Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 42,427 : : Positions : : 27,281 38,098 8,810 155 2,982 0 0 0 1,805 100 970 : : : : Changes from: June 12, 2012 : : 1,707 2,930 842 0 500 0 0 0 310 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 89.8 20.8 0.4 7.0 0.0 0.0 0.0 4.3 0.2 2.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 25 35 12 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 19,240 : : Positions : : 15,492 14,385 932 2,227 2,564 0 0 0 0 0 0 : : : : Changes from: June 12, 2012 : : 56 39 0 17 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 74.8 4.8 11.6 13.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 25 4 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 3,395 : : Positions : : 2,048 2,059 431 308 332 0 0 0 0 0 0 : : : : Changes from: June 12, 2012 : : 188 210 17 0 44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 60.6 12.7 9.1 9.8 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 19, 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 14,280 : : Positions : : 8,690 9,275 1,060 572 2,625 0 0 184 288 234 395 : : : : Changes from: June 12, 2012 : : 592 824 83 -63 307 0 0 184 134 62 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 65.0 7.4 4.0 18.4 0.0 0.0 1.3 2.0 1.6 2.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 29 6 8 14 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 8,188 : : Positions : : 4,669 5,844 963 326 1,102 0 0 0 325 79 332 : : : : Changes from: June 12, 2012 : : 426 465 44 -15 -33 0 0 0 29 30 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 71.4 11.8 4.0 13.5 0.0 0.0 0.0 4.0 1.0 4.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 41 9 . 12 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 5,019 : : Positions : : 3,705 3,593 428 387 464 0 0 0 0 0 0 : : : : Changes from: June 12, 2012 : : 569 516 -93 185 64 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 71.6 8.5 7.7 9.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 4 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 4,119 : : Positions : : 1,856 2,563 307 355 517 269 0 0 187 0 358 : : : : Changes from: June 12, 2012 : : 206 274 137 -20 130 47 0 0 -180 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 62.2 7.5 8.6 12.6 6.5 0.0 0.0 4.5 0.0 8.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 19 . 4 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 2,016 : : Positions : : 1,386 966 95 318 105 0 0 0 0 135 25 : : : : Changes from: June 12, 2012 : : 188 39 0 122 -42 0 0 0 0 15 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 47.9 4.7 15.8 5.2 0.0 0.0 0.0 0.0 6.7 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 2,329 : : Positions : : 1,471 865 81 965 132 0 0 0 15 0 35 : : : : Changes from: June 12, 2012 : : 57 61 10 -25 10 0 0 0 -30 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 37.1 3.5 41.4 5.7 0.0 0.0 0.0 0.6 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . 5 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 12,489 : : Positions : : 10,063 10,822 1,546 898 739 0 0 0 0 0 0 : : : : Changes from: June 12, 2012 : : 1,386 1,466 50 -30 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 86.7 12.4 7.2 5.9 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 19, 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 6,980 : : Positions : : 4,161 722 836 3,946 1,716 0 0 0 0 420 0 : : : : Changes from: June 12, 2012 : : 594 0 -228 285 129 0 0 0 0 81 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 10.3 12.0 56.5 24.6 0.0 0.0 0.0 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 4 5 10 12 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 20,902 : : Positions : : 16,185 14,313 2,792 1,775 1,467 0 0 0 0 3,029 318 : : : : Changes from: June 12, 2012 : : 486 511 0 -100 61 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 68.5 13.4 8.5 7.0 0.0 0.0 0.0 0.0 14.5 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 13 5 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 328,215 : : Positions : : 124,571 171,313 49,214 8,131 15,580 25,329 26,690 24,142 15,888 9,631 33,297 : : : : Changes from: June 12, 2012 : : 11,133 7,582 -4,594 1,385 1,221 2,534 2,811 -2,036 465 -1,946 1,150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 52.2 15.0 2.5 4.7 7.7 8.1 7.4 4.8 2.9 10.1 : : : : Number of Traders in Each Category Total Traders: 166 : : 57 63 14 4 12 26 28 23 14 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 13,578 : : Positions : : 8,838 8,456 2,105 439 2,153 0 0 0 200 2,330 100 : : : : Changes from: June 12, 2012 : : 645 570 76 155 37 0 0 0 0 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 62.3 15.5 3.2 15.9 0.0 0.0 0.0 1.5 17.2 0.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 26 36 7 . 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 18,119 : : Positions : : 11,315 10,568 2,395 2,723 3,248 403 0 0 740 1,550 0 : : : : Changes from: June 12, 2012 : : -175 450 300 -325 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 58.3 13.2 15.0 17.9 2.2 0.0 0.0 4.1 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 15 21 5 8 10 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 10,974 : : Positions : : 6,538 1,201 731 6,961 2,553 0 0 0 0 0 0 : : : : Changes from: June 12, 2012 : : -65 0 324 262 123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 10.9 6.7 63.4 23.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 . . 8 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 10,309 : : Positions : : 6,988 8,560 137 171 101 217 97 107 1,531 108 792 : : : : Changes from: June 12, 2012 : : -839 -676 137 -129 -148 -41 -1 0 -19 47 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 83.0 1.3 1.7 1.0 2.1 0.9 1.0 14.9 1.0 7.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 24,320 : : Positions : : 22,553 20,347 699 1,034 390 0 47 0 162 1,888 248 : : : : Changes from: June 12, 2012 : : 421 96 6 119 27 0 0 0 -5 156 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 83.7 2.9 4.3 1.6 0.0 0.2 0.0 0.7 7.8 1.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 42 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,307 : : Positions : : 1,662 1,373 0 0 0 0 78 60 127 0 0 : : : : Changes from: June 12, 2012 : : 158 165 0 0 0 0 20 0 15 -34 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 59.5 0.0 0.0 0.0 0.0 3.4 2.6 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 19 18 0 0 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 1,713 : : Positions : : 1,200 1,121 0 33 52 0 0 0 79 80 40 : : : : Changes from: June 12, 2012 : : 203 213 0 5 0 0 0 0 10 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 65.4 0.0 1.9 3.0 0.0 0.0 0.0 4.6 4.7 2.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 420,548 : : Positions : : 117,688 105,228 72,530 119,293 54,387 26,241 17,997 25,853 31,106 6,121 75,552 : : : : Changes from: June 12, 2012 : : -8,947 -7,688 -1,447 1,974 -7,030 3,586 1,377 -2,753 2,642 -4,558 -6,952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 25.0 17.2 28.4 12.9 6.2 4.3 6.1 7.4 1.5 18.0 : : : : Number of Traders in Each Category Total Traders: 132 : : 40 36 12 17 27 15 10 14 23 11 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 1,432,126 : : Positions : : 207,150 252,771 180,314 262,527 256,464 172,770 71,222 203,553 128,006 105,646 209,124 : : : : Changes from: June 12, 2012 : : 11,663 10,649 -23 -8,465 2,629 -5,523 2,507 -17,669 -2,327 -3,407 -8,981 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 17.7 12.6 18.3 17.9 12.1 5.0 14.2 8.9 7.4 14.6 : : : : Number of Traders in Each Category Total Traders: 315 : : 47 49 20 26 41 48 48 61 54 48 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 201,207 : : Positions : : 32,020 16,810 41,318 87,696 22,387 9,045 0 96 54,934 19,948 1,296 : : : : Changes from: June 12, 2012 : : 51 -549 981 842 322 840 0 0 200 5,192 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 8.4 20.5 43.6 11.1 4.5 0.0 0.0 27.3 9.9 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 5 5 7 8 11 . 0 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 16,841 : : Positions : : 7,206 9,616 4,076 2,171 3,354 0 0 0 1,068 580 1,120 : : : : Changes from: June 12, 2012 : : 399 124 0 317 263 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 57.1 24.2 12.9 19.9 0.0 0.0 0.0 6.3 3.4 6.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 13 5 8 10 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 85,076 : : Positions : : 2,443 3,396 27,600 19,747 43,349 4,152 2,227 514 860 8,003 3,054 : : : : Changes from: June 12, 2012 : : 0 150 257 295 -82 263 200 49 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 4.0 32.4 23.2 51.0 4.9 2.6 0.6 1.0 9.4 3.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 4 4 10 7 15 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 33,181 : : Positions : : 2,370 2,650 9,201 10,429 14,058 2,107 1,097 357 500 751 1,400 : : : : Changes from: June 12, 2012 : : 0 0 -163 -446 -2,463 293 0 73 -561 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 8.0 27.7 31.4 42.4 6.4 3.3 1.1 1.5 2.3 4.2 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 6 5 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 5,200 : : Positions : : 1,645 1,475 905 2,931 740 1,650 0 0 250 0 0 : : : : Changes from: June 12, 2012 : : 0 0 300 0 -90 -258 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 28.4 17.4 56.4 14.2 31.7 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 6 . 7 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 26,326 : : Positions : : 2,463 404 2,235 2,930 6,365 988 1,206 3,288 4,277 4,958 4,517 : : : : Changes from: June 12, 2012 : : -200 0 308 -189 -610 202 -35 -202 -577 238 1,082 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 1.5 8.5 11.1 24.2 3.8 4.6 12.5 16.2 18.8 17.2 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 4 4 8 . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 306,205 : : Positions : : 104,950 194,984 37,166 8,383 19,149 63,227 6,134 22,823 18,854 15,078 21,475 : : : : Changes from: June 12, 2012 : : 4,215 4,107 -777 -261 -36 1,727 -235 1,822 229 469 553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 63.7 12.1 2.7 6.3 20.6 2.0 7.5 6.2 4.9 7.0 : : : : Number of Traders in Each Category Total Traders: 193 : : 52 72 14 6 17 52 14 32 10 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 20,608 : : Positions : : 5,672 13,930 1,288 1,218 30 3,572 0 0 4,505 0 204 : : : : Changes from: June 12, 2012 : : 570 819 0 0 0 104 0 0 709 0 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 67.6 6.3 5.9 0.1 17.3 0.0 0.0 21.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 20 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 9,591 : : Positions : : 4,423 4,450 2,933 712 1,778 0 0 0 70 2,240 204 : : : : Changes from: June 12, 2012 : : 236 796 150 -139 68 0 0 0 0 -256 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 46.4 30.6 7.4 18.5 0.0 0.0 0.0 0.7 23.4 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 19 9 4 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 56,135 : : Positions : : 43,660 35,398 5,969 17,636 2,558 1,375 0 400 1,375 0 50 : : : : Changes from: June 12, 2012 : : 3,422 4,001 335 -755 53 -310 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 63.1 10.6 31.4 4.6 2.4 0.0 0.7 2.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 18 10 6 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 30,370 : : Positions : : 24,985 25,686 3,857 3,566 1,118 0 0 0 350 0 0 : : : : Changes from: June 12, 2012 : : 175 20 290 505 -85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 84.6 12.7 11.7 3.7 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 17 7 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 13,314 : : Positions : : 7,035 5,216 4,199 635 1,400 0 1,463 0 350 4,450 150 : : : : Changes from: June 12, 2012 : : 405 955 475 -225 75 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 39.2 31.5 4.8 10.5 0.0 11.0 0.0 2.6 33.4 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 12 10 . 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 38,914 : : Positions : : 18,334 25,001 4,989 2,634 4,718 481 0 16 4,020 0 6,333 : : : : Changes from: June 12, 2012 : : 1,383 882 319 234 284 50 0 0 -614 0 1,231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 64.2 12.8 6.8 12.1 1.2 0.0 0.0 10.3 0.0 16.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 29 12 7 16 . 0 . 8 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 9,602 : : Positions : : 5,660 2,433 3,198 448 408 0 0 0 96 5,806 0 : : : : Changes from: June 12, 2012 : : 273 39 387 0 0 0 0 0 0 750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 25.3 33.3 4.7 4.2 0.0 0.0 0.0 1.0 60.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 6 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 11,271 : : Positions : : 6,989 7,444 1,076 1,529 567 1,068 102 441 1,106 1,057 0 : : : : Changes from: June 12, 2012 : : -563 807 -248 131 27 234 -285 47 268 -900 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 66.0 9.5 13.6 5.0 9.5 0.9 3.9 9.8 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 18 4 4 4 . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 29,617 : : Positions : : 9,730 17,360 3,719 6,267 3,081 75 355 342 11,659 1,433 147 : : : : Changes from: June 12, 2012 : : 48 913 -48 -75 310 0 47 -96 717 -130 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 58.6 12.6 21.2 10.4 0.3 1.2 1.2 39.4 4.8 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 13 24 9 6 10 . 4 . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 18,757 : : Positions : : 3,395 2,170 1,645 3,315 9,216 0 0 0 530 266 3,455 : : : : Changes from: June 12, 2012 : : 0 0 0 0 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 11.6 8.8 17.7 49.1 0.0 0.0 0.0 2.8 1.4 18.4 : : : : 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 19, 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 25,363 : : Positions : : 16,963 14,052 1,435 3,120 728 1,697 0 0 1,526 300 494 : : : : Changes from: June 12, 2012 : : 2,605 669 350 405 602 -17 0 0 529 300 494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 55.4 5.7 12.3 2.9 6.7 0.0 0.0 6.0 1.2 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . 4 . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 22, 2012