Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 35,192 : : Positions : : 25,468 29,542 5,043 1,392 3,135 0 0 0 1,438 632 0 : : : : Changes from: June 7, 2011 : : -602 1 2 -271 255 0 0 0 380 35 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 83.9 14.3 4.0 8.9 0.0 0.0 0.0 4.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 31 9 7 13 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 14,475 : : Positions : : 10,929 12,573 2,473 829 933 0 0 0 0 0 0 : : : : Changes from: June 7, 2011 : : -9 330 235 -104 91 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 86.9 17.1 5.7 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 4 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 10,021 : : Positions : : 5,829 6,239 911 70 1,737 0 0 0 0 448 55 : : : : Changes from: June 7, 2011 : : 97 111 82 -31 37 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 62.3 9.1 0.7 17.3 0.0 0.0 0.0 0.0 4.5 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 27 8 . 11 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 6,517 : : Positions : : 3,390 4,569 1,186 60 744 0 0 0 408 183 320 : : : : Changes from: June 7, 2011 : : 135 343 68 2 34 0 0 0 110 -25 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 70.1 18.2 0.9 11.4 0.0 0.0 0.0 6.3 2.8 4.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 42 9 . 11 0 0 0 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,975 : : Positions : : 1,679 1,454 202 390 661 0 0 0 296 0 0 : : : : Changes from: June 7, 2011 : : -1 -56 73 -46 -26 0 0 0 -119 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 36.6 5.1 9.8 16.6 0.0 0.0 0.0 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . 4 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 3,434 : : Positions : : 1,200 1,209 136 642 533 0 210 0 565 95 480 : : : : Changes from: June 7, 2011 : : 297 413 63 52 65 0 0 0 0 -35 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 35.2 4.0 18.7 15.5 0.0 6.1 0.0 16.5 2.8 14.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 4 5 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,496 : : Positions : : 785 997 63 0 92 0 0 0 0 45 95 : : : : Changes from: June 7, 2011 : : -241 -339 -25 -12 -42 0 0 0 0 35 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 66.6 4.2 0.0 6.1 0.0 0.0 0.0 0.0 3.0 6.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 10,886 : : Positions : : 5,655 8,661 4,286 1,050 780 0 0 0 0 0 0 : : : : Changes from: June 7, 2011 : : 25 70 -50 -95 115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 79.6 39.4 9.6 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 13,191 : : Positions : : 8,979 8,232 2,757 1,355 1,320 0 0 0 0 2,233 30 : : : : Changes from: June 7, 2011 : : 527 -259 -250 56 168 0 0 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 62.4 20.9 10.3 10.0 0.0 0.0 0.0 0.0 16.9 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 4 4 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 330,872 : : Positions : : 111,019 212,774 60,298 8,435 13,521 55,066 6,928 23,925 8,948 20,750 16,801 : : : : Changes from: June 7, 2011 : : 5,497 9,099 -17 327 922 3,734 1,252 1,907 436 -2,146 3,274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 64.3 18.2 2.5 4.1 16.6 2.1 7.2 2.7 6.3 5.1 : : : : Number of Traders in Each Category Total Traders: 163 : : 44 59 16 7 15 39 8 22 12 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 15,978 : : Positions : : 9,103 9,407 2,105 3,191 2,255 300 0 50 1,601 461 514 : : : : Changes from: June 7, 2011 : : 800 872 195 73 531 0 0 0 0 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 58.9 13.2 20.0 14.1 1.9 0.0 0.3 10.0 2.9 3.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 29 31 7 6 9 . 0 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 7,895 : : Positions : : 4,990 4,282 1,053 2,120 363 1,149 450 0 174 535 145 : : : : Changes from: June 7, 2011 : : -75 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 54.2 13.3 26.9 4.6 14.6 5.7 0.0 2.2 6.8 1.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 15 12 6 7 6 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 5,317 : : Positions : : 1,161 1,246 1,493 1,701 864 378 0 0 0 816 0 : : : : Changes from: June 7, 2011 : : -317 0 205 129 83 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 23.4 28.1 32.0 16.2 7.1 0.0 0.0 0.0 15.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 4 6 6 9 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 9,652 : : Positions : : 7,577 7,450 34 766 242 65 0 298 494 118 392 : : : : Changes from: June 7, 2011 : : 956 421 34 273 -47 65 -87 -3 -426 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 77.2 0.4 7.9 2.5 0.7 0.0 3.1 5.1 1.2 4.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 23 . . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 11,868 : : Positions : : 11,272 9,942 10 331 282 0 113 25 67 959 100 : : : : Changes from: June 7, 2011 : : 2,098 1,821 -102 149 117 0 15 0 0 155 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 83.8 0.1 2.8 2.4 0.0 1.0 0.2 0.6 8.1 0.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 35 . . . 0 . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 1,166 : : Positions : : 926 1,061 155 0 25 0 0 0 25 0 0 : : : : Changes from: June 7, 2011 : : 75 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 91.0 13.3 0.0 2.1 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 1,386 : : Positions : : 817 843 0 0 0 0 0 0 133 0 42 : : : : Changes from: June 7, 2011 : : -18 9 0 0 0 0 0 0 9 0 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 60.8 0.0 0.0 0.0 0.0 0.0 0.0 9.6 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 14 0 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 483,458 : : Positions : : 149,085 168,543 32,115 70,828 106,190 42,024 8,341 34,244 23,164 6,349 64,962 : : : : Changes from: June 7, 2011 : : -4,452 2,468 1,019 5,396 6,112 -428 594 -485 5,669 -7,422 13,349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 34.9 6.6 14.7 22.0 8.7 1.7 7.1 4.8 1.3 13.4 : : : : Number of Traders in Each Category Total Traders: 144 : : 39 35 16 16 30 20 6 17 28 10 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 1,584,927 : : Positions : : 215,705 397,800 244,785 260,665 252,803 240,024 56,911 229,812 97,024 113,766 212,714 : : : : Changes from: June 7, 2011 : : 15,980 7,313 481 -456 7,607 3,908 -988 21,527 -2,055 12,594 27,307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 25.1 15.4 16.4 16.0 15.1 3.6 14.5 6.1 7.2 13.4 : : : : Number of Traders in Each Category Total Traders: 357 : : 50 53 22 23 36 79 40 76 67 50 95 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 216,803 : : Positions : : 51,385 37,471 37,238 81,936 26,375 1,225 0 184 56,305 13,405 3,978 : : : : Changes from: June 7, 2011 : : 890 774 1,231 1,926 -327 84 0 -14 781 -36 383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 17.3 17.2 37.8 12.2 0.6 0.0 0.1 26.0 6.2 1.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 8 8 7 15 . 0 . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 29,769 : : Positions : : 16,547 17,793 7,062 3,793 5,520 0 200 500 0 1,823 75 : : : : Changes from: June 7, 2011 : : 225 200 100 100 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 59.8 23.7 12.7 18.5 0.0 0.7 1.7 0.0 6.1 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 24 10 4 11 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 73,096 : : Positions : : 11,071 3,853 33,690 24,060 17,013 2,715 9,851 3,946 0 9,158 757 : : : : Changes from: June 7, 2011 : : 0 0 408 -131 230 0 402 0 0 822 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 5.3 46.1 32.9 23.3 3.7 13.5 5.4 0.0 12.5 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 5 4 10 10 16 4 5 7 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 31,284 : : Positions : : 1,583 3,274 10,693 13,068 8,893 3,342 0 2,445 0 233 982 : : : : Changes from: June 7, 2011 : : 0 0 -811 1,097 -425 734 -1,403 8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.1 10.5 34.2 41.8 28.4 10.7 0.0 7.8 0.0 0.7 3.1 : : : : Number of Traders in Each Category Total Traders: 22 : : . 4 7 5 11 4 0 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 16,130 : : Positions : : 5,245 3,455 4,030 7,985 4,215 1,890 205 0 675 150 75 : : : : Changes from: June 7, 2011 : : 300 450 185 35 265 -150 0 0 150 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 21.4 25.0 49.5 26.1 11.7 1.3 0.0 4.2 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 11 6 6 7 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 262,930 : : Positions : : 88,763 179,324 33,838 12,007 18,660 56,437 7,248 16,619 19,406 7,316 8,345 : : : : Changes from: June 7, 2011 : : -465 5,178 -54 809 281 4,389 3,798 337 3,981 -778 2,794 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 68.2 12.9 4.6 7.1 21.5 2.8 6.3 7.4 2.8 3.2 : : : : Number of Traders in Each Category Total Traders: 198 : : 50 74 16 7 13 56 10 26 17 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 27,008 : : Positions : : 9,868 21,337 1,995 0 555 2,051 251 123 4,802 0 523 : : : : Changes from: June 7, 2011 : : 1,102 1,560 -554 0 0 83 0 0 -75 0 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 79.0 7.4 0.0 2.1 7.6 0.9 0.5 17.8 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 4,926 : : Positions : : 2,356 3,719 1,582 319 438 0 0 0 100 0 450 : : : : Changes from: June 7, 2011 : : 200 300 0 0 0 0 0 0 100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 75.5 32.1 6.5 8.9 0.0 0.0 0.0 2.0 0.0 9.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 8 . 7 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 59,813 : : Positions : : 40,616 39,153 10,613 14,324 6,178 1,359 0 71 0 0 0 : : : : Changes from: June 7, 2011 : : 1,865 3,100 475 -675 1,050 -62 0 -12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 65.5 17.7 23.9 10.3 2.3 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 22 9 7 12 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 10,280 3,205 0 255 0 0 0 0 0 0 : : : : Changes from: June 7, 2011 : : 0 50 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 97.6 30.4 0.0 2.4 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 14, 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 19,970 : : Positions : : 15,955 15,255 3,465 4,065 530 0 0 0 0 0 0 : : : : Changes from: June 7, 2011 : : 1,358 1,569 375 -120 -160 0 0 0 -164 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 76.4 17.4 20.4 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 7,325 : : Positions : : 4,765 2,330 1,850 445 565 0 335 0 0 3,625 25 : : : : Changes from: June 7, 2011 : : 355 55 165 -25 155 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 31.8 25.3 6.1 7.7 0.0 4.6 0.0 0.0 49.5 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 15 10 4 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 11,048 : : Positions : : 5,655 7,389 2,132 1,948 1,389 99 0 0 1,250 0 105 : : : : Changes from: June 7, 2011 : : -25 482 367 -15 -50 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 66.9 19.3 17.6 12.6 0.9 0.0 0.0 11.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 14 7 5 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 19,005 : : Positions : : 9,390 6,710 5,828 4,692 2,405 25 1,670 374 608 2,776 318 : : : : Changes from: June 7, 2011 : : 682 179 652 1,035 -443 -130 170 130 192 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 35.3 30.7 24.7 12.7 0.1 8.8 2.0 3.2 14.6 1.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 22 20 11 8 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 11,656 : : Positions : : 9,405 7,350 393 3,438 464 1,018 0 42 0 54 201 : : : : Changes from: June 7, 2011 : : 194 1,221 119 -13 18 855 -56 -205 0 -51 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 63.1 3.4 29.5 4.0 8.7 0.0 0.4 0.0 0.5 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 . 8 4 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 31,944 : : Positions : : 5,429 19,152 5,135 4,523 6,088 4,714 300 237 9,073 560 844 : : : : Changes from: June 7, 2011 : : 300 0 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 60.0 16.1 14.2 19.1 14.8 0.9 0.7 28.4 1.8 2.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 12 15 10 8 13 6 . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 15,523 : : Positions : : 8,390 6,591 262 3,924 547 1,200 0 705 1,864 0 0 : : : : Changes from: June 7, 2011 : : 450 364 123 545 -126 -656 0 91 213 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 42.5 1.7 25.3 3.5 7.7 0.0 4.5 12.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 5 . . 0 . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated Jun 17, 2011