Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 38,390 : : Positions : : 28,266 31,189 5,143 2,659 3,358 0 0 0 1,378 521 102 : : : : Changes from: May 17, 2011 : : 1,039 2,361 379 -649 -154 0 0 0 382 88 -159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 81.2 13.4 6.9 8.7 0.0 0.0 0.0 3.6 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 32 10 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 14,371 : : Positions : : 10,195 12,798 2,948 351 1,102 0 0 0 0 0 0 : : : : Changes from: May 17, 2011 : : -712 -915 -227 -24 -34 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 89.1 20.5 2.4 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 20 5 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 10,342 : : Positions : : 6,044 6,471 946 222 1,649 0 0 0 98 400 146 : : : : Changes from: May 17, 2011 : : 156 224 -9 21 156 0 0 0 -2 10 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 62.6 9.1 2.1 15.9 0.0 0.0 0.0 0.9 3.9 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 25 8 4 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 7,293 : : Positions : : 3,501 5,251 1,526 28 840 0 0 0 517 168 277 : : : : Changes from: May 17, 2011 : : 446 510 146 5 33 0 0 0 -148 13 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 72.0 20.9 0.4 11.5 0.0 0.0 0.0 7.1 2.3 3.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 40 12 . 13 0 0 0 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 4,098 : : Positions : : 1,665 1,500 129 436 694 0 0 0 370 0 0 : : : : Changes from: May 17, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 36.6 3.1 10.6 16.9 0.0 0.0 0.0 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . 4 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 3,037 : : Positions : : 1,047 1,111 217 485 537 0 210 0 514 150 156 : : : : Changes from: May 17, 2011 : : 57 140 5 30 0 0 0 0 0 -70 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 36.6 7.1 16.0 17.7 0.0 6.9 0.0 16.9 4.9 5.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . 4 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 1,643 : : Positions : : 822 899 329 65 185 0 0 0 0 50 0 : : : : Changes from: May 17, 2011 : : -25 5 120 -15 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 54.7 20.0 4.0 11.3 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 5 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 1,694 : : Positions : : 949 1,229 88 32 112 0 0 0 0 15 35 : : : : Changes from: May 17, 2011 : : 4 20 14 -5 27 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 72.6 5.2 1.9 6.6 0.0 0.0 0.0 0.0 0.9 2.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 12,245 : : Positions : : 6,110 9,616 5,215 1,406 740 0 0 0 0 0 0 : : : : Changes from: May 17, 2011 : : 942 594 -250 35 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 78.5 42.6 11.5 6.0 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 24, 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 14,531 : : Positions : : 10,783 10,813 3,114 1,429 514 0 0 0 0 1,754 0 : : : : Changes from: May 17, 2011 : : 1,402 713 50 82 18 0 0 0 0 657 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 74.4 21.4 9.8 3.5 0.0 0.0 0.0 0.0 12.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 6 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 310,794 : : Positions : : 107,026 194,954 61,133 7,931 15,087 39,285 9,233 22,424 12,708 19,194 12,858 : : : : Changes from: May 17, 2011 : : 4,169 -990 -1,271 974 -1,305 -738 -1,588 2,571 -1,409 894 -2,723 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 62.7 19.7 2.6 4.9 12.6 3.0 7.2 4.1 6.2 4.1 : : : : Number of Traders in Each Category Total Traders: 153 : : 49 59 17 6 15 30 8 22 15 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 15,090 : : Positions : : 9,760 10,198 2,851 1,787 1,424 300 0 50 125 1,091 440 : : : : Changes from: May 17, 2011 : : 925 1,140 615 450 -140 0 0 0 50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 67.6 18.9 11.8 9.4 2.0 0.0 0.3 0.8 7.2 2.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 28 29 8 6 10 . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 7,655 : : Positions : : 4,270 4,469 1,629 2,131 225 1,200 150 0 90 460 220 : : : : Changes from: May 17, 2011 : : 75 75 100 75 0 225 150 0 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 58.4 21.3 27.8 2.9 15.7 2.0 0.0 1.2 6.0 2.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 11 7 6 . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 4,030 : : Positions : : 2,010 1,269 29 333 147 0 0 0 211 683 358 : : : : Changes from: May 17, 2011 : : 234 111 0 3 0 0 0 0 -84 39 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 31.5 0.7 8.3 3.6 0.0 0.0 0.0 5.2 16.9 8.9 : : : : 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 24, 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) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #022A24 Open Interest is 5,758 : : Positions : : 1,484 1,683 1,310 1,629 1,190 468 0 0 0 420 0 : : : : Changes from: May 17, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 29.2 22.8 28.3 20.7 8.1 0.0 0.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 4 7 5 9 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 8,505 : : Positions : : 6,136 6,531 8 409 238 123 47 347 787 102 408 : : : : Changes from: May 17, 2011 : : 671 429 -55 8 26 9 47 -48 33 8 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 76.8 0.1 4.8 2.8 1.4 0.6 4.1 9.3 1.2 4.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 22 . . . . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 11,753 : : Positions : : 10,587 9,735 310 233 126 0 228 25 218 837 315 : : : : Changes from: May 17, 2011 : : 412 320 -5 85 -51 0 -35 15 0 73 194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 82.8 2.6 2.0 1.1 0.0 1.9 0.2 1.9 7.1 2.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 27 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,344 : : Positions : : 1,457 1,288 0 111 33 72 90 28 0 140 30 : : : : Changes from: May 17, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 54.9 0.0 4.7 1.4 3.1 3.8 1.2 0.0 6.0 1.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 1,601 : : Positions : : 1,272 1,044 0 60 20 0 0 0 62 11 54 : : : : Changes from: May 17, 2011 : : 106 53 0 10 -5 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 65.2 0.0 3.7 1.2 0.0 0.0 0.0 3.9 0.7 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 20 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 458,632 : : Positions : : 152,111 173,028 34,179 64,209 99,048 39,650 1,734 37,389 18,810 9,794 52,140 : : : : Changes from: May 17, 2011 : : -16,336 -14,734 -2,163 2,388 -11,093 1,599 -4,463 -580 2,189 -2,877 -7,397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 37.7 7.5 14.0 21.6 8.6 0.4 8.2 4.1 2.1 11.4 : : : : Number of Traders in Each Category Total Traders: 128 : : 36 36 15 12 25 21 4 16 18 12 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 1,522,076 : : Positions : : 190,807 403,865 252,236 264,818 258,764 251,438 38,498 208,491 91,114 104,862 184,497 : : : : Changes from: May 17, 2011 : : -22,583 -19,618 5,903 -2,949 -5,262 1,495 563 -6,095 -3,576 1,243 -14,752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 26.5 16.6 17.4 17.0 16.5 2.5 13.7 6.0 6.9 12.1 : : : : Number of Traders in Each Category Total Traders: 349 : : 47 57 23 24 39 78 36 69 63 48 90 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 218,817 : : Positions : : 52,426 34,824 38,202 78,165 28,885 939 0 266 53,152 14,826 4,757 : : : : Changes from: May 17, 2011 : : 404 1,279 -368 -750 725 -120 0 66 295 143 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 15.9 17.5 35.7 13.2 0.4 0.0 0.1 24.3 6.8 2.2 : : : : 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 24, 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 34,239 : : Positions : : 19,942 21,332 6,259 4,294 7,038 0 0 700 0 575 225 : : : : Changes from: May 17, 2011 : : 1,860 1,825 15 0 335 0 0 0 0 50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 62.3 18.3 12.5 20.6 0.0 0.0 2.0 0.0 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 24 9 4 12 0 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 69,177 : : Positions : : 11,071 3,853 33,890 22,803 16,205 2,771 12,159 1,640 0 8,179 652 : : : : Changes from: May 17, 2011 : : -700 -414 172 -1,607 -3,548 264 561 -91 0 1,706 -2,085 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 5.6 49.0 33.0 23.4 4.0 17.6 2.4 0.0 11.8 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 5 4 11 9 16 4 4 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 30,384 : : Positions : : 1,583 3,274 11,190 11,800 8,814 2,391 800 2,474 0 233 982 : : : : Changes from: May 17, 2011 : : 0 0 80 62 114 32 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.2 10.8 36.8 38.8 29.0 7.9 2.6 8.1 0.0 0.8 3.2 : : : : 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 24, 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 15,320 : : Positions : : 4,995 3,005 3,530 7,645 4,320 2,250 287 0 225 0 0 : : : : Changes from: May 17, 2011 : : 75 0 -300 75 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 19.6 23.0 49.9 28.2 14.7 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 24, 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 268,867 : : Positions : : 105,634 178,686 31,939 11,614 24,898 53,341 6,971 16,989 12,282 9,809 5,637 : : : : Changes from: May 17, 2011 : : -3,615 -9,814 -1,163 355 64 -3,827 1,583 -1,167 351 -1,685 1,472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 66.5 11.9 4.3 9.3 19.8 2.6 6.3 4.6 3.6 2.1 : : : : Number of Traders in Each Category Total Traders: 183 : : 54 75 15 7 14 44 13 27 13 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 29,982 : : Positions : : 11,037 24,436 3,085 426 668 2,995 241 133 5,865 0 641 : : : : Changes from: May 17, 2011 : : 396 187 114 -167 -69 -755 0 63 -190 0 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 81.5 10.3 1.4 2.2 10.0 0.8 0.4 19.6 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 20 4 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 4,134 : : Positions : : 2,552 2,964 1,109 372 373 0 0 0 0 325 100 : : : : Changes from: May 17, 2011 : : 225 525 450 172 61 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 71.7 26.8 9.0 9.0 0.0 0.0 0.0 0.0 7.9 2.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 16 7 . 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 59,780 : : Positions : : 43,267 37,279 8,404 16,019 5,735 1,322 404 243 0 0 0 : : : : Changes from: May 17, 2011 : : 1,986 1,013 1,215 2,163 130 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 62.4 14.1 26.8 9.6 2.2 0.7 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 22 9 8 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 12,225 : : Positions : : 8,100 11,890 3,590 0 335 0 0 0 0 0 0 : : : : Changes from: May 17, 2011 : : -290 175 465 0 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 97.3 29.4 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 7 5 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 19,122 : : Positions : : 15,805 14,097 2,587 4,335 690 0 0 0 0 0 0 : : : : Changes from: May 17, 2011 : : 957 147 -225 585 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 73.7 13.5 22.7 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 9 6 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 8,065 : : Positions : : 4,930 2,825 2,520 655 470 0 340 0 145 3,775 0 : : : : Changes from: May 17, 2011 : : 100 25 0 25 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 35.0 31.2 8.1 5.8 0.0 4.2 0.0 1.8 46.8 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 16 11 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 11,554 : : Positions : : 6,358 7,577 2,280 2,239 1,473 124 0 0 780 0 45 : : : : Changes from: May 17, 2011 : : 135 500 225 100 0 0 0 0 260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 65.6 19.7 19.4 12.7 1.1 0.0 0.0 6.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 14 7 6 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 18,761 : : Positions : : 8,959 8,111 4,431 3,697 3,082 1,162 0 62 422 3,183 598 : : : : Changes from: May 17, 2011 : : 640 907 -214 -86 246 -32 0 0 66 -354 -198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 43.2 23.6 19.7 16.4 6.2 0.0 0.3 2.2 17.0 3.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 21 10 9 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 11,827 : : Positions : : 9,620 6,870 222 3,398 718 510 0 387 0 195 150 : : : : Changes from: May 17, 2011 : : 310 222 0 0 0 -43 0 45 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 58.1 1.9 28.7 6.1 4.3 0.0 3.3 0.0 1.6 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 24, 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 31,626 : : Positions : : 5,548 20,386 5,759 2,872 6,414 3,445 0 210 8,839 563 941 : : : : Changes from: May 17, 2011 : : 108 296 -95 599 189 975 0 0 -93 0 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 64.5 18.2 9.1 20.3 10.9 0.0 0.7 27.9 1.8 3.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 12 15 10 8 12 6 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 18,893 : : Positions : : 11,262 8,799 506 3,561 618 2,365 0 650 1,283 183 0 : : : : Changes from: May 17, 2011 : : -17 148 42 -32 0 -297 0 42 0 -101 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 46.6 2.7 18.8 3.3 12.5 0.0 3.4 6.8 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . 4 . . 0 . . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 27, 2011