GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 35,234: 26,070 29,541 5,041 1,663 2,880 0 0 0 1,058 597 57: 128 496 Old : 35,234: 26,070 29,541 5,041 1,663 2,880 0 0 0 1,058 597 57: 128 496 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -7,579: -5,779 -5,765 -78 -635 -1,150 0 0 0 -560 33 0: -12 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 83.8 14.3 4.7 8.2 0.0 0.0 0.0 3.0 1.7 0.2: 0.4 1.4 Old : 100.0: 74.0 83.8 14.3 4.7 8.2 0.0 0.0 0.0 3.0 1.7 0.2: 0.4 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 29 30 11 5 14 0 0 0 . . .: Old : 56: 29 30 11 5 14 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.6 35.3 50.7 55.2 18.8 21.6 28.0 31.5 Old : 30.6 35.3 50.7 55.2 18.8 21.6 28.0 31.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 14,153: 10,938 12,243 2,238 933 842 0 0 0 0 0 0: 135 135 Old : 14,153: 10,938 12,243 2,238 933 842 0 0 0 0 0 0: 135 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -138: 628 -700 -738 584 -37 0 0 0 0 0 0: 9 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 86.5 15.8 6.6 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 1.0 Old : 100.0: 77.3 86.5 15.8 6.6 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 18 21 4 5 6 0 0 0 0 0 0: Old : 35: 18 21 4 5 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 47.7 63.0 71.2 32.9 44.9 52.5 59.6 Old : 37.6 47.7 63.0 71.2 32.9 44.9 52.5 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 9,807: 5,732 6,128 829 101 1,700 0 0 0 0 423 55: 1,491 1,400 Old : 9,807: 5,732 6,128 829 101 1,700 0 0 0 0 423 55: 1,491 1,400 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -790: -549 -515 -119 -122 9 0 0 0 -98 2 -112: 79 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 62.5 8.5 1.0 17.3 0.0 0.0 0.0 0.0 4.3 0.6: 15.2 14.3 Old : 100.0: 58.4 62.5 8.5 1.0 17.3 0.0 0.0 0.0 0.0 4.3 0.6: 15.2 14.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 24 26 8 . 11 0 0 0 0 . .: Old : 40: 24 26 8 . 11 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 24.4 52.5 38.6 17.4 9.8 24.2 16.9 Old : 34.5 24.4 52.5 38.6 17.4 9.8 24.2 16.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 6,244: 3,255 4,226 1,118 58 710 0 0 0 298 208 355: 508 687 Old : 6,244: 3,255 4,226 1,118 58 710 0 0 0 298 208 355: 508 687 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -1,861: -575 -1,622 -619 21 -220 0 0 0 -328 50 -86: -33 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.1 67.7 17.9 0.9 11.4 0.0 0.0 0.0 4.8 3.3 5.7: 8.1 11.0 Old : 100.0: 52.1 67.7 17.9 0.9 11.4 0.0 0.0 0.0 4.8 3.3 5.7: 8.1 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 31 40 10 . 12 0 0 0 4 5 8: Old : 64: 31 40 10 . 12 0 0 0 4 5 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.1 21.2 40.9 32.9 16.0 18.3 27.5 27.0 Old : 24.1 21.2 40.9 32.9 16.0 18.3 27.5 27.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,763: 903 796 73 590 468 0 210 0 565 130 150: 604 419 Old : 2,763: 903 796 73 590 468 0 210 0 565 130 150: 604 419 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -424: -194 -365 -144 65 -90 0 0 0 21 -35 -66: 49 67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 28.8 2.6 21.4 16.9 0.0 7.6 0.0 20.4 4.7 5.4: 21.9 15.2 Old : 100.0: 32.7 28.8 2.6 21.4 16.9 0.0 7.6 0.0 20.4 4.7 5.4: 21.9 15.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 7 8 . 4 7 0 . 0 . . .: Old : 21: 7 8 . 4 7 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 42.1 67.7 63.7 37.0 33.5 41.8 44.7 Old : 47.3 42.1 67.7 63.7 37.0 33.5 41.8 44.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 10,796: 5,630 8,591 4,336 1,145 665 0 0 0 0 0 0: 165 395 Old : 10,796: 5,630 8,591 4,336 1,145 665 0 0 0 0 0 0: 165 395 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -1,849: -630 -1,385 -1,129 -301 -75 0 0 0 0 0 0: -15 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.1 79.6 40.2 10.6 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 3.7 Old : 100.0: 52.1 79.6 40.2 10.6 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 12 4 4 . 0 0 0 0 0 0: Old : 24: 13 12 4 4 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 56.1 83.5 82.0 57.5 51.4 70.0 64.3 Old : 61.5 56.1 83.5 82.0 57.5 51.4 70.0 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 12,746: 8,452 8,491 3,007 1,299 1,152 0 0 0 0 1,753 30: 105 21 Old : 12,746: 8,452 8,491 3,007 1,299 1,152 0 0 0 0 1,753 30: 105 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -3,771: -2,853 -3,512 -984 -90 346 0 0 0 0 -515 0: -280 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 66.6 23.6 10.2 9.0 0.0 0.0 0.0 0.0 13.8 0.2: 0.8 0.2 Old : 100.0: 66.3 66.6 23.6 10.2 9.0 0.0 0.0 0.0 0.0 13.8 0.2: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 13 5 4 . 0 0 0 0 . .: Old : 29: 16 13 5 4 . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 48.6 65.6 76.3 35.8 41.4 53.7 59.0 Old : 42.6 48.6 65.6 76.3 35.8 41.4 53.7 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 314,662: 105,522 203,675 60,315 8,108 12,599 51,332 5,676 22,018 8,512 22,896 13,527: 40,837 26,163 Old : 314,662: 105,522 203,675 60,315 8,108 12,599 51,332 5,676 22,018 8,512 22,896 13,527: 40,837 26,163 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 14,291: 2,780 10,881 2,166 -244 -720 8,816 -517 1,383 -90 2,527 -664: 620 1,645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 64.7 19.2 2.6 4.0 16.3 1.8 7.0 2.7 7.3 4.3: 13.0 8.3 Old : 100.0: 33.5 64.7 19.2 2.6 4.0 16.3 1.8 7.0 2.7 7.3 4.3: 13.0 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 158: 44 60 15 7 15 36 9 21 9 13 21: Old : 158: 44 60 15 7 15 36 9 21 9 13 21: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.7 27.5 29.1 37.7 12.6 16.8 20.4 22.8 Old : 18.7 27.5 29.1 37.7 12.6 16.8 20.4 22.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 14,202: 8,303 8,535 1,910 3,118 1,724 300 0 50 1,601 461 264: 50 50 Old : 14,202: 8,303 8,535 1,910 3,118 1,724 300 0 50 1,601 461 264: 50 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -3,240: -2,447 -2,966 -909 676 -80 0 0 0 896 -630 -190: -510 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 60.1 13.4 22.0 12.1 2.1 0.0 0.4 11.3 3.2 1.9: 0.4 0.4 Old : 100.0: 58.5 60.1 13.4 22.0 12.1 2.1 0.0 0.4 11.3 3.2 1.9: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 66: 29 31 7 6 9 . 0 . . . 4: Old : 66: 29 31 7 6 9 . 0 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.8 31.8 46.7 49.7 24.7 28.6 38.1 44.1 Old : 27.8 31.8 46.7 49.7 24.7 28.6 38.1 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,970: 5,065 4,357 1,053 2,120 363 1,149 450 0 174 535 145: 21 0 Old : 7,970: 5,065 4,357 1,053 2,120 363 1,149 450 0 174 535 145: 21 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 90: 645 -112 -726 -311 213 -51 300 0 84 75 -75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.6 54.7 13.2 26.6 4.6 14.4 5.6 0.0 2.2 6.7 1.8: 0.3 0.0 Old : 100.0: 63.6 54.7 13.2 26.6 4.6 14.4 5.6 0.0 2.2 6.7 1.8: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 15 13 6 7 6 4 . 0 . . .: Old : 45: 15 13 6 7 6 4 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 43.5 60.3 71.5 37.3 42.7 59.3 66.9 Old : 37.3 43.5 60.3 71.5 37.3 42.7 59.3 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 5,212: 1,478 1,246 1,288 1,572 781 378 0 0 0 816 0: 1,287 797 Old : 5,212: 1,478 1,246 1,288 1,572 781 378 0 0 0 816 0: 1,287 797 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -531: 9 -455 -22 -57 -409 -90 0 0 0 396 0: -19 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 23.9 24.7 30.2 15.0 7.3 0.0 0.0 0.0 15.7 0.0: 24.7 15.3 Old : 100.0: 28.4 23.9 24.7 30.2 15.0 7.3 0.0 0.0 0.0 15.7 0.0: 24.7 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 4 5 6 8 . 0 0 0 . 0: Old : 20: 6 4 5 6 8 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.8 49.3 57.6 69.9 29.1 41.6 41.8 51.3 Old : 36.8 49.3 57.6 69.9 29.1 41.6 41.8 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 9,072: 6,621 7,029 0 493 289 0 87 301 920 118 367: 574 388 Old : 9,072: 6,621 7,029 0 493 289 0 87 301 920 118 367: 574 388 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 797: 847 764 0 103 23 -98 80 -61 97 12 -16: 5 -108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 77.5 0.0 5.4 3.2 0.0 1.0 3.3 10.1 1.3 4.0: 6.3 4.3 Old : 100.0: 73.0 77.5 0.0 5.4 3.2 0.0 1.0 3.3 10.1 1.3 4.0: 6.3 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 18 22 0 . . 0 . . 5 . 5: Old : 39: 18 22 0 . . 0 . . 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 40.1 60.0 65.0 25.3 21.0 35.4 29.4 Old : 36.4 40.1 60.0 65.0 25.3 21.0 35.4 29.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 9,618: 9,174 8,121 112 182 165 0 98 25 67 804 23: 52 200 Old : 9,618: 9,174 8,121 112 182 165 0 98 25 67 804 23: 52 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -2,416: -1,730 -1,994 -177 4 22 0 -120 0 -179 -42 -208: -144 -78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.4 84.4 1.2 1.9 1.7 0.0 1.0 0.3 0.7 8.4 0.2: 0.5 2.1 Old : 100.0: 95.4 84.4 1.2 1.9 1.7 0.0 1.0 0.3 0.7 8.4 0.2: 0.5 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 31 31 . . . 0 . . . . .: Old : 49: 31 31 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 50.9 53.3 64.4 32.7 47.5 46.2 56.7 Old : 33.3 50.9 53.3 64.4 32.7 47.5 46.2 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 1,091: 851 1,016 155 0 25 0 0 0 25 0 0: 35 50 Old : 1,091: 851 1,016 155 0 25 0 0 0 25 0 0: 35 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -333: -403 -243 45 -50 -15 0 0 0 25 0 0: 15 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 93.1 14.2 0.0 2.3 0.0 0.0 0.0 2.3 0.0 0.0: 3.2 4.6 Old : 100.0: 78.0 93.1 14.2 0.0 2.3 0.0 0.0 0.0 2.3 0.0 0.0: 3.2 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 12 . 0 . 0 0 0 . 0 0: Old : 20: 9 12 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.6 68.5 89.8 85.0 72.0 68.4 85.3 82.1 Old : 75.6 68.5 89.8 85.0 72.0 68.4 85.3 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,341: 835 834 0 0 0 0 0 0 124 0 29: 353 478 Old : 1,341: 835 834 0 0 0 0 0 0 124 0 29: 353 478 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -449: -449 -278 0 -70 -20 0 0 0 46 -8 -48: 22 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.3 62.2 0.0 0.0 0.0 0.0 0.0 0.0 9.2 0.0 2.2: 26.3 35.6 Old : 100.0: 62.3 62.2 0.0 0.0 0.0 0.0 0.0 0.0 9.2 0.0 2.2: 26.3 35.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 17 15 0 0 0 0 0 0 . 0 .: Old : 22: 17 15 0 0 0 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 37.0 48.2 51.7 24.5 34.0 41.2 45.6 Old : 29.2 37.0 48.2 51.7 24.5 34.0 41.2 45.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 467,537: 153,537 166,075 31,096 65,432 100,078 42,452 7,747 34,729 17,495 13,771 51,613: 36,537 28,092 Old : 467,537: 153,537 166,075 31,096 65,432 100,078 42,452 7,747 34,729 17,495 13,771 51,613: 36,537 28,092 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 6,928: 6,654 -10,424 -250 944 -730 -811 6,461 -1,150 -4,105 6,406 -1,161: 8,481 6,582 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 35.5 6.7 14.0 21.4 9.1 1.7 7.4 3.7 2.9 11.0: 7.8 6.0 Old : 100.0: 32.8 35.5 6.7 14.0 21.4 9.1 1.7 7.4 3.7 2.9 11.0: 7.8 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 134: 40 37 14 16 29 18 6 14 20 11 31: Old : 134: 40 37 14 16 29 18 6 14 20 11 31: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.3 14.7 28.1 26.3 6.5 9.3 12.1 15.9 Old : 16.3 14.7 28.1 26.3 6.5 9.3 12.1 15.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,515,910: 199,725 390,487 244,304 261,121 245,196 236,116 57,899 208,285 99,079 101,172 185,407: 97,798 66,343 Old : 1,515,910: 199,725 390,487 244,304 261,121 245,196 236,116 57,899 208,285 99,079 101,172 185,407: 97,798 66,343 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 7,492: 9,583 4,123 4,802 -1,778 -5,687 -10,118 17,492 -5,577 7,987 -4,610 -1,061: 7,563 4,590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 25.8 16.1 17.2 16.2 15.6 3.8 13.7 6.5 6.7 12.2: 6.5 4.4 Old : 100.0: 13.2 25.8 16.1 17.2 16.2 15.6 3.8 13.7 6.5 6.7 12.2: 6.5 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 350: 47 58 21 24 37 79 40 72 63 43 93: Old : 350: 47 58 21 24 37 79 40 72 63 43 93: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.5 12.8 26.7 23.0 13.6 11.6 18.4 17.4 Old : 17.5 12.8 26.7 23.0 13.6 11.6 18.4 17.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 213,573: 50,495 36,697 36,007 80,010 26,702 1,141 0 198 55,524 13,441 3,595: 39,911 52,930 Old : 213,573: 50,495 36,697 36,007 80,010 26,702 1,141 0 198 55,524 13,441 3,595: 39,911 52,930 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -8,486: -1,818 -958 -3,555 1,680 -2,325 202 0 -68 1,442 -429 -1,338: -1,026 -5,048 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 17.2 16.9 37.5 12.5 0.5 0.0 0.1 26.0 6.3 1.7: 18.7 24.8 Old : 100.0: 23.6 17.2 16.9 37.5 12.5 0.5 0.0 0.1 26.0 6.3 1.7: 18.7 24.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 6 8 8 7 15 . 0 . 6 . 5: Old : 34: 6 8 8 7 15 . 0 . 6 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 30.1 56.9 48.2 41.2 25.9 54.6 42.6 Old : 42.8 30.1 56.9 48.2 41.2 25.9 54.6 42.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 29,444: 16,322 17,593 6,962 3,693 5,520 0 200 500 0 1,798 75: 65 65 Old : 29,444: 16,322 17,593 6,962 3,693 5,520 0 200 500 0 1,798 75: 65 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -5,905: -3,880 -3,877 563 -251 -2,228 0 200 -200 0 623 -150: -10 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 59.8 23.6 12.5 18.7 0.0 0.7 1.7 0.0 6.1 0.3: 0.2 0.2 Old : 100.0: 55.4 59.8 23.6 12.5 18.7 0.0 0.7 1.7 0.0 6.1 0.3: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 21 23 9 4 11 0 . . 0 5 .: Old : 48: 21 23 9 4 11 0 . . 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 39.7 62.4 58.5 23.2 22.1 32.1 32.7 Old : 47.4 39.7 62.4 58.5 23.2 22.1 32.1 32.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 71,504: 11,071 3,853 33,282 24,191 16,783 2,715 9,449 3,946 0 8,336 652: 3,055 4,294 Old : 71,504: 11,071 3,853 33,282 24,191 16,783 2,715 9,449 3,946 0 8,336 652: 3,055 4,294 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 1,714: 0 0 -183 1,067 299 -56 -1,750 1,806 0 0 0: -152 292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 5.4 46.5 33.8 23.5 3.8 13.2 5.5 0.0 11.7 0.9: 4.3 6.0 Old : 100.0: 15.5 5.4 46.5 33.8 23.5 3.8 13.2 5.5 0.0 11.7 0.9: 4.3 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 5 4 10 10 16 4 4 7 0 . .: Old : 37: 5 4 10 10 16 4 4 7 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 39.9 72.7 63.4 46.1 34.7 58.4 48.1 Old : 55.9 39.9 72.7 63.4 46.1 34.7 58.4 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 31,699: 1,583 3,274 11,504 11,971 9,318 2,608 1,403 2,437 0 233 982: 3,267 2,081 Old : 31,699: 1,583 3,274 11,504 11,971 9,318 2,608 1,403 2,437 0 233 982: 3,267 2,081 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 406: 0 0 -68 -98 456 -50 0 0 0 0 0: 68 48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 10.3 36.3 37.8 29.4 8.2 4.4 7.7 0.0 0.7 3.1: 10.3 6.6 Old : 100.0: 5.0 10.3 36.3 37.8 29.4 8.2 4.4 7.7 0.0 0.7 3.1: 10.3 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: . 4 7 5 11 . . 4 0 . .: Old : 23: . 4 7 5 11 . . 4 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 55.1 68.9 69.9 33.7 41.0 43.3 49.3 Old : 48.0 55.1 68.9 69.9 33.7 41.0 43.3 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,305: 4,945 3,005 3,845 7,950 3,950 2,040 205 0 525 150 0: 0 45 Old : 15,305: 4,945 3,005 3,845 7,950 3,950 2,040 205 0 525 150 0: 0 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -315: -350 0 315 -55 -310 -210 -82 0 300 150 0: -60 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.3 19.6 25.1 51.9 25.8 13.3 1.3 0.0 3.4 1.0 0.0: 0.0 0.3 Old : 100.0: 32.3 19.6 25.1 51.9 25.8 13.3 1.3 0.0 3.4 1.0 0.0: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 10 10 5 7 7 4 . 0 . . 0: Old : 35: 10 10 5 7 7 4 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 64.2 56.6 83.0 27.9 54.0 43.6 59.9 Old : 35.9 64.2 56.6 83.0 27.9 54.0 43.6 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 251,327: 89,228 174,146 33,892 11,198 18,379 52,048 3,450 16,282 15,425 8,094 5,551: 20,522 14,227 Old : 251,327: 89,228 174,146 33,892 11,198 18,379 52,048 3,450 16,282 15,425 8,094 5,551: 20,522 14,227 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -2,781: -4,875 -1,620 -373 652 -635 -2,100 -2,940 707 2,449 -1,044 547: 1,499 1,552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 69.3 13.5 4.5 7.3 20.7 1.4 6.5 6.1 3.2 2.2: 8.2 5.7 Old : 100.0: 35.5 69.3 13.5 4.5 7.3 20.7 1.4 6.5 6.1 3.2 2.2: 8.2 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 185: 53 72 16 7 14 47 11 28 15 6 16: Old : 185: 53 72 16 7 14 47 11 28 15 6 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.6 27.6 32.8 41.2 11.9 15.1 20.3 23.2 Old : 21.6 27.6 32.8 41.2 11.9 15.1 20.3 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 25,260: 8,766 19,777 2,549 0 555 1,968 251 123 4,877 0 475: 5,947 4,079 Old : 25,260: 8,766 19,777 2,549 0 555 1,968 251 123 4,877 0 475: 5,947 4,079 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -5,875: -2,667 -5,459 -661 -426 -113 -901 10 -10 -1,131 0 -306: -86 429 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 78.3 10.1 0.0 2.2 7.8 1.0 0.5 19.3 0.0 1.9: 23.5 16.1 Old : 100.0: 34.7 78.3 10.1 0.0 2.2 7.8 1.0 0.5 19.3 0.0 1.9: 23.5 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 12 15 4 0 . . . . . 0 .: Old : 28: 12 15 4 0 . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 41.8 59.8 63.6 42.7 38.4 54.3 58.8 Old : 45.8 41.8 59.8 63.6 42.7 38.4 54.3 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 4,576: 2,156 3,419 1,582 319 438 0 0 0 0 0 400: 0 0 Old : 4,576: 2,156 3,419 1,582 319 438 0 0 0 0 0 400: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -357: -621 80 373 -53 -59 0 0 0 0 -325 0: -50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.1 74.7 34.6 7.0 9.6 0.0 0.0 0.0 0.0 0.0 8.7: 0.0 0.0 Old : 100.0: 47.1 74.7 34.6 7.0 9.6 0.0 0.0 0.0 0.0 0.0 8.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 15 19 8 . 7 0 0 0 0 0 .: Old : 34: 15 19 8 . 7 0 0 0 0 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 35.0 55.1 58.5 28.3 29.5 41.2 40.8 Old : 31.0 35.0 55.1 58.5 28.3 29.5 41.2 40.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 56,338: 38,751 36,053 10,138 14,999 5,128 1,421 0 83 0 0 0: 817 75 Old : 56,338: 38,751 36,053 10,138 14,999 5,128 1,421 0 83 0 0 0: 817 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -3,386: -3,735 -1,450 934 -1,145 -557 99 -74 -160 0 0 0: 33 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.8 64.0 18.0 26.6 9.1 2.5 0.0 0.1 0.0 0.0 0.0: 1.5 0.1 Old : 100.0: 68.8 64.0 18.0 26.6 9.1 2.5 0.0 0.1 0.0 0.0 0.0: 1.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 33 22 10 7 9 4 0 . 0 0 0: Old : 58: 33 22 10 7 9 4 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 49.4 68.5 72.1 23.6 28.6 30.9 41.6 Old : 49.0 49.4 68.5 72.1 23.6 28.6 30.9 41.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 10,535: 6,900 10,230 3,155 0 305 0 0 0 0 0 0: 175 0 Old : 10,535: 6,900 10,230 3,155 0 305 0 0 0 0 0 0: 175 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -1,740: -1,250 -1,710 -435 0 -30 0 0 0 0 0 0: -25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.5 97.1 29.9 0.0 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 0.0 Old : 100.0: 65.5 97.1 29.9 0.0 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 7 5 0 . 0 0 0 0 0 0: Old : 21: 14 7 5 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 94.5 76.6 99.1 51.7 88.1 71.0 88.1 Old : 56.1 94.5 76.6 99.1 51.7 88.1 71.0 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 18,561: 14,597 13,686 3,090 4,185 690 0 0 0 164 0 0: 20 0 Old : 18,561: 14,597 13,686 3,090 4,185 690 0 0 0 164 0 0: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -810: -1,207 -615 253 -195 0 0 0 0 164 0 0: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 73.7 16.6 22.5 3.7 0.0 0.0 0.0 0.9 0.0 0.0: 0.1 0.0 Old : 100.0: 78.6 73.7 16.6 22.5 3.7 0.0 0.0 0.0 0.9 0.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 8 9 7 4 . 0 0 0 . 0 0: Old : 25: 8 9 7 4 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.1 76.5 90.8 97.3 63.7 60.0 71.5 73.7 Old : 76.1 76.5 90.8 97.3 63.7 60.0 71.5 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 6,790: 4,410 2,275 1,685 470 410 0 335 0 0 3,275 25: 260 0 Old : 6,790: 4,410 2,275 1,685 470 410 0 335 0 0 3,275 25: 260 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -1,275: -520 -550 -835 -185 -60 0 -5 0 -145 -500 25: 260 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 33.5 24.8 6.9 6.0 0.0 4.9 0.0 0.0 48.2 0.4: 3.8 0.0 Old : 100.0: 64.9 33.5 24.8 6.9 6.0 0.0 4.9 0.0 0.0 48.2 0.4: 3.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 18 15 8 5 4 0 . 0 0 . .: Old : 42: 18 15 8 5 4 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 64.8 64.6 80.1 37.6 60.9 54.2 70.8 Old : 42.1 64.8 64.6 80.1 37.6 60.9 54.2 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 10,631: 5,680 6,907 1,765 1,963 1,439 99 0 0 1,125 0 105: 418 217 Old : 10,631: 5,680 6,907 1,765 1,963 1,439 99 0 0 1,125 0 105: 418 217 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -1,605: -988 -1,442 -459 -51 -57 -25 0 0 45 0 -45: -76 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 65.0 16.6 18.5 13.5 0.9 0.0 0.0 10.6 0.0 1.0: 3.9 2.0 Old : 100.0: 53.4 65.0 16.6 18.5 13.5 0.9 0.0 0.0 10.6 0.0 1.0: 3.9 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 12 14 7 5 8 . 0 0 . 0 .: Old : 32: 12 14 7 5 8 . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 51.9 69.0 73.8 34.6 39.1 47.9 48.8 Old : 48.2 51.9 69.0 73.8 34.6 39.1 47.9 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 17,922: 8,708 6,531 5,176 3,657 2,848 155 1,500 244 416 2,714 318: 57 110 Old : 17,922: 8,708 6,531 5,176 3,657 2,848 155 1,500 244 416 2,714 318: 57 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -1,445: -723 -1,740 249 184 -380 -407 900 32 -38 -333 -190: 12 82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.6 36.4 28.9 20.4 15.9 0.9 8.4 1.4 2.3 15.1 1.8: 0.3 0.6 Old : 100.0: 48.6 36.4 28.9 20.4 15.9 0.9 8.4 1.4 2.3 15.1 1.8: 0.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 22 21 11 8 13 . . . . . .: Old : 58: 22 21 11 8 13 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 37.9 52.3 56.8 26.2 36.3 42.3 49.8 Old : 34.9 37.9 52.3 56.8 26.2 36.3 42.3 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 10,715: 9,211 6,129 274 3,451 446 163 56 247 0 105 150: 224 131 Old : 10,715: 9,211 6,129 274 3,451 446 163 56 247 0 105 150: 224 131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -1,742: -959 -1,096 52 -196 -272 -401 56 -86 0 -90 0: -76 -58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 57.2 2.6 32.2 4.2 1.5 0.5 2.3 0.0 1.0 1.4: 2.1 1.2 Old : 100.0: 86.0 57.2 2.6 32.2 4.2 1.5 0.5 2.3 0.0 1.0 1.4: 2.1 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 22 20 . 8 . . . . 0 . .: Old : 37: 22 20 . 8 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 42.4 65.9 61.0 35.9 34.3 45.4 44.6 Old : 42.6 42.4 65.9 61.0 35.9 34.3 45.4 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 31,644: 5,129 19,152 5,135 4,523 6,088 4,714 0 237 9,073 560 844: 424 240 Old : 31,644: 5,129 19,152 5,135 4,523 6,088 4,714 0 237 9,073 560 844: 424 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -1,914: -419 -1,234 -624 -149 -401 -717 0 63 420 -3 -190: -46 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 60.5 16.2 14.3 19.2 14.9 0.0 0.7 28.7 1.8 2.7: 1.3 0.8 Old : 100.0: 16.2 60.5 16.2 14.3 19.2 14.9 0.0 0.7 28.7 1.8 2.7: 1.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 12 15 10 8 13 6 0 . 8 . 4: Old : 58: 12 15 10 8 13 6 0 . 8 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 56.4 53.5 72.2 32.6 51.8 51.5 64.1 Old : 33.5 56.4 53.5 72.2 32.6 51.8 51.5 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,291: 7,940 6,227 139 3,379 673 1,856 0 614 1,651 0 0: 2,418 4,398 Old : 15,291: 7,940 6,227 139 3,379 673 1,856 0 614 1,651 0 0: 2,418 4,398 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -3,332: -3,063 -2,533 -325 -207 -98 -338 -518 -206 368 0 0: 330 230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 40.7 0.9 22.1 4.4 12.1 0.0 4.0 10.8 0.0 0.0: 15.8 28.8 Old : 100.0: 51.9 40.7 0.9 22.1 4.4 12.1 0.0 4.0 10.8 0.0 0.0: 15.8 28.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 9 . 4 . . 0 . . 0 0: Old : 21: 11 9 . 4 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 41.0 67.7 60.8 38.3 37.0 58.0 49.2 Old : 41.4 41.0 67.7 60.8 38.3 37.0 58.0 49.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011