Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 42,813 : : Positions : : 31,849 35,306 5,119 2,298 4,030 0 0 0 1,618 564 57 : : : : Changes from: May 24, 2011 : : 3,583 4,117 -24 -361 672 0 0 0 240 43 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 82.5 12.0 5.4 9.4 0.0 0.0 0.0 3.8 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 32 11 5 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 14,291 : : Positions : : 10,310 12,943 2,976 349 879 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : 115 145 28 -2 -223 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 90.6 20.8 2.4 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 20 5 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 10,597 : : Positions : : 6,281 6,643 948 223 1,691 0 0 0 98 421 167 : : : : Changes from: May 24, 2011 : : 237 172 2 1 42 0 0 0 0 21 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 62.7 8.9 2.1 16.0 0.0 0.0 0.0 0.9 4.0 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 26 8 4 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 8,105 : : Positions : : 3,830 5,848 1,737 37 930 0 0 0 626 158 441 : : : : Changes from: May 24, 2011 : : 329 597 211 9 90 0 0 0 109 -10 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 72.2 21.4 0.5 11.5 0.0 0.0 0.0 7.7 1.9 5.4 : : : : Number of Traders in Each Category Total Traders: 70 : : 35 43 12 . 14 0 0 0 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 4,130 : : Positions : : 1,680 1,510 129 436 687 0 0 0 415 0 0 : : : : Changes from: May 24, 2011 : : 15 10 0 0 -7 0 0 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 36.6 3.1 10.6 16.6 0.0 0.0 0.0 10.0 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 31, 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 3,187 : : Positions : : 1,097 1,161 217 525 558 0 210 0 544 165 216 : : : : Changes from: May 24, 2011 : : 50 50 0 40 21 0 0 0 30 15 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 36.4 6.8 16.5 17.5 0.0 6.6 0.0 17.1 5.2 6.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 9 . 5 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 1,728 : : Positions : : 837 994 344 70 180 0 0 0 0 50 0 : : : : Changes from: May 24, 2011 : : 15 95 15 5 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 57.5 19.9 4.1 10.4 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 5 . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 1,876 : : Positions : : 1,026 1,336 88 12 134 0 0 0 0 10 80 : : : : Changes from: May 24, 2011 : : 77 107 0 -20 22 0 0 0 0 -5 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 71.2 4.7 0.6 7.1 0.0 0.0 0.0 0.0 0.5 4.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 11 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 12,645 : : Positions : : 6,260 9,976 5,465 1,446 740 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : 150 360 250 40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 78.9 43.2 11.4 5.9 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 31, 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 16,517 : : Positions : : 11,305 12,003 3,991 1,389 806 0 0 0 0 2,268 30 : : : : Changes from: May 24, 2011 : : 522 1,190 877 -40 292 0 0 0 0 514 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 72.7 24.2 8.4 4.9 0.0 0.0 0.0 0.0 13.7 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 6 4 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 300,371 : : Positions : : 102,742 192,794 58,149 8,352 13,319 42,516 6,193 20,635 8,602 20,369 14,191 : : : : Changes from: May 24, 2011 : : -4,284 -2,160 -2,984 421 -1,768 3,231 -3,040 -1,789 -4,106 1,175 1,333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 64.2 19.4 2.8 4.4 14.2 2.1 6.9 2.9 6.8 4.7 : : : : Number of Traders in Each Category Total Traders: 159 : : 43 62 14 7 16 34 7 21 11 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 17,442 : : Positions : : 10,750 11,501 2,819 2,442 1,804 300 0 50 705 1,091 454 : : : : Changes from: May 24, 2011 : : 990 1,303 -32 655 380 0 0 0 580 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 65.9 16.2 14.0 10.3 1.7 0.0 0.3 4.0 6.3 2.6 : : : : Number of Traders in Each Category Total Traders: 69 : : 32 33 9 5 10 . 0 . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 7,880 : : Positions : : 4,420 4,469 1,779 2,431 150 1,200 150 0 90 460 220 : : : : Changes from: May 24, 2011 : : 150 0 150 300 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 56.7 22.6 30.9 1.9 15.2 1.9 0.0 1.1 5.8 2.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 11 7 6 . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 5,743 : : Positions : : 1,469 1,701 1,310 1,629 1,190 468 0 0 0 420 0 : : : : Changes from: May 24, 2011 : : -15 18 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 29.6 22.8 28.4 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 31, 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 8,275 : : Positions : : 5,774 6,265 0 390 266 98 7 362 823 106 383 : : : : Changes from: May 24, 2011 : : -362 -266 -8 -19 28 -25 -40 15 36 4 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 75.7 0.0 4.7 3.2 1.2 0.1 4.4 9.9 1.3 4.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 22 0 . . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 12,034 : : Positions : : 10,904 10,115 289 178 143 0 218 25 246 846 231 : : : : Changes from: May 24, 2011 : : 317 380 -21 -55 17 0 -10 0 28 9 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 84.1 2.4 1.5 1.2 0.0 1.8 0.2 2.0 7.0 1.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 28 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 1,424 : : Positions : : 1,254 1,259 110 50 40 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 88.4 7.7 3.5 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 2,378 : : Positions : : 1,458 1,279 0 117 27 58 90 38 0 128 30 : : : : Changes from: May 24, 2011 : : 1 -9 0 6 -6 -14 0 10 0 -12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 53.8 0.0 4.9 1.1 2.4 3.8 1.6 0.0 5.4 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 31, 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 1,790 : : Positions : : 1,284 1,112 0 70 20 0 0 0 78 8 77 : : : : Changes from: May 24, 2011 : : 12 68 0 10 0 0 0 0 16 -3 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 62.1 0.0 3.9 1.1 0.0 0.0 0.0 4.4 0.4 4.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 21 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 460,609 : : Positions : : 146,883 176,499 31,346 64,488 100,808 43,263 1,286 35,879 21,600 7,365 52,774 : : : : Changes from: May 24, 2011 : : -5,228 3,471 -2,833 279 1,760 3,613 -448 -1,510 2,790 -2,429 634 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 38.3 6.8 14.0 21.9 9.4 0.3 7.8 4.7 1.6 11.5 : : : : Number of Traders in Each Category Total Traders: 133 : : 40 36 14 15 27 21 . 16 21 9 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 1,508,418 : : Positions : : 190,142 386,364 239,502 262,899 250,883 246,234 40,407 213,862 91,092 105,782 186,468 : : : : Changes from: May 24, 2011 : : -665 -17,501 -12,734 -1,919 -7,881 -5,204 1,909 5,371 -22 920 1,971 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 25.6 15.9 17.4 16.6 16.3 2.7 14.2 6.0 7.0 12.4 : : : : Number of Traders in Each Category Total Traders: 352 : : 48 56 22 25 40 83 34 71 60 48 91 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 222,059 : : Positions : : 52,313 37,655 39,562 78,330 29,027 939 0 266 54,082 13,870 4,933 : : : : Changes from: May 24, 2011 : : -113 2,831 1,360 165 142 0 0 0 930 -956 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 17.0 17.8 35.3 13.1 0.4 0.0 0.1 24.4 6.2 2.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 7 7 8 7 15 . 0 . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 35,349 : : Positions : : 20,202 21,470 6,399 3,944 7,748 0 0 700 0 1,175 225 : : : : Changes from: May 24, 2011 : : 260 138 140 -350 710 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 60.7 18.1 11.2 21.9 0.0 0.0 2.0 0.0 3.3 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 24 10 . 13 0 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 69,790 : : Positions : : 11,071 3,853 33,465 23,124 16,484 2,771 11,199 2,140 0 8,336 652 : : : : Changes from: May 24, 2011 : : 0 0 -425 321 279 0 -960 500 0 157 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 5.5 48.0 33.1 23.6 4.0 16.0 3.1 0.0 11.9 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 31, 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 31,293 : : Positions : : 1,583 3,274 11,572 12,069 8,862 2,658 1,403 2,437 0 233 982 : : : : Changes from: May 24, 2011 : : 0 0 382 269 48 267 603 -37 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.1 10.5 37.0 38.6 28.3 8.5 4.5 7.8 0.0 0.7 3.1 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 7 5 11 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 15,620 : : Positions : : 5,295 3,005 3,530 8,005 4,260 2,250 287 0 225 0 0 : : : : Changes from: May 24, 2011 : : 300 0 0 360 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 19.2 22.6 51.2 27.3 14.4 1.8 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 9 4 8 8 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 254,108 : : Positions : : 94,103 175,766 34,265 10,546 19,014 54,148 6,390 15,575 12,976 9,138 5,004 : : : : Changes from: May 24, 2011 : : -11,531 -2,920 2,326 -1,068 -5,884 807 -581 -1,414 694 -671 -633 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 69.2 13.5 4.2 7.5 21.3 2.5 6.1 5.1 3.6 2.0 : : : : Number of Traders in Each Category Total Traders: 185 : : 49 75 15 7 14 46 14 23 12 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 31,135 : : Positions : : 11,433 25,236 3,210 426 668 2,869 241 133 6,008 0 781 : : : : Changes from: May 24, 2011 : : 396 800 125 0 0 -126 0 0 143 0 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 81.1 10.3 1.4 2.1 9.2 0.8 0.4 19.3 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 20 4 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 4,933 : : Positions : : 2,777 3,339 1,209 372 497 0 0 0 0 325 400 : : : : Changes from: May 24, 2011 : : 225 375 100 0 124 0 0 0 0 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 67.7 24.5 7.5 10.1 0.0 0.0 0.0 0.0 6.6 8.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 17 7 . 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 59,724 : : Positions : : 42,486 37,503 9,204 16,144 5,685 1,322 74 243 0 0 0 : : : : Changes from: May 24, 2011 : : -781 224 800 125 -50 0 -330 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 62.8 15.4 27.0 9.5 2.2 0.1 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 23 8 8 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 12,275 : : Positions : : 8,150 11,940 3,590 0 335 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 97.3 29.2 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 : : 16 7 5 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 19,371 : : Positions : : 15,804 14,301 2,837 4,380 690 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : -1 204 250 45 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 73.8 14.6 22.6 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 11 7 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 24, 2011 : : 0 0 0 0 0 0 0 0 0 0 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 31, 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 12,236 : : Positions : : 6,668 8,349 2,224 2,014 1,496 124 0 0 1,080 0 150 : : : : Changes from: May 24, 2011 : : 310 772 -56 -225 23 0 0 0 300 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 68.2 18.2 16.5 12.2 1.0 0.0 0.0 8.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 15 7 6 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 19,367 : : Positions : : 9,431 8,271 4,927 3,473 3,228 562 600 212 454 3,047 508 : : : : Changes from: May 24, 2011 : : 472 160 496 -224 146 -600 600 150 32 -136 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 42.7 25.4 17.9 16.7 2.9 3.1 1.1 2.3 15.7 2.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 23 22 10 9 14 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 12,457 : : Positions : : 10,170 7,225 222 3,647 718 564 0 333 0 195 150 : : : : Changes from: May 24, 2011 : : 550 355 0 249 0 54 0 -54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 58.0 1.8 29.3 5.8 4.5 0.0 2.7 0.0 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 21 . 6 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 33,558 : : Positions : : 5,548 20,386 5,759 4,672 6,489 5,431 0 174 8,653 563 1,034 : : : : Changes from: May 24, 2011 : : 0 0 0 1,800 75 1,986 0 -36 -186 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 60.7 17.2 13.9 19.3 16.2 0.0 0.5 25.8 1.7 3.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 12 15 10 8 13 7 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 18,623 : : Positions : : 11,003 8,760 464 3,586 771 2,194 518 820 1,283 0 0 : : : : Changes from: May 24, 2011 : : -259 -39 -42 25 153 -171 518 170 0 -183 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 47.0 2.5 19.3 4.1 11.8 2.8 4.4 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . 5 4 . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 3, 2011