Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 37,133 : : Positions : : 24,622 33,634 7,424 155 2,092 0 0 0 1,368 50 1,090 : : : : Changes from: May 29, 2012 : : -7,154 -7,194 586 31 -212 0 0 0 -815 -200 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 90.6 20.0 0.4 5.6 0.0 0.0 0.0 3.7 0.1 2.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 24 30 12 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 19,309 : : Positions : : 15,711 14,409 872 2,347 2,489 0 0 0 0 0 0 : : : : Changes from: May 29, 2012 : : -4,027 -4,686 92 841 -1,401 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 74.6 4.5 12.2 12.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 24 4 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 3,106 : : Positions : : 1,840 1,849 404 293 293 0 0 0 0 0 0 : : : : Changes from: May 29, 2012 : : -382 -439 49 -89 -48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 59.5 13.0 9.4 9.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 13,218 : : Positions : : 7,708 8,016 974 652 2,296 21 0 49 142 192 357 : : : : Changes from: May 29, 2012 : : -570 -799 -68 309 -198 0 0 0 -132 -234 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 60.6 7.4 4.9 17.4 0.2 0.0 0.4 1.1 1.5 2.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 6 8 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,112 : : Positions : : 3,806 4,729 778 354 1,073 0 0 0 274 54 322 : : : : Changes from: May 29, 2012 : : -383 -993 -447 157 -291 0 0 -90 -103 -105 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 66.5 10.9 5.0 15.1 0.0 0.0 0.0 3.9 0.8 4.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 39 7 4 10 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 3,539 : : Positions : : 1,504 1,885 260 439 394 222 0 0 276 0 309 : : : : Changes from: May 29, 2012 : : -189 -934 32 103 -140 -76 0 0 -565 -35 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 53.3 7.3 12.4 11.1 6.3 0.0 0.0 7.8 0.0 8.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 1,780 : : Positions : : 1,059 882 95 131 137 0 0 0 0 140 9 : : : : Changes from: May 29, 2012 : : -738 -343 79 -81 -68 0 0 0 -60 -181 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 49.6 5.3 7.4 7.7 0.0 0.0 0.0 0.0 7.9 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 2,003 : : Positions : : 1,379 702 54 918 133 0 0 0 0 0 0 : : : : Changes from: May 29, 2012 : : -522 -168 44 -178 -18 0 0 0 0 -98 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 35.0 2.7 45.8 6.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,284 : : Positions : : 8,223 8,542 1,211 1,003 709 0 0 0 0 0 0 : : : : Changes from: May 29, 2012 : : -5,762 -4,261 507 -245 -287 0 0 0 0 -700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 83.1 11.8 9.8 6.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 5 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 6,062 : : Positions : : 3,417 722 809 3,313 1,584 0 0 0 0 339 0 : : : : Changes from: May 29, 2012 : : -105 191 35 -187 -821 0 0 0 0 -74 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 11.9 13.3 54.7 26.1 0.0 0.0 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 4 4 10 10 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 20,069 : : Positions : : 15,622 13,613 2,578 1,975 1,411 0 0 0 0 2,752 318 : : : : Changes from: May 29, 2012 : : -2,340 -1,476 142 346 -645 0 0 0 0 -1,088 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 67.8 12.8 9.8 7.0 0.0 0.0 0.0 0.0 13.7 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 5 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 316,412 : : Positions : : 117,962 161,940 55,923 7,483 14,859 24,528 23,416 29,999 13,530 16,063 26,179 : : : : Changes from: May 29, 2012 : : -15,265 -10,835 2,681 -1,680 -462 -1,976 5,814 3,824 1,174 -4,372 1,354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 51.2 17.7 2.4 4.7 7.8 7.4 9.5 4.3 5.1 8.3 : : : : Number of Traders in Each Category Total Traders: 165 : : 51 61 16 . 15 24 31 25 12 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 12,309 : : Positions : : 7,575 7,008 1,824 255 2,216 0 0 0 100 2,330 400 : : : : Changes from: May 29, 2012 : : -2,419 -1,456 6 -498 -567 0 0 0 -450 -823 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 56.9 14.8 2.1 18.0 0.0 0.0 0.0 0.8 18.9 3.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 20 30 5 4 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 16,339 : : Positions : : 10,485 9,188 2,470 3,198 2,373 403 0 0 590 1,550 0 : : : : Changes from: May 29, 2012 : : -209 -1,212 250 -259 -532 -330 0 0 390 1,550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 56.2 15.1 19.6 14.5 2.5 0.0 0.0 3.6 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 16 19 5 8 9 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A05 Open Interest is 10,017 : : Positions : : 6,560 1,188 407 6,303 2,313 0 0 0 0 0 0 : : : : Changes from: May 29, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 11.9 4.1 62.9 23.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 . . 9 9 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 12,717 : : Positions : : 7,706 11,019 117 0 314 415 60 127 2,894 68 850 : : : : Changes from: May 29, 2012 : : -129 493 45 -49 99 -219 -3 0 708 18 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 86.6 0.9 0.0 2.5 3.3 0.5 1.0 22.8 0.5 6.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 25 . 0 . . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 23,411 : : Positions : : 21,689 20,647 777 110 208 0 47 0 157 1,827 203 : : : : Changes from: May 29, 2012 : : -2,358 -2,188 306 59 -296 0 47 0 0 86 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 88.2 3.3 0.5 0.9 0.0 0.2 0.0 0.7 7.8 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 39 . . . 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 1,292 : : Positions : : 923 884 0 27 52 0 0 0 53 75 0 : : : : Changes from: May 29, 2012 : : -275 -148 -108 27 -37 0 0 0 -5 -87 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 68.4 0.0 2.1 4.0 0.0 0.0 0.0 4.1 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 14 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 443,301 : : Positions : : 137,770 116,699 78,875 117,894 50,856 22,213 17,226 27,201 22,008 12,975 84,097 : : : : Changes from: May 29, 2012 : : -6,107 12,363 -1,376 -536 -1,064 2,758 -2,631 114 3,013 -11,922 9,894 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 26.3 17.8 26.6 11.5 5.0 3.9 6.1 5.0 2.9 19.0 : : : : Number of Traders in Each Category Total Traders: 132 : : 38 34 12 18 28 15 10 15 15 16 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 1,456,604 : : Positions : : 202,553 243,418 175,518 288,315 243,224 186,853 66,943 210,371 139,493 112,566 217,845 : : : : Changes from: May 29, 2012 : : -1,766 -9,545 6,969 -15,007 9,569 -708 5,620 -5,428 -16,186 9,534 14,504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 16.7 12.0 19.8 16.7 12.8 4.6 14.4 9.6 7.7 15.0 : : : : Number of Traders in Each Category Total Traders: 335 : : 47 51 19 30 41 54 50 61 51 55 93 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 196,632 : : Positions : : 30,978 12,069 40,181 87,148 21,927 8,205 0 96 54,158 14,459 1,458 : : : : Changes from: May 29, 2012 : : -2,293 -1,055 -417 -1,808 -956 27 0 -252 -4,888 -871 -327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 6.1 20.4 44.3 11.2 4.2 0.0 0.0 27.5 7.4 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 4 4 7 8 11 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 15,829 : : Positions : : 6,707 9,342 4,076 1,904 2,941 0 0 0 1,068 605 1,020 : : : : Changes from: May 29, 2012 : : -1,672 -6,114 -4,701 80 261 0 0 0 -444 -783 1,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 59.0 25.8 12.0 18.6 0.0 0.0 0.0 6.7 3.8 6.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 11 5 7 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 83,051 : : Positions : : 2,443 3,246 26,707 19,452 41,979 4,005 1,527 862 860 8,222 3,136 : : : : Changes from: May 29, 2012 : : 0 0 20 -220 3,975 -220 0 -452 0 0 -4,644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 3.9 32.2 23.4 50.5 4.8 1.8 1.0 1.0 9.9 3.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 . 10 7 14 . . 4 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 34,638 : : Positions : : 2,370 2,650 9,299 10,205 14,909 1,417 1,097 196 1,061 751 2,350 : : : : Changes from: May 29, 2012 : : 0 0 -328 -76 237 -132 0 0 0 -65 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 7.7 26.8 29.5 43.0 4.1 3.2 0.6 3.1 2.2 6.8 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 5 6 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 5,290 : : Positions : : 1,495 1,475 605 2,976 785 2,058 0 0 250 0 0 : : : : Changes from: May 29, 2012 : : 5 -200 -155 -460 -437 -300 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 27.9 11.4 56.3 14.8 38.9 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 6 . 7 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 26,265 : : Positions : : 3,316 257 2,390 2,729 6,767 541 1,241 3,490 4,324 5,292 2,947 : : : : Changes from: May 29, 2012 : : 0 0 260 -100 84 -275 0 123 622 847 -1,031 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 1.0 9.1 10.4 25.8 2.1 4.7 13.3 16.5 20.1 11.2 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 4 4 8 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 292,481 : : Positions : : 83,293 180,621 38,510 8,710 19,398 68,648 5,372 23,872 17,314 14,371 22,983 : : : : Changes from: May 29, 2012 : : -4,409 -9,793 2,692 -341 1,363 -6,391 201 10,882 616 -52 143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 61.8 13.2 3.0 6.6 23.5 1.8 8.2 5.9 4.9 7.9 : : : : Number of Traders in Each Category Total Traders: 190 : : 55 73 15 6 13 50 13 29 11 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 18,192 : : Positions : : 4,558 11,185 1,003 1,218 30 2,776 0 58 3,310 0 67 : : : : Changes from: May 29, 2012 : : -1,645 -3,584 217 -1,180 0 -873 0 0 -3,232 0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 61.5 5.5 6.7 0.2 15.3 0.0 0.3 18.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 8,505 : : Positions : : 3,862 3,379 2,633 907 1,568 0 0 0 70 2,240 204 : : : : Changes from: May 29, 2012 : : -779 -914 -517 459 -454 0 0 0 46 -839 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 39.7 31.0 10.7 18.4 0.0 0.0 0.0 0.8 26.3 2.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 15 9 4 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 47,307 : : Positions : : 35,541 26,106 5,349 18,389 2,206 1,635 0 400 1,550 0 50 : : : : Changes from: May 29, 2012 : : -6,881 -5,438 -75 -2,055 -636 -265 0 0 -450 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 55.2 11.3 38.9 4.7 3.5 0.0 0.8 3.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 21 10 6 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 27,379 : : Positions : : 22,765 23,231 3,198 3,061 1,087 0 0 0 329 0 0 : : : : Changes from: May 29, 2012 : : -1,359 -438 679 -247 22 0 0 0 67 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 84.8 11.7 11.2 4.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 8 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 11,274 : : Positions : : 6,430 3,336 2,989 910 1,115 0 1,463 0 350 4,300 150 : : : : Changes from: May 29, 2012 : : -85 -759 -309 -25 -315 0 50 0 150 550 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 29.6 26.5 8.1 9.9 0.0 13.0 0.0 3.1 38.1 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 10 8 . 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 34,952 : : Positions : : 16,457 22,678 3,914 2,330 4,687 415 514 32 4,970 0 4,181 : : : : Changes from: May 29, 2012 : : -1,305 -2,640 -534 -54 -538 -348 0 0 -538 0 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 64.9 11.2 6.7 13.4 1.2 1.5 0.1 14.2 0.0 12.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 23 26 12 6 15 . . . 9 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 7,079 : : Positions : : 4,295 2,034 2,482 710 146 0 0 0 96 3,706 0 : : : : Changes from: May 29, 2012 : : -293 -323 -176 50 -50 0 0 0 0 -166 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 28.7 35.1 10.0 2.1 0.0 0.0 0.0 1.4 52.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 5 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 10,357 : : Positions : : 6,942 5,937 1,372 1,398 554 404 362 230 793 1,627 44 : : : : Changes from: May 29, 2012 : : -1,454 -811 346 13 -323 104 -82 -81 46 -108 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 57.3 13.2 13.5 5.3 3.9 3.5 2.2 7.7 15.7 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 29,863 : : Positions : : 11,292 17,545 4,022 6,267 2,675 0 379 393 10,414 1,633 77 : : : : Changes from: May 29, 2012 : : 191 -1,262 -1,155 -454 -35 0 -70 0 -999 209 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 58.8 13.5 21.0 9.0 0.0 1.3 1.3 34.9 5.5 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 14 25 9 6 10 0 . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 18,517 : : Positions : : 3,395 2,170 1,645 3,315 8,976 0 0 0 530 266 3,455 : : : : Changes from: May 29, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 11.7 8.9 17.9 48.5 0.0 0.0 0.0 2.9 1.4 18.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 5 5 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 2012 : 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 22,312 : : Positions : : 14,110 12,502 715 2,511 120 1,573 0 150 997 0 0 : : : : Changes from: May 29, 2012 : : -3,102 -3,073 -34 -3,205 -69 -161 -513 0 -441 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 56.0 3.2 11.3 0.5 7.1 0.0 0.7 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . 0 . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 8, 2012