Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 35,632 : : Positions : : 25,521 29,560 5,093 1,584 3,277 0 0 0 1,633 720 0 : : : : Changes from: June 14, 2011 : : 53 18 50 192 142 0 0 0 195 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 83.0 14.3 4.4 9.2 0.0 0.0 0.0 4.6 2.0 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 21, 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 15,209 : : Positions : : 11,419 13,378 2,583 624 1,067 0 0 0 0 0 0 : : : : Changes from: June 14, 2011 : : 490 805 110 -205 134 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 88.0 17.0 4.1 7.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 23 4 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 10,542 : : Positions : : 6,138 6,520 948 70 1,886 0 0 0 0 523 73 : : : : Changes from: June 14, 2011 : : 309 281 37 0 149 0 0 0 0 75 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 61.8 9.0 0.7 17.9 0.0 0.0 0.0 0.0 5.0 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 28 8 . 11 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 7,387 : : Positions : : 3,952 5,171 1,341 137 819 0 0 0 290 135 403 : : : : Changes from: June 14, 2011 : : 562 602 155 77 75 0 0 0 -118 -48 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 70.0 18.2 1.9 11.1 0.0 0.0 0.0 3.9 1.8 5.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 35 42 11 . 11 0 0 0 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 4,132 : : Positions : : 1,818 1,720 252 385 636 0 0 0 296 0 0 : : : : Changes from: June 14, 2011 : : 139 266 50 -5 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 41.6 6.1 9.3 15.4 0.0 0.0 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . 4 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 3,519 : : Positions : : 1,245 1,269 137 662 566 0 210 0 565 85 485 : : : : Changes from: June 14, 2011 : : 45 60 1 20 33 0 0 0 0 -10 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 36.1 3.9 18.8 16.1 0.0 6.0 0.0 16.1 2.4 13.8 : : : : 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 21, 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 1,516 : : Positions : : 785 997 53 0 95 0 0 0 0 45 95 : : : : Changes from: June 14, 2011 : : 0 0 -10 0 3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 65.8 3.5 0.0 6.3 0.0 0.0 0.0 0.0 3.0 6.3 : : : : 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 21, 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 11,514 : : Positions : : 6,138 9,119 4,376 1,165 835 0 0 0 0 0 0 : : : : Changes from: June 14, 2011 : : 483 458 90 115 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 79.2 38.0 10.1 7.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 13,789 : : Positions : : 9,502 8,463 2,757 1,358 1,395 0 0 0 0 2,543 30 : : : : Changes from: June 14, 2011 : : 523 231 0 3 75 0 0 0 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 61.4 20.0 9.8 10.1 0.0 0.0 0.0 0.0 18.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 5 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 319,215 : : Positions : : 113,546 204,560 61,077 8,016 16,299 44,007 7,445 21,782 9,428 19,508 12,057 : : : : Changes from: June 14, 2011 : : 2,527 -8,214 779 -419 2,778 -11,059 517 -2,143 480 -1,242 -4,744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 64.1 19.1 2.5 5.1 13.8 2.3 6.8 3.0 6.1 3.8 : : : : Number of Traders in Each Category Total Traders: 158 : : 52 63 16 7 17 31 9 19 14 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 17,678 : : Positions : : 10,353 11,057 2,465 3,191 2,255 300 0 50 1,641 461 514 : : : : Changes from: June 14, 2011 : : 1,250 1,650 360 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 62.5 13.9 18.1 12.8 1.7 0.0 0.3 9.3 2.6 2.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 30 32 7 6 9 . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 : : 4,915 4,507 1,203 2,120 363 1,149 300 0 174 535 145 : : : : Changes from: June 14, 2011 : : -75 225 150 0 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 56.5 15.1 26.6 4.6 14.4 3.8 0.0 2.2 6.7 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 12 6 7 6 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,895 : : Positions : : 1,332 1,643 563 252 0 0 0 0 0 0 0 : : : : Changes from: June 14, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 86.7 29.7 13.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 : : 1,349 1,246 1,493 1,701 864 378 0 0 0 816 0 : : : : Changes from: June 14, 2011 : : 188 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 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: 21 : : 6 4 6 6 9 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 9,318 : : Positions : : 7,422 7,622 46 202 254 147 0 119 337 151 481 : : : : Changes from: June 14, 2011 : : -155 172 12 -564 12 82 0 -179 -157 33 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 81.8 0.5 2.2 2.7 1.6 0.0 1.3 3.6 1.6 5.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 23 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 14,464 : : Positions : : 13,784 12,013 0 627 244 0 109 15 132 1,088 183 : : : : Changes from: June 14, 2011 : : 2,512 2,071 -10 296 -38 0 -4 -10 65 129 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 83.1 0.0 4.3 1.7 0.0 0.8 0.1 0.9 7.5 1.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 39 0 5 . 0 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 1,230 : : Positions : : 988 1,180 180 0 0 0 0 0 25 0 0 : : : : Changes from: June 14, 2011 : : 62 119 25 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 95.9 14.6 0.0 0.0 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 1,540 : : Positions : : 979 1,074 0 0 0 0 0 0 162 0 47 : : : : Changes from: June 14, 2011 : : 162 231 0 0 0 0 0 0 29 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 69.7 0.0 0.0 0.0 0.0 0.0 0.0 10.5 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 18 0 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 447,616 : : Positions : : 136,179 150,972 40,124 71,077 96,403 34,001 13,928 28,661 22,079 2,360 59,682 : : : : Changes from: June 14, 2011 : : -12,906 -17,571 8,009 249 -9,787 -8,023 5,587 -5,583 -1,085 -3,989 -5,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 33.7 9.0 15.9 21.5 7.6 3.1 6.4 4.9 0.5 13.3 : : : : Number of Traders in Each Category Total Traders: 134 : : 39 32 15 18 30 15 8 15 27 8 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 1,528,927 : : Positions : : 203,602 391,953 253,614 243,241 256,507 228,586 66,396 213,377 95,579 108,702 191,939 : : : : Changes from: June 14, 2011 : : -12,103 -5,847 8,829 -17,424 3,704 -11,438 9,485 -16,435 -1,445 -5,064 -20,775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 25.6 16.6 15.9 16.8 15.0 4.3 14.0 6.3 7.1 12.6 : : : : Number of Traders in Each Category Total Traders: 350 : : 47 54 23 23 36 72 41 71 64 51 88 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 219,329 : : Positions : : 51,375 38,362 43,958 82,691 27,394 1,525 0 184 56,569 13,111 4,069 : : : : Changes from: June 14, 2011 : : -10 891 6,720 755 1,019 300 0 0 264 -294 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 17.5 20.0 37.7 12.5 0.7 0.0 0.1 25.8 6.0 1.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 7 9 10 7 15 . 0 . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 31,734 : : Positions : : 18,272 19,058 7,277 4,493 5,520 0 200 500 0 1,798 100 : : : : Changes from: June 14, 2011 : : 1,725 1,265 215 700 0 0 0 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 60.1 22.9 14.2 17.4 0.0 0.6 1.6 0.0 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 27 10 4 11 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 72,394 : : Positions : : 11,007 3,825 34,205 25,126 15,631 2,715 9,449 3,946 0 8,613 622 : : : : Changes from: June 14, 2011 : : -64 -28 515 1,066 -1,382 0 -402 0 0 -545 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 5.3 47.2 34.7 21.6 3.8 13.1 5.5 0.0 11.9 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 21, 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 30,978 : : Positions : : 1,583 3,257 10,712 12,478 8,782 2,646 0 2,896 0 233 982 : : : : Changes from: June 14, 2011 : : 0 -17 19 -590 -111 -696 0 451 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.1 10.5 34.6 40.3 28.3 8.5 0.0 9.3 0.0 0.8 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : . 4 7 5 11 . 0 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 8,060 4,215 1,890 205 0 750 150 0 : : : : Changes from: June 14, 2011 : : 0 0 0 75 0 0 0 0 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 21.4 25.0 50.0 26.1 11.7 1.3 0.0 4.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 11 6 6 7 4 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 257,509 : : Positions : : 89,247 168,417 33,337 13,175 17,245 50,473 10,187 14,285 19,680 5,487 8,072 : : : : Changes from: June 14, 2011 : : 484 -10,907 -501 1,168 -1,415 -5,964 2,939 -2,334 274 -1,829 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 65.4 12.9 5.1 6.7 19.6 4.0 5.5 7.6 2.1 3.1 : : : : Number of Traders in Each Category Total Traders: 193 : : 53 73 16 6 17 46 14 29 17 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 26,944 : : Positions : : 9,502 20,784 2,037 0 555 2,184 251 123 4,422 0 723 : : : : Changes from: June 14, 2011 : : -366 -553 42 0 0 133 0 0 -380 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 77.1 7.6 0.0 2.1 8.1 0.9 0.5 16.4 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 5,219 : : Positions : : 2,606 3,969 1,482 319 431 0 0 0 200 0 500 : : : : Changes from: June 14, 2011 : : 250 250 -100 0 -7 0 0 0 100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 76.0 28.4 6.1 8.3 0.0 0.0 0.0 3.8 0.0 9.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 8 . 7 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 62,637 : : Positions : : 43,629 40,646 10,048 15,154 6,679 1,334 0 71 0 0 0 : : : : Changes from: June 14, 2011 : : 3,013 1,493 -565 830 501 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 64.9 16.0 24.2 10.7 2.1 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 37 22 9 7 12 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 10,485 : : Positions : : 6,775 10,230 3,280 0 255 0 0 0 0 0 0 : : : : Changes from: June 14, 2011 : : -125 -50 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 97.6 31.3 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 21, 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 20,905 : : Positions : : 16,340 16,050 3,925 4,095 640 0 0 0 0 0 0 : : : : Changes from: June 14, 2011 : : 385 795 460 30 110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 76.8 18.8 19.6 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 8 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 7,545 : : Positions : : 4,965 2,480 1,855 300 605 0 335 0 0 3,825 0 : : : : Changes from: June 14, 2011 : : 200 150 5 -145 40 0 0 0 0 200 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 32.9 24.6 4.0 8.0 0.0 4.4 0.0 0.0 50.7 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 14 11 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 11,562 : : Positions : : 6,028 7,898 2,181 1,948 1,394 99 0 0 1,337 0 105 : : : : Changes from: June 14, 2011 : : 373 509 49 0 5 0 0 0 87 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 68.3 18.9 16.8 12.1 0.9 0.0 0.0 11.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 14 7 5 8 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 21,247 : : Positions : : 10,408 8,316 6,296 4,629 2,721 25 2,216 374 906 2,471 460 : : : : Changes from: June 14, 2011 : : 1,018 1,606 468 -63 316 0 546 0 298 -305 142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 39.1 29.6 21.8 12.8 0.1 10.4 1.8 4.3 11.6 2.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 23 20 11 8 13 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 12,212 : : Positions : : 9,850 7,951 393 3,348 464 1,120 0 87 0 54 201 : : : : Changes from: June 14, 2011 : : 445 601 0 -90 0 102 0 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 65.1 3.2 27.4 3.8 9.2 0.0 0.7 0.0 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 8 4 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 33,569 : : Positions : : 5,654 19,263 5,135 6,023 6,088 6,064 300 237 9,067 560 858 : : : : Changes from: June 14, 2011 : : 225 111 0 1,500 0 1,350 0 0 -6 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 57.4 15.3 17.9 18.1 18.1 0.9 0.7 27.0 1.7 2.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 13 15 10 8 13 5 . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 21, 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 17,081 : : Positions : : 9,891 7,486 271 3,225 553 1,008 110 701 1,990 0 0 : : : : Changes from: June 14, 2011 : : 1,501 895 9 -699 6 -192 110 -4 126 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 43.8 1.6 18.9 3.2 5.9 0.6 4.1 11.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . 4 4 . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 24, 2011