Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 35,234 : : Positions : : 26,070 29,541 5,041 1,663 2,880 0 0 0 1,058 597 57 : : : : Changes from: May 31, 2011 : : -5,779 -5,765 -78 -635 -1,150 0 0 0 -560 33 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 83.8 14.3 4.7 8.2 0.0 0.0 0.0 3.0 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 30 11 5 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 14,153 : : Positions : : 10,938 12,243 2,238 933 842 0 0 0 0 0 0 : : : : Changes from: May 31, 2011 : : 628 -700 -738 584 -37 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 86.5 15.8 6.6 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 21 4 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,807 : : Positions : : 5,732 6,128 829 101 1,700 0 0 0 0 423 55 : : : : Changes from: May 31, 2011 : : -549 -515 -119 -122 9 0 0 0 -98 2 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 62.5 8.5 1.0 17.3 0.0 0.0 0.0 0.0 4.3 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 26 8 . 11 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,244 : : Positions : : 3,255 4,226 1,118 58 710 0 0 0 298 208 355 : : : : Changes from: May 31, 2011 : : -575 -1,622 -619 21 -220 0 0 0 -328 50 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 67.7 17.9 0.9 11.4 0.0 0.0 0.0 4.8 3.3 5.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 40 10 . 12 0 0 0 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,763 : : Positions : : 903 796 73 590 468 0 210 0 565 130 150 : : : : Changes from: May 31, 2011 : : -194 -365 -144 65 -90 0 0 0 21 -35 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 28.8 2.6 21.4 16.9 0.0 7.6 0.0 20.4 4.7 5.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 8 . 4 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,796 : : Positions : : 5,630 8,591 4,336 1,145 665 0 0 0 0 0 0 : : : : Changes from: May 31, 2011 : : -630 -1,385 -1,129 -301 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 79.6 40.2 10.6 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 12,746 : : Positions : : 8,452 8,491 3,007 1,299 1,152 0 0 0 0 1,753 30 : : : : Changes from: May 31, 2011 : : -2,853 -3,512 -984 -90 346 0 0 0 0 -515 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 66.6 23.6 10.2 9.0 0.0 0.0 0.0 0.0 13.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 5 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 314,662 : : Positions : : 105,522 203,675 60,315 8,108 12,599 51,332 5,676 22,018 8,512 22,896 13,527 : : : : Changes from: May 31, 2011 : : 2,780 10,881 2,166 -244 -720 8,816 -517 1,383 -90 2,527 -664 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 64.7 19.2 2.6 4.0 16.3 1.8 7.0 2.7 7.3 4.3 : : : : Number of Traders in Each Category Total Traders: 158 : : 44 60 15 7 15 36 9 21 9 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 14,202 : : Positions : : 8,303 8,535 1,910 3,118 1,724 300 0 50 1,601 461 264 : : : : Changes from: May 31, 2011 : : -2,447 -2,966 -909 676 -80 0 0 0 896 -630 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 60.1 13.4 22.0 12.1 2.1 0.0 0.4 11.3 3.2 1.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 29 31 7 6 9 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,970 : : Positions : : 5,065 4,357 1,053 2,120 363 1,149 450 0 174 535 145 : : : : Changes from: May 31, 2011 : : 645 -112 -726 -311 213 -51 300 0 84 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 54.7 13.2 26.6 4.6 14.4 5.6 0.0 2.2 6.7 1.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 15 13 6 7 6 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #022A24 Open Interest is 5,212 : : Positions : : 1,478 1,246 1,288 1,572 781 378 0 0 0 816 0 : : : : Changes from: May 31, 2011 : : 9 -455 -22 -57 -409 -90 0 0 0 396 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 23.9 24.7 30.2 15.0 7.3 0.0 0.0 0.0 15.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 4 5 6 8 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 9,072 : : Positions : : 6,621 7,029 0 493 289 0 87 301 920 118 367 : : : : Changes from: May 31, 2011 : : 847 764 0 103 23 -98 80 -61 97 12 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 77.5 0.0 5.4 3.2 0.0 1.0 3.3 10.1 1.3 4.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 22 0 . . 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 9,618 : : Positions : : 9,174 8,121 112 182 165 0 98 25 67 804 23 : : : : Changes from: May 31, 2011 : : -1,730 -1,994 -177 4 22 0 -120 0 -179 -42 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 84.4 1.2 1.9 1.7 0.0 1.0 0.3 0.7 8.4 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 31 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 1,091 : : Positions : : 851 1,016 155 0 25 0 0 0 25 0 0 : : : : Changes from: May 31, 2011 : : -403 -243 45 -50 -15 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 93.1 14.2 0.0 2.3 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,341 : : Positions : : 835 834 0 0 0 0 0 0 124 0 29 : : : : Changes from: May 31, 2011 : : -449 -278 0 -70 -20 0 0 0 46 -8 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 62.2 0.0 0.0 0.0 0.0 0.0 0.0 9.2 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 15 0 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 467,537 : : Positions : : 153,537 166,075 31,096 65,432 100,078 42,452 7,747 34,729 17,495 13,771 51,613 : : : : Changes from: May 31, 2011 : : 6,654 -10,424 -250 944 -730 -811 6,461 -1,150 -4,105 6,406 -1,161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 35.5 6.7 14.0 21.4 9.1 1.7 7.4 3.7 2.9 11.0 : : : : Number of Traders in Each Category Total Traders: 134 : : 40 37 14 16 29 18 6 14 20 11 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,515,910 : : Positions : : 199,725 390,487 244,304 261,121 245,196 236,116 57,899 208,285 99,079 101,172 185,407 : : : : Changes from: May 31, 2011 : : 9,583 4,123 4,802 -1,778 -5,687 -10,118 17,492 -5,577 7,987 -4,610 -1,061 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 25.8 16.1 17.2 16.2 15.6 3.8 13.7 6.5 6.7 12.2 : : : : Number of Traders in Each Category Total Traders: 350 : : 47 58 21 24 37 79 40 72 63 43 93 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 213,573 : : Positions : : 50,495 36,697 36,007 80,010 26,702 1,141 0 198 55,524 13,441 3,595 : : : : Changes from: May 31, 2011 : : -1,818 -958 -3,555 1,680 -2,325 202 0 -68 1,442 -429 -1,338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 17.2 16.9 37.5 12.5 0.5 0.0 0.1 26.0 6.3 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 6 8 8 7 15 . 0 . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 29,444 : : Positions : : 16,322 17,593 6,962 3,693 5,520 0 200 500 0 1,798 75 : : : : Changes from: May 31, 2011 : : -3,880 -3,877 563 -251 -2,228 0 200 -200 0 623 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 59.8 23.6 12.5 18.7 0.0 0.7 1.7 0.0 6.1 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 23 9 4 11 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 71,504 : : Positions : : 11,071 3,853 33,282 24,191 16,783 2,715 9,449 3,946 0 8,336 652 : : : : Changes from: May 31, 2011 : : 0 0 -183 1,067 299 -56 -1,750 1,806 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 5.4 46.5 33.8 23.5 3.8 13.2 5.5 0.0 11.7 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 5 4 10 10 16 4 4 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 31,699 : : Positions : : 1,583 3,274 11,504 11,971 9,318 2,608 1,403 2,437 0 233 982 : : : : Changes from: May 31, 2011 : : 0 0 -68 -98 456 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.0 10.3 36.3 37.8 29.4 8.2 4.4 7.7 0.0 0.7 3.1 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 7 5 11 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 15,305 : : Positions : : 4,945 3,005 3,845 7,950 3,950 2,040 205 0 525 150 0 : : : : Changes from: May 31, 2011 : : -350 0 315 -55 -310 -210 -82 0 300 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 19.6 25.1 51.9 25.8 13.3 1.3 0.0 3.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 10 5 7 7 4 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 251,327 : : Positions : : 89,228 174,146 33,892 11,198 18,379 52,048 3,450 16,282 15,425 8,094 5,551 : : : : Changes from: May 31, 2011 : : -4,875 -1,620 -373 652 -635 -2,100 -2,940 707 2,449 -1,044 547 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 69.3 13.5 4.5 7.3 20.7 1.4 6.5 6.1 3.2 2.2 : : : : Number of Traders in Each Category Total Traders: 185 : : 53 72 16 7 14 47 11 28 15 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 25,260 : : Positions : : 8,766 19,777 2,549 0 555 1,968 251 123 4,877 0 475 : : : : Changes from: May 31, 2011 : : -2,667 -5,459 -661 -426 -113 -901 10 -10 -1,131 0 -306 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 78.3 10.1 0.0 2.2 7.8 1.0 0.5 19.3 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 4,576 : : Positions : : 2,156 3,419 1,582 319 438 0 0 0 0 0 400 : : : : Changes from: May 31, 2011 : : -621 80 373 -53 -59 0 0 0 0 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 74.7 34.6 7.0 9.6 0.0 0.0 0.0 0.0 0.0 8.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 19 8 . 7 0 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 56,338 : : Positions : : 38,751 36,053 10,138 14,999 5,128 1,421 0 83 0 0 0 : : : : Changes from: May 31, 2011 : : -3,735 -1,450 934 -1,145 -557 99 -74 -160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 64.0 18.0 26.6 9.1 2.5 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 22 10 7 9 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A18 Open Interest is 10,535 : : Positions : : 6,900 10,230 3,155 0 305 0 0 0 0 0 0 : : : : Changes from: May 31, 2011 : : -1,250 -1,710 -435 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 97.1 29.9 0.0 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 5 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,561 : : Positions : : 14,597 13,686 3,090 4,185 690 0 0 0 164 0 0 : : : : Changes from: May 31, 2011 : : -1,207 -615 253 -195 0 0 0 0 164 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 73.7 16.6 22.5 3.7 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 9 7 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 6,790 : : Positions : : 4,410 2,275 1,685 470 410 0 335 0 0 3,275 25 : : : : Changes from: May 31, 2011 : : -520 -550 -835 -185 -60 0 -5 0 -145 -500 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 33.5 24.8 6.9 6.0 0.0 4.9 0.0 0.0 48.2 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 15 8 5 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 10,631 : : Positions : : 5,680 6,907 1,765 1,963 1,439 99 0 0 1,125 0 105 : : : : Changes from: May 31, 2011 : : -988 -1,442 -459 -51 -57 -25 0 0 45 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 65.0 16.6 18.5 13.5 0.9 0.0 0.0 10.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 14 7 5 8 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 17,922 : : Positions : : 8,708 6,531 5,176 3,657 2,848 155 1,500 244 416 2,714 318 : : : : Changes from: May 31, 2011 : : -723 -1,740 249 184 -380 -407 900 32 -38 -333 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 36.4 28.9 20.4 15.9 0.9 8.4 1.4 2.3 15.1 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 22 21 11 8 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 10,715 : : Positions : : 9,211 6,129 274 3,451 446 163 56 247 0 105 150 : : : : Changes from: May 31, 2011 : : -959 -1,096 52 -196 -272 -401 56 -86 0 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 57.2 2.6 32.2 4.2 1.5 0.5 2.3 0.0 1.0 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 20 . 8 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 31,644 : : Positions : : 5,129 19,152 5,135 4,523 6,088 4,714 0 237 9,073 560 844 : : : : Changes from: May 31, 2011 : : -419 -1,234 -624 -149 -401 -717 0 63 420 -3 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 60.5 16.2 14.3 19.2 14.9 0.0 0.7 28.7 1.8 2.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 12 15 10 8 13 6 0 . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 15,291 : : Positions : : 7,940 6,227 139 3,379 673 1,856 0 614 1,651 0 0 : : : : Changes from: May 31, 2011 : : -3,063 -2,533 -325 -207 -98 -338 -518 -206 368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 40.7 0.9 22.1 4.4 12.1 0.0 4.0 10.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . 4 . . 0 . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 10, 2011