Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 45,827 : : Positions : : 29,489 41,513 10,185 155 2,832 0 0 0 1,722 245 1,020 : : : : Changes from: June 19, 2012 : : 2,208 3,415 1,375 0 -150 0 0 0 -83 145 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 90.6 22.2 0.3 6.2 0.0 0.0 0.0 3.8 0.5 2.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 32 12 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 19,202 : : Positions : : 15,384 14,562 1,177 2,177 2,379 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : -108 177 245 -50 -185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 75.8 6.1 11.3 12.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 27 5 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 3,410 : : Positions : : 2,048 2,059 431 308 332 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 60.4 12.6 9.0 9.7 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- Options and Futures Combined Positions as of June 26, 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 15,615 : : Positions : : 9,461 10,027 1,058 553 2,703 0 0 184 325 294 796 : : : : Changes from: June 19, 2012 : : 771 752 -2 -19 78 0 0 0 37 60 401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 64.2 6.8 3.5 17.3 0.0 0.0 1.2 2.1 1.9 5.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 30 6 8 14 0 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 8,643 : : Positions : : 5,004 6,311 1,008 300 1,152 0 0 0 407 69 355 : : : : Changes from: June 19, 2012 : : 335 467 45 -26 50 0 0 0 82 -10 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 73.0 11.7 3.5 13.3 0.0 0.0 0.0 4.7 0.8 4.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 42 9 . 12 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 6,425 : : Positions : : 5,055 4,799 385 409 567 0 0 0 0 43 5 : : : : Changes from: June 19, 2012 : : 1,350 1,206 -43 22 103 0 0 0 0 43 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 74.7 6.0 6.4 8.8 0.0 0.0 0.0 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . 4 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 4,581 : : Positions : : 1,913 2,842 374 300 591 269 0 0 234 0 516 : : : : Changes from: June 19, 2012 : : 57 279 67 -55 74 0 0 0 47 0 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 62.0 8.2 6.5 12.9 5.9 0.0 0.0 5.1 0.0 11.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 4 . 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 2,350 : : Positions : : 1,749 1,229 95 371 93 0 0 0 0 170 10 : : : : Changes from: June 19, 2012 : : 363 263 0 53 -12 0 0 0 0 35 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 52.3 4.0 15.8 4.0 0.0 0.0 0.0 0.0 7.2 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 2,480 : : Positions : : 1,489 871 101 983 145 0 0 0 95 58 58 : : : : Changes from: June 19, 2012 : : 18 6 20 18 13 0 0 0 80 58 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 35.1 4.1 39.6 5.8 0.0 0.0 0.0 3.8 2.3 2.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 14,324 : : Positions : : 11,263 12,282 1,806 898 1,114 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : 1,200 1,460 260 0 375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 85.7 12.6 6.3 7.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 5 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 7,218 : : Positions : : 4,195 722 1,056 4,152 1,700 0 0 0 0 468 0 : : : : Changes from: June 19, 2012 : : 34 0 220 206 -16 0 0 0 0 48 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 10.0 14.6 57.5 23.6 0.0 0.0 0.0 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 4 4 11 11 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 21,466 : : Positions : : 17,117 14,492 2,434 1,775 1,652 0 0 0 0 3,424 123 : : : : Changes from: June 19, 2012 : : 932 179 -358 0 185 0 0 0 0 395 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 67.5 11.3 8.3 7.7 0.0 0.0 0.0 0.0 16.0 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 14 5 5 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 365,419 : : Positions : : 133,843 180,335 54,963 10,762 20,655 24,642 30,597 27,777 18,861 9,309 48,018 : : : : Changes from: June 19, 2012 : : 417 1,305 3,758 -1,396 -3,014 -687 3,906 3,635 2,537 255 -4,395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 49.4 15.0 2.9 5.7 6.7 8.4 7.6 5.2 2.5 13.1 : : : : Number of Traders in Each Category Total Traders: 165 : : 60 64 15 4 14 22 30 23 13 9 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 14,560 : : Positions : : 9,592 9,160 2,280 568 2,202 0 0 0 200 2,430 100 : : : : Changes from: June 19, 2012 : : 754 704 175 129 49 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 62.9 15.7 3.9 15.1 0.0 0.0 0.0 1.4 16.7 0.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 36 8 4 9 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 18,649 : : Positions : : 11,870 11,253 2,345 2,543 3,273 403 0 0 740 1,550 0 : : : : Changes from: June 19, 2012 : : 555 685 -50 -180 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 60.3 12.6 13.6 17.6 2.2 0.0 0.0 4.0 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 15 21 5 8 10 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 11,196 : : Positions : : 6,755 1,193 674 7,177 2,549 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : 217 -8 -57 216 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 10.7 6.0 64.1 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- Options and Futures Combined Positions as of June 26, 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 10,558 : : Positions : : 6,526 8,860 105 148 134 237 88 87 2,313 108 744 : : : : Changes from: June 19, 2012 : : -462 300 -32 -23 33 20 -9 -20 782 0 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 83.9 1.0 1.4 1.3 2.2 0.8 0.8 21.9 1.0 7.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 20 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 25,662 : : Positions : : 23,488 21,706 779 1,001 631 0 47 0 267 1,698 189 : : : : Changes from: June 19, 2012 : : 355 847 112 -70 -44 0 0 0 105 -190 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 84.6 3.0 3.9 2.5 0.0 0.2 0.0 1.0 6.6 0.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 42 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 2,500 : : Positions : : 1,818 1,777 0 0 0 0 88 60 127 0 0 : : : : Changes from: June 19, 2012 : : 156 404 0 0 0 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 71.1 0.0 0.0 0.0 0.0 3.5 2.4 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 23 21 0 0 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 1,858 : : Positions : : 1,258 1,255 0 42 49 0 0 0 91 80 40 : : : : Changes from: June 19, 2012 : : 58 134 0 9 -3 0 0 0 12 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 67.5 0.0 2.3 2.6 0.0 0.0 0.0 4.9 4.3 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 524,961 : : Positions : : 160,981 144,993 72,130 120,359 80,717 19,621 17,940 29,593 30,605 5,291 110,264 : : : : Changes from: June 19, 2012 : : 12,481 10,392 -496 898 791 -6,835 72 682 358 -1,711 6,510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 27.6 13.7 22.9 15.4 3.7 3.4 5.6 5.8 1.0 21.0 : : : : Number of Traders in Each Category Total Traders: 130 : : 37 34 9 19 27 12 12 16 17 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 2,427,520 : : Positions : : 313,117 379,239 180,483 306,743 691,994 181,520 57,503 296,300 130,853 76,003 542,734 : : : : Changes from: June 19, 2012 : : 5,311 7,335 5,660 -2,093 24,548 2,049 847 5,256 -7,099 7,295 36,712 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 15.6 7.4 12.6 28.5 7.5 2.4 12.2 5.4 3.1 22.4 : : : : Number of Traders in Each Category Total Traders: 388 : : 49 53 21 29 46 69 53 91 90 54 105 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 279,477 : : Positions : : 93,764 118,750 1,278 15,214 37,221 232 33,755 36,955 82,044 6,859 26,813 : : : : Changes from: June 19, 2012 : : 18,976 14,294 -3,609 -1,019 11,068 232 6,727 8,185 6,541 1,660 1,350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 42.5 0.5 5.4 13.3 0.1 12.1 13.2 29.4 2.5 9.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 19 . 7 7 . 5 . 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 202,324 : : Positions : : 32,174 17,095 40,001 90,076 23,138 8,625 0 96 55,454 19,857 1,188 : : : : Changes from: June 19, 2012 : : 154 285 -1,317 2,380 751 -420 0 0 520 -91 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 8.4 19.8 44.5 11.4 4.3 0.0 0.0 27.4 9.8 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 5 5 7 9 12 . 0 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 67,335 : : Positions : : 4,696 5,994 1,842 12,208 31,267 9,775 2,145 7,031 3,646 391 5,726 : : : : Changes from: June 19, 2012 : : -265 -230 -632 -111 1,636 1,003 522 -138 141 137 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 8.9 2.7 18.1 46.4 14.5 3.2 10.4 5.4 0.6 8.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 6 6 6 12 15 12 . 8 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 409,530 : : Positions : : 47,552 39,593 48,439 89,501 190,957 921 2,547 15,235 41,136 569 56,646 : : : : Changes from: June 19, 2012 : : 945 735 1,571 7,869 6,288 124 185 359 6,106 -636 4,231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 9.7 11.8 21.9 46.6 0.2 0.6 3.7 10.0 0.1 13.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 5 5 7 19 26 . . . 12 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 18,525 : : Positions : : 8,068 10,826 4,311 2,058 3,941 0 0 0 1,068 580 1,120 : : : : Changes from: June 19, 2012 : : 862 1,210 235 -113 587 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 58.4 23.3 11.1 21.3 0.0 0.0 0.0 5.8 3.1 6.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 13 5 8 11 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 85,967 : : Positions : : 2,443 3,151 27,465 19,720 43,318 4,077 2,527 951 725 8,011 3,503 : : : : Changes from: June 19, 2012 : : 0 -245 -135 -27 -31 -75 300 437 -135 8 449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 3.7 31.9 22.9 50.4 4.7 2.9 1.1 0.8 9.3 4.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 . 9 8 15 . . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 41,588 : : Positions : : 2,370 2,650 9,345 9,951 18,448 2,299 1,097 3,890 500 751 2,357 : : : : Changes from: June 19, 2012 : : 0 0 144 -478 4,390 192 0 3,533 0 0 957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 6.4 22.5 23.9 44.4 5.5 2.6 9.4 1.2 1.8 5.7 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 7 5 12 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 66,302 : : Positions : : 6,607 10,556 13,975 10,464 11,504 1,037 1,134 571 0 1,758 373 : : : : Changes from: June 19, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 15.9 21.1 15.8 17.4 1.6 1.7 0.9 0.0 2.7 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 6 5 . 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 19, 2012 : : 0 0 0 0 0 0 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- Options and Futures Combined Positions as of June 26, 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 38,302 : : Positions : : 2,744 756 3,356 3,102 12,830 1,100 1,851 5,519 2,810 5,029 5,583 : : : : Changes from: June 19, 2012 : : 11 20 29 -4 1,086 28 516 198 -841 -148 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 2.0 8.8 8.1 33.5 2.9 4.8 14.4 7.3 13.1 14.6 : : : : Number of Traders in Each Category Total Traders: 30 : : . . 6 4 9 4 5 7 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 15,939 : : Positions : : 10 75 1,886 3,939 9,196 2,092 1,301 421 1,463 319 210 : : : : Changes from: June 19, 2012 : : -0 0 249 389 1,184 -77 -218 -26 -18 4 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.1 0.5 11.8 24.7 57.7 13.1 8.2 2.6 9.2 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : . . 4 10 14 7 4 4 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 124,878 : : Positions : : 17,026 15,366 11,794 18,396 61,707 5,013 0 7,425 2,933 1,785 10,447 : : : : Changes from: June 19, 2012 : : 2,439 2,171 151 1,560 5,067 207 0 516 570 -1,135 1,792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 12.3 9.4 14.7 49.4 4.0 0.0 5.9 2.3 1.4 8.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 5 6 12 18 . 0 . . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 16,961 : : Positions : : 12,386 13,992 3,360 1,754 1,215 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 82.5 19.8 10.3 7.2 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- Options and Futures Combined Positions as of June 26, 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 303,769 : : Positions : : 93,186 179,665 31,369 7,965 26,443 64,344 11,319 20,741 18,766 7,349 30,783 : : : : Changes from: June 19, 2012 : : -14,822 -19,009 -1,174 -121 -1,651 2,070 4,881 -5,143 40 -2,092 -5,792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 59.1 10.3 2.6 8.7 21.2 3.7 6.8 6.2 2.4 10.1 : : : : Number of Traders in Each Category Total Traders: 197 : : 59 76 16 6 15 54 18 36 8 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 20,161 : : Positions : : 5,330 13,613 1,298 1,218 30 3,381 0 0 4,326 0 185 : : : : Changes from: June 19, 2012 : : -342 -317 10 0 0 -191 0 0 -179 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 67.5 6.4 6.0 0.1 16.8 0.0 0.0 21.5 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 20,694 : : Positions : : 13,773 8,158 0 2,410 1,655 0 475 0 80 2,492 2,595 : : : : Changes from: June 19, 2012 : : 471 1,113 0 680 400 0 0 0 80 -870 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 39.4 0.0 11.6 8.0 0.0 2.3 0.0 0.4 12.0 12.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 9,597 : : Positions : : 4,389 4,340 2,807 662 1,894 0 0 0 70 2,240 204 : : : : Changes from: June 19, 2012 : : -34 -110 -126 -50 116 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 45.2 29.2 6.9 19.7 0.0 0.0 0.0 0.7 23.3 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 19 9 4 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265J Open Interest is 5,397 : : Positions : : 1,790 2,242 1,726 1,612 1,448 0 0 0 194 0 95 : : : : Changes from: June 19, 2012 : : 137 235 104 10 123 0 0 0 -1 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 41.5 32.0 29.9 26.8 0.0 0.0 0.0 3.6 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 8 6 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 56,076 : : Positions : : 43,224 35,986 6,216 16,438 3,509 1,275 0 0 1,250 0 50 : : : : Changes from: June 19, 2012 : : -436 588 247 -1,198 951 -100 0 -400 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 64.2 11.1 29.3 6.3 2.3 0.0 0.0 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 22 10 7 6 4 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 32,925 : : Positions : : 27,305 28,890 4,291 3,116 919 0 0 0 350 0 0 : : : : Changes from: June 19, 2012 : : 2,320 3,204 434 -450 -199 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 87.7 13.0 9.5 2.8 0.0 0.0 0.0 1.1 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- Options and Futures Combined Positions as of June 26, 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 13,934 : : Positions : : 7,530 5,441 4,029 635 1,695 0 1,463 0 350 4,550 150 : : : : Changes from: June 19, 2012 : : 495 225 -170 0 295 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 39.0 28.9 4.6 12.2 0.0 10.5 0.0 2.5 32.7 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 13 10 . 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 41,558 : : Positions : : 20,033 27,149 5,419 2,812 4,566 431 0 16 4,267 0 6,771 : : : : Changes from: June 19, 2012 : : 1,699 2,148 430 178 -152 -50 0 0 247 0 438 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 65.3 13.0 6.8 11.0 1.0 0.0 0.0 10.3 0.0 16.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 26 32 13 6 16 . 0 . 8 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 10,044 : : Positions : : 5,982 2,665 3,097 458 447 0 153 0 278 5,956 0 : : : : Changes from: June 19, 2012 : : 322 232 -101 10 39 0 153 0 182 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 26.5 30.8 4.6 4.5 0.0 1.5 0.0 2.8 59.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 6 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 12,093 : : Positions : : 7,650 7,732 1,100 1,529 697 1,038 283 230 1,360 1,519 0 : : : : Changes from: June 19, 2012 : : 661 288 24 0 130 -30 181 -211 254 462 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 63.9 9.1 12.6 5.8 8.6 2.3 1.9 11.2 12.6 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 19 5 . 4 . . . 4 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 30,689 : : Positions : : 10,423 17,869 3,683 6,117 3,402 77 425 588 11,454 1,433 183 : : : : Changes from: June 19, 2012 : : 693 509 -36 -150 321 2 70 246 -205 0 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 58.2 12.0 19.9 11.1 0.3 1.4 1.9 37.3 4.7 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 13 24 9 6 10 . . . 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 19,327 : : Positions : : 3,275 2,095 1,765 3,390 9,786 0 0 0 530 266 3,755 : : : : Changes from: June 19, 2012 : : -120 -75 120 75 570 0 0 0 0 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 10.8 9.1 17.5 50.6 0.0 0.0 0.0 2.7 1.4 19.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 5 5 10 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 25,863 : : Positions : : 17,738 15,578 1,686 6,029 722 1,966 0 0 1,426 0 494 : : : : Changes from: June 19, 2012 : : 775 1,526 251 2,909 -6 269 0 0 -100 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 60.2 6.5 23.3 2.8 7.6 0.0 0.0 5.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . 5 . . 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 29, 2012