Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 36,519 : : Positions : : 25,435 30,222 5,330 1,518 3,436 0 0 0 2,165 807 0 : : : : Changes from: June 21, 2011 : : -86 662 237 -66 159 0 0 0 532 87 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 82.8 14.6 4.2 9.4 0.0 0.0 0.0 5.9 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 32 10 6 13 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 15,344 : : Positions : : 11,372 13,571 2,633 432 1,236 0 0 0 0 0 0 : : : : Changes from: June 21, 2011 : : -47 193 50 -192 169 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 88.4 17.2 2.8 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 23 6 4 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 10,987 : : Positions : : 6,321 6,793 1,025 67 1,968 0 0 0 0 526 163 : : : : Changes from: June 21, 2011 : : 183 273 77 -3 82 0 0 0 0 3 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 61.8 9.3 0.6 17.9 0.0 0.0 0.0 0.0 4.8 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 29 9 . 11 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 8,576 : : Positions : : 4,828 6,127 1,383 121 1,037 0 0 0 275 168 481 : : : : Changes from: June 21, 2011 : : 876 956 42 -16 218 0 0 0 -15 33 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 71.4 16.1 1.4 12.1 0.0 0.0 0.0 3.2 2.0 5.6 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 44 12 . 13 0 0 0 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 4,414 : : Positions : : 1,993 1,835 237 390 611 0 0 0 347 0 44 : : : : Changes from: June 21, 2011 : : 175 115 -15 5 -25 0 0 0 51 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 41.6 5.4 8.8 13.8 0.0 0.0 0.0 7.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . 4 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 3,496 : : Positions : : 1,182 1,611 107 647 596 0 210 0 1,030 130 65 : : : : Changes from: June 21, 2011 : : -63 342 -30 -15 30 0 0 0 465 45 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 46.1 3.1 18.5 17.0 0.0 6.0 0.0 29.5 3.7 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 11 4 5 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,565 : : Positions : : 631 928 352 15 180 0 0 0 30 0 10 : : : : Changes from: June 21, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 59.3 22.5 1.0 11.5 0.0 0.0 0.0 1.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,643 : : Positions : : 909 1,091 33 0 95 0 0 0 0 45 95 : : : : Changes from: June 21, 2011 : : 124 94 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 66.4 2.0 0.0 5.8 0.0 0.0 0.0 0.0 2.7 5.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 14 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 12,025 : : Positions : : 6,499 9,650 4,526 1,165 835 0 0 0 0 0 0 : : : : Changes from: June 21, 2011 : : 361 531 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 80.2 37.6 9.7 6.9 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 28, 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 16,967 : : Positions : : 11,895 10,845 3,162 1,344 1,830 0 0 0 0 2,868 30 : : : : Changes from: June 21, 2011 : : 2,393 2,382 405 -14 435 0 0 0 0 325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 63.9 18.6 7.9 10.8 0.0 0.0 0.0 0.0 16.9 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 5 5 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 309,256 : : Positions : : 114,130 193,767 59,649 7,928 15,455 39,876 9,431 21,437 7,684 20,757 11,774 : : : : Changes from: June 21, 2011 : : 584 -10,793 -1,428 -88 -844 -4,131 1,986 -345 -1,744 1,249 -283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 62.7 19.3 2.6 5.0 12.9 3.0 6.9 2.5 6.7 3.8 : : : : Number of Traders in Each Category Total Traders: 152 : : 47 64 16 6 17 25 15 21 9 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 18,980 : : Positions : : 11,003 11,907 2,765 3,441 2,407 300 0 50 1,791 461 614 : : : : Changes from: June 21, 2011 : : 650 850 300 250 152 0 0 0 150 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 62.7 14.6 18.1 12.7 1.6 0.0 0.3 9.4 2.4 3.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 30 32 7 5 10 . 0 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 8,315 : : Positions : : 5,560 4,852 1,203 2,120 363 849 300 0 174 535 145 : : : : Changes from: June 21, 2011 : : 645 345 0 0 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 58.4 14.5 25.5 4.4 10.2 3.6 0.0 2.1 6.4 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 11 6 7 6 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 21, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 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 21, 2011 : : 0 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 28, 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 9,015 : : Positions : : 7,217 7,345 146 198 243 241 0 74 269 465 365 : : : : Changes from: June 21, 2011 : : -205 -277 100 -4 -11 94 0 -45 -68 314 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 81.5 1.6 2.2 2.7 2.7 0.0 0.8 3.0 5.2 4.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 23 . . . . 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 15,744 : : Positions : : 15,110 12,870 0 966 244 0 109 15 151 1,220 137 : : : : Changes from: June 21, 2011 : : 1,326 857 0 339 0 0 0 0 19 132 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 81.7 0.0 6.1 1.5 0.0 0.7 0.1 1.0 7.7 0.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 39 0 5 . 0 . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,390 : : Positions : : 1,148 1,355 180 0 0 0 0 0 25 0 0 : : : : Changes from: June 21, 2011 : : 160 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 97.5 12.9 0.0 0.0 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,524 : : Positions : : 977 1,073 0 0 0 0 0 0 164 0 50 : : : : Changes from: June 21, 2011 : : -2 -1 0 0 0 0 0 0 2 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 70.4 0.0 0.0 0.0 0.0 0.0 0.0 10.8 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 17 0 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 458,820 : : Positions : : 139,357 158,906 50,054 72,531 93,703 28,804 16,474 29,067 26,766 2,323 63,466 : : : : Changes from: June 21, 2011 : : 3,178 7,934 9,930 1,454 -2,700 -5,197 2,546 406 4,687 -37 3,784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 34.6 10.9 15.8 20.4 6.3 3.6 6.3 5.8 0.5 13.8 : : : : Number of Traders in Each Category Total Traders: 136 : : 37 32 15 18 30 16 9 16 27 7 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,524,313 : : Positions : : 205,225 382,048 262,671 242,267 255,758 223,022 73,018 211,130 94,929 110,379 188,991 : : : : Changes from: June 21, 2011 : : 1,623 -9,905 9,057 -974 -749 -5,564 6,622 -2,247 -650 1,677 -2,948 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 25.1 17.2 15.9 16.8 14.6 4.8 13.9 6.2 7.2 12.4 : : : : Number of Traders in Each Category Total Traders: 352 : : 47 53 24 22 37 69 48 71 65 47 88 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 225,015 : : Positions : : 53,284 41,210 40,210 83,964 27,955 1,381 0 218 57,085 14,854 4,872 : : : : Changes from: June 21, 2011 : : 1,909 2,848 -3,748 1,273 561 -144 0 34 516 1,743 803 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 18.3 17.9 37.3 12.4 0.6 0.0 0.1 25.4 6.6 2.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 7 9 7 15 . 0 . 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 33,109 : : Positions : : 18,822 19,608 7,377 4,493 6,245 0 200 500 0 1,898 100 : : : : Changes from: June 21, 2011 : : 550 550 100 0 725 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 59.2 22.3 13.6 18.9 0.0 0.6 1.5 0.0 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 27 10 4 11 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 70,312 : : Positions : : 9,009 3,825 34,593 23,303 15,257 2,715 9,449 3,946 0 8,613 622 : : : : Changes from: June 21, 2011 : : -1,998 0 388 -1,823 -374 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 5.4 49.2 33.1 21.7 3.9 13.4 5.6 0.0 12.2 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 5 4 11 9 16 4 4 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 31,272 : : Positions : : 1,684 3,458 10,557 12,976 8,865 3,384 0 2,601 0 233 982 : : : : Changes from: June 21, 2011 : : 101 201 -155 498 83 738 0 -295 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.4 11.1 33.8 41.5 28.3 10.8 0.0 8.3 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 28, 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 16,970 : : Positions : : 5,515 3,905 4,740 8,155 4,465 1,800 82 75 150 150 0 : : : : Changes from: June 21, 2011 : : 270 450 710 95 250 -90 -123 75 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 23.0 27.9 48.1 26.3 10.6 0.5 0.4 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 11 11 6 6 8 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 234,667 : : Positions : : 78,012 154,230 32,730 12,856 15,979 51,326 9,217 12,733 18,446 5,075 8,796 : : : : Changes from: June 21, 2011 : : -11,235 -14,187 -607 -319 -1,266 853 -970 -1,552 -1,234 -412 724 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 65.7 13.9 5.5 6.8 21.9 3.9 5.4 7.9 2.2 3.7 : : : : Number of Traders in Each Category Total Traders: 184 : : 54 68 16 6 15 45 13 25 16 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 27,875 : : Positions : : 10,641 21,555 2,046 0 555 2,134 251 123 4,476 0 729 : : : : Changes from: June 21, 2011 : : 1,139 771 9 0 0 -50 0 0 54 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 77.3 7.3 0.0 2.0 7.7 0.9 0.4 16.1 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 5,869 : : Positions : : 3,281 4,494 1,332 319 556 0 0 0 200 0 500 : : : : Changes from: June 21, 2011 : : 675 525 -150 0 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 76.6 22.7 5.4 9.5 0.0 0.0 0.0 3.4 0.0 8.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 8 . 7 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 64,571 : : Positions : : 45,987 42,308 9,643 15,488 6,357 1,134 0 271 0 0 0 : : : : Changes from: June 21, 2011 : : 2,358 1,662 -405 334 -322 -200 0 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 65.5 14.9 24.0 9.8 1.8 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 38 22 9 7 12 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 10,495 : : Positions : : 6,725 10,330 3,430 0 165 0 0 0 0 0 0 : : : : Changes from: June 21, 2011 : : -50 100 150 0 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 98.4 32.7 0.0 1.6 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 28, 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 21,180 : : Positions : : 16,490 16,430 4,105 4,045 585 0 0 0 0 0 0 : : : : Changes from: June 21, 2011 : : 150 380 180 -50 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 77.6 19.4 19.1 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 7,965 : : Positions : : 5,490 2,830 1,705 300 650 0 335 0 0 3,850 0 : : : : Changes from: June 21, 2011 : : 525 350 -150 0 45 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 35.5 21.4 3.8 8.2 0.0 4.2 0.0 0.0 48.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 15 11 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 11,712 : : Positions : : 6,078 8,048 2,231 1,848 1,494 99 0 0 1,297 0 105 : : : : Changes from: June 21, 2011 : : 50 150 50 -100 100 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 68.7 19.0 15.8 12.8 0.8 0.0 0.0 11.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 14 7 5 9 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 22,078 : : Positions : : 11,005 9,351 6,056 4,979 3,035 25 2,216 374 864 1,401 662 : : : : Changes from: June 21, 2011 : : 597 1,035 -240 350 314 0 0 0 -42 -1,070 202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 42.4 27.4 22.6 13.7 0.1 10.0 1.7 3.9 6.3 3.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 23 23 10 9 13 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 12,524 : : Positions : : 9,870 8,210 559 3,323 545 1,147 0 87 0 54 201 : : : : Changes from: June 21, 2011 : : 20 259 166 -25 81 27 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 65.6 4.5 26.5 4.4 9.2 0.0 0.7 0.0 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 21 . 8 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 33,548 : : Positions : : 5,229 19,224 5,325 6,248 6,088 6,639 0 287 8,655 560 901 : : : : Changes from: June 21, 2011 : : -425 -39 190 225 0 575 -300 50 -412 0 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 57.3 15.9 18.6 18.1 19.8 0.0 0.9 25.8 1.7 2.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 15 15 10 8 13 5 0 4 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 17,346 : : Positions : : 9,731 7,722 271 3,259 553 1,008 60 751 1,990 0 0 : : : : Changes from: June 21, 2011 : : -160 236 0 34 0 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 44.5 1.6 18.8 3.2 5.8 0.3 4.3 11.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 4 4 . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 1, 2011