Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 36,900 : : Positions : : 27,227 28,828 4,764 3,308 3,512 0 0 0 996 433 261 : : : : Changes from: May 10, 2011 : : 1,433 1,826 180 -158 423 0 0 0 140 60 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 78.1 12.9 9.0 9.5 0.0 0.0 0.0 2.7 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 31 10 6 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 15,344 : : Positions : : 10,907 13,713 3,175 375 1,136 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : 387 629 380 129 106 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 89.4 20.7 2.4 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 5 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 10,105 : : Positions : : 5,888 6,247 955 201 1,493 0 0 0 100 390 127 : : : : Changes from: May 10, 2011 : : 96 191 184 -20 13 0 0 0 4 5 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 61.8 9.5 2.0 14.8 0.0 0.0 0.0 1.0 3.9 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 23 8 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 6,829 : : Positions : : 3,055 4,741 1,380 23 807 0 0 0 665 155 305 : : : : Changes from: May 10, 2011 : : 256 551 -24 -131 209 0 0 0 90 10 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 69.4 20.2 0.3 11.8 0.0 0.0 0.0 9.7 2.3 4.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 39 11 . 11 0 0 0 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 2,981 : : Positions : : 990 971 212 455 537 0 210 0 514 220 141 : : : : Changes from: May 10, 2011 : : 128 245 -15 35 75 0 0 0 15 -145 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 32.6 7.1 15.3 18.0 0.0 7.0 0.0 17.2 7.4 4.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 . 4 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,583 : : Positions : : 847 894 209 80 165 0 0 0 0 50 0 : : : : Changes from: May 10, 2011 : : -35 -4 -45 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 56.5 13.2 5.1 10.4 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 1,606 : : Positions : : 945 1,209 74 37 85 0 0 0 0 15 35 : : : : Changes from: May 10, 2011 : : 23 109 34 -20 11 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 75.3 4.6 2.3 5.3 0.0 0.0 0.0 0.0 0.9 2.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 11,618 : : Positions : : 5,168 9,022 5,465 1,371 805 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : 188 488 485 125 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 77.7 47.0 11.8 6.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 13,061 : : Positions : : 9,381 10,100 3,064 1,347 496 0 0 0 0 1,097 0 : : : : Changes from: May 10, 2011 : : 360 584 733 154 50 0 0 0 0 330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 77.3 23.5 10.3 3.8 0.0 0.0 0.0 0.0 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 6 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 310,771 : : Positions : : 102,857 195,944 62,404 6,957 16,392 40,023 10,821 19,853 14,117 18,300 15,581 : : : : Changes from: May 10, 2011 : : 4,168 7,992 2,563 1,381 -1,414 -2,590 1,001 -3,479 1,672 -3,973 3,889 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 63.1 20.1 2.2 5.3 12.9 3.5 6.4 4.5 5.9 5.0 : : : : Number of Traders in Each Category Total Traders: 154 : : 48 61 17 6 16 32 8 21 16 6 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 13,490 : : Positions : : 8,835 9,058 2,236 1,337 1,564 300 0 50 75 1,091 390 : : : : Changes from: May 10, 2011 : : 287 -50 50 137 87 0 0 0 -100 150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 67.1 16.6 9.9 11.6 2.2 0.0 0.4 0.6 8.1 2.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 27 26 8 6 10 . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 7,305 : : Positions : : 4,195 4,394 1,529 2,056 225 975 0 0 190 460 170 : : : : Changes from: May 10, 2011 : : -150 -150 -50 361 50 300 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 60.2 20.9 28.1 3.1 13.3 0.0 0.0 2.6 6.3 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 10 6 6 . 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 3,818 : : Positions : : 1,776 1,158 29 330 147 0 0 0 295 644 312 : : : : Changes from: May 10, 2011 : : 60 -93 -59 40 35 0 0 0 -36 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 30.3 0.8 8.6 3.9 0.0 0.0 0.0 7.7 16.9 8.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . 4 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 8,127 : : Positions : : 5,465 6,102 63 401 212 114 0 395 754 94 584 : : : : Changes from: May 10, 2011 : : 157 387 27 148 -21 -26 -60 16 10 -4 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 75.1 0.8 4.9 2.6 1.4 0.0 4.9 9.3 1.2 7.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 23 . . . . 0 . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 11,155 : : Positions : : 10,175 9,415 315 148 177 0 263 10 218 764 121 : : : : Changes from: May 10, 2011 : : 394 288 -12 118 -37 0 25 -30 58 35 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 84.4 2.8 1.3 1.6 0.0 2.4 0.1 2.0 6.8 1.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,502 : : Positions : : 1,166 991 0 50 25 0 0 0 60 11 54 : : : : Changes from: May 10, 2011 : : 183 -6 0 0 -5 0 0 0 3 4 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 66.0 0.0 3.3 1.7 0.0 0.0 0.0 4.0 0.7 3.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 22 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 495,752 : : Positions : : 168,447 187,762 36,342 61,821 110,141 38,051 6,197 37,969 16,621 12,671 59,537 : : : : Changes from: May 10, 2011 : : 14,450 4,048 -8,852 10,104 -13,216 -5,051 -2,712 -20 4,541 -1,982 -11,749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 37.9 7.3 12.5 22.2 7.7 1.3 7.7 3.4 2.6 12.0 : : : : Number of Traders in Each Category Total Traders: 132 : : 38 37 15 13 25 17 8 15 20 12 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,582,868 : : Positions : : 213,390 423,483 246,333 267,767 264,026 249,943 37,935 214,586 94,690 103,619 199,249 : : : : Changes from: May 10, 2011 : : -28,611 -18,212 12,422 -9,621 -6,505 -30,957 -9,396 -9,888 -5,025 -18,151 -10,509 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 26.8 15.6 16.9 16.7 15.8 2.4 13.6 6.0 6.5 12.6 : : : : Number of Traders in Each Category Total Traders: 354 : : 54 55 23 24 40 82 36 72 60 47 96 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 217,282 : : Positions : : 52,022 33,545 38,570 78,915 28,160 1,059 0 200 52,857 14,683 5,107 : : : : Changes from: May 10, 2011 : : -144 3,081 -618 -184 -156 0 0 0 439 -2,299 -460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 15.4 17.8 36.3 13.0 0.5 0.0 0.1 24.3 6.8 2.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 7 7 8 7 15 . 0 . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 31,979 : : Positions : : 18,082 19,507 6,244 4,294 6,703 0 0 700 0 525 200 : : : : Changes from: May 10, 2011 : : 1,763 2,050 -138 -450 125 0 0 0 0 25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 61.0 19.5 13.4 21.0 0.0 0.0 2.2 0.0 1.6 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 23 9 4 11 0 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 76,021 : : Positions : : 11,771 4,267 33,718 24,410 19,753 2,507 11,598 1,731 0 6,473 2,737 : : : : Changes from: May 10, 2011 : : 2,302 0 681 2,210 -3,132 -1,703 -190 0 0 -651 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 5.6 44.4 32.1 26.0 3.3 15.3 2.3 0.0 8.5 3.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 5 11 9 16 . 4 6 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 30,139 : : Positions : : 1,583 3,274 11,110 11,738 8,700 2,359 800 2,424 0 233 982 : : : : Changes from: May 10, 2011 : : -28 -431 2,625 900 -3,120 -1,693 0 -9 -163 233 -1,131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.3 10.9 36.9 38.9 28.9 7.8 2.7 8.0 0.0 0.8 3.3 : : : : Number of Traders in Each Category Total Traders: 22 : : . 4 7 5 11 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 15,245 : : Positions : : 4,920 3,005 3,830 7,570 4,320 1,950 287 0 225 0 0 : : : : Changes from: May 10, 2011 : : 450 300 -80 970 380 900 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 19.7 25.1 49.7 28.3 12.8 1.9 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 4 8 8 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 277,617 : : Positions : : 109,249 188,500 33,102 11,259 24,834 57,168 5,388 18,156 11,931 11,494 4,165 : : : : Changes from: May 10, 2011 : : -5,976 -17,156 -585 1,256 3,503 -13,618 -4,760 5,607 54 -1,060 204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 67.9 11.9 4.1 8.9 20.6 1.9 6.5 4.3 4.1 1.5 : : : : Number of Traders in Each Category Total Traders: 192 : : 55 76 15 7 15 54 6 27 11 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 30,199 : : Positions : : 10,641 24,249 2,971 593 737 3,750 241 70 6,055 0 553 : : : : Changes from: May 10, 2011 : : 995 966 0 -84 -48 -249 241 70 -129 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 80.3 9.8 2.0 2.4 12.4 0.8 0.2 20.1 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 18 4 . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 3,448 : : Positions : : 2,327 2,439 659 200 312 0 0 0 0 275 150 : : : : Changes from: May 10, 2011 : : 162 212 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 70.7 19.1 5.8 9.0 0.0 0.0 0.0 0.0 8.0 4.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 5 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 56,428 : : Positions : : 41,281 36,266 7,189 13,856 5,605 1,347 404 243 0 0 0 : : : : Changes from: May 10, 2011 : : 2,149 4,124 245 -1,830 168 -75 25 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 64.3 12.7 24.6 9.9 2.4 0.7 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 23 8 8 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A18 Open Interest is 12,120 : : Positions : : 8,390 11,715 3,125 0 405 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : -300 -875 -575 0 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 96.7 25.8 0.0 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 6 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 18,525 : : Positions : : 14,848 13,950 2,812 3,750 825 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : 699 880 256 75 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 75.3 15.2 20.2 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 10 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 7,965 : : Positions : : 4,830 2,800 2,520 630 470 0 340 0 145 3,725 0 : : : : Changes from: May 10, 2011 : : 150 100 -50 -150 95 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 35.2 31.6 7.9 5.9 0.0 4.3 0.0 1.8 46.8 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 14 11 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 10,934 : : Positions : : 6,223 7,077 2,055 2,139 1,473 124 0 0 520 0 45 : : : : Changes from: May 10, 2011 : : 233 335 -38 50 300 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 64.7 18.8 19.6 13.5 1.1 0.0 0.0 4.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 13 7 6 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : 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 18,361 : : Positions : : 8,319 7,204 4,645 3,783 2,836 1,194 0 62 356 3,537 796 : : : : Changes from: May 10, 2011 : : 977 740 -623 45 249 -64 0 32 0 -495 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 39.2 25.3 20.6 15.4 6.5 0.0 0.3 1.9 19.3 4.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 21 21 9 9 14 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,515 : : Positions : : 9,310 6,648 222 3,398 718 553 0 342 0 150 150 : : : : Changes from: May 10, 2011 : : 992 393 15 469 8 -145 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 57.7 1.9 29.5 6.2 4.8 0.0 3.0 0.0 1.3 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . 6 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 30,466 : : Positions : : 5,440 20,090 5,854 2,273 6,225 2,470 0 210 8,932 563 865 : : : : Changes from: May 10, 2011 : : 39 0 -1,050 0 633 1,140 0 85 -153 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 65.9 19.2 7.5 20.4 8.1 0.0 0.7 29.3 1.8 2.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 12 15 12 6 11 5 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 18,730 : : Positions : : 11,279 8,651 464 3,593 618 2,662 0 608 1,283 284 0 : : : : Changes from: May 10, 2011 : : 560 -21 134 229 79 -439 0 259 360 -141 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 46.2 2.5 19.2 3.3 14.2 0.0 3.2 6.8 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 8 . 4 . . 0 . . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 20, 2011