Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 36,278 : : Positions : : 24,206 32,470 8,335 980 1,805 0 600 0 1,623 302 51 : : : : Changes from: May 18, 2010 : : -70 715 545 37 -336 0 0 0 135 -130 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 89.5 23.0 2.7 5.0 0.0 1.7 0.0 4.5 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 26 9 . 11 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 22,281 : : Positions : : 15,711 20,922 5,296 56 1,023 0 0 0 0 0 0 : : : : Changes from: May 18, 2010 : : 410 295 55 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 93.9 23.8 0.3 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 21 7 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 6,843 : : Positions : : 2,758 5,005 2,063 0 301 0 0 0 109 216 110 : : : : Changes from: May 18, 2010 : : 7 14 -27 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 73.1 30.1 0.0 4.4 0.0 0.0 0.0 1.6 3.2 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 14 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 10,195 : : Positions : : 5,218 5,871 1,122 883 1,988 0 160 0 254 98 30 : : : : Changes from: May 18, 2010 : : 13 -68 346 42 -108 0 24 0 -148 2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 57.6 11.0 8.7 19.5 0.0 1.6 0.0 2.5 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 29 10 6 14 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 9,007 : : Positions : : 5,384 6,979 1,746 221 705 0 0 0 457 522 51 : : : : Changes from: May 18, 2010 : : 526 473 59 139 -21 0 0 0 20 82 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 77.5 19.4 2.5 7.8 0.0 0.0 0.0 5.1 5.8 0.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 32 44 12 4 15 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 3,711 : : Positions : : 1,739 2,589 533 315 268 320 0 0 90 0 10 : : : : Changes from: May 18, 2010 : : 19 168 30 136 124 0 0 0 90 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 69.8 14.4 8.5 7.2 8.6 0.0 0.0 2.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 18 4 4 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,351 : : Positions : : 1,643 997 65 682 132 0 0 0 0 120 0 : : : : Changes from: May 18, 2010 : : -44 1 35 288 15 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 42.4 2.8 29.0 5.6 0.0 0.0 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,660 : : Positions : : 542 955 388 41 69 0 0 0 25 65 40 : : : : Changes from: May 18, 2010 : : 5 50 -5 0 0 0 0 0 20 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 57.5 23.4 2.5 4.2 0.0 0.0 0.0 1.5 3.9 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 18,164 : : Positions : : 16,668 15,597 356 1,342 1,120 0 0 0 0 0 0 : : : : Changes from: May 18, 2010 : : 400 345 0 75 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 85.9 2.0 7.4 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 15 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 365,283 : : Positions : : 106,298 212,493 84,363 1,388 35,385 28,871 18,164 28,398 9,830 7,341 31,043 : : : : Changes from: May 18, 2010 : : -12,183 -18,013 1,357 296 14 -4,299 2,325 -8,593 -828 -2,654 -6,059 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 58.2 23.1 0.4 9.7 7.9 5.0 7.8 2.7 2.0 8.5 : : : : Number of Traders in Each Category Total Traders: 148 : : 57 67 18 . 17 19 15 19 10 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 107,502 : : Positions : : 51,278 55,905 10,725 472 15,502 0 902 0 1,259 6,835 22,733 : : : : Changes from: May 18, 2010 : : 5,322 4,593 596 167 120 0 -265 0 143 1,532 -287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 52.0 10.0 0.4 14.4 0.0 0.8 0.0 1.2 6.4 21.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 6 . 8 0 . 0 . 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 16,712 : : Positions : : 9,850 12,964 3,624 403 2,070 0 0 0 800 925 200 : : : : Changes from: May 18, 2010 : : 552 10 -592 50 224 0 0 0 150 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 77.6 21.7 2.4 12.4 0.0 0.0 0.0 4.8 5.5 1.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 28 37 11 4 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 18,440 : : Positions : : 10,805 6,145 2,501 8,601 2,084 2,144 0 0 25 650 425 : : : : Changes from: May 18, 2010 : : -300 75 75 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 33.3 13.6 46.6 11.3 11.6 0.0 0.0 0.1 3.5 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 14 9 9 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 12,390 : : Positions : : 5,839 6,785 1,170 3,539 726 420 0 80 3,145 0 690 : : : : Changes from: May 18, 2010 : : 0 0 75 300 0 0 0 0 225 0 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 54.8 9.4 28.6 5.9 3.4 0.0 0.6 25.4 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 12 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 4,733 : : Positions : : 1,605 2,127 431 361 503 0 0 0 1,001 112 135 : : : : Changes from: May 18, 2010 : : -106 397 0 6 4 0 0 0 467 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 44.9 9.1 7.6 10.6 0.0 0.0 0.0 21.1 2.4 2.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 10,305 : : Positions : : 7,258 7,776 233 610 673 1,017 132 117 90 548 205 : : : : Changes from: May 18, 2010 : : 637 671 -10 81 -3 126 132 117 0 62 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 75.5 2.3 5.9 6.5 9.9 1.3 1.1 0.9 5.3 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 5,141 : : Positions : : 4,834 2,268 0 1,120 0 0 0 0 60 1,461 0 : : : : Changes from: May 18, 2010 : : 490 -242 0 184 0 0 0 0 0 504 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 44.1 0.0 21.8 0.0 0.0 0.0 0.0 1.2 28.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 12 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 1,923 : : Positions : : 1,104 1,095 19 93 72 35 0 0 41 0 8 : : : : Changes from: May 18, 2010 : : 105 124 5 -13 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 56.9 1.0 4.8 3.7 1.8 0.0 0.0 2.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 527,144 : : Positions : : 115,842 195,920 82,335 31,033 150,087 32,298 13,078 36,371 15,261 5,521 75,687 : : : : Changes from: May 18, 2010 : : 7,717 1,902 -13,539 -1,038 -392 4,661 -4,105 -2,881 -588 -765 -2,037 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 37.2 15.6 5.9 28.5 6.1 2.5 6.9 2.9 1.0 14.4 : : : : Number of Traders in Each Category Total Traders: 107 : : 38 41 13 16 24 10 9 15 6 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 2,764,954 : : Positions : : 376,123 582,890 262,282 181,495 828,579 178,817 104,581 328,855 80,045 44,748 612,282 : : : : Changes from: May 18, 2010 : : -436 7,732 9,752 -30,485 37,396 -12,564 2,536 6,271 -9,668 553 52,811 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 21.1 9.5 6.6 30.0 6.5 3.8 11.9 2.9 1.6 22.1 : : : : Number of Traders in Each Category Total Traders: 354 : : 56 67 19 22 38 69 51 82 60 55 100 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 110,856 : : Positions : : 59,521 31,169 3,349 810 11,370 2,000 20,183 4,955 2,191 14,252 26,255 : : : : Changes from: May 18, 2010 : : -10,735 -14,765 -7,856 -232 -3,414 -564 -11,812 -4,939 -5,868 449 -11,850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 28.1 3.0 0.7 10.3 1.8 18.2 4.5 2.0 12.9 23.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 16 4 . 5 . 6 5 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 240,391 : : Positions : : 54,677 44,815 68,570 60,887 47,736 16,844 0 165 23,352 31,629 6,594 : : : : Changes from: May 18, 2010 : : 791 5,439 1,202 1,048 2,783 1,464 0 0 142 -1,280 911 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 18.6 28.5 25.3 19.9 7.0 0.0 0.1 9.7 13.2 2.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 14 12 10 10 18 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 150,507 : : Positions : : 12,133 13,225 10,587 27,764 67,801 27,053 7,781 19,549 1,057 1,832 9,400 : : : : Changes from: May 18, 2010 : : 438 814 1,845 -4,813 3,357 -5,255 1,023 898 -213 47 914 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 8.8 7.0 18.4 45.0 18.0 5.2 13.0 0.7 1.2 6.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 10 10 9 8 16 16 7 16 6 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 642,739 : : Positions : : 122,056 109,127 48,305 107,383 294,862 564 0 22,863 44,237 209 86,342 : : : : Changes from: May 18, 2010 : : 3,442 437 -4,141 -1,419 1,013 -72 0 1,542 413 -61 4,629 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 17.0 7.5 16.7 45.9 0.1 0.0 3.6 6.9 0.0 13.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 11 9 21 29 . 0 . 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 56,704 : : Positions : : 23,282 33,571 15,104 4,733 17,210 0 260 525 203 25 112 : : : : Changes from: May 18, 2010 : : 189 519 955 575 4,231 -50 0 525 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 59.2 26.6 8.3 30.4 0.0 0.5 0.9 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 26 9 10 16 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 119,747 : : Positions : : 15,256 9,032 34,681 20,625 42,981 11,472 24,422 7,014 1,343 8,760 1,917 : : : : Changes from: May 18, 2010 : : -1,464 -1,007 -2,816 -468 -3,623 -2,834 -4,847 237 426 -1,099 -553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 7.5 29.0 17.2 35.9 9.6 20.4 5.9 1.1 7.3 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 6 6 7 12 18 5 7 9 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 37,834 : : Positions : : 2,276 2,521 7,884 4,249 16,002 483 3,774 9,204 0 400 0 : : : : Changes from: May 18, 2010 : : 0 0 384 -42 840 -363 0 317 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 6.7 20.8 11.2 42.3 1.3 10.0 24.3 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 9 5 12 . 4 6 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 24,575 : : Positions : : 8,345 7,815 7,850 11,530 4,730 3,344 50 0 0 450 0 : : : : Changes from: May 18, 2010 : : -100 -175 0 1,875 -435 1,200 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 31.8 31.9 46.9 19.2 13.6 0.2 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 11 14 7 12 14 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 283,594 : : Positions : : 107,244 185,849 47,585 1,023 15,220 33,052 18,824 23,639 18,958 3,369 18,968 : : : : Changes from: May 18, 2010 : : -977 -22,202 520 -61 -5,033 -11,237 7,692 -3,818 264 -137 -8,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 65.5 16.8 0.4 5.4 11.7 6.6 8.3 6.7 1.2 6.7 : : : : Number of Traders in Each Category Total Traders: 196 : : 61 71 19 5 19 33 18 30 21 12 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 28,988 : : Positions : : 12,561 18,249 1,885 2,730 613 2,580 103 1,496 4,816 0 258 : : : : Changes from: May 18, 2010 : : 1,040 1,672 294 24 -18 -24 0 -30 -172 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 63.0 6.5 9.4 2.1 8.9 0.4 5.2 16.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 18 . . 4 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 20,207 : : Positions : : 17,422 14,265 1,265 3,180 260 250 1,750 300 0 0 0 : : : : Changes from: May 18, 2010 : : 532 455 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 70.6 6.3 15.7 1.3 1.2 8.7 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 9,096 : : Positions : : 5,374 6,482 841 243 1,631 150 0 0 450 90 300 : : : : Changes from: May 18, 2010 : : 325 425 40 -50 150 0 0 0 100 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 71.3 9.2 2.7 17.9 1.6 0.0 0.0 4.9 1.0 3.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 24 6 6 12 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 84,775 : : Positions : : 69,517 70,034 5,420 8,267 3,184 3,110 1,004 1,646 600 90 0 : : : : Changes from: May 18, 2010 : : 3,190 3,149 123 212 -348 0 0 0 50 45 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 82.6 6.4 9.8 3.8 3.7 1.2 1.9 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 27 6 6 8 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 22,961 : : Positions : : 13,935 21,091 5,945 0 1,455 1,600 0 0 0 0 0 : : : : Changes from: May 18, 2010 : : -1,435 -1,210 225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 91.9 25.9 0.0 6.3 7.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 16 10 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 13,462 : : Positions : : 6,950 8,465 4,006 2,491 1,656 600 150 0 250 700 0 : : : : Changes from: May 18, 2010 : : 125 175 50 -50 100 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 62.9 29.8 18.5 12.3 4.5 1.1 0.0 1.9 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 13 18 10 5 12 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 3,447 : : Positions : : 399 1,863 1,346 159 188 225 0 0 44 0 65 : : : : Changes from: May 18, 2010 : : 2 185 100 9 17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 54.0 39.0 4.6 5.5 6.5 0.0 0.0 1.3 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 7 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 22,273 : : Positions : : 17,172 18,221 2,285 2,090 1,261 150 50 0 24 0 51 : : : : Changes from: May 18, 2010 : : -21 -154 312 334 -48 -75 50 0 -51 0 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 81.8 10.3 9.4 5.7 0.7 0.2 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 4 4 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 20,520 : : Positions : : 11,447 10,820 4,451 5,785 2,715 0 746 233 1,329 25 62 : : : : Changes from: May 18, 2010 : : -864 -558 127 -102 108 -34 446 -199 388 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 52.7 21.7 28.2 13.2 0.0 3.6 1.1 6.5 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 17 17 10 12 17 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 11,863 : : Positions : : 7,163 10,160 2,292 919 634 1,248 0 24 493 0 0 : : : : Changes from: May 18, 2010 : : 867 797 -43 312 23 -1 0 0 268 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 85.6 19.3 7.7 5.3 10.5 0.0 0.2 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 7 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 40,384 : : Positions : : 8,699 24,022 14,498 3,015 8,478 300 360 100 2,387 554 1,217 : : : : Changes from: May 18, 2010 : : -222 120 -141 0 -96 0 0 0 177 -662 -201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 59.5 35.9 7.5 21.0 0.7 0.9 0.2 5.9 1.4 3.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 13 22 13 5 15 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated May 28, 2010