,123 1,273 -1,200 663 307 0 -277 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 7.4 29.5 20.6 35.1 10.0 18.5 6.3 1.1 6.4 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 6 6 8 11 18 6 9 11 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 37,846 : : Positions : : 2,276 2,565 8,385 5,114 14,858 628 3,174 9,592 0 400 0 : : : : Changes from: June 1, 2010 : : 0 0 205 842 -271 628 -600 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 6.8 22.2 13.5 39.3 1.7 8.4 25.3 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 8 6 12 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 80,298 : : Positions : : 10,804 6,141 15,889 19,805 20,014 1,162 0 0 762 0 1,110 : : : : Changes from: June 1, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 7.6 19.8 24.7 24.9 1.4 0.0 0.0 0.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 5 6 10 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 21,170 : : Positions : : 7,125 5,735 5,800 10,590 4,095 3,544 0 0 0 450 300 : : : : Changes from: June 1, 2010 : : 300 0 -150 450 -170 300 0 0 0 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 27.1 27.4 50.0 19.3 16.7 0.0 0.0 0.0 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 11 13 7 11 13 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 282,363 : : Positions : : 110,948 184,226 44,980 865 17,012 33,365 21,577 20,253 19,563 3,562 18,842 : : : : Changes from: June 1, 2010 : : 3,637 4,099 -620 444 2,374 229 -1,231 -1,654 -182 -33 1,214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 65.2 15.9 0.3 6.0 11.8 7.6 7.2 6.9 1.3 6.7 : : : : Number of Traders in Each Category Total Traders: 185 : : 58 67 17 . 13 28 23 25 19 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 27,905 : : Positions : : 13,033 18,827 1,761 2,755 108 2,448 130 1,405 3,530 0 150 : : : : Changes from: June 1, 2010 : : 1,786 2,616 180 273 0 300 0 0 101 0 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 67.5 6.3 9.9 0.4 8.8 0.5 5.0 12.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 15 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 7,897 : : Positions : : 4,359 4,806 588 501 1,650 150 0 0 450 240 300 : : : : Changes from: June 1, 2010 : : -1,296 -2,082 -403 183 -81 0 0 0 -50 150 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 60.9 7.4 6.3 20.9 1.9 0.0 0.0 5.7 3.0 3.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 17 22 4 6 12 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 89,008 : : Positions : : 73,906 76,661 5,875 6,750 3,421 2,360 341 1,646 600 0 0 : : : : Changes from: June 1, 2010 : : -239 1,891 380 -1,484 140 -750 -663 0 0 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 86.1 6.6 7.6 3.8 2.7 0.4 1.8 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 27 6 6 9 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 22,613 : : Positions : : 13,975 20,818 5,810 15 1,415 1,400 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : -60 -473 -235 15 -15 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 92.1 25.7 0.1 6.3 6.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 16 9 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 11,632 : : Positions : : 6,400 7,220 3,619 2,449 1,413 0 150 0 200 400 0 : : : : Changes from: June 1, 2010 : : -600 -1,245 -487 8 -243 -450 0 0 -50 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 62.1 31.1 21.1 12.1 0.0 1.3 0.0 1.7 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 16 10 6 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 3,294 : : Positions : : 369 1,779 1,269 144 186 225 0 0 9 0 85 : : : : Changes from: June 1, 2010 : : 20 59 24 7 0 0 0 0 0 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 54.0 38.5 4.4 5.6 6.8 0.0 0.0 0.3 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 10 7 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 19,619 : : Positions : : 13,916 16,293 2,629 1,313 1,243 150 50 0 466 0 0 : : : : Changes from: June 1, 2010 : : -3,591 -3,190 -129 -263 -142 0 0 0 442 0 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 83.0 13.4 6.7 6.3 0.8 0.3 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 7 . 6 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 20,639 : : Positions : : 11,730 10,622 5,326 5,494 2,048 0 2,143 0 1,238 50 37 : : : : Changes from: June 1, 2010 : : 492 278 702 -45 -360 0 876 0 48 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 51.5 25.8 26.6 9.9 0.0 10.4 0.0 6.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 17 18 10 11 18 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 11,065 : : Positions : : 7,099 8,870 1,600 892 925 853 0 162 403 0 0 : : : : Changes from: June 1, 2010 : : 892 730 -395 63 315 269 0 138 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 80.2 14.5 8.1 8.4 7.7 0.0 1.5 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 6 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 37,019 : : Positions : : 8,395 21,502 12,595 3,253 8,012 300 360 100 2,045 581 1,140 : : : : Changes from: June 1, 2010 : : 0 74 -97 111 19 0 0 0 -36 -111 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 58.1 34.0 8.8 21.6 0.8 1.0 0.3 5.5 1.6 3.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 13 22 13 5 15 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 11, 2010