Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 37,857 : : Positions : : 23,479 33,856 9,583 122 2,538 0 0 0 672 243 920 : : : : Changes from: June 26, 2012 : : -6,010 -7,657 -602 -33 -294 0 0 0 -1,050 -2 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 89.4 25.3 0.3 6.7 0.0 0.0 0.0 1.8 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 29 11 . 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 15,538 : : Positions : : 13,663 11,554 1,267 3,555 325 0 0 0 0 0 0 : : : : Changes from: June 26, 2012 : : -1,721 -3,008 90 1,378 -2,054 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 74.4 8.2 22.9 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 20 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 13,542 : : Positions : : 7,757 8,173 930 645 2,573 0 0 184 231 153 751 : : : : Changes from: June 26, 2012 : : -1,704 -1,854 -128 92 -130 0 0 0 -94 -141 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 60.4 6.9 4.8 19.0 0.0 0.0 1.4 1.7 1.1 5.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 28 7 8 15 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 6,850 : : Positions : : 3,943 4,853 532 251 1,055 0 0 0 577 45 38 : : : : Changes from: June 26, 2012 : : -1,061 -1,458 -476 -49 -97 0 0 0 170 -24 -317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 70.8 7.8 3.7 15.4 0.0 0.0 0.0 8.4 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 39 6 . 9 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 5,973 : : Positions : : 4,507 4,435 436 397 523 0 0 0 0 70 0 : : : : Changes from: June 26, 2012 : : -548 -364 51 -12 -44 0 0 0 0 27 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 74.3 7.3 6.6 8.8 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 3,896 : : Positions : : 1,660 2,389 557 123 481 0 73 19 0 236 265 : : : : Changes from: June 26, 2012 : : -253 -453 183 -177 -110 -269 73 19 -234 236 -251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 61.3 14.3 3.2 12.3 0.0 1.9 0.5 0.0 6.1 6.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 16 4 . 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 2,016 : : Positions : : 1,143 719 27 700 65 0 0 0 105 61 63 : : : : Changes from: June 26, 2012 : : -346 -152 -74 -283 -80 0 0 0 10 3 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 35.7 1.3 34.7 3.2 0.0 0.0 0.0 5.2 3.0 3.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 11,616 : : Positions : : 8,738 10,511 2,314 670 405 0 0 0 0 0 0 : : : : Changes from: June 26, 2012 : : -2,525 -1,771 508 -228 -709 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 90.5 19.9 5.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 5,904 : : Positions : : 3,593 553 1,295 4,214 575 0 0 0 0 399 0 : : : : Changes from: June 26, 2012 : : -602 -169 239 62 -1,125 0 0 0 0 -69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 9.4 21.9 71.4 9.7 0.0 0.0 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 4 5 9 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 17,922 : : Positions : : 14,377 11,499 2,344 3,611 733 0 0 0 0 1,731 348 : : : : Changes from: June 26, 2012 : : -2,740 -2,993 -90 1,836 -919 0 0 0 0 -1,693 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 64.2 13.1 20.1 4.1 0.0 0.0 0.0 0.0 9.7 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 14 4 5 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 315,102 : : Positions : : 119,507 165,496 52,290 6,510 13,508 23,149 29,063 20,974 17,878 15,123 31,288 : : : : Changes from: June 26, 2012 : : -11,434 -9,900 -1,448 -721 -383 -1,493 -1,534 -6,803 518 3,128 -1,844 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 52.5 16.6 2.1 4.3 7.3 9.2 6.7 5.7 4.8 9.9 : : : : Number of Traders in Each Category Total Traders: 159 : : 55 61 15 . 12 23 27 22 9 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 10,791 : : Positions : : 6,162 6,540 2,918 890 1,197 0 0 0 230 1,931 8 : : : : Changes from: June 26, 2012 : : -3,430 -2,620 638 322 -1,005 0 0 0 30 -499 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 60.6 27.0 8.2 11.1 0.0 0.0 0.0 2.1 17.9 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 28 7 4 8 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 16,505 : : Positions : : 10,510 10,905 3,245 2,115 1,955 105 0 0 450 1,500 0 : : : : Changes from: June 26, 2012 : : -1,360 -348 900 -428 -1,318 -298 0 0 -290 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 66.1 19.7 12.8 11.8 0.6 0.0 0.0 2.7 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 19 6 6 8 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 11,032 : : Positions : : 6,589 1,133 634 7,122 2,514 0 0 0 0 0 0 : : : : Changes from: June 26, 2012 : : -166 -60 -40 -55 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 10.3 5.7 64.6 22.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 . . 9 9 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 11,066 : : Positions : : 7,707 8,602 0 371 191 283 0 87 900 124 1,394 : : : : Changes from: June 26, 2012 : : 1,181 -258 -105 223 57 46 -88 0 -1,413 16 650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 77.7 0.0 3.4 1.7 2.6 0.0 0.8 8.1 1.1 12.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 22 0 . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 20,606 : : Positions : : 18,934 16,777 508 949 570 15 0 50 235 1,846 47 : : : : Changes from: June 26, 2012 : : -3,932 -4,307 -220 0 214 15 -47 50 -32 148 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 81.4 2.5 4.6 2.8 0.1 0.0 0.2 1.1 9.0 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 39 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 1,473 : : Positions : : 805 986 0 0 0 0 0 0 80 39 55 : : : : Changes from: June 26, 2012 : : -453 -269 0 -42 -49 0 0 0 -11 -41 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 66.9 0.0 0.0 0.0 0.0 0.0 0.0 5.4 2.6 3.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 17 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 431,927 : : Positions : : 122,849 118,126 74,584 121,393 53,095 18,737 17,226 31,105 39,883 3,764 70,356 : : : : Changes from: June 26, 2012 : : -2,554 7,227 2,234 2,299 413 -555 -791 5,219 8,164 -2,088 -6,160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 27.3 17.3 28.1 12.3 4.3 4.0 7.2 9.2 0.9 16.3 : : : : Number of Traders in Each Category Total Traders: 127 : : 37 36 10 18 27 12 12 18 21 11 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 1,432,999 : : Positions : : 207,438 256,315 182,003 267,087 253,950 182,356 68,458 191,215 137,565 119,880 210,937 : : : : Changes from: June 26, 2012 : : 5,983 7,339 -7,423 3,308 -5,280 10,322 -3,811 -8,201 14,028 9,411 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 17.9 12.7 18.6 17.7 12.7 4.8 13.3 9.6 8.4 14.7 : : : : Number of Traders in Each Category Total Traders: 326 : : 50 52 19 27 40 45 51 65 60 49 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 192,464 : : Positions : : 29,859 14,604 38,132 84,712 21,821 8,388 0 96 53,491 19,586 784 : : : : Changes from: June 26, 2012 : : -2,315 -2,491 -1,869 -5,364 -1,317 -237 0 0 -1,963 -271 -404 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 7.6 19.8 44.0 11.3 4.4 0.0 0.0 27.8 10.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 5 5 6 9 11 . 0 . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 14,570 : : Positions : : 4,582 9,878 7,311 1,525 1,617 0 0 0 768 1,275 275 : : : : Changes from: June 26, 2012 : : -3,486 -948 3,000 -533 -2,324 0 0 0 -300 695 -845 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 67.8 50.2 10.5 11.1 0.0 0.0 0.0 5.3 8.8 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 11 10 7 5 9 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 87,834 : : Positions : : 2,443 3,151 28,255 19,196 43,777 3,433 2,527 596 725 8,304 5,500 : : : : Changes from: June 26, 2012 : : 0 0 790 -524 459 -644 0 -355 0 293 1,997 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 3.6 32.2 21.9 49.8 3.9 2.9 0.7 0.8 9.5 6.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 4 . 9 8 16 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 43,900 : : Positions : : 2,370 2,650 9,133 9,458 19,722 1,928 1,097 3,216 500 751 4,357 : : : : Changes from: June 26, 2012 : : 0 0 -212 -493 1,274 -371 0 -674 0 0 2,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.4 6.0 20.8 21.5 44.9 4.4 2.5 7.3 1.1 1.7 9.9 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 7 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 4,140 : : Positions : : 1,515 1,275 1,014 2,595 216 1,350 0 0 0 0 0 : : : : Changes from: June 26, 2012 : : -130 -200 109 -336 -524 -300 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 30.8 24.5 62.7 5.2 32.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 4 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 25,905 : : Positions : : 2,463 404 2,191 2,700 6,457 1,038 1,206 3,240 2,547 4,248 4,792 : : : : Changes from: June 26, 2012 : : 0 0 521 -230 -473 50 0 -48 -978 -560 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 1.6 8.5 10.4 24.9 4.0 4.7 12.5 9.8 16.4 18.5 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 4 4 8 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A49 Open Interest is 17,487 : : Positions : : 12,530 14,158 3,642 2,024 1,305 0 0 0 0 0 0 : : : : Changes from: June 26, 2012 : : 144 166 282 270 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 81.0 20.8 11.6 7.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 253,521 : : Positions : : 65,454 158,931 35,712 8,313 17,903 62,640 10,699 17,005 20,556 8,373 17,014 : : : : Changes from: June 26, 2012 : : -24,865 -17,452 256 1 74 -1,435 -1,038 -2,139 2,013 -1,930 -2,094 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 62.7 14.1 3.3 7.1 24.7 4.2 6.7 8.1 3.3 6.7 : : : : Number of Traders in Each Category Total Traders: 192 : : 49 76 14 7 14 47 19 29 9 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 15,603 : : Positions : : 6,875 8,663 1,028 0 0 708 0 0 1,302 0 1,180 : : : : Changes from: June 26, 2012 : : 1,545 -4,950 -270 -1,218 -30 -2,673 0 0 -3,024 0 995 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 55.5 6.6 0.0 0.0 4.5 0.0 0.0 8.3 0.0 7.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 13 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 7,869 : : Positions : : 3,622 3,359 2,557 918 1,260 0 0 0 66 1,941 204 : : : : Changes from: June 26, 2012 : : -767 -981 -250 256 -634 0 0 0 -4 -299 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 42.7 32.5 11.7 16.0 0.0 0.0 0.0 0.8 24.7 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 19 10 . 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 46,893 : : Positions : : 36,146 29,695 6,220 13,988 2,907 25 75 113 975 0 0 : : : : Changes from: June 26, 2012 : : -7,078 -6,291 4 -2,450 -602 -1,250 75 113 -275 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 63.3 13.3 29.8 6.2 0.1 0.2 0.2 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 21 11 5 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 30,156 : : Positions : : 25,229 26,686 3,949 2,921 549 0 0 0 309 0 0 : : : : Changes from: June 26, 2012 : : -2,076 -2,204 -342 -195 -370 0 0 0 -41 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 88.5 13.1 9.7 1.8 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 6 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 11,595 : : Positions : : 6,120 4,250 3,140 600 1,705 0 1,215 0 300 3,675 150 : : : : Changes from: June 26, 2012 : : -1,410 -1,191 -889 -35 10 0 -248 0 -50 -875 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 36.7 27.1 5.2 14.7 0.0 10.5 0.0 2.6 31.7 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 12 10 . 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 36,418 : : Positions : : 18,427 22,709 5,064 2,904 3,628 0 129 232 2,487 94 6,560 : : : : Changes from: June 26, 2012 : : -1,606 -4,440 -355 92 -938 -431 129 216 -1,780 94 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 62.4 13.9 8.0 10.0 0.0 0.4 0.6 6.8 0.3 18.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 23 31 12 7 15 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 9,927 : : Positions : : 6,267 2,632 2,616 384 430 0 180 0 278 5,956 0 : : : : Changes from: June 26, 2012 : : 285 -33 -481 -74 -17 0 27 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 26.5 26.4 3.9 4.3 0.0 1.8 0.0 2.8 60.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 6 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 10,144 : : Positions : : 6,303 6,058 947 1,527 477 1,325 304 0 959 1,650 25 : : : : Changes from: June 26, 2012 : : -1,347 -1,674 -153 -2 -220 287 21 -230 -401 131 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 59.7 9.3 15.1 4.7 13.1 3.0 0.0 9.5 16.3 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 17 4 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 28,847 : : Positions : : 9,423 16,849 3,209 5,702 3,235 77 304 588 11,193 1,320 30 : : : : Changes from: June 26, 2012 : : -1,000 -1,020 -474 -415 -167 0 -121 0 -261 -113 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 58.4 11.1 19.8 11.2 0.3 1.1 2.0 38.8 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 11 21 9 6 9 . . . 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 19,653 : : Positions : : 3,205 2,075 1,788 3,368 10,169 0 0 0 540 276 3,735 : : : : Changes from: June 26, 2012 : : -70 -20 23 -22 383 0 0 0 10 10 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 10.6 9.1 17.1 51.7 0.0 0.0 0.0 2.7 1.4 19.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 5 5 10 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 22,743 : : Positions : : 16,003 13,019 1,458 5,737 631 1,739 170 0 755 95 624 : : : : Changes from: June 26, 2012 : : -1,735 -2,559 -228 -292 -91 -227 170 0 -671 95 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 57.2 6.4 25.2 2.8 7.6 0.7 0.0 3.3 0.4 2.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 . 5 . . . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 3, 2012