Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 34,029 : : Positions : : 23,123 29,871 7,169 830 2,019 0 600 0 1,490 649 0 : : : : Changes from: June 8, 2010 : : 1,527 1,675 79 -69 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 87.8 21.1 2.4 5.9 0.0 1.8 0.0 4.4 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 29 8 4 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 21,869 : : Positions : : 15,449 20,357 5,099 81 1,181 0 0 0 0 0 0 : : : : Changes from: June 8, 2010 : : 422 422 51 0 190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 93.1 23.3 0.4 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 8 . 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 6,771 : : Positions : : 2,756 4,988 1,916 0 183 0 0 0 128 216 91 : : : : Changes from: June 8, 2010 : : 35 59 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 73.7 28.3 0.0 2.7 0.0 0.0 0.0 1.9 3.2 1.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 9,510 : : Positions : : 4,509 5,114 931 877 1,880 0 161 0 538 86 62 : : : : Changes from: June 8, 2010 : : 221 143 121 5 25 0 -109 -25 129 5 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 53.8 9.8 9.2 19.8 0.0 1.7 0.0 5.7 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 29 8 6 13 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 8,284 : : Positions : : 5,088 5,903 1,296 329 726 0 0 0 404 559 153 : : : : Changes from: June 8, 2010 : : 383 217 -116 12 132 0 0 0 12 68 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 71.3 15.6 4.0 8.8 0.0 0.0 0.0 4.9 6.7 1.8 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 42 12 . 13 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 3,279 : : Positions : : 1,579 2,150 395 154 255 250 0 0 65 80 20 : : : : Changes from: June 8, 2010 : : 67 -23 45 -15 20 0 0 0 0 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 65.6 12.0 4.7 7.8 7.6 0.0 0.0 2.0 2.4 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 17 4 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 2,549 : : Positions : : 1,981 1,328 50 667 120 0 0 0 0 111 0 : : : : Changes from: June 8, 2010 : : 299 239 15 -23 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 52.1 2.0 26.2 4.7 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 17,804 : : Positions : : 16,208 15,422 366 1,092 1,195 0 0 0 0 0 0 : : : : Changes from: June 8, 2010 : : 655 795 0 -140 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 86.6 2.1 6.1 6.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 14 . 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 404,163 : : Positions : : 139,434 249,880 87,148 2,238 34,449 24,755 10,786 30,076 11,444 7,488 33,419 : : : : Changes from: June 8, 2010 : : 18,207 20,880 814 708 133 -1,171 -4,251 -1,868 47 1,312 1,410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 61.8 21.6 0.6 8.5 6.1 2.7 7.4 2.8 1.9 8.3 : : : : Number of Traders in Each Category Total Traders: 142 : : 53 64 19 . 18 18 15 19 10 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 121,457 : : Positions : : 62,433 65,991 9,991 249 17,417 0 1,288 0 920 6,926 24,292 : : : : Changes from: June 8, 2010 : : 4,926 3,938 -669 -77 1,958 0 237 0 47 395 802 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 54.3 8.2 0.2 14.3 0.0 1.1 0.0 0.8 5.7 20.0 : : : : 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 15, 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 12,521 : : Positions : : 6,924 8,396 2,697 1,247 1,808 0 0 0 675 618 352 : : : : Changes from: June 8, 2010 : : 113 263 60 0 315 0 0 0 75 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 67.1 21.5 10.0 14.4 0.0 0.0 0.0 5.4 4.9 2.8 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 29 10 5 9 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 15,359 : : Positions : : 8,635 5,570 2,409 6,360 1,989 1,147 0 0 275 550 400 : : : : Changes from: June 8, 2010 : : 0 0 -180 0 0 0 0 0 150 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 36.3 15.7 41.4 13.0 7.5 0.0 0.0 1.8 3.6 2.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 15 8 9 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 11,532 : : Positions : : 5,365 5,876 735 3,754 876 380 0 80 3,228 0 516 : : : : Changes from: June 8, 2010 : : 126 426 0 300 0 0 0 0 600 0 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 51.0 6.4 32.6 7.6 3.3 0.0 0.7 28.0 0.0 4.5 : : : : 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 15, 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 4,453 : : Positions : : 1,609 2,015 446 330 440 0 0 0 802 104 124 : : : : Changes from: June 8, 2010 : : 83 0 0 53 65 0 0 0 1 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 45.3 10.0 7.4 9.9 0.0 0.0 0.0 18.0 2.3 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 8, 2010 : : . . . . . . . . . . . : : : : 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- Options and Futures Combined Positions as of June 15, 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 11,500 : : Positions : : 8,263 8,762 359 509 597 1,017 234 221 284 595 295 : : : : Changes from: June 8, 2010 : : 328 368 43 0 -124 0 31 24 29 3 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 76.2 3.1 4.4 5.2 8.8 2.0 1.9 2.5 5.2 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 14 . . . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 4,381 : : Positions : : 4,031 1,952 0 885 76 0 0 0 30 1,285 0 : : : : Changes from: June 8, 2010 : : 82 177 0 15 0 0 0 0 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 44.6 0.0 20.2 1.7 0.0 0.0 0.0 0.7 29.3 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 15, 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 518,103 : : Positions : : 110,943 173,601 62,539 41,174 155,854 28,430 4,637 38,594 18,071 904 84,044 : : : : Changes from: June 8, 2010 : : 5,257 3,008 -8,005 6,472 6,155 1,014 -5,701 -91 854 -4,565 -3,886 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 33.5 12.1 7.9 30.1 5.5 0.9 7.4 3.5 0.2 16.2 : : : : Number of Traders in Each Category Total Traders: 105 : : 35 39 11 21 28 10 7 15 10 4 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 2,743,670 : : Positions : : 364,728 574,583 270,080 170,182 815,115 184,544 86,581 319,939 79,874 63,157 619,345 : : : : Changes from: June 8, 2010 : : 9,601 8,201 757 922 -12,991 5,992 -17,562 -16,591 -1,811 10,065 -25,024 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 20.9 9.8 6.2 29.7 6.7 3.2 11.7 2.9 2.3 22.6 : : : : Number of Traders in Each Category Total Traders: 359 : : 58 62 17 21 37 68 48 80 64 69 110 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 109,796 : : Positions : : 58,144 26,601 6,493 1,094 10,532 1,860 23,129 4,785 0 14,791 27,099 : : : : Changes from: June 8, 2010 : : -3,636 -2,473 38 207 -542 -25 -1,099 -265 0 -465 -1,373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 24.2 5.9 1.0 9.6 1.7 21.1 4.4 0.0 13.5 24.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 16 4 . 6 . 7 5 0 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 248,697 : : Positions : : 54,849 49,555 67,458 62,404 49,139 15,554 0 165 24,089 24,527 13,484 : : : : Changes from: June 8, 2010 : : 1,912 3,378 2,098 546 1,086 -521 0 82 476 -1,057 2,567 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 19.9 27.1 25.1 19.8 6.3 0.0 0.1 9.7 9.9 5.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 12 10 8 14 . 0 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 142,096 : : Positions : : 12,595 12,744 13,365 29,715 63,697 21,030 4,242 18,687 1,468 1,527 8,919 : : : : Changes from: June 8, 2010 : : -221 -1,069 -739 1,535 -4,416 599 -834 -761 147 -26 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 9.0 9.4 20.9 44.8 14.8 3.0 13.2 1.0 1.1 6.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 10 10 10 8 17 17 . 15 9 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 640,419 : : Positions : : 122,902 107,326 55,916 112,446 288,654 0 2,710 19,492 41,110 382 90,471 : : : : Changes from: June 8, 2010 : : 285 -651 4,776 5,497 915 0 1,459 -3,142 89 18 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 16.8 8.7 17.6 45.1 0.0 0.4 3.0 6.4 0.1 14.1 : : : : 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 15, 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 54,940 : : Positions : : 21,274 28,251 12,345 5,720 15,707 25 130 525 482 25 33 : : : : Changes from: June 8, 2010 : : 1,372 1,587 848 625 -112 25 0 0 -33 0 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 51.4 22.5 10.4 28.6 0.0 0.2 1.0 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 26 12 8 16 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 122,563 : : Positions : : 15,256 9,102 36,545 24,705 43,989 11,772 24,033 5,901 1,343 7,483 2,419 : : : : Changes from: June 8, 2010 : : 0 -30 -80 -928 395 -704 1,011 -1,976 0 -500 632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 7.4 29.8 20.2 35.9 9.6 19.6 4.8 1.1 6.1 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 6 6 8 11 18 5 9 10 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 37,702 : : Positions : : 2,276 2,492 8,389 4,563 15,000 0 3,174 10,192 0 400 0 : : : : Changes from: June 8, 2010 : : 0 -73 4 -551 142 -628 0 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 6.6 22.3 12.1 39.8 0.0 8.4 27.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 5 12 0 . 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 80,379 : : Positions : : 10,804 5,931 15,673 20,062 21,076 1,162 0 0 732 0 1,140 : : : : Changes from: June 8, 2010 : : 0 -210 -216 257 1,062 0 0 0 -30 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 7.4 19.5 25.0 26.2 1.4 0.0 0.0 0.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 7 5 7 11 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 22,445 : : Positions : : 7,275 6,110 5,725 11,490 4,095 4,744 0 0 0 450 300 : : : : Changes from: June 8, 2010 : : 150 375 -75 900 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 27.2 25.5 51.2 18.2 21.1 0.0 0.0 0.0 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 14 7 11 13 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 282,224 : : Positions : : 106,691 191,851 46,191 453 15,940 36,113 16,623 19,612 18,173 3,247 20,412 : : : : Changes from: June 8, 2010 : : -4,257 7,625 1,212 -412 -1,072 2,748 -4,954 -640 -1,390 -315 1,570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 68.0 16.4 0.2 5.6 12.8 5.9 6.9 6.4 1.2 7.2 : : : : Number of Traders in Each Category Total Traders: 195 : : 61 77 16 . 13 32 23 28 13 19 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 28,547 : : Positions : : 13,885 19,631 1,836 2,830 108 2,550 130 1,354 3,465 0 192 : : : : Changes from: June 8, 2010 : : 852 804 75 75 0 102 0 -51 -65 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 68.8 6.4 9.9 0.4 8.9 0.5 4.7 12.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 18,607 : : Positions : : 15,837 12,953 790 2,890 580 250 1,550 300 0 0 0 : : : : Changes from: June 8, 2010 : : -1,600 -1,390 -375 -290 320 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 69.6 4.2 15.5 3.1 1.3 8.3 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 7 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 8,322 : : Positions : : 4,709 4,806 588 751 1,775 150 0 0 350 240 350 : : : : Changes from: June 8, 2010 : : 350 0 0 250 125 0 0 0 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 57.8 7.1 9.0 21.3 1.8 0.0 0.0 4.2 2.9 4.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 17 21 4 7 12 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 98,570 : : Positions : : 83,157 85,979 5,915 6,484 3,611 2,060 341 1,896 625 0 25 : : : : Changes from: June 8, 2010 : : 9,251 9,318 40 -266 190 -300 0 250 25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 87.2 6.0 6.6 3.7 2.1 0.3 1.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 27 6 6 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 23,653 : : Positions : : 13,950 21,933 6,950 15 1,340 1,400 0 0 0 0 0 : : : : Changes from: June 8, 2010 : : -25 1,115 1,140 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 92.7 29.4 0.1 5.7 5.9 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 15, 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 7,120 3,619 2,549 1,413 0 150 0 200 400 0 : : : : Changes from: June 8, 2010 : : 0 -100 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 61.2 31.1 21.9 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 15, 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 3,330 : : Positions : : 363 1,859 1,284 134 196 225 0 0 9 0 85 : : : : Changes from: June 8, 2010 : : -6 80 15 -10 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 55.8 38.6 4.0 5.9 6.8 0.0 0.0 0.3 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 11 7 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 20,046 : : Positions : : 14,073 16,827 2,856 1,324 1,125 150 50 0 466 0 0 : : : : Changes from: June 8, 2010 : : 157 534 227 11 -118 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 83.9 14.2 6.6 5.6 0.7 0.2 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 6 . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 20,642 : : Positions : : 11,655 10,622 5,476 5,569 1,976 0 2,143 0 1,142 50 37 : : : : Changes from: June 8, 2010 : : -75 0 150 75 -72 0 0 0 -96 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 51.5 26.5 27.0 9.6 0.0 10.4 0.0 5.5 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 15, 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 11,546 : : Positions : : 7,981 8,751 1,059 1,572 1,025 898 0 162 403 0 0 : : : : Changes from: June 8, 2010 : : 882 -119 -541 680 100 45 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 75.8 9.2 13.6 8.9 7.8 0.0 1.4 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 19 4 4 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 37,006 : : Positions : : 8,284 20,916 12,184 3,253 8,024 300 360 100 2,156 531 1,523 : : : : Changes from: June 8, 2010 : : -111 -586 -411 0 12 0 0 0 111 -50 383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 56.5 32.9 8.8 21.7 0.8 1.0 0.3 5.8 1.4 4.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 12 22 13 5 15 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 18, 2010