GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 44,895: 31,776 40,828 6,838 124 2,304 0 0 0 2,183 250 960: 834 429 Old : 44,895: 31,776 40,828 6,838 124 2,304 0 0 0 2,183 250 960: 834 429 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 2,687: 2,481 2,560 57 0 102 0 0 0 5 0 0: 42 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 90.9 15.2 0.3 5.1 0.0 0.0 0.0 4.9 0.6 2.1: 1.9 1.0 Old : 100.0: 70.8 90.9 15.2 0.3 5.1 0.0 0.0 0.0 4.9 0.6 2.1: 1.9 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 26 37 12 . 11 0 0 0 . . .: Old : 59: 26 37 12 . 11 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 37.4 68.8 60.1 32.3 29.1 44.1 39.4 Old : 50.3 37.4 68.8 60.1 32.3 29.1 44.1 39.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 24,909: 19,738 19,095 780 1,506 3,890 0 0 0 0 0 0: 501 418 Old : 24,909: 19,738 19,095 780 1,506 3,890 0 0 0 0 0 0: 501 418 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 341: 315 411 -55 9 25 0 -147 0 0 0 0: 56 43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 76.7 3.1 6.0 15.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.7 Old : 100.0: 79.2 76.7 3.1 6.0 15.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 20 25 4 5 7 0 0 0 0 0 0: Old : 37: 20 25 4 5 7 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 47.5 74.0 75.1 24.7 20.1 32.3 30.1 Old : 53.2 47.5 74.0 75.1 24.7 20.1 32.3 30.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,507: 2,222 2,288 355 382 341 0 0 0 0 0 0: 589 496 Old : 3,507: 2,222 2,288 355 382 341 0 0 0 0 0 0: 589 496 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.4 65.2 10.1 10.9 9.7 0.0 0.0 0.0 0.0 0.0 0.0: 16.8 14.1 Old : 100.0: 63.4 65.2 10.1 10.9 9.7 0.0 0.0 0.0 0.0 0.0 0.0: 16.8 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 15 15 . . 5 0 0 0 0 0 0: Old : 20: 15 15 . . 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.1 39.7 61.0 60.9 14.9 17.5 19.0 21.9 Old : 40.1 39.7 61.0 60.9 14.9 17.5 19.0 21.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 14,399: 8,278 8,815 1,042 343 2,494 21 0 49 274 426 304: 1,937 1,968 Old : 14,399: 8,278 8,815 1,042 343 2,494 21 0 49 274 426 304: 1,937 1,968 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 1,235: 745 710 1 27 267 0 0 0 30 50 43: 149 138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 61.2 7.2 2.4 17.3 0.1 0.0 0.3 1.9 3.0 2.1: 13.5 13.7 Old : 100.0: 57.5 61.2 7.2 2.4 17.3 0.1 0.0 0.3 1.9 3.0 2.1: 13.5 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 25 28 7 6 13 . 0 . . . .: Old : 44: 25 28 7 6 13 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.4 24.3 44.5 39.5 15.6 12.1 20.4 17.9 Old : 26.4 24.3 44.5 39.5 15.6 12.1 20.4 17.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 8,437: 4,189 5,722 1,225 197 1,364 0 0 90 377 159 387: 805 518 Old : 8,437: 4,189 5,722 1,225 197 1,364 0 0 90 377 159 387: 805 518 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 531: 329 435 74 14 40 0 0 0 -5 -33 65: 28 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.7 67.8 14.5 2.3 16.2 0.0 0.0 1.1 4.5 1.9 4.6: 9.5 6.1 Old : 100.0: 49.7 67.8 14.5 2.3 16.2 0.0 0.0 1.1 4.5 1.9 4.6: 9.5 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 34 39 10 . 13 0 0 . 5 . .: Old : 63: 34 39 10 . 13 0 0 . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.5 21.2 37.0 36.7 13.8 16.1 21.6 24.9 Old : 24.5 21.2 37.0 36.7 13.8 16.1 21.6 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 4,589: 1,693 2,819 228 336 534 298 0 0 841 35 319: 676 546 Old : 4,589: 1,693 2,819 228 336 534 298 0 0 841 35 319: 676 546 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 230: 135 185 5 -40 10 23 0 0 -30 0 45: 42 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 61.4 5.0 7.3 11.6 6.5 0.0 0.0 18.3 0.8 7.0: 14.7 11.9 Old : 100.0: 36.9 61.4 5.0 7.3 11.6 6.5 0.0 0.0 18.3 0.8 7.0: 14.7 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 11 18 4 . 6 . 0 0 . . .: Old : 31: 11 18 4 . 6 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 29.4 64.5 53.5 37.6 24.9 45.2 38.8 Old : 47.0 29.4 64.5 53.5 37.6 24.9 45.2 38.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,401: 1,797 1,225 16 212 205 0 0 0 60 321 5: 318 433 Old : 2,401: 1,797 1,225 16 212 205 0 0 0 60 321 5: 318 433 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 81: 114 145 0 -25 -38 0 0 0 0 -16 0: 5 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 51.0 0.7 8.8 8.5 0.0 0.0 0.0 2.5 13.4 0.2: 13.2 18.0 Old : 100.0: 74.8 51.0 0.7 8.8 8.5 0.0 0.0 0.0 2.5 13.4 0.2: 13.2 18.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 12 . 4 4 0 0 0 . . .: Old : 25: 14 12 . 4 4 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 35.1 67.3 56.6 36.9 23.2 46.5 34.9 Old : 46.1 35.1 67.3 56.6 36.9 23.2 46.5 34.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,619: 1,901 870 10 1,096 151 0 0 0 0 98 12: 545 392 Old : 2,619: 1,901 870 10 1,096 151 0 0 0 0 98 12: 545 392 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.6 33.2 0.4 41.8 5.8 0.0 0.0 0.0 0.0 3.7 0.5: 20.8 15.0 Old : 100.0: 72.6 33.2 0.4 41.8 5.8 0.0 0.0 0.0 0.0 3.7 0.5: 20.8 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 10 . 5 5 0 0 0 0 . .: Old : 21: 12 10 . 5 5 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 45.1 70.5 66.6 57.5 42.3 60.5 61.1 Old : 62.5 45.1 70.5 66.6 57.5 42.3 60.5 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 15,826: 13,985 12,803 704 1,248 996 0 0 0 0 700 0: 141 79 Old : 15,826: 13,985 12,803 704 1,248 996 0 0 0 0 700 0: 141 79 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 400: 215 650 105 -345 80 0 0 0 0 0 0: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 80.9 4.4 7.9 6.3 0.0 0.0 0.0 0.0 4.4 0.0: 0.9 0.5 Old : 100.0: 88.4 80.9 4.4 7.9 6.3 0.0 0.0 0.0 0.0 4.4 0.0: 0.9 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 14 4 5 5 0 0 0 0 . 0: Old : 31: 16 14 4 5 5 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 51.5 80.9 75.8 55.8 44.1 67.6 61.7 Old : 61.9 51.5 80.9 75.8 55.8 44.1 67.6 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 6,969: 3,522 531 774 3,500 2,405 0 0 0 0 413 0: 268 120 Old : 6,969: 3,522 531 774 3,500 2,405 0 0 0 0 413 0: 268 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 7.6 11.1 50.2 34.5 0.0 0.0 0.0 0.0 5.9 0.0: 3.8 1.7 Old : 100.0: 50.5 7.6 11.1 50.2 34.5 0.0 0.0 0.0 0.0 5.9 0.0: 3.8 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 6 . 5 9 9 0 0 0 0 . 0: Old : 22: 6 . 5 9 9 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 52.3 78.8 73.9 47.1 37.6 57.9 54.0 Old : 61.4 52.3 78.8 73.9 47.1 37.6 57.9 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 22,932: 17,962 15,089 2,436 1,629 2,056 0 0 0 0 3,840 318: 160 0 Old : 22,932: 17,962 15,089 2,436 1,629 2,056 0 0 0 0 3,840 318: 160 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 765: 300 830 291 -249 174 0 0 0 0 10 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 65.8 10.6 7.1 9.0 0.0 0.0 0.0 0.0 16.7 1.4: 0.7 0.0 Old : 100.0: 78.3 65.8 10.6 7.1 9.0 0.0 0.0 0.0 0.0 16.7 1.4: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 16 5 5 9 0 0 0 0 . .: Old : 33: 18 16 5 5 9 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 58.0 63.3 79.1 34.1 41.9 53.4 56.3 Old : 39.7 58.0 63.3 79.1 34.1 41.9 53.4 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 323,646: 133,227 172,775 53,242 9,163 15,321 26,504 17,602 26,175 12,356 20,435 24,825: 31,996 37,350 Old : 323,646: 133,227 172,775 53,242 9,163 15,321 26,504 17,602 26,175 12,356 20,435 24,825: 31,996 37,350 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 1,084: 6,390 -299 1,065 -1,250 -1,096 -961 4,766 -2,439 -1,381 -2,418 -400: -94 4,220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.2 53.4 16.5 2.8 4.7 8.2 5.4 8.1 3.8 6.3 7.7: 9.9 11.5 Old : 100.0: 41.2 53.4 16.5 2.8 4.7 8.2 5.4 8.1 3.8 6.3 7.7: 9.9 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 156: 49 58 16 . 15 27 24 23 9 10 15: Old : 156: 49 58 16 . 15 27 24 23 9 10 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.7 20.3 31.5 32.0 13.4 10.6 20.3 16.2 Old : 19.7 20.3 31.5 32.0 13.4 10.6 20.3 16.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 15,688: 9,994 8,464 1,818 753 2,783 0 0 0 550 3,153 359: 184 176 Old : 15,688: 9,994 8,464 1,818 753 2,783 0 0 0 550 3,153 359: 184 176 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 656: 162 212 45 39 108 0 0 0 100 56 251: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 54.0 11.6 4.8 17.7 0.0 0.0 0.0 3.5 20.1 2.3: 1.2 1.1 Old : 100.0: 63.7 54.0 11.6 4.8 17.7 0.0 0.0 0.0 3.5 20.1 2.3: 1.2 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 29 34 5 5 10 0 0 0 4 4 .: Old : 64: 29 34 5 5 10 0 0 0 4 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 31.6 51.8 45.9 28.6 29.9 41.0 39.6 Old : 31.5 31.6 51.8 45.9 28.6 29.9 41.0 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 16,792: 10,694 10,400 2,220 3,457 2,905 733 0 0 200 0 0: 40 30 Old : 16,792: 10,694 10,400 2,220 3,457 2,905 733 0 0 200 0 0: 40 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 2,610: 2,160 1,680 -300 300 600 0 0 0 150 0 0: 0 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 61.9 13.2 20.6 17.3 4.4 0.0 0.0 1.2 0.0 0.0: 0.2 0.2 Old : 100.0: 63.7 61.9 13.2 20.6 17.3 4.4 0.0 0.0 1.2 0.0 0.0: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 14 21 5 8 9 . 0 0 . 0 0: Old : 44: 14 21 5 8 9 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 38.7 70.7 60.9 43.4 31.1 54.8 47.2 Old : 51.1 38.7 70.7 60.9 43.4 31.1 54.8 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 12,414: 7,835 10,526 72 49 215 634 63 127 2,186 50 1,031: 314 353 Old : 12,414: 7,835 10,526 72 49 215 634 63 127 2,186 50 1,031: 314 353 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : -578: 141 -11 49 -108 15 -37 -82 0 -311 8 126: -561 -526 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.1 84.8 0.6 0.4 1.7 5.1 0.5 1.0 17.6 0.4 8.3: 2.5 2.8 Old : 100.0: 63.1 84.8 0.6 0.4 1.7 5.1 0.5 1.0 17.6 0.4 8.3: 2.5 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 21 24 . . . . . . 7 . 5: Old : 42: 21 24 . . . . . . 7 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 55.4 67.2 73.3 21.2 22.5 28.7 30.2 Old : 52.8 55.4 67.2 73.3 21.2 22.5 28.7 30.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 25,758: 24,047 22,835 471 51 504 0 0 0 157 1,741 218: 361 409 Old : 25,758: 24,047 22,835 471 51 504 0 0 0 157 1,741 218: 361 409 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 321: 195 244 134 -61 -9 0 0 0 53 97 32: -84 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.4 88.7 1.8 0.2 2.0 0.0 0.0 0.0 0.6 6.8 0.8: 1.4 1.6 Old : 100.0: 93.4 88.7 1.8 0.2 2.0 0.0 0.0 0.0 0.6 6.8 0.8: 1.4 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 34 39 . . . 0 0 0 . 4 4: Old : 57: 34 39 . . . 0 0 0 . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 43.7 67.4 62.2 37.2 30.5 47.5 41.2 Old : 46.4 43.7 67.4 62.2 37.2 30.5 47.5 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,187: 1,543 1,292 0 0 0 0 13 152 91 0 0: 401 730 Old : 2,187: 1,543 1,292 0 0 0 0 13 152 91 0 0: 401 730 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 75: 68 19 0 0 0 0 4 -4 6 0 0: 5 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 59.1 0.0 0.0 0.0 0.0 0.6 7.0 4.2 0.0 0.0: 18.3 33.4 Old : 100.0: 70.6 59.1 0.0 0.0 0.0 0.0 0.6 7.0 4.2 0.0 0.0: 18.3 33.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 17 17 0 0 0 0 . . . 0 0: Old : 21: 17 17 0 0 0 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 27.8 51.3 45.0 20.4 15.6 32.3 19.3 Old : 28.6 27.8 51.3 45.0 20.4 15.6 32.3 19.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,789: 1,198 1,032 108 0 89 0 0 0 58 162 59: 277 447 Old : 1,789: 1,198 1,032 108 0 89 0 0 0 58 162 59: 277 447 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 89: 47 -23 5 0 -3 0 0 0 -6 50 -1: 47 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 57.7 6.0 0.0 5.0 0.0 0.0 0.0 3.2 9.1 3.3: 15.5 25.0 Old : 100.0: 67.0 57.7 6.0 0.0 5.0 0.0 0.0 0.0 3.2 9.1 3.3: 15.5 25.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 14 . 0 . 0 0 0 . . .: Old : 27: 17 14 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 32.3 53.7 50.6 32.4 30.3 43.5 41.1 Old : 37.2 32.3 53.7 50.6 32.4 30.3 43.5 41.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 436,272: 143,877 104,336 80,251 118,430 51,920 19,455 19,857 27,087 18,995 24,897 74,203: 20,484 15,542 Old : 436,272: 143,877 104,336 80,251 118,430 51,920 19,455 19,857 27,087 18,995 24,897 74,203: 20,484 15,542 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 9,810: -299 1,051 -422 -2,021 2,746 -2,714 -713 6,377 287 -2,633 4,240: -405 763 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 23.9 18.4 27.1 11.9 4.5 4.6 6.2 4.4 5.7 17.0: 4.7 3.6 Old : 100.0: 33.0 23.9 18.4 27.1 11.9 4.5 4.6 6.2 4.4 5.7 17.0: 4.7 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 130: 38 34 11 18 27 15 11 14 12 17 28: Old : 130: 38 34 11 18 27 15 11 14 12 17 28: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.5 30.7 41.2 42.9 17.2 20.2 24.7 26.8 Old : 24.5 30.7 41.2 42.9 17.2 20.2 24.7 26.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,440,107: 204,319 252,963 168,549 303,322 233,655 187,561 61,323 215,799 155,679 103,032 203,341: 71,204 66,672 Old : 1,440,107: 204,319 252,963 168,549 303,322 233,655 187,561 61,323 215,799 155,679 103,032 203,341: 71,204 66,672 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : -2,416: -5,936 -5,367 1,559 -5,030 3,006 3,970 -557 -11,309 -4,431 5,282 12,224: -1,499 -665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 17.6 11.7 21.1 16.2 13.0 4.3 15.0 10.8 7.2 14.1: 4.9 4.6 Old : 100.0: 14.2 17.6 11.7 21.1 16.2 13.0 4.3 15.0 10.8 7.2 14.1: 4.9 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 338: 52 54 19 30 43 55 51 61 52 50 80: Old : 338: 52 54 19 30 43 55 51 61 52 50 80: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.6 14.2 28.8 23.8 13.8 10.1 20.2 15.7 Old : 18.6 14.2 28.8 23.8 13.8 10.1 20.2 15.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 204,968: 33,271 13,124 40,598 88,956 22,883 8,178 0 348 59,046 15,330 1,785: 38,859 62,542 Old : 204,968: 33,271 13,124 40,598 88,956 22,883 8,178 0 348 59,046 15,330 1,785: 38,859 62,542 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 926: 580 -3,050 -16 858 -533 0 0 0 508 183 189: 198 3,279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 6.4 19.8 43.4 11.2 4.0 0.0 0.2 28.8 7.5 0.9: 19.0 30.5 Old : 100.0: 16.2 6.4 19.8 43.4 11.2 4.0 0.0 0.2 28.8 7.5 0.9: 19.0 30.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 4 4 7 8 12 . 0 . 5 4 4: Old : 31: 4 4 7 8 12 . 0 . 5 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 35.2 60.9 49.0 43.5 33.9 57.1 45.0 Old : 43.7 35.2 60.9 49.0 43.5 33.9 57.1 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 21,376: 8,379 15,456 8,777 1,824 2,680 0 0 0 1,512 1,388 0: 28 28 Old : 21,376: 8,379 15,456 8,777 1,824 2,680 0 0 0 1,512 1,388 0: 28 28 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : -124: -156 -56 100 0 -80 0 0 0 0 0 0: 12 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.2 72.3 41.1 8.5 12.5 0.0 0.0 0.0 7.1 6.5 0.0: 0.1 0.1 Old : 100.0: 39.2 72.3 41.1 8.5 12.5 0.0 0.0 0.0 7.1 6.5 0.0: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 16 13 8 5 7 0 0 0 . 4 0: Old : 39: 16 13 8 5 7 0 0 0 . 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 60.5 75.7 74.9 46.9 54.4 60.2 62.6 Old : 53.1 60.5 75.7 74.9 46.9 54.4 60.2 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 84,309: 2,443 3,246 26,687 19,672 38,004 4,225 1,527 1,314 860 8,222 7,780: 2,996 4,544 Old : 84,309: 2,443 3,246 26,687 19,672 38,004 4,225 1,527 1,314 860 8,222 7,780: 2,996 4,544 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : -1,765: 0 0 -8 198 -24 186 0 12 0 0 -1,951: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 3.9 31.7 23.3 45.1 5.0 1.8 1.6 1.0 9.8 9.2: 3.6 5.4 Old : 100.0: 2.9 3.9 31.7 23.3 45.1 5.0 1.8 1.6 1.0 9.8 9.2: 3.6 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 4 . 10 7 14 . . 4 . 4 6: Old : 34: 4 . 10 7 14 . . 4 . 4 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 39.8 70.7 61.8 28.1 24.3 35.1 31.9 Old : 47.9 39.8 70.7 61.8 28.1 24.3 35.1 31.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 34,551: 2,370 2,650 9,627 10,281 14,672 1,549 1,097 196 1,061 816 2,200: 2,876 2,639 Old : 34,551: 2,370 2,650 9,627 10,281 14,672 1,549 1,097 196 1,061 816 2,200: 2,876 2,639 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : -134: 0 0 -42 135 271 75 0 -640 0 0 0: 202 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 7.7 27.9 29.8 42.5 4.5 3.2 0.6 3.1 2.4 6.4: 8.3 7.6 Old : 100.0: 6.9 7.7 27.9 29.8 42.5 4.5 3.2 0.6 3.1 2.4 6.4: 8.3 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: . . 5 6 11 . . . . . .: Old : 21: . . 5 6 11 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 50.4 66.5 69.4 31.3 28.4 40.0 38.4 Old : 47.2 50.4 66.5 69.4 31.3 28.4 40.0 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 6,387: 1,490 1,675 760 3,436 1,222 2,358 0 0 450 0 0: 107 54 Old : 6,387: 1,490 1,675 760 3,436 1,222 2,358 0 0 450 0 0: 107 54 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : -375: 225 -75 0 -300 0 -600 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 26.2 11.9 53.8 19.1 36.9 0.0 0.0 7.0 0.0 0.0: 1.7 0.8 Old : 100.0: 23.3 26.2 11.9 53.8 19.1 36.9 0.0 0.0 7.0 0.0 0.0: 1.7 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 7 6 . 7 6 . 0 0 . 0 0: Old : 23: 7 6 . 7 6 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 50.9 74.1 79.9 49.4 42.6 60.4 61.7 Old : 54.4 50.9 74.1 79.9 49.4 42.6 60.4 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 26,152: 3,316 257 2,130 2,829 6,683 816 1,241 3,367 3,702 4,445 3,978: 2,160 3,352 Old : 26,152: 3,316 257 2,130 2,829 6,683 816 1,241 3,367 3,702 4,445 3,978: 2,160 3,352 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 853: 0 0 0 0 0 0 0 0 -91 -104 947: -3 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 1.0 8.1 10.8 25.6 3.1 4.7 12.9 14.2 17.0 15.2: 8.3 12.8 Old : 100.0: 12.7 1.0 8.1 10.8 25.6 3.1 4.7 12.9 14.2 17.0 15.2: 8.3 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: . . 4 4 8 . . . 4 4 6: Old : 22: . . 4 4 8 . . . 4 4 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 49.6 69.2 71.5 27.1 24.1 35.3 31.7 Old : 46.7 49.6 69.2 71.5 27.1 24.1 35.3 31.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 289,469: 87,702 190,414 35,818 9,051 18,035 75,039 5,171 12,990 16,698 14,423 22,840: 20,347 16,545 Old : 289,469: 87,702 190,414 35,818 9,051 18,035 75,039 5,171 12,990 16,698 14,423 22,840: 20,347 16,545 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : -16,810: -10,747 -11,404 1,327 -681 -1,042 -2,002 -597 -5,789 10 -377 -632: 2,065 3,712 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 65.8 12.4 3.1 6.2 25.9 1.8 4.5 5.8 5.0 7.9: 7.0 5.7 Old : 100.0: 30.3 65.8 12.4 3.1 6.2 25.9 1.8 4.5 5.8 5.0 7.9: 7.0 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 194: 59 72 15 6 14 57 9 30 13 12 16: Old : 194: 59 72 15 6 14 57 9 30 13 12 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.9 19.3 25.4 32.5 11.5 14.1 18.7 22.1 Old : 14.9 19.3 25.4 32.5 11.5 14.1 18.7 22.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 23,399: 6,203 14,769 786 2,398 30 3,649 0 58 6,542 0 110: 6,021 6,034 Old : 23,399: 6,203 14,769 786 2,398 30 3,649 0 58 6,542 0 110: 6,021 6,034 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 638: 412 514 246 0 0 225 0 -67 146 0 12: -336 179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 63.1 3.4 10.2 0.1 15.6 0.0 0.2 28.0 0.0 0.5: 25.7 25.8 Old : 100.0: 26.5 63.1 3.4 10.2 0.1 15.6 0.0 0.2 28.0 0.0 0.5: 25.7 25.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 10 22 . . . . 0 . 5 0 .: Old : 34: 10 22 . . . . 0 . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 32.7 59.0 53.5 40.7 32.6 57.0 53.3 Old : 41.3 32.7 59.0 53.5 40.7 32.6 57.0 53.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 10,299: 4,641 4,293 3,150 448 2,022 0 0 0 24 3,079 250: 212 207 Old : 10,299: 4,641 4,293 3,150 448 2,022 0 0 0 24 3,079 250: 212 207 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 526: 250 100 -28 -104 304 0 0 0 0 94 0: 0 132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 41.7 30.6 4.3 19.6 0.0 0.0 0.0 0.2 29.9 2.4: 2.1 2.0 Old : 100.0: 45.1 41.7 30.6 4.3 19.6 0.0 0.0 0.0 0.2 29.9 2.4: 2.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 16 18 10 . 10 0 0 0 . . .: Old : 38: 16 18 10 . 10 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 46.7 62.9 67.2 38.7 45.5 50.6 57.9 Old : 43.4 46.7 62.9 67.2 38.7 45.5 50.6 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 55,656: 42,422 31,544 5,424 20,444 2,842 1,900 0 400 2,000 200 50: 618 176 Old : 55,656: 42,422 31,544 5,424 20,444 2,842 1,900 0 400 2,000 200 50: 618 176 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 649: 634 404 100 180 15 -50 0 0 -100 0 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 56.7 9.7 36.7 5.1 3.4 0.0 0.7 3.6 0.4 0.1: 1.1 0.3 Old : 100.0: 76.2 56.7 9.7 36.7 5.1 3.4 0.0 0.7 3.6 0.4 0.1: 1.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 33 22 9 6 8 . 0 . . . .: Old : 60: 33 22 9 6 8 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 54.7 58.2 75.3 40.2 49.6 52.0 63.6 Old : 45.6 54.7 58.2 75.3 40.2 49.6 52.0 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 28,042: 24,124 23,669 2,519 3,308 1,065 0 0 0 262 0 0: 72 0 Old : 28,042: 24,124 23,669 2,519 3,308 1,065 0 0 0 262 0 0: 72 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 235: 450 240 -395 -113 108 0 0 0 0 0 0: 72 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 84.4 9.0 11.8 3.8 0.0 0.0 0.0 0.9 0.0 0.0: 0.3 0.0 Old : 100.0: 86.0 84.4 9.0 11.8 3.8 0.0 0.0 0.0 0.9 0.0 0.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 13 6 . . 0 0 0 . 0 0: Old : 29: 14 13 6 . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.7 84.6 83.4 93.6 66.7 75.8 77.4 80.4 Old : 69.7 84.6 83.4 93.6 66.7 75.8 77.4 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 11,623: 6,515 4,095 3,298 935 1,430 0 1,413 0 200 3,750 0: 180 0 Old : 11,623: 6,515 4,095 3,298 935 1,430 0 1,413 0 200 3,750 0: 180 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 655: 20 245 275 -50 180 0 274 0 0 100 0: 180 -94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 35.2 28.4 8.0 12.3 0.0 12.2 0.0 1.7 32.3 0.0: 1.5 0.0 Old : 100.0: 56.1 35.2 28.4 8.0 12.3 0.0 12.2 0.0 1.7 32.3 0.0: 1.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 13 9 8 4 9 0 . 0 . . 0: Old : 36: 13 9 8 4 9 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 63.8 67.9 82.4 38.0 62.7 57.8 76.4 Old : 45.5 63.8 67.9 82.4 38.0 62.7 57.8 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,567: 3,512 7,109 798 0 383 429 0 0 2,189 60 0: 256 15 Old : 7,567: 3,512 7,109 798 0 383 429 0 0 2,189 60 0: 256 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 131: -44 131 25 0 0 138 0 0 0 0 0: 12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.4 93.9 10.5 0.0 5.1 5.7 0.0 0.0 28.9 0.8 0.0: 3.4 0.2 Old : 100.0: 46.4 93.9 10.5 0.0 5.1 5.7 0.0 0.0 28.9 0.8 0.0: 3.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 10 4 0 . . 0 0 . . 0: Old : 20: 8 10 4 0 . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 81.5 89.2 96.7 65.0 80.4 78.2 85.4 Old : 74.3 81.5 89.2 96.7 65.0 80.4 78.2 85.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 38,057: 17,762 25,318 4,448 2,384 5,225 763 514 32 5,508 0 4,033: 286 551 Old : 38,057: 17,762 25,318 4,448 2,384 5,225 763 514 32 5,508 0 4,033: 286 551 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 614: 355 594 -398 -123 355 0 -32 32 190 -322 50: 30 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 66.5 11.7 6.3 13.7 2.0 1.4 0.1 14.5 0.0 10.6: 0.8 1.4 Old : 100.0: 46.7 66.5 11.7 6.3 13.7 2.0 1.4 0.1 14.5 0.0 10.6: 0.8 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 24 27 12 6 15 . . . 8 0 5: Old : 60: 24 27 12 6 15 . . . 8 0 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 34.3 52.2 53.7 22.8 22.1 31.2 31.3 Old : 37.1 34.3 52.2 53.7 22.8 22.1 31.2 31.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,598: 4,588 2,357 2,658 660 196 0 0 0 96 3,872 0: 60 513 Old : 7,598: 4,588 2,357 2,658 660 196 0 0 0 96 3,872 0: 60 513 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 261: 117 21 144 0 0 0 0 0 0 240 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 31.0 35.0 8.7 2.6 0.0 0.0 0.0 1.3 51.0 0.0: 0.8 6.8 Old : 100.0: 60.4 31.0 35.0 8.7 2.6 0.0 0.0 0.0 1.3 51.0 0.0: 0.8 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 12 5 . . 0 0 0 . . 0: Old : 26: 12 12 5 . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 71.6 82.5 82.2 57.1 69.0 72.0 74.2 Old : 62.2 71.6 82.5 82.2 57.1 69.0 72.0 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 11,874: 8,396 6,748 1,026 1,385 877 300 444 311 747 1,735 164: 53 210 Old : 11,874: 8,396 6,748 1,026 1,385 877 300 444 311 747 1,735 164: 53 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 602: -112 411 360 -45 -74 300 276 0 43 -139 89: -4 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.7 56.8 8.6 11.7 7.4 2.5 3.7 2.6 6.3 14.6 1.4: 0.4 1.8 Old : 100.0: 70.7 56.8 8.6 11.7 7.4 2.5 3.7 2.6 6.3 14.6 1.4: 0.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 19 . . 6 . . . . . .: Old : 37: 21 19 . . 6 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 44.4 54.0 61.8 25.1 34.0 39.0 44.1 Old : 34.8 44.4 54.0 61.8 25.1 34.0 39.0 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 31,597: 11,101 18,807 5,177 6,721 2,710 0 449 393 11,413 1,424 176: 627 917 Old : 31,597: 11,101 18,807 5,177 6,721 2,710 0 449 393 11,413 1,424 176: 627 917 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 93: 345 -209 -150 225 624 0 0 -624 -9 110 -183: 90 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.1 59.5 16.4 21.3 8.6 0.0 1.4 1.2 36.1 4.5 0.6: 2.0 2.9 Old : 100.0: 35.1 59.5 16.4 21.3 8.6 0.0 1.4 1.2 36.1 4.5 0.6: 2.0 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 14 25 9 6 10 0 . . 5 5 .: Old : 55: 14 25 9 6 10 0 . . 5 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 37.8 76.2 53.8 60.4 36.4 71.4 51.5 Old : 62.4 37.8 76.2 53.8 60.4 36.4 71.4 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 6,335: 4,573 5,125 0 0 0 0 0 0 1,010 525 540: 212 145 Old : 6,335: 4,573 5,125 0 0 0 0 0 0 1,010 525 540: 212 145 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : -300: -290 -400 0 0 0 0 0 0 -40 0 0: 30 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 80.9 0.0 0.0 0.0 0.0 0.0 0.0 15.9 8.3 8.5: 3.3 2.3 Old : 100.0: 72.2 80.9 0.0 0.0 0.0 0.0 0.0 0.0 15.9 8.3 8.5: 3.3 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 13 0 0 0 0 0 0 4 . .: Old : 20: 13 13 0 0 0 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 52.8 82.4 81.9 54.7 45.7 64.8 65.1 Old : 65.5 52.8 82.4 81.9 54.7 45.7 64.8 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Futures Only, May 29, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 26,564: 17,212 15,575 749 5,716 189 1,734 513 150 1,438 0 0: 5,092 4,421 Old : 26,564: 17,212 15,575 749 5,716 189 1,734 513 150 1,438 0 0: 5,092 4,421 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2012 : : 868: 183 837 116 192 32 425 0 0 0 0 0: 112 -193 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.8 58.6 2.8 21.5 0.7 6.5 1.9 0.6 5.4 0.0 0.0: 19.2 16.6 Old : 100.0: 64.8 58.6 2.8 21.5 0.7 6.5 1.9 0.6 5.4 0.0 0.0: 19.2 16.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 16 . 4 . . . . . 0 0: Old : 27: 14 16 . 4 . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 42.6 64.7 60.6 35.8 40.9 57.0 58.2 Old : 41.5 42.6 64.7 60.6 35.8 40.9 57.0 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012