Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 39,027 : : Positions : : 25,574 35,168 7,968 155 2,482 0 0 0 1,495 150 970 : : : : Changes from: June 5, 2012 : : 952 1,534 544 0 390 0 0 0 127 100 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 90.1 20.4 0.4 6.4 0.0 0.0 0.0 3.8 0.4 2.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 33 12 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 19,109 : : Positions : : 15,436 14,346 932 2,210 2,489 0 0 0 0 0 0 : : : : Changes from: June 5, 2012 : : -275 -63 60 -137 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 75.1 4.9 11.6 13.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 24 4 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 3,122 : : Positions : : 1,860 1,849 414 308 288 0 0 0 0 0 0 : : : : Changes from: June 5, 2012 : : 20 0 10 15 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 59.2 13.3 9.9 9.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 13,814 : : Positions : : 8,098 8,451 977 635 2,318 0 0 0 154 172 529 : : : : Changes from: June 5, 2012 : : 390 435 3 -17 22 -21 0 -49 12 -20 172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 61.2 7.1 4.6 16.8 0.0 0.0 0.0 1.1 1.2 3.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 29 5 9 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 7,753 : : Positions : : 4,243 5,379 919 341 1,135 0 0 0 296 49 327 : : : : Changes from: June 5, 2012 : : 437 650 141 -13 62 0 0 0 22 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 69.4 11.9 4.4 14.6 0.0 0.0 0.0 3.8 0.6 4.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 39 9 . 11 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 4,589 : : Positions : : 3,136 3,077 521 202 400 0 0 0 0 0 0 : : : : Changes from: June 5, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 67.1 11.4 4.4 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 4 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 3,712 : : Positions : : 1,650 2,289 170 375 387 222 0 0 367 0 238 : : : : Changes from: June 5, 2012 : : 146 404 -90 -64 -7 0 0 0 91 0 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 61.7 4.6 10.1 10.4 6.0 0.0 0.0 9.9 0.0 6.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 18 . 4 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,905 : : Positions : : 1,198 927 95 196 147 0 0 0 0 120 29 : : : : Changes from: June 5, 2012 : : 139 45 0 65 10 0 0 0 0 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 48.7 5.0 10.3 7.7 0.0 0.0 0.0 0.0 6.3 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 2,211 : : Positions : : 1,414 804 71 990 122 0 0 0 45 0 13 : : : : Changes from: June 5, 2012 : : 35 102 17 72 -11 0 0 0 45 0 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 36.4 3.2 44.8 5.5 0.0 0.0 0.0 2.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . 5 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 11,023 : : Positions : : 8,677 9,356 1,496 928 709 0 0 0 0 0 0 : : : : Changes from: June 5, 2012 : : 454 814 285 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 84.9 13.6 8.4 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 5 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 6,485 : : Positions : : 3,567 722 1,064 3,661 1,587 0 0 0 0 339 0 : : : : Changes from: June 5, 2012 : : 150 0 255 348 3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 11.1 16.4 56.5 24.5 0.0 0.0 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 4 5 10 12 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 20,355 : : Positions : : 15,699 13,802 2,792 1,875 1,406 0 0 0 0 2,954 318 : : : : Changes from: June 5, 2012 : : 77 189 214 -100 -5 0 0 0 0 202 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 67.8 13.7 9.2 6.9 0.0 0.0 0.0 0.0 14.5 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 5 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 314,200 : : Positions : : 113,438 163,731 53,808 6,746 14,359 22,795 23,879 26,178 15,423 11,577 32,147 : : : : Changes from: June 5, 2012 : : -4,524 1,791 -2,115 -737 -500 -1,733 463 -3,821 1,893 -4,486 5,968 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 52.1 17.1 2.1 4.6 7.3 7.6 8.3 4.9 3.7 10.2 : : : : Number of Traders in Each Category Total Traders: 164 : : 54 61 14 4 13 23 29 24 15 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 12,966 : : Positions : : 8,193 7,886 2,029 284 2,116 0 0 0 200 2,330 250 : : : : Changes from: June 5, 2012 : : 618 878 205 29 -100 0 0 0 100 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 60.8 15.6 2.2 16.3 0.0 0.0 0.0 1.5 18.0 1.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 23 35 5 4 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 17,744 : : Positions : : 11,490 10,118 2,095 3,048 2,998 403 0 0 740 1,550 0 : : : : Changes from: June 5, 2012 : : 1,005 930 -375 -150 625 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 57.0 11.8 17.2 16.9 2.3 0.0 0.0 4.2 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 16 20 5 8 10 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A05 Open Interest is 10,574 : : Positions : : 6,603 1,201 407 6,699 2,430 0 0 0 0 0 0 : : : : Changes from: June 5, 2012 : : 43 13 0 396 117 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 11.4 3.8 63.4 23.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 . . 9 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 11,296 : : Positions : : 7,827 9,236 0 300 249 258 98 107 1,550 61 908 : : : : Changes from: June 5, 2012 : : 121 -1,783 -117 300 -65 -157 38 -20 -1,344 -7 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 81.8 0.0 2.7 2.2 2.3 0.9 0.9 13.7 0.5 8.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 24 0 . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 24,036 : : Positions : : 22,132 20,251 693 915 363 0 47 0 167 1,732 357 : : : : Changes from: June 5, 2012 : : 443 -396 -84 805 155 0 0 0 10 -95 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 84.3 2.9 3.8 1.5 0.0 0.2 0.0 0.7 7.2 1.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 39 . . . 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 2,095 : : Positions : : 1,504 1,208 0 0 0 0 58 60 112 34 2 : : : : Changes from: June 5, 2012 : : -39 -84 0 0 0 0 45 -92 21 34 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 57.7 0.0 0.0 0.0 0.0 2.8 2.9 5.3 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 20 19 0 0 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 1,391 : : Positions : : 997 908 0 28 52 0 0 0 69 80 15 : : : : Changes from: June 5, 2012 : : 74 24 0 1 0 0 0 0 16 5 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 65.3 0.0 2.0 3.7 0.0 0.0 0.0 5.0 5.8 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 14 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 445,622 : : Positions : : 126,635 112,916 73,977 117,319 61,417 22,655 16,620 28,606 28,464 10,679 82,504 : : : : Changes from: June 5, 2012 : : -11,135 -3,783 -4,898 -575 10,561 442 -606 1,405 6,456 -2,296 -1,593 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 25.3 16.6 26.3 13.8 5.1 3.7 6.4 6.4 2.4 18.5 : : : : Number of Traders in Each Category Total Traders: 130 : : 39 35 11 19 28 16 8 15 18 13 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 1,458,395 : : Positions : : 195,487 242,122 180,337 270,992 253,835 178,293 68,715 221,222 130,333 109,053 218,105 : : : : Changes from: June 5, 2012 : : -7,066 -1,296 4,819 -17,323 10,611 -8,560 1,772 10,851 -9,160 -3,513 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 16.6 12.4 18.6 17.4 12.2 4.7 15.2 8.9 7.5 15.0 : : : : Number of Traders in Each Category Total Traders: 326 : : 47 48 18 29 42 52 50 64 49 55 90 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 198,776 : : Positions : : 31,969 17,359 40,337 86,854 22,065 8,205 0 96 54,734 14,756 1,326 : : : : Changes from: June 5, 2012 : : 991 5,290 156 -294 138 0 0 0 576 297 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 8.7 20.3 43.7 11.1 4.1 0.0 0.0 27.5 7.4 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 5 5 7 8 11 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 16,179 : : Positions : : 6,807 9,492 4,076 1,854 3,091 0 0 0 1,068 605 1,120 : : : : Changes from: June 5, 2012 : : 100 150 0 -50 150 0 0 0 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 58.7 25.2 11.5 19.1 0.0 0.0 0.0 6.6 3.7 6.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 12 5 7 7 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 84,425 : : Positions : : 2,443 3,246 27,343 19,452 43,431 3,889 2,027 465 860 8,003 3,054 : : : : Changes from: June 5, 2012 : : 0 0 636 0 1,452 -116 500 -397 0 -219 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 3.8 32.4 23.0 51.4 4.6 2.4 0.6 1.0 9.5 3.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 4 . 10 7 15 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 36,042 : : Positions : : 2,370 2,650 9,364 10,875 16,521 1,814 1,097 284 1,061 751 1,400 : : : : Changes from: June 5, 2012 : : 0 0 65 670 1,612 397 0 88 0 0 -950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 7.4 26.0 30.2 45.8 5.0 3.0 0.8 2.9 2.1 3.9 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 6 5 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 5,290 : : Positions : : 1,645 1,475 605 2,931 830 1,908 0 0 250 0 0 : : : : Changes from: June 5, 2012 : : 150 0 0 -45 45 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 27.9 11.4 55.4 15.7 36.1 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 6 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 26,469 : : Positions : : 2,663 404 1,927 3,119 6,975 786 1,241 3,490 4,854 4,720 3,435 : : : : Changes from: June 5, 2012 : : -653 147 -463 390 208 245 0 0 530 -572 488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 1.5 7.3 11.8 26.4 3.0 4.7 13.2 18.3 17.8 13.0 : : : : Number of Traders in Each Category Total Traders: 24 : : . . . 5 8 . . . 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 299,171 : : Positions : : 100,735 190,877 37,943 8,644 19,185 61,500 6,369 21,001 18,625 14,609 20,922 : : : : Changes from: June 5, 2012 : : 17,442 10,256 -567 -66 -213 -7,148 997 -2,871 1,311 238 -2,061 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 63.8 12.7 2.9 6.4 20.6 2.1 7.0 6.2 4.9 7.0 : : : : Number of Traders in Each Category Total Traders: 192 : : 56 73 14 7 17 51 13 28 12 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 19,952 : : Positions : : 5,102 13,111 1,288 1,218 30 3,468 0 0 3,796 0 67 : : : : Changes from: June 5, 2012 : : 544 1,926 285 0 0 692 0 -58 486 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 65.7 6.5 6.1 0.2 17.4 0.0 0.0 19.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 19,462 : : Positions : : 13,302 7,045 0 1,730 1,255 0 475 0 0 3,362 2,610 : : : : Changes from: June 5, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 36.2 0.0 8.9 6.4 0.0 2.4 0.0 0.0 17.3 13.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 9,122 : : Positions : : 4,187 3,654 2,783 851 1,710 0 0 0 70 2,496 204 : : : : Changes from: June 5, 2012 : : 325 275 150 -56 142 0 0 0 0 256 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 40.1 30.5 9.3 18.7 0.0 0.0 0.0 0.8 27.4 2.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 16 9 4 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 52,836 : : Positions : : 40,238 31,397 5,634 18,391 2,505 1,685 0 400 1,550 0 50 : : : : Changes from: June 5, 2012 : : 4,697 5,291 285 2 299 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 59.4 10.7 34.8 4.7 3.2 0.0 0.8 2.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 20 10 6 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 29,930 : : Positions : : 24,810 25,666 3,567 3,061 1,203 0 0 0 350 0 0 : : : : Changes from: June 5, 2012 : : 2,045 2,435 369 0 116 0 0 0 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 85.8 11.9 10.2 4.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 14 8 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 12,359 : : Positions : : 6,630 4,261 3,724 860 1,325 0 1,463 0 350 4,300 150 : : : : Changes from: June 5, 2012 : : 200 925 735 -50 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 34.5 30.1 7.0 10.7 0.0 11.8 0.0 2.8 34.8 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 12 10 . 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 36,527 : : Positions : : 16,951 24,119 4,670 2,400 4,434 431 0 16 4,634 0 5,102 : : : : Changes from: June 5, 2012 : : 494 1,441 756 70 -253 16 -514 -16 -336 0 921 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 66.0 12.8 6.6 12.1 1.2 0.0 0.0 12.7 0.0 14.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 23 27 11 7 15 . 0 . 8 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 8,762 : : Positions : : 5,387 2,394 2,811 448 408 0 0 0 96 5,056 0 : : : : Changes from: June 5, 2012 : : 1,092 360 329 -262 262 0 0 0 0 1,350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 27.3 32.1 5.1 4.7 0.0 0.0 0.0 1.1 57.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 6 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,544 : : Positions : : 7,552 6,637 1,324 1,398 540 834 387 394 838 1,957 44 : : : : Changes from: June 5, 2012 : : 610 700 -48 0 -14 430 25 164 45 330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 57.5 11.5 12.1 4.7 7.2 3.4 3.4 7.3 17.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 19 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 28,850 : : Positions : : 9,682 16,447 3,767 6,342 2,771 75 308 438 10,942 1,563 137 : : : : Changes from: June 5, 2012 : : -1,610 -1,098 -255 75 96 75 -71 45 528 -70 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 57.0 13.1 22.0 9.6 0.3 1.1 1.5 37.9 5.4 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 13 23 9 6 10 . 4 . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 18,622 : : Positions : : 3,395 2,170 1,645 3,315 9,081 0 0 0 530 266 3,455 : : : : Changes from: June 5, 2012 : : 0 0 0 0 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 11.7 8.8 17.8 48.8 0.0 0.0 0.0 2.8 1.4 18.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 5 5 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 24,079 : : Positions : : 14,358 13,383 1,085 2,715 126 1,714 0 0 997 0 0 : : : : Changes from: June 5, 2012 : : 248 881 370 204 6 141 0 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 55.6 4.5 11.3 0.5 7.1 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 14 . . . . 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 15, 2012