Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 30,936 : : Positions : : 20,123 27,216 7,273 917 1,857 0 600 0 1,443 275 0 : : : : Changes from: April 27, 2010 : : -5,166 -5,167 -236 -358 -1,095 0 0 0 -176 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 88.0 23.5 3.0 6.0 0.0 1.9 0.0 4.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 26 9 . 11 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 21,915 : : Positions : : 15,479 20,795 5,265 56 964 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -2,652 -3,471 -850 -15 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 94.9 24.0 0.3 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 22 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 6,730 : : Positions : : 2,683 4,834 2,075 0 285 0 0 0 109 216 110 : : : : Changes from: April 27, 2010 : : -444 -404 -148 0 0 0 0 0 19 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 71.8 30.8 0.0 4.2 0.0 0.0 0.0 1.6 3.2 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 9,080 : : Positions : : 4,531 5,335 1,088 871 1,886 0 0 0 249 0 30 : : : : Changes from: April 27, 2010 : : -783 -793 -163 -94 -219 0 0 0 -26 -48 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 58.8 12.0 9.6 20.8 0.0 0.0 0.0 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 31 9 8 16 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 7,347 : : Positions : : 4,091 5,863 1,782 29 534 0 0 0 308 233 85 : : : : Changes from: April 27, 2010 : : -866 -1,688 -679 -51 0 0 0 0 2 -41 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 79.8 24.3 0.4 7.3 0.0 0.0 0.0 4.2 3.2 1.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 32 45 12 . 14 0 0 0 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 3,551 : : Positions : : 1,715 2,251 453 232 203 320 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -46 -430 -233 -182 -26 -70 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 63.4 12.8 6.5 5.7 9.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 16,988 : : Positions : : 15,937 14,376 206 1,692 845 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -1,539 -1,709 -15 105 -260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 84.6 1.2 10.0 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 16 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 389,003 : : Positions : : 99,729 231,649 76,674 1,332 31,599 54,222 18,188 31,520 10,865 12,194 38,417 : : : : Changes from: April 27, 2010 : : 632 58 -1,111 317 2,537 3,198 2,142 2,806 30 1,138 1,007 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 59.5 19.7 0.3 8.1 13.9 4.7 8.1 2.8 3.1 9.9 : : : : Number of Traders in Each Category Total Traders: 163 : : 52 65 16 . 16 34 12 16 11 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 102,195 : : Positions : : 48,013 52,640 10,536 212 14,228 0 2,085 0 409 5,527 22,372 : : : : Changes from: April 27, 2010 : : -1,328 -272 594 -105 -572 0 -215 0 -112 -244 -702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 51.5 10.3 0.2 13.9 0.0 2.0 0.0 0.4 5.4 21.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 6 . 8 0 . 0 . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 13,646 : : Positions : : 7,198 10,234 4,586 293 894 0 0 0 350 1,625 450 : : : : Changes from: April 27, 2010 : : -3,459 -4,119 -590 -193 -1,990 -50 0 0 -180 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 75.0 33.6 2.1 6.6 0.0 0.0 0.0 2.6 11.9 3.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 24 36 12 . 10 0 0 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 18,965 : : Positions : : 11,205 6,220 2,376 8,901 2,084 2,244 0 0 25 650 425 : : : : Changes from: April 27, 2010 : : -1,645 -550 -52 -1,864 -165 -1,005 0 0 25 -250 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 32.8 12.5 46.9 11.0 11.8 0.0 0.0 0.1 3.4 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 13 9 9 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 12,916 : : Positions : : 5,125 7,416 1,095 3,239 726 420 0 80 4,265 0 885 : : : : Changes from: April 27, 2010 : : -720 -1,485 -135 -85 -75 -40 0 0 -805 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 57.4 8.5 25.1 5.6 3.3 0.0 0.6 33.0 0.0 6.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 11 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 4,330 : : Positions : : 1,773 1,603 410 352 498 0 0 0 446 112 237 : : : : Changes from: April 27, 2010 : : -127 -273 -27 -44 -8 0 0 0 -101 -8 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 37.0 9.5 8.1 11.5 0.0 0.0 0.0 10.3 2.6 5.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 8,526 : : Positions : : 5,726 6,440 243 743 613 961 0 0 398 417 162 : : : : Changes from: April 27, 2010 : : -159 -28 0 -46 -64 8 0 0 47 79 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 75.5 2.9 8.7 7.2 11.3 0.0 0.0 4.7 4.9 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 16 . . . 4 0 0 6 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 3,611 : : Positions : : 3,425 2,355 0 589 0 0 0 0 60 513 0 : : : : Changes from: April 27, 2010 : : -604 -442 -50 -82 -17 0 0 0 -125 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 65.2 0.0 16.3 0.0 0.0 0.0 0.0 1.7 14.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 11 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,536 : : Positions : : 899 825 5 46 61 35 0 0 57 0 8 : : : : Changes from: April 27, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 53.7 0.3 3.0 4.0 2.3 0.0 0.0 3.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 550,240 : : Positions : : 126,246 218,762 110,732 43,043 139,129 26,488 9,531 43,233 10,758 4,557 70,284 : : : : Changes from: April 27, 2010 : : 13,243 17,096 -1,112 -1,261 5,556 2,634 212 -2,366 1,284 760 -1,069 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 39.8 20.1 7.8 25.3 4.8 1.7 7.9 2.0 0.8 12.8 : : : : Number of Traders in Each Category Total Traders: 108 : : 35 38 15 15 26 13 9 18 10 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 2,865,316 : : Positions : : 458,087 657,815 217,928 231,572 850,637 218,833 59,828 343,164 81,037 49,350 571,638 : : : : Changes from: April 27, 2010 : : 10,120 2,141 5,956 6,878 14,240 11,584 3,985 14,309 -1,056 5,615 16,461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 23.0 7.6 8.1 29.7 7.6 2.1 12.0 2.8 1.7 20.0 : : : : Number of Traders in Each Category Total Traders: 377 : : 53 62 18 22 36 83 48 84 63 66 112 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 141,212 : : Positions : : 66,997 42,047 10,737 1,690 12,291 2,645 27,713 10,331 3,797 12,567 33,241 : : : : Changes from: April 27, 2010 : : 1,359 4,473 -258 -715 1,852 113 1,646 1,487 3,797 -1,417 2,882 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 29.8 7.6 1.2 8.7 1.9 19.6 7.3 2.7 8.9 23.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 15 5 . 7 . 7 5 . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 226,100 : : Positions : : 49,021 36,188 66,467 53,813 43,346 15,382 0 165 24,440 34,312 4,901 : : : : Changes from: April 27, 2010 : : -7,166 -2,880 -5,495 -3,157 741 -1,061 0 -83 746 -5,893 3,784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 16.0 29.4 23.8 19.2 6.8 0.0 0.1 10.8 15.2 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 9 10 8 15 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 165,663 : : Positions : : 13,549 13,954 10,962 44,864 67,650 36,792 3,814 20,444 2,694 1,312 9,979 : : : : Changes from: April 27, 2010 : : 93 187 -179 1,442 366 1,208 -265 265 223 67 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 8.4 6.6 27.1 40.8 22.2 2.3 12.3 1.6 0.8 6.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 10 10 6 11 16 15 8 16 9 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 670,744 : : Positions : : 127,983 112,466 56,393 124,782 311,971 0 1,526 22,799 52,902 131 76,026 : : : : Changes from: April 27, 2010 : : -7,316 -5,407 -4,153 -5,285 -12,785 0 24 6,000 1,100 131 -1,946 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 16.8 8.4 18.6 46.5 0.0 0.2 3.4 7.9 0.0 11.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 9 10 9 20 28 0 . . 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 48,221 : : Positions : : 20,294 31,103 15,019 4,055 12,315 25 260 0 170 90 80 : : : : Changes from: April 27, 2010 : : -7,776 -6,083 1,630 24 -898 25 -180 -25 -100 -32 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 64.5 31.1 8.4 25.5 0.1 0.5 0.0 0.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 26 9 9 15 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 132,829 : : Positions : : 16,859 10,024 37,856 21,755 47,779 14,706 28,564 7,228 0 9,460 1,442 : : : : Changes from: April 27, 2010 : : 0 -740 -195 538 -111 97 0 735 0 -218 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 7.5 28.5 16.4 36.0 11.1 21.5 5.4 0.0 7.1 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 6 6 8 10 17 7 7 10 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 38,968 : : Positions : : 2,276 3,541 7,488 4,508 16,814 846 3,584 8,144 0 400 0 : : : : Changes from: April 27, 2010 : : 0 -95 -507 203 531 7 -540 96 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.8 9.1 19.2 11.6 43.1 2.2 9.2 20.9 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 8 6 11 . 6 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 24,510 : : Positions : : 8,895 8,165 8,000 9,880 5,240 2,024 100 75 0 1,050 0 : : : : Changes from: April 27, 2010 : : -1,225 -1,910 -2,040 -1,430 -125 -71 25 -189 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 33.3 32.6 40.3 21.4 8.3 0.4 0.3 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 13 14 8 11 14 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 343,281 : : Positions : : 102,619 242,768 48,827 1,865 18,220 77,662 6,920 27,975 13,758 3,633 25,929 : : : : Changes from: April 27, 2010 : : -8,385 -1,125 -904 472 -908 3,037 -4,510 1,529 -1,448 -223 508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 70.7 14.2 0.5 5.3 22.6 2.0 8.1 4.0 1.1 7.6 : : : : Number of Traders in Each Category Total Traders: 211 : : 57 73 19 4 15 57 9 26 16 17 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 27,676 : : Positions : : 11,489 16,775 1,809 2,548 405 1,663 4 1,015 5,737 0 0 : : : : Changes from: April 27, 2010 : : -1,168 -2,186 -264 -61 241 -242 4 253 -327 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 60.6 6.5 9.2 1.5 6.0 0.0 3.7 20.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 16 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 8,044 : : Positions : : 4,924 5,757 721 338 1,299 150 0 0 300 0 350 : : : : Changes from: April 27, 2010 : : -1,025 -1,094 -148 -29 -206 0 0 0 -100 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 71.6 9.0 4.2 16.1 1.9 0.0 0.0 3.7 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 25 6 5 10 . 0 0 . 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 75,965 : : Positions : : 60,751 61,367 5,322 7,737 3,435 3,060 1,049 1,596 450 150 75 : : : : Changes from: April 27, 2010 : : -4,047 -4,160 -155 455 -453 -30 -638 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 80.8 7.0 10.2 4.5 4.0 1.4 2.1 0.6 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 21 27 7 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 22,401 : : Positions : : 13,840 20,531 5,480 0 1,455 1,600 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -2,085 -2,368 -125 -5 -40 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 91.7 24.5 0.0 6.5 7.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 10 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 13,062 : : Positions : : 6,725 8,190 3,881 2,666 1,606 600 0 0 250 600 0 : : : : Changes from: April 27, 2010 : : -1,105 -1,470 -237 178 -458 0 0 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 62.7 29.7 20.4 12.3 4.6 0.0 0.0 1.9 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 12 17 10 5 11 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #86465D Open Interest is 2,842 : : Positions : : 442 1,369 1,030 148 168 225 0 0 44 0 45 : : : : Changes from: April 27, 2010 : : -99 -223 -67 -14 10 0 0 0 -13 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 48.2 36.2 5.2 5.9 7.9 0.0 0.0 1.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 10 6 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 22,047 : : Positions : : 17,869 18,882 1,755 2,038 1,127 210 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : 1,094 1,358 -270 34 -761 -150 -550 0 -75 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 85.6 8.0 9.2 5.1 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 21,045 : : Positions : : 13,184 10,275 3,977 6,073 2,600 34 1,128 582 416 57 50 : : : : Changes from: April 27, 2010 : : -950 -811 -237 -430 -92 -133 -150 150 -64 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 48.8 18.9 28.9 12.4 0.2 5.4 2.8 2.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 19 18 7 13 15 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 9,878 : : Positions : : 5,619 8,787 2,059 250 697 1,296 0 0 180 0 0 : : : : Changes from: April 27, 2010 : : -1,229 -2,120 -723 100 23 31 0 -36 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 89.0 20.8 2.5 7.1 13.1 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 6 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2010 : 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 40,020 : : Positions : : 9,054 23,660 14,387 2,976 8,856 300 420 145 2,450 1,072 1,510 : : : : Changes from: April 27, 2010 : : -240 -1,873 -1,290 203 -574 -20 60 -60 -242 -210 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 59.1 35.9 7.4 22.1 0.7 1.0 0.4 6.1 2.7 3.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 14 22 13 5 15 . . . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated May 7, 2010