GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 38,390: 28,266 31,189 5,143 2,659 3,358 0 0 0 1,378 521 102: 143 561 Old : 38,390: 28,266 31,189 5,143 2,659 3,358 0 0 0 1,378 521 102: 143 561 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 1,490: 1,039 2,361 379 -649 -154 0 0 0 382 88 -159: 3 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 81.2 13.4 6.9 8.7 0.0 0.0 0.0 3.6 1.4 0.3: 0.4 1.5 Old : 100.0: 73.6 81.2 13.4 6.9 8.7 0.0 0.0 0.0 3.6 1.4 0.3: 0.4 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 29 32 10 6 12 0 0 0 . . .: Old : 58: 29 32 10 6 12 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 33.3 51.4 51.4 20.3 25.5 31.3 36.6 Old : 33.2 33.3 51.4 51.4 20.3 25.5 31.3 36.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 14,371: 10,195 12,798 2,948 351 1,102 0 0 0 0 0 0: 126 120 Old : 14,371: 10,195 12,798 2,948 351 1,102 0 0 0 0 0 0: 126 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : -973: -712 -915 -227 -24 -34 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 89.1 20.5 2.4 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.8 Old : 100.0: 70.9 89.1 20.5 2.4 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 18 20 5 4 6 0 0 0 0 0 0: Old : 36: 18 20 5 4 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 52.5 67.1 71.7 36.2 52.4 59.2 65.8 Old : 41.1 52.5 67.1 71.7 36.2 52.4 59.2 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 10,342: 6,044 6,471 946 222 1,649 0 0 0 98 400 146: 1,459 1,454 Old : 10,342: 6,044 6,471 946 222 1,649 0 0 0 98 400 146: 1,459 1,454 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 237: 156 224 -9 21 156 0 0 0 -2 10 19: -83 -193 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 62.6 9.1 2.1 15.9 0.0 0.0 0.0 0.9 3.9 1.4: 14.1 14.1 Old : 100.0: 58.4 62.6 9.1 2.1 15.9 0.0 0.0 0.0 0.9 3.9 1.4: 14.1 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 21 25 8 4 12 0 0 0 . . .: Old : 41: 21 25 8 4 12 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.2 26.0 51.3 39.2 15.5 10.3 22.3 16.0 Old : 34.2 26.0 51.3 39.2 15.5 10.3 22.3 16.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 7,293: 3,501 5,251 1,526 28 840 0 0 0 517 168 277: 632 729 Old : 7,293: 3,501 5,251 1,526 28 840 0 0 0 517 168 277: 632 729 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 464: 446 510 146 5 33 0 0 0 -148 13 -28: 15 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.0 72.0 20.9 0.4 11.5 0.0 0.0 0.0 7.1 2.3 3.8: 8.7 10.0 Old : 100.0: 48.0 72.0 20.9 0.4 11.5 0.0 0.0 0.0 7.1 2.3 3.8: 8.7 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 31 40 12 . 13 0 0 0 6 . 7: Old : 64: 31 40 12 . 13 0 0 0 6 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.3 22.5 40.7 35.6 20.9 21.1 31.4 30.9 Old : 26.3 22.5 40.7 35.6 20.9 21.1 31.4 30.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 4,098: 1,665 1,500 129 436 694 0 0 0 370 0 0: 1,240 1,468 Old : 4,098: 1,665 1,500 129 436 694 0 0 0 370 0 0: 1,240 1,468 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.6 36.6 3.1 10.6 16.9 0.0 0.0 0.0 9.0 0.0 0.0: 30.3 35.8 Old : 100.0: 40.6 36.6 3.1 10.6 16.9 0.0 0.0 0.0 9.0 0.0 0.0: 30.3 35.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 12 . 4 6 0 0 0 . 0 0: Old : 20: 12 12 . 4 6 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 24.8 51.1 44.6 23.7 15.1 27.4 21.6 Old : 34.0 24.8 51.1 44.6 23.7 15.1 27.4 21.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 3,037: 1,047 1,111 217 485 537 0 210 0 514 150 156: 566 388 Old : 3,037: 1,047 1,111 217 485 537 0 210 0 514 150 156: 566 388 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 56: 57 140 5 30 0 0 0 0 0 -70 15: -21 -59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 36.6 7.1 16.0 17.7 0.0 6.9 0.0 16.9 4.9 5.1: 18.6 12.8 Old : 100.0: 34.5 36.6 7.1 16.0 17.7 0.0 6.9 0.0 16.9 4.9 5.1: 18.6 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 9 . 4 7 0 . 0 . . .: Old : 23: 9 9 . 4 7 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 38.0 62.9 61.0 34.1 30.1 42.5 45.5 Old : 43.2 38.0 62.9 61.0 34.1 30.1 42.5 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,643: 822 899 329 65 185 0 0 0 0 50 0: 307 444 Old : 1,643: 822 899 329 65 185 0 0 0 0 50 0: 307 444 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 60: -25 5 120 -15 20 0 0 0 0 0 0: -55 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 54.7 20.0 4.0 11.3 0.0 0.0 0.0 0.0 3.0 0.0: 18.7 27.0 Old : 100.0: 50.0 54.7 20.0 4.0 11.3 0.0 0.0 0.0 0.0 3.0 0.0: 18.7 27.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 11 5 . 4 0 0 0 0 . 0: Old : 24: 13 11 5 . 4 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 34.9 57.6 53.8 25.1 19.4 36.4 30.4 Old : 35.4 34.9 57.6 53.8 25.1 19.4 36.4 30.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,694: 949 1,229 88 32 112 0 0 0 0 15 35: 510 271 Old : 1,694: 949 1,229 88 32 112 0 0 0 0 15 35: 510 271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 88: 4 20 14 -5 27 0 0 0 0 0 0: 43 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 72.6 5.2 1.9 6.6 0.0 0.0 0.0 0.0 0.9 2.1: 30.1 16.0 Old : 100.0: 56.0 72.6 5.2 1.9 6.6 0.0 0.0 0.0 0.0 0.9 2.1: 30.1 16.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 15 11 . . 4 0 0 0 0 . .: Old : 22: 15 11 . . 4 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 53.7 49.9 71.0 32.4 49.4 41.4 58.4 Old : 35.8 53.7 49.9 71.0 32.4 49.4 41.4 58.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 12,245: 6,110 9,616 5,215 1,406 740 0 0 0 0 0 0: 180 483 Old : 12,245: 6,110 9,616 5,215 1,406 740 0 0 0 0 0 0: 180 483 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 627: 942 594 -250 35 -65 0 0 0 0 0 0: 0 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 78.5 42.6 11.5 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 3.9 Old : 100.0: 49.9 78.5 42.6 11.5 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 15 4 . . 0 0 0 0 0 0: Old : 25: 14 15 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 57.2 82.0 80.1 59.4 46.8 68.4 63.8 Old : 63.5 57.2 82.0 80.1 59.4 46.8 68.4 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 14,531: 10,783 10,813 3,114 1,429 514 0 0 0 0 1,754 0: 120 21 Old : 14,531: 10,783 10,813 3,114 1,429 514 0 0 0 0 1,754 0: 120 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 1,470: 1,402 713 50 82 18 0 0 0 0 657 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 74.4 21.4 9.8 3.5 0.0 0.0 0.0 0.0 12.1 0.0: 0.8 0.1 Old : 100.0: 74.2 74.4 21.4 9.8 3.5 0.0 0.0 0.0 0.0 12.1 0.0: 0.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 14 6 4 4 0 0 0 0 . 0: Old : 31: 16 14 6 4 4 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 52.5 67.4 81.1 35.6 36.3 54.5 56.5 Old : 38.3 52.5 67.4 81.1 35.6 36.3 54.5 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 310,794: 107,026 194,954 61,133 7,931 15,087 39,285 9,233 22,424 12,708 19,194 12,858: 40,273 29,113 Old : 310,794: 107,026 194,954 61,133 7,931 15,087 39,285 9,233 22,424 12,708 19,194 12,858: 40,273 29,113 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 23: 4,169 -990 -1,271 974 -1,305 -738 -1,588 2,571 -1,409 894 -2,723: 729 2,190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 62.7 19.7 2.6 4.9 12.6 3.0 7.2 4.1 6.2 4.1: 13.0 9.4 Old : 100.0: 34.4 62.7 19.7 2.6 4.9 12.6 3.0 7.2 4.1 6.2 4.1: 13.0 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 153: 49 59 17 6 15 30 8 22 15 9 19: Old : 153: 49 59 17 6 15 30 8 22 15 9 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.4 27.5 29.4 38.2 12.4 16.9 20.0 22.7 Old : 18.4 27.5 29.4 38.2 12.4 16.9 20.0 22.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 15,090: 9,760 10,198 2,851 1,787 1,424 300 0 50 125 1,091 440: 140 100 Old : 15,090: 9,760 10,198 2,851 1,787 1,424 300 0 50 125 1,091 440: 140 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 1,600: 925 1,140 615 450 -140 0 0 0 50 0 50: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 67.6 18.9 11.8 9.4 2.0 0.0 0.3 0.8 7.2 2.9: 0.9 0.7 Old : 100.0: 64.7 67.6 18.9 11.8 9.4 2.0 0.0 0.3 0.8 7.2 2.9: 0.9 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 68: 28 29 8 6 10 . 0 . . 6 5: Old : 68: 28 29 8 6 10 . 0 . . 6 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 29.3 50.2 48.4 24.9 27.0 40.8 46.1 Old : 31.6 29.3 50.2 48.4 24.9 27.0 40.8 46.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,655: 4,270 4,469 1,629 2,131 225 1,200 150 0 90 460 220: 21 0 Old : 7,655: 4,270 4,469 1,629 2,131 225 1,200 150 0 90 460 220: 21 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 350: 75 75 100 75 0 225 150 0 -100 0 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 58.4 21.3 27.8 2.9 15.7 2.0 0.0 1.2 6.0 2.9: 0.3 0.0 Old : 100.0: 55.8 58.4 21.3 27.8 2.9 15.7 2.0 0.0 1.2 6.0 2.9: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 14 11 7 6 . 4 . 0 . . .: Old : 41: 14 11 7 6 . 4 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 51.4 57.9 79.8 35.0 49.5 57.9 73.0 Old : 35.0 51.4 57.9 79.8 35.0 49.5 57.9 73.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 METRIC TONS) : : : Positions : All : 4,030: 2,010 1,269 29 333 147 0 0 0 211 683 358: 1,275 1,240 Old : 4,030: 2,010 1,269 29 333 147 0 0 0 211 683 358: 1,275 1,240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 212: 234 111 0 3 0 0 0 0 -84 39 46: 16 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 31.5 0.7 8.3 3.6 0.0 0.0 0.0 5.2 16.9 8.9: 31.6 30.8 Old : 100.0: 49.9 31.5 0.7 8.3 3.6 0.0 0.0 0.0 5.2 16.9 8.9: 31.6 30.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 7 . . 4 0 0 0 . . 4: Old : 20: 10 7 . . 4 0 0 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 36.0 56.0 54.8 30.5 32.1 40.9 41.1 Old : 38.6 36.0 56.0 54.8 30.5 32.1 40.9 41.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 5,758: 1,484 1,683 1,310 1,629 1,190 468 0 0 0 420 0: 1,306 836 Old : 5,758: 1,484 1,683 1,310 1,629 1,190 468 0 0 0 420 0: 1,306 836 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 29.2 22.8 28.3 20.7 8.1 0.0 0.0 0.0 7.3 0.0: 22.7 14.5 Old : 100.0: 25.8 29.2 22.8 28.3 20.7 8.1 0.0 0.0 0.0 7.3 0.0: 22.7 14.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 4 7 5 9 . 0 0 0 . 0: Old : 20: 6 4 7 5 9 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.1 52.0 56.4 69.9 27.2 44.3 41.4 52.5 Old : 32.1 52.0 56.4 69.9 27.2 44.3 41.4 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 8,505: 6,136 6,531 8 409 238 123 47 347 787 102 408: 458 423 Old : 8,505: 6,136 6,531 8 409 238 123 47 347 787 102 408: 458 423 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 378: 671 429 -55 8 26 9 47 -48 33 8 -176: -82 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.1 76.8 0.1 4.8 2.8 1.4 0.6 4.1 9.3 1.2 4.8: 5.4 5.0 Old : 100.0: 72.1 76.8 0.1 4.8 2.8 1.4 0.6 4.1 9.3 1.2 4.8: 5.4 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 16 22 . . . . . . 6 . 5: Old : 40: 16 22 . . . . . . 6 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 39.6 60.1 62.4 24.1 18.7 32.5 28.0 Old : 41.5 39.6 60.1 62.4 24.1 18.7 32.5 28.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 11,753: 10,587 9,735 310 233 126 0 228 25 218 837 315: 172 254 Old : 11,753: 10,587 9,735 310 233 126 0 228 25 218 837 315: 172 254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 598: 412 320 -5 85 -51 0 -35 15 0 73 194: 33 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.1 82.8 2.6 2.0 1.1 0.0 1.9 0.2 1.9 7.1 2.7: 1.5 2.2 Old : 100.0: 90.1 82.8 2.6 2.0 1.1 0.0 1.9 0.2 1.9 7.1 2.7: 1.5 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 29 27 . . . 0 . . . . 4: Old : 50: 29 27 . . . 0 . . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 56.2 52.2 68.1 33.6 50.1 49.1 61.4 Old : 35.0 56.2 52.2 68.1 33.6 50.1 49.1 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,344: 1,457 1,288 0 111 33 72 90 28 0 140 30: 724 624 Old : 2,344: 1,457 1,288 0 111 33 72 90 28 0 140 30: 724 624 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 54.9 0.0 4.7 1.4 3.1 3.8 1.2 0.0 6.0 1.3: 30.9 26.6 Old : 100.0: 62.2 54.9 0.0 4.7 1.4 3.1 3.8 1.2 0.0 6.0 1.3: 30.9 26.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 14 14 0 . . . . . 0 . .: Old : 20: 14 14 0 . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 25.9 51.5 43.6 18.7 15.4 25.0 26.2 Old : 31.6 25.9 51.5 43.6 18.7 15.4 25.0 26.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,601: 1,272 1,044 0 60 20 0 0 0 62 11 54: 193 412 Old : 1,601: 1,272 1,044 0 60 20 0 0 0 62 11 54: 193 412 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 99: 106 53 0 10 -5 0 0 0 2 0 0: -4 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 65.2 0.0 3.7 1.2 0.0 0.0 0.0 3.9 0.7 3.4: 12.1 25.7 Old : 100.0: 79.5 65.2 0.0 3.7 1.2 0.0 0.0 0.0 3.9 0.7 3.4: 12.1 25.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 23 20 0 . . 0 0 0 . . .: Old : 29: 23 20 0 . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.6 33.4 41.5 51.3 21.5 29.4 37.2 39.7 Old : 23.6 33.4 41.5 51.3 21.5 29.4 37.2 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 458,632: 152,111 173,028 34,179 64,209 99,048 39,650 1,734 37,389 18,810 9,794 52,140: 25,305 21,290 Old : 458,632: 152,111 173,028 34,179 64,209 99,048 39,650 1,734 37,389 18,810 9,794 52,140: 25,305 21,290 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : -37,120: -16,336 -14,734 -2,163 2,388 -11,093 1,599 -4,463 -580 2,189 -2,877 -7,397: -3,339 1,636 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 37.7 7.5 14.0 21.6 8.6 0.4 8.2 4.1 2.1 11.4: 5.5 4.6 Old : 100.0: 33.2 37.7 7.5 14.0 21.6 8.6 0.4 8.2 4.1 2.1 11.4: 5.5 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 128: 36 36 15 12 25 21 4 16 18 12 29: Old : 128: 36 36 15 12 25 21 4 16 18 12 29: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.9 16.0 30.6 28.0 8.0 10.7 14.1 17.6 Old : 17.9 16.0 30.6 28.0 8.0 10.7 14.1 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 1,522,076: 190,807 403,865 252,236 264,818 258,764 251,438 38,498 208,491 91,114 104,862 184,497: 84,729 58,281 Old : 1,522,076: 190,807 403,865 252,236 264,818 258,764 251,438 38,498 208,491 91,114 104,862 184,497: 84,729 58,281 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : -60,792: -22,583 -19,618 5,903 -2,949 -5,262 1,495 563 -6,095 -3,576 1,243 -14,752: -15,922 -13,922 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 26.5 16.6 17.4 17.0 16.5 2.5 13.7 6.0 6.9 12.1: 5.6 3.8 Old : 100.0: 12.5 26.5 16.6 17.4 17.0 16.5 2.5 13.7 6.0 6.9 12.1: 5.6 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 349: 47 57 23 24 39 78 36 69 63 48 90: Old : 349: 47 57 23 24 39 78 36 69 63 48 90: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.3 13.0 27.7 23.9 13.9 11.5 19.0 17.8 Old : 18.3 13.0 27.7 23.9 13.9 11.5 19.0 17.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 218,817: 52,426 34,824 38,202 78,165 28,885 939 0 266 53,152 14,826 4,757: 40,190 57,094 Old : 218,817: 52,426 34,824 38,202 78,165 28,885 939 0 266 53,152 14,826 4,757: 40,190 57,094 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 1,535: 404 1,279 -368 -750 725 -120 0 66 295 143 -350: 883 422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 15.9 17.5 35.7 13.2 0.4 0.0 0.1 24.3 6.8 2.2: 18.4 26.1 Old : 100.0: 24.0 15.9 17.5 35.7 13.2 0.4 0.0 0.1 24.3 6.8 2.2: 18.4 26.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 7 7 8 7 15 . 0 . 6 . 5: Old : 33: 7 7 8 7 15 . 0 . 6 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 28.7 57.7 46.6 41.4 24.3 55.0 40.7 Old : 43.2 28.7 57.7 46.6 41.4 24.3 55.0 40.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 34,239: 19,942 21,332 6,259 4,294 7,038 0 0 700 0 575 225: 75 75 Old : 34,239: 19,942 21,332 6,259 4,294 7,038 0 0 700 0 575 225: 75 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 2,260: 1,860 1,825 15 0 335 0 0 0 0 50 25: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 62.3 18.3 12.5 20.6 0.0 0.0 2.0 0.0 1.7 0.7: 0.2 0.2 Old : 100.0: 58.2 62.3 18.3 12.5 20.6 0.0 0.0 2.0 0.0 1.7 0.7: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 24 24 9 4 12 0 0 . 0 4 .: Old : 50: 24 24 9 4 12 0 0 . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 38.1 59.0 57.2 21.5 22.2 26.8 29.6 Old : 42.3 38.1 59.0 57.2 21.5 22.2 26.8 29.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 69,177: 11,071 3,853 33,890 22,803 16,205 2,771 12,159 1,640 0 8,179 652: 2,948 3,686 Old : 69,177: 11,071 3,853 33,890 22,803 16,205 2,771 12,159 1,640 0 8,179 652: 2,948 3,686 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : -6,844: -700 -414 172 -1,607 -3,548 264 561 -91 0 1,706 -2,085: -856 -1,366 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 5.6 49.0 33.0 23.4 4.0 17.6 2.4 0.0 11.8 0.9: 4.3 5.3 Old : 100.0: 16.0 5.6 49.0 33.0 23.4 4.0 17.6 2.4 0.0 11.8 0.9: 4.3 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 5 4 11 9 16 4 4 7 0 . .: Old : 37: 5 4 11 9 16 4 4 7 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 41.8 73.0 66.1 48.1 37.8 60.6 52.9 Old : 57.4 41.8 73.0 66.1 48.1 37.8 60.6 52.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 30,384: 1,583 3,274 11,190 11,800 8,814 2,391 800 2,474 0 233 982: 2,950 2,007 Old : 30,384: 1,583 3,274 11,190 11,800 8,814 2,391 800 2,474 0 233 982: 2,950 2,007 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 245: 0 0 80 62 114 32 0 50 0 0 0: -31 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 10.8 36.8 38.8 29.0 7.9 2.6 8.1 0.0 0.8 3.2: 9.7 6.6 Old : 100.0: 5.2 10.8 36.8 38.8 29.0 7.9 2.6 8.1 0.0 0.8 3.2: 9.7 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: . 4 7 5 11 . . 4 0 . .: Old : 22: . 4 7 5 11 . . 4 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 55.6 69.8 71.1 34.1 42.9 43.4 49.6 Old : 48.6 55.6 69.8 71.1 34.1 42.9 43.4 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,320: 4,995 3,005 3,530 7,645 4,320 2,250 287 0 225 0 0: 0 63 Old : 15,320: 4,995 3,005 3,530 7,645 4,320 2,250 287 0 225 0 0: 0 63 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 75: 75 0 -300 75 0 300 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 19.6 23.0 49.9 28.2 14.7 1.9 0.0 1.5 0.0 0.0: 0.0 0.4 Old : 100.0: 32.6 19.6 23.0 49.9 28.2 14.7 1.9 0.0 1.5 0.0 0.0: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 9 9 4 8 8 . . 0 . 0 0: Old : 30: 9 9 4 8 8 . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 62.3 62.7 82.0 30.2 46.8 47.2 57.4 Old : 39.8 62.3 62.7 82.0 30.2 46.8 47.2 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 268,867: 105,634 178,686 31,939 11,614 24,898 53,341 6,971 16,989 12,282 9,809 5,637: 18,147 14,263 Old : 268,867: 105,634 178,686 31,939 11,614 24,898 53,341 6,971 16,989 12,282 9,809 5,637: 18,147 14,263 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : -8,750: -3,615 -9,814 -1,163 355 64 -3,827 1,583 -1,167 351 -1,685 1,472: -865 442 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 66.5 11.9 4.3 9.3 19.8 2.6 6.3 4.6 3.6 2.1: 6.7 5.3 Old : 100.0: 39.3 66.5 11.9 4.3 9.3 19.8 2.6 6.3 4.6 3.6 2.1: 6.7 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 183: 54 75 15 7 14 44 13 27 13 9 19: Old : 183: 54 75 15 7 14 44 13 27 13 9 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.4 25.3 33.6 38.4 11.8 11.8 19.4 18.9 Old : 23.4 25.3 33.6 38.4 11.8 11.8 19.4 18.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 29,982: 11,037 24,436 3,085 426 668 2,995 241 133 5,865 0 641: 5,558 3,437 Old : 29,982: 11,037 24,436 3,085 426 668 2,995 241 133 5,865 0 641: 5,558 3,437 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : -217: 396 187 114 -167 -69 -755 0 63 -190 0 88: 136 -319 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 81.5 10.3 1.4 2.2 10.0 0.8 0.4 19.6 0.0 2.1: 18.5 11.5 Old : 100.0: 36.8 81.5 10.3 1.4 2.2 10.0 0.8 0.4 19.6 0.0 2.1: 18.5 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 14 20 4 . . . . . . 0 .: Old : 35: 14 20 4 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 39.8 57.3 61.9 41.2 37.1 53.6 58.2 Old : 43.7 39.8 57.3 61.9 41.2 37.1 53.6 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 4,134: 2,552 2,964 1,109 372 373 0 0 0 0 325 100: 0 0 Old : 4,134: 2,552 2,964 1,109 372 373 0 0 0 0 325 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 686: 225 525 450 172 61 0 0 0 0 50 -50: 0 -72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.7 71.7 26.8 9.0 9.0 0.0 0.0 0.0 0.0 7.9 2.4: 0.0 0.0 Old : 100.0: 61.7 71.7 26.8 9.0 9.0 0.0 0.0 0.0 0.0 7.9 2.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 14 16 7 . 7 0 0 0 0 . .: Old : 36: 14 16 7 . 7 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 43.5 59.4 65.6 25.8 30.8 43.4 44.6 Old : 33.3 43.5 59.4 65.6 25.8 30.8 43.4 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 59,780: 43,267 37,279 8,404 16,019 5,735 1,322 404 243 0 0 0: 809 100 Old : 59,780: 43,267 37,279 8,404 16,019 5,735 1,322 404 243 0 0 0: 809 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 3,352: 1,986 1,013 1,215 2,163 130 -25 0 0 0 0 0: 46 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 62.4 14.1 26.8 9.6 2.2 0.7 0.4 0.0 0.0 0.0: 1.4 0.2 Old : 100.0: 72.4 62.4 14.1 26.8 9.6 2.2 0.7 0.4 0.0 0.0 0.0: 1.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 30 22 9 8 10 . . . 0 0 0: Old : 55: 30 22 9 8 10 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 46.1 66.6 69.7 25.4 29.0 34.0 40.6 Old : 48.1 46.1 66.6 69.7 25.4 29.0 34.0 40.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 12,225: 8,100 11,890 3,590 0 335 0 0 0 0 0 0: 200 0 Old : 12,225: 8,100 11,890 3,590 0 335 0 0 0 0 0 0: 200 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 105: -290 175 465 0 -70 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 97.3 29.4 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.0 Old : 100.0: 66.3 97.3 29.4 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 15 7 5 0 . 0 0 0 0 0 0: Old : 22: 15 7 5 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 94.4 77.7 99.3 53.6 89.9 72.6 89.9 Old : 57.4 94.4 77.7 99.3 53.6 89.9 72.6 89.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 19,122: 15,805 14,097 2,587 4,335 690 0 0 0 0 0 0: 40 0 Old : 19,122: 15,805 14,097 2,587 4,335 690 0 0 0 0 0 0: 40 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 597: 957 147 -225 585 -135 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 73.7 13.5 22.7 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0 Old : 100.0: 82.7 73.7 13.5 22.7 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 9 9 6 4 . 0 0 0 0 0 0: Old : 24: 9 9 6 4 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.4 73.2 94.6 98.0 75.9 57.7 80.4 80.3 Old : 84.4 73.2 94.6 98.0 75.9 57.7 80.4 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,065: 4,930 2,825 2,520 655 470 0 340 0 145 3,775 0: 0 0 Old : 8,065: 4,930 2,825 2,520 655 470 0 340 0 145 3,775 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 100: 100 25 0 25 0 0 0 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 35.0 31.2 8.1 5.8 0.0 4.2 0.0 1.8 46.8 0.0: 0.0 0.0 Old : 100.0: 61.1 35.0 31.2 8.1 5.8 0.0 4.2 0.0 1.8 46.8 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 19 16 11 . 5 0 . 0 . . 0: Old : 46: 19 16 11 . 5 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 62.3 61.8 77.6 35.7 60.1 49.2 69.7 Old : 42.5 62.3 61.8 77.6 35.7 60.1 49.2 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 11,554: 6,358 7,577 2,280 2,239 1,473 124 0 0 780 0 45: 494 220 Old : 11,554: 6,358 7,577 2,280 2,239 1,473 124 0 0 780 0 45: 494 220 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 620: 135 500 225 100 0 0 0 0 260 0 0: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 65.6 19.7 19.4 12.7 1.1 0.0 0.0 6.8 0.0 0.4: 4.3 1.9 Old : 100.0: 55.0 65.6 19.7 19.4 12.7 1.1 0.0 0.0 6.8 0.0 0.4: 4.3 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 13 14 7 6 5 . 0 0 . 0 .: Old : 34: 13 14 7 6 5 . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 57.2 60.0 78.7 26.7 34.4 41.5 44.4 Old : 39.3 57.2 60.0 78.7 26.7 34.4 41.5 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 18,761: 8,959 8,111 4,431 3,697 3,082 1,162 0 62 422 3,183 598: 45 28 Old : 18,761: 8,959 8,111 4,431 3,697 3,082 1,162 0 62 422 3,183 598: 45 28 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 400: 640 907 -214 -86 246 -32 0 0 66 -354 -198: -108 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.8 43.2 23.6 19.7 16.4 6.2 0.0 0.3 2.2 17.0 3.2: 0.2 0.1 Old : 100.0: 47.8 43.2 23.6 19.7 16.4 6.2 0.0 0.3 2.2 17.0 3.2: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 23 21 10 9 14 . 0 . . . .: Old : 57: 23 21 10 9 14 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 38.6 51.0 56.5 26.4 36.5 43.2 47.6 Old : 31.8 38.6 51.0 56.5 26.4 36.5 43.2 47.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 11,827: 9,620 6,870 222 3,398 718 510 0 387 0 195 150: 220 109 Old : 11,827: 9,620 6,870 222 3,398 718 510 0 387 0 195 150: 220 109 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 312: 310 222 0 0 0 -43 0 45 0 45 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 58.1 1.9 28.7 6.1 4.3 0.0 3.3 0.0 1.6 1.3: 1.9 0.9 Old : 100.0: 81.3 58.1 1.9 28.7 6.1 4.3 0.0 3.3 0.0 1.6 1.3: 1.9 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 21 21 . 6 5 . 0 . 0 . .: Old : 38: 21 21 . 6 5 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 36.9 60.3 55.4 32.0 31.0 40.7 39.8 Old : 41.5 36.9 60.3 55.4 32.0 31.0 40.7 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 31,626: 5,548 20,386 5,759 2,872 6,414 3,445 0 210 8,839 563 941: 470 240 Old : 31,626: 5,548 20,386 5,759 2,872 6,414 3,445 0 210 8,839 563 941: 470 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 1,160: 108 296 -95 599 189 975 0 0 -93 0 76: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 64.5 18.2 9.1 20.3 10.9 0.0 0.7 27.9 1.8 3.0: 1.5 0.8 Old : 100.0: 17.5 64.5 18.2 9.1 20.3 10.9 0.0 0.7 27.9 1.8 3.0: 1.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 12 15 10 8 12 6 0 . 6 . 4: Old : 56: 12 15 10 8 12 6 0 . 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 54.6 51.7 70.4 30.2 51.2 48.2 63.8 Old : 31.8 54.6 51.7 70.4 30.2 51.2 48.2 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Futures Only, May 24, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 18,893: 11,262 8,799 506 3,561 618 2,365 0 650 1,283 183 0: 2,209 5,082 Old : 18,893: 11,262 8,799 506 3,561 618 2,365 0 650 1,283 183 0: 2,209 5,082 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : 163: -17 148 42 -32 0 -297 0 42 0 -101 0: 393 106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 46.6 2.7 18.8 3.3 12.5 0.0 3.4 6.8 1.0 0.0: 11.7 26.9 Old : 100.0: 59.6 46.6 2.7 18.8 3.3 12.5 0.0 3.4 6.8 1.0 0.0: 11.7 26.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 9 . 4 . . 0 . . . 0: Old : 26: 14 9 . 4 . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 40.6 65.6 59.9 38.5 33.9 60.0 51.8 Old : 41.1 40.6 65.6 59.9 38.5 33.9 60.0 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011