GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, June 28, 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 : 36,519: 25,435 30,222 5,330 1,518 3,436 0 0 0 2,165 807 0: 153 536 Old : 36,519: 25,435 30,222 5,330 1,518 3,436 0 0 0 2,165 807 0: 153 536 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 887: -86 662 237 -66 159 0 0 0 532 87 0: 45 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.6 82.8 14.6 4.2 9.4 0.0 0.0 0.0 5.9 2.2 0.0: 0.4 1.5 Old : 100.0: 69.6 82.8 14.6 4.2 9.4 0.0 0.0 0.0 5.9 2.2 0.0: 0.4 1.5 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: 30 32 10 6 13 0 0 0 . . 0: Old : 58: 30 32 10 6 13 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 : 29.5 29.3 47.6 48.3 17.5 15.8 27.3 26.3 Old : 29.5 29.3 47.6 48.3 17.5 15.8 27.3 26.3 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 28, 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 : 15,344: 11,372 13,571 2,633 432 1,236 0 0 0 0 0 0: 103 105 Old : 15,344: 11,372 13,571 2,633 432 1,236 0 0 0 0 0 0: 103 105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 135: -47 193 50 -192 169 0 0 0 0 0 0: -37 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 88.4 17.2 2.8 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.7 Old : 100.0: 74.1 88.4 17.2 2.8 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.7 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 : 37: 18 23 6 4 7 0 0 0 0 0 0: Old : 37: 18 23 6 4 7 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 : 34.5 44.0 58.1 65.3 30.8 39.1 49.5 54.2 Old : 34.5 44.0 58.1 65.3 30.8 39.1 49.5 54.2 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 28, 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 : 10,987: 6,321 6,793 1,025 67 1,968 0 0 0 0 526 163: 1,510 1,470 Old : 10,987: 6,321 6,793 1,025 67 1,968 0 0 0 0 526 163: 1,510 1,470 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 445: 183 273 77 -3 82 0 0 0 0 3 90: 13 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 61.8 9.3 0.6 17.9 0.0 0.0 0.0 0.0 4.8 1.5: 13.7 13.4 Old : 100.0: 57.5 61.8 9.3 0.6 17.9 0.0 0.0 0.0 0.0 4.8 1.5: 13.7 13.4 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 : 43: 27 29 9 . 11 0 0 0 0 . .: Old : 43: 27 29 9 . 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 : 31.0 23.5 49.2 36.8 16.6 10.6 24.5 17.1 Old : 31.0 23.5 49.2 36.8 16.6 10.6 24.5 17.1 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 28, 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 : 8,576: 4,828 6,127 1,383 121 1,037 0 0 0 275 168 481: 572 642 Old : 8,576: 4,828 6,127 1,383 121 1,037 0 0 0 275 168 481: 572 642 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 1,189: 876 956 42 -16 218 0 0 0 -15 33 78: -10 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 71.4 16.1 1.4 12.1 0.0 0.0 0.0 3.2 2.0 5.6: 6.7 7.5 Old : 100.0: 56.3 71.4 16.1 1.4 12.1 0.0 0.0 0.0 3.2 2.0 5.6: 6.7 7.5 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 : 69: 38 44 12 . 13 0 0 0 4 4 6: Old : 69: 38 44 12 . 13 0 0 0 4 4 6: 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 : 24.5 21.9 39.3 33.4 14.3 19.5 25.6 27.7 Old : 24.5 21.9 39.3 33.4 14.3 19.5 25.6 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Disaggregated Commitments of Traders - Futures Only, June 28, 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 : 4,414: 1,993 1,835 237 390 611 0 0 0 347 0 44: 1,182 1,534 Old : 4,414: 1,993 1,835 237 390 611 0 0 0 347 0 44: 1,182 1,534 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 282: 175 115 -15 5 -25 0 0 0 51 0 44: 52 143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.2 41.6 5.4 8.8 13.8 0.0 0.0 0.0 7.9 0.0 1.0: 26.8 34.8 Old : 100.0: 45.2 41.6 5.4 8.8 13.8 0.0 0.0 0.0 7.9 0.0 1.0: 26.8 34.8 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: 13 12 . 4 6 0 0 0 . 0 .: Old : 21: 13 12 . 4 6 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 : 39.1 24.2 54.1 42.3 26.8 15.4 31.7 22.4 Old : 39.1 24.2 54.1 42.3 26.8 15.4 31.7 22.4 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 28, 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 : 3,496: 1,182 1,611 107 647 596 0 210 0 1,030 130 65: 516 237 Old : 3,496: 1,182 1,611 107 647 596 0 210 0 1,030 130 65: 516 237 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -23: -63 342 -30 -15 30 0 0 0 465 45 -420: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 46.1 3.1 18.5 17.0 0.0 6.0 0.0 29.5 3.7 1.9: 14.8 6.8 Old : 100.0: 33.8 46.1 3.1 18.5 17.0 0.0 6.0 0.0 29.5 3.7 1.9: 14.8 6.8 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 : 26: 9 11 4 5 9 0 . 0 . . .: Old : 26: 9 11 4 5 9 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 : 50.6 41.7 66.6 63.5 44.2 30.7 48.9 45.2 Old : 50.6 41.7 66.6 63.5 44.2 30.7 48.9 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Disaggregated Commitments of Traders - Futures Only, June 28, 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 : 1,565: 631 928 352 15 180 0 0 0 30 0 10: 362 432 Old : 1,565: 631 928 352 15 180 0 0 0 30 0 10: 362 432 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.3 59.3 22.5 1.0 11.5 0.0 0.0 0.0 1.9 0.0 0.6: 23.1 27.6 Old : 100.0: 40.3 59.3 22.5 1.0 11.5 0.0 0.0 0.0 1.9 0.0 0.6: 23.1 27.6 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: 12 12 . . 4 0 0 0 . 0 .: Old : 22: 12 12 . . 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 : 41.2 39.7 58.5 56.3 31.6 22.2 40.9 35.3 Old : 41.2 39.7 58.5 56.3 31.6 22.2 40.9 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, June 28, 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 : 1,643: 909 1,091 33 0 95 0 0 0 0 45 95: 511 317 Old : 1,643: 909 1,091 33 0 95 0 0 0 0 45 95: 511 317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 127: 124 94 -20 0 0 0 0 0 0 0 0: 23 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 66.4 2.0 0.0 5.8 0.0 0.0 0.0 0.0 2.7 5.8: 31.1 19.3 Old : 100.0: 55.3 66.4 2.0 0.0 5.8 0.0 0.0 0.0 0.0 2.7 5.8: 31.1 19.3 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 : 24: 15 14 . 0 . 0 0 0 0 . .: Old : 24: 15 14 . 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 : 31.4 50.4 45.0 65.1 27.6 47.5 36.9 54.5 Old : 31.4 50.4 45.0 65.1 27.6 47.5 36.9 54.5 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 28, 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 : 12,025: 6,499 9,650 4,526 1,165 835 0 0 0 0 0 0: 165 375 Old : 12,025: 6,499 9,650 4,526 1,165 835 0 0 0 0 0 0: 165 375 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 511: 361 531 150 0 0 0 0 0 0 0 0: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 80.2 37.6 9.7 6.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 3.1 Old : 100.0: 54.0 80.2 37.6 9.7 6.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 3.1 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 : 25: 14 12 4 4 . 0 0 0 0 0 0: Old : 25: 14 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 : 60.2 57.4 82.9 81.7 56.4 50.1 70.2 65.5 Old : 60.2 57.4 82.9 81.7 56.4 50.1 70.2 65.5 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 28, 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 : 16,967: 11,895 10,845 3,162 1,344 1,830 0 0 0 0 2,868 30: 50 50 Old : 16,967: 11,895 10,845 3,162 1,344 1,830 0 0 0 0 2,868 30: 50 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 3,178: 2,393 2,382 405 -14 435 0 0 0 0 325 0: -55 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 63.9 18.6 7.9 10.8 0.0 0.0 0.0 0.0 16.9 0.2: 0.3 0.3 Old : 100.0: 70.1 63.9 18.6 7.9 10.8 0.0 0.0 0.0 0.0 16.9 0.2: 0.3 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 : 31: 17 15 5 5 9 0 0 0 0 . .: Old : 31: 17 15 5 5 9 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 : 38.9 46.6 62.0 72.4 28.1 36.9 45.7 48.3 Old : 38.9 46.6 62.0 72.4 28.1 36.9 45.7 48.3 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 28, 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 : 309,256: 114,130 193,767 59,649 7,928 15,455 39,876 9,431 21,437 7,684 20,757 11,774: 39,251 28,707 Old : 309,256: 114,130 193,767 59,649 7,928 15,455 39,876 9,431 21,437 7,684 20,757 11,774: 39,251 28,707 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -9,959: 584 -10,793 -1,428 -88 -844 -4,131 1,986 -345 -1,744 1,249 -283: -1,768 -841 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 62.7 19.3 2.6 5.0 12.9 3.0 6.9 2.5 6.7 3.8: 12.7 9.3 Old : 100.0: 36.9 62.7 19.3 2.6 5.0 12.9 3.0 6.9 2.5 6.7 3.8: 12.7 9.3 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 : 152: 47 64 16 6 17 25 15 21 9 11 21: Old : 152: 47 64 16 6 17 25 15 21 9 11 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 : 19.2 24.5 29.8 36.0 12.5 15.4 20.8 20.6 Old : 19.2 24.5 29.8 36.0 12.5 15.4 20.8 20.6 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 28, 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 : 18,980: 11,003 11,907 2,765 3,441 2,407 300 0 50 1,791 461 614: 50 100 Old : 18,980: 11,003 11,907 2,765 3,441 2,407 300 0 50 1,791 461 614: 50 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 1,302: 650 850 300 250 152 0 0 0 150 0 100: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 62.7 14.6 18.1 12.7 1.6 0.0 0.3 9.4 2.4 3.2: 0.3 0.5 Old : 100.0: 58.0 62.7 14.6 18.1 12.7 1.6 0.0 0.3 9.4 2.4 3.2: 0.3 0.5 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 : 68: 30 32 7 5 10 . 0 . 5 . 6: Old : 68: 30 32 7 5 10 . 0 . 5 . 6: 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 : 26.8 28.9 44.1 47.5 20.1 28.9 32.1 40.9 Old : 26.8 28.9 44.1 47.5 20.1 28.9 32.1 40.9 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 28, 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 : 8,315: 5,560 4,852 1,203 2,120 363 849 300 0 174 535 145: 21 0 Old : 8,315: 5,560 4,852 1,203 2,120 363 849 300 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: June 21, 2011 : : 345: 645 345 0 0 0 -300 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 58.4 14.5 25.5 4.4 10.2 3.6 0.0 2.1 6.4 1.7: 0.3 0.0 Old : 100.0: 66.9 58.4 14.5 25.5 4.4 10.2 3.6 0.0 2.1 6.4 1.7: 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 : 42: 16 11 6 7 6 4 . 0 . . .: Old : 42: 16 11 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 : 33.1 42.1 55.3 72.2 32.2 40.9 52.6 67.7 Old : 33.1 42.1 55.3 72.2 32.2 40.9 52.6 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Disaggregated Commitments of Traders - Futures Only, June 28, 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 : 1,895: 1,332 1,643 563 252 0 0 0 0 0 0 0: 0 0 Old : 1,895: 1,332 1,643 563 252 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 86.7 29.7 13.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 70.3 86.7 29.7 13.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 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 : 20: 9 8 4 . 0 0 0 0 0 0 0: Old : 20: 9 8 4 . 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 63.4 85.1 96.1 50.8 62.4 74.6 85.2 Old : 56.1 63.4 85.1 96.1 50.8 62.4 74.6 85.2 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 28, 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 : 5,317: 1,349 1,246 1,493 1,701 864 378 0 0 0 816 0: 1,233 690 Old : 5,317: 1,349 1,246 1,493 1,701 864 378 0 0 0 816 0: 1,233 690 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 23.4 28.1 32.0 16.2 7.1 0.0 0.0 0.0 15.3 0.0: 23.2 13.0 Old : 100.0: 25.4 23.4 28.1 32.0 16.2 7.1 0.0 0.0 0.0 15.3 0.0: 23.2 13.0 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: 6 4 6 6 9 . 0 0 0 . 0: Old : 21: 6 4 6 6 9 . 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 : 34.4 48.3 56.3 68.5 28.6 40.8 42.5 53.2 Old : 34.4 48.3 56.3 68.5 28.6 40.8 42.5 53.2 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 28, 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 : 9,015: 7,217 7,345 146 198 243 241 0 74 269 465 365: 460 325 Old : 9,015: 7,217 7,345 146 198 243 241 0 74 269 465 365: 460 325 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -303: -205 -277 100 -4 -11 94 0 -45 -68 314 -116: -52 -164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 81.5 1.6 2.2 2.7 2.7 0.0 0.8 3.0 5.2 4.0: 5.1 3.6 Old : 100.0: 80.1 81.5 1.6 2.2 2.7 2.7 0.0 0.8 3.0 5.2 4.0: 5.1 3.6 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 : 38: 19 23 . . . . 0 . . 6 4: Old : 38: 19 23 . . . . 0 . . 6 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 : 42.7 43.6 64.3 65.0 28.3 25.1 37.1 34.4 Old : 42.7 43.6 64.3 65.0 28.3 25.1 37.1 34.4 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 28, 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 : 15,744: 15,110 12,870 0 966 244 0 109 15 151 1,220 137: 87 183 Old : 15,744: 15,110 12,870 0 966 244 0 109 15 151 1,220 137: 87 183 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 1,280: 1,326 857 0 339 0 0 0 0 19 132 -46: -19 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.0 81.7 0.0 6.1 1.5 0.0 0.7 0.1 1.0 7.7 0.9: 0.6 1.2 Old : 100.0: 96.0 81.7 0.0 6.1 1.5 0.0 0.7 0.1 1.0 7.7 0.9: 0.6 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 : 62: 34 39 0 5 . 0 . . 4 4 4: Old : 62: 34 39 0 5 . 0 . . 4 4 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 : 35.5 45.7 55.8 58.5 29.9 38.7 46.6 48.6 Old : 35.5 45.7 55.8 58.5 29.9 38.7 46.6 48.6 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 28, 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 : 1,390: 1,148 1,355 180 0 0 0 0 0 25 0 0: 37 35 Old : 1,390: 1,148 1,355 180 0 0 0 0 0 25 0 0: 37 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 160: 160 175 0 0 0 0 0 0 0 0 0: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.6 97.5 12.9 0.0 0.0 0.0 0.0 0.0 1.8 0.0 0.0: 2.7 2.5 Old : 100.0: 82.6 97.5 12.9 0.0 0.0 0.0 0.0 0.0 1.8 0.0 0.0: 2.7 2.5 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: 12 14 . 0 0 0 0 0 . 0 0: Old : 23: 12 14 . 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 : 64.0 74.3 82.7 86.2 56.8 65.0 70.5 74.3 Old : 64.0 74.3 82.7 86.2 56.8 65.0 70.5 74.3 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 28, 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 : 1,524: 977 1,073 0 0 0 0 0 0 164 0 50: 333 401 Old : 1,524: 977 1,073 0 0 0 0 0 0 164 0 50: 333 401 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -16: -2 -1 0 0 0 0 0 0 2 0 3: -19 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 70.4 0.0 0.0 0.0 0.0 0.0 0.0 10.8 0.0 3.3: 21.9 26.3 Old : 100.0: 64.1 70.4 0.0 0.0 0.0 0.0 0.0 0.0 10.8 0.0 3.3: 21.9 26.3 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 : 25: 20 17 0 0 0 0 0 0 . 0 .: Old : 25: 20 17 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 : 29.1 37.2 48.1 53.5 24.8 33.7 42.4 46.5 Old : 29.1 37.2 48.1 53.5 24.8 33.7 42.4 46.5 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 28, 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 : 458,820: 139,357 158,906 50,054 72,531 93,703 28,804 16,474 29,067 26,766 2,323 63,466: 27,603 22,350 Old : 458,820: 139,357 158,906 50,054 72,531 93,703 28,804 16,474 29,067 26,766 2,323 63,466: 27,603 22,350 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 11,204: 3,178 7,934 9,930 1,454 -2,700 -5,197 2,546 406 4,687 -37 3,784: -2,884 -2,183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 34.6 10.9 15.8 20.4 6.3 3.6 6.3 5.8 0.5 13.8: 6.0 4.9 Old : 100.0: 30.4 34.6 10.9 15.8 20.4 6.3 3.6 6.3 5.8 0.5 13.8: 6.0 4.9 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 : 136: 37 32 15 18 30 16 9 16 27 7 31: Old : 136: 37 32 15 18 30 16 9 16 27 7 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 : 17.3 15.8 29.8 27.9 7.6 11.0 14.0 18.2 Old : 17.3 15.8 29.8 27.9 7.6 11.0 14.0 18.2 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 28, 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 : 1,524,313: 205,225 382,048 262,671 242,267 255,758 223,022 73,018 211,130 94,929 110,379 188,991: 82,587 60,722 Old : 1,524,313: 205,225 382,048 262,671 242,267 255,758 223,022 73,018 211,130 94,929 110,379 188,991: 82,587 60,722 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -4,614: 1,623 -9,905 9,057 -974 -749 -5,564 6,622 -2,247 -650 1,677 -2,948: -3,136 3,910 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 25.1 17.2 15.9 16.8 14.6 4.8 13.9 6.2 7.2 12.4: 5.4 4.0 Old : 100.0: 13.5 25.1 17.2 15.9 16.8 14.6 4.8 13.9 6.2 7.2 12.4: 5.4 4.0 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 : 352: 47 53 24 22 37 69 48 71 65 47 88: Old : 352: 47 53 24 22 37 69 48 71 65 47 88: 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 : 18.0 12.1 27.8 22.1 13.8 10.2 19.3 16.0 Old : 18.0 12.1 27.8 22.1 13.8 10.2 19.3 16.0 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 28, 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 : 225,015: 53,284 41,210 40,210 83,964 27,955 1,381 0 218 57,085 14,854 4,872: 40,010 51,942 Old : 225,015: 53,284 41,210 40,210 83,964 27,955 1,381 0 218 57,085 14,854 4,872: 40,010 51,942 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 5,686: 1,909 2,848 -3,748 1,273 561 -144 0 34 516 1,743 803: 5,755 -1,576 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 18.3 17.9 37.3 12.4 0.6 0.0 0.1 25.4 6.6 2.2: 17.8 23.1 Old : 100.0: 23.7 18.3 17.9 37.3 12.4 0.6 0.0 0.1 25.4 6.6 2.2: 17.8 23.1 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 : 37: 7 7 9 7 15 . 0 . 8 . 7: Old : 37: 7 7 9 7 15 . 0 . 8 . 7: 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 : 42.0 29.4 56.7 48.2 40.5 25.8 54.1 42.6 Old : 42.0 29.4 56.7 48.2 40.5 25.8 54.1 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 28, 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 : 33,109: 18,822 19,608 7,377 4,493 6,245 0 200 500 0 1,898 100: 65 65 Old : 33,109: 18,822 19,608 7,377 4,493 6,245 0 200 500 0 1,898 100: 65 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 1,375: 550 550 100 0 725 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 59.2 22.3 13.6 18.9 0.0 0.6 1.5 0.0 5.7 0.3: 0.2 0.2 Old : 100.0: 56.8 59.2 22.3 13.6 18.9 0.0 0.6 1.5 0.0 5.7 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 : 53: 24 27 10 4 11 0 . . 0 5 .: Old : 53: 24 27 10 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 : 48.3 37.2 62.5 56.9 25.5 23.6 34.3 34.5 Old : 48.3 37.2 62.5 56.9 25.5 23.6 34.3 34.5 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 28, 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 : 70,312: 9,009 3,825 34,593 23,303 15,257 2,715 9,449 3,946 0 8,613 622: 4,170 5,297 Old : 70,312: 9,009 3,825 34,593 23,303 15,257 2,715 9,449 3,946 0 8,613 622: 4,170 5,297 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -2,082: -1,998 0 388 -1,823 -374 0 0 0 0 0 0: -98 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 5.4 49.2 33.1 21.7 3.9 13.4 5.6 0.0 12.2 0.9: 5.9 7.5 Old : 100.0: 12.8 5.4 49.2 33.1 21.7 3.9 13.4 5.6 0.0 12.2 0.9: 5.9 7.5 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 11 9 16 4 4 7 0 . .: Old : 37: 5 4 11 9 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 : 54.5 41.4 71.8 62.6 45.4 37.6 57.9 50.7 Old : 54.5 41.4 71.8 62.6 45.4 37.6 57.9 50.7 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 28, 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 : 31,272: 1,684 3,458 10,557 12,976 8,865 3,384 0 2,601 0 233 982: 3,199 2,157 Old : 31,272: 1,684 3,458 10,557 12,976 8,865 3,384 0 2,601 0 233 982: 3,199 2,157 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 294: 101 201 -155 498 83 738 0 -295 0 0 0: -178 -193 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 11.1 33.8 41.5 28.3 10.8 0.0 8.3 0.0 0.7 3.1: 10.2 6.9 Old : 100.0: 5.4 11.1 33.8 41.5 28.3 10.8 0.0 8.3 0.0 0.7 3.1: 10.2 6.9 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: . 4 7 5 11 4 0 5 0 . .: Old : 22: . 4 7 5 11 4 0 5 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 : 47.4 55.1 65.2 70.2 31.9 43.2 41.4 49.5 Old : 47.4 55.1 65.2 70.2 31.9 43.2 41.4 49.5 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 28, 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 : 16,970: 5,515 3,905 4,740 8,155 4,465 1,800 82 75 150 150 0: 225 138 Old : 16,970: 5,515 3,905 4,740 8,155 4,465 1,800 82 75 150 150 0: 225 138 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 840: 270 450 710 95 250 -90 -123 75 -600 0 0: 225 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 23.0 27.9 48.1 26.3 10.6 0.5 0.4 0.9 0.9 0.0: 1.3 0.8 Old : 100.0: 32.5 23.0 27.9 48.1 26.3 10.6 0.5 0.4 0.9 0.9 0.0: 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 : 35: 11 11 6 6 8 . . . . . 0: Old : 35: 11 11 6 6 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 : 40.2 63.2 64.1 80.3 31.0 49.6 47.8 58.0 Old : 40.2 63.2 64.1 80.3 31.0 49.6 47.8 58.0 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 28, 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 : 234,667: 78,012 154,230 32,730 12,856 15,979 51,326 9,217 12,733 18,446 5,075 8,796: 16,645 15,781 Old : 234,667: 78,012 154,230 32,730 12,856 15,979 51,326 9,217 12,733 18,446 5,075 8,796: 16,645 15,781 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -22,842: -11,235 -14,187 -607 -319 -1,266 853 -970 -1,552 -1,234 -412 724: -8,525 -4,860 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 65.7 13.9 5.5 6.8 21.9 3.9 5.4 7.9 2.2 3.7: 7.1 6.7 Old : 100.0: 33.2 65.7 13.9 5.5 6.8 21.9 3.9 5.4 7.9 2.2 3.7: 7.1 6.7 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 : 184: 54 68 16 6 15 45 13 25 16 6 17: Old : 184: 54 68 16 6 15 45 13 25 16 6 17: 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 : 19.2 24.9 29.9 36.0 12.2 13.5 21.1 21.5 Old : 19.2 24.9 29.9 36.0 12.2 13.5 21.1 21.5 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 28, 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 : 27,875: 10,641 21,555 2,046 0 555 2,134 251 123 4,476 0 729: 7,171 4,662 Old : 27,875: 10,641 21,555 2,046 0 555 2,134 251 123 4,476 0 729: 7,171 4,662 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 931: 1,139 771 9 0 0 -50 0 0 54 0 6: -227 154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 77.3 7.3 0.0 2.0 7.7 0.9 0.4 16.1 0.0 2.6: 25.7 16.7 Old : 100.0: 38.2 77.3 7.3 0.0 2.0 7.7 0.9 0.4 16.1 0.0 2.6: 25.7 16.7 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 : 29: 13 17 . 0 . . . . . 0 .: Old : 29: 13 17 . 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 : 42.2 42.1 58.4 63.6 36.7 35.3 47.4 56.2 Old : 42.2 42.1 58.4 63.6 36.7 35.3 47.4 56.2 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 28, 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 : 5,869: 3,281 4,494 1,332 319 556 0 0 0 200 0 500: 0 0 Old : 5,869: 3,281 4,494 1,332 319 556 0 0 0 200 0 500: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 650: 675 525 -150 0 125 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 76.6 22.7 5.4 9.5 0.0 0.0 0.0 3.4 0.0 8.5: 0.0 0.0 Old : 100.0: 55.9 76.6 22.7 5.4 9.5 0.0 0.0 0.0 3.4 0.0 8.5: 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 : 38: 19 21 8 . 7 0 0 0 . 0 .: Old : 38: 19 21 8 . 7 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 : 24.4 33.2 44.5 54.5 19.5 22.2 31.4 32.8 Old : 24.4 33.2 44.5 54.5 19.5 22.2 31.4 32.8 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 28, 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 : 64,571: 45,987 42,308 9,643 15,488 6,357 1,134 0 271 0 0 0: 1,179 147 Old : 64,571: 45,987 42,308 9,643 15,488 6,357 1,134 0 271 0 0 0: 1,179 147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 1,934: 2,358 1,662 -405 334 -322 -200 0 200 0 0 0: 303 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 65.5 14.9 24.0 9.8 1.8 0.0 0.4 0.0 0.0 0.0: 1.8 0.2 Old : 100.0: 71.2 65.5 14.9 24.0 9.8 1.8 0.0 0.4 0.0 0.0 0.0: 1.8 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 : 59: 38 22 9 7 12 4 0 . 0 0 0: Old : 59: 38 22 9 7 12 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 : 50.2 50.4 68.2 72.4 22.3 25.9 30.4 38.9 Old : 50.2 50.4 68.2 72.4 22.3 25.9 30.4 38.9 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 28, 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 : 10,495: 6,725 10,330 3,430 0 165 0 0 0 0 0 0: 175 0 Old : 10,495: 6,725 10,330 3,430 0 165 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: June 21, 2011 : : 10: -50 100 150 0 -90 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 98.4 32.7 0.0 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 0.0 Old : 100.0: 64.1 98.4 32.7 0.0 1.6 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 : 56.2 95.9 76.3 99.1 52.6 89.0 71.5 89.0 Old : 56.2 95.9 76.3 99.1 52.6 89.0 71.5 89.0 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 28, 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 : 21,180: 16,490 16,430 4,105 4,045 585 0 0 0 0 0 0: 0 120 Old : 21,180: 16,490 16,430 4,105 4,045 585 0 0 0 0 0 0: 0 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 275: 150 380 180 -50 -55 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 77.6 19.4 19.1 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6 Old : 100.0: 77.9 77.6 19.4 19.1 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 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 : 25: 11 9 8 . . 0 0 0 0 0 0: Old : 25: 11 9 8 . . 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 : 72.6 75.1 88.3 97.7 57.2 61.1 66.2 69.8 Old : 72.6 75.1 88.3 97.7 57.2 61.1 66.2 69.8 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 28, 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 : 7,965: 5,490 2,830 1,705 300 650 0 335 0 0 3,850 0: 120 0 Old : 7,965: 5,490 2,830 1,705 300 650 0 335 0 0 3,850 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 420: 525 350 -150 0 45 0 0 0 0 25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 35.5 21.4 3.8 8.2 0.0 4.2 0.0 0.0 48.3 0.0: 1.5 0.0 Old : 100.0: 68.9 35.5 21.4 3.8 8.2 0.0 4.2 0.0 0.0 48.3 0.0: 1.5 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 11 . 5 0 . 0 0 . 0: Old : 42: 18 15 11 . 5 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 : 41.9 66.9 64.5 78.9 38.4 59.3 54.4 67.8 Old : 41.9 66.9 64.5 78.9 38.4 59.3 54.4 67.8 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 28, 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 : 11,712: 6,078 8,048 2,231 1,848 1,494 99 0 0 1,297 0 105: 408 217 Old : 11,712: 6,078 8,048 2,231 1,848 1,494 99 0 0 1,297 0 105: 408 217 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 150: 50 150 50 -100 100 0 0 0 -40 0 0: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 68.7 19.0 15.8 12.8 0.8 0.0 0.0 11.1 0.0 0.9: 3.5 1.9 Old : 100.0: 51.9 68.7 19.0 15.8 12.8 0.8 0.0 0.0 11.1 0.0 0.9: 3.5 1.9 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: 11 14 7 5 9 . 0 0 . 0 .: Old : 32: 11 14 7 5 9 . 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 : 47.7 50.4 69.9 73.0 34.8 43.1 48.9 52.1 Old : 47.7 50.4 69.9 73.0 34.8 43.1 48.9 52.1 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 28, 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 : 22,078: 11,005 9,351 6,056 4,979 3,035 25 2,216 374 864 1,401 662: 57 60 Old : 22,078: 11,005 9,351 6,056 4,979 3,035 25 2,216 374 864 1,401 662: 57 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 831: 597 1,035 -240 350 314 0 0 0 -42 -1,070 202: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.8 42.4 27.4 22.6 13.7 0.1 10.0 1.7 3.9 6.3 3.0: 0.3 0.3 Old : 100.0: 49.8 42.4 27.4 22.6 13.7 0.1 10.0 1.7 3.9 6.3 3.0: 0.3 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 : 59: 23 23 10 9 13 . . . 4 . 4: Old : 59: 23 23 10 9 13 . . . 4 . 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 : 33.8 29.0 50.8 50.1 26.5 25.3 38.9 41.6 Old : 33.8 29.0 50.8 50.1 26.5 25.3 38.9 41.6 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 28, 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 : 12,524: 9,870 8,210 559 3,323 545 1,147 0 87 0 54 201: 115 104 Old : 12,524: 9,870 8,210 559 3,323 545 1,147 0 87 0 54 201: 115 104 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 312: 20 259 166 -25 81 27 0 0 0 0 0: 18 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 65.6 4.5 26.5 4.4 9.2 0.0 0.7 0.0 0.4 1.6: 0.9 0.8 Old : 100.0: 78.8 65.6 4.5 26.5 4.4 9.2 0.0 0.7 0.0 0.4 1.6: 0.9 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 : 40: 23 21 . 8 5 . 0 . 0 . .: Old : 40: 23 21 . 8 5 . 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 : 37.7 47.0 61.1 63.2 30.6 39.5 45.0 50.4 Old : 37.7 47.0 61.1 63.2 30.6 39.5 45.0 50.4 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 28, 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 : 33,548: 5,229 19,224 5,325 6,248 6,088 6,639 0 287 8,655 560 901: 424 240 Old : 33,548: 5,229 19,224 5,325 6,248 6,088 6,639 0 287 8,655 560 901: 424 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -21: -425 -39 190 225 0 575 -300 50 -412 0 43: -42 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 57.3 15.9 18.6 18.1 19.8 0.0 0.9 25.8 1.7 2.7: 1.3 0.7 Old : 100.0: 15.6 57.3 15.9 18.6 18.1 19.8 0.0 0.9 25.8 1.7 2.7: 1.3 0.7 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 : 56: 15 15 10 8 13 5 0 4 6 . 4: Old : 56: 15 15 10 8 13 5 0 4 6 . 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 : 37.8 58.4 56.0 73.4 37.0 53.1 54.8 64.9 Old : 37.8 58.4 56.0 73.4 37.0 53.1 54.8 64.9 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 28, 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 : 17,346: 9,731 7,722 271 3,259 553 1,008 60 751 1,990 0 0: 3,042 5,001 Old : 17,346: 9,731 7,722 271 3,259 553 1,008 60 751 1,990 0 0: 3,042 5,001 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 265: -160 236 0 34 0 0 -50 50 0 0 0: 375 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 44.5 1.6 18.8 3.2 5.8 0.3 4.3 11.5 0.0 0.0: 17.5 28.8 Old : 100.0: 56.1 44.5 1.6 18.8 3.2 5.8 0.3 4.3 11.5 0.0 0.0: 17.5 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 : 23: 12 13 . 4 4 . . . . 0 0: Old : 23: 12 13 . 4 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 : 38.1 37.3 62.2 54.6 35.6 33.4 51.7 43.2 Old : 38.1 37.3 62.2 54.6 35.6 33.4 51.7 43.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011