GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 42,813: 31,849 35,306 5,119 2,298 4,030 0 0 0 1,618 564 57: 140 558
Old : 42,813: 31,849 35,306 5,119 2,298 4,030 0 0 0 1,618 564 57: 140 558
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 4,423: 3,583 4,117 -24 -361 672 0 0 0 240 43 -45: -3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 82.5 12.0 5.4 9.4 0.0 0.0 0.0 3.8 1.3 0.1: 0.3 1.3
Old : 100.0: 74.4 82.5 12.0 5.4 9.4 0.0 0.0 0.0 3.8 1.3 0.1: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 30 32 11 5 13 0 0 0 . . .:
Old : 58: 30 32 11 5 13 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 33.5 49.7 52.5 17.7 23.2 28.2 33.3
Old : 32.2 33.5 49.7 52.5 17.7 23.2 28.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 14,291: 10,310 12,943 2,976 349 879 0 0 0 0 0 0: 126 120
Old : 14,291: 10,310 12,943 2,976 349 879 0 0 0 0 0 0: 126 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -80: 115 145 28 -2 -223 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 90.6 20.8 2.4 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.8
Old : 100.0: 72.1 90.6 20.8 2.4 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 20 5 4 6 0 0 0 0 0 0:
Old : 36: 17 20 5 4 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 53.1 67.2 72.1 37.4 52.9 60.3 67.0
Old : 41.8 53.1 67.2 72.1 37.4 52.9 60.3 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 10,597: 6,281 6,643 948 223 1,691 0 0 0 98 421 167: 1,412 1,452
Old : 10,597: 6,281 6,643 948 223 1,691 0 0 0 98 421 167: 1,412 1,452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 255: 237 172 2 1 42 0 0 0 0 21 21: -47 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 62.7 8.9 2.1 16.0 0.0 0.0 0.0 0.9 4.0 1.6: 13.3 13.7
Old : 100.0: 59.3 62.7 8.9 2.1 16.0 0.0 0.0 0.0 0.9 4.0 1.6: 13.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 26 8 4 12 0 0 0 . . .:
Old : 43: 24 26 8 4 12 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 25.4 49.4 38.4 15.2 10.3 21.2 15.9
Old : 32.6 25.4 49.4 38.4 15.2 10.3 21.2 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 8,105: 3,830 5,848 1,737 37 930 0 0 0 626 158 441: 541 691
Old : 8,105: 3,830 5,848 1,737 37 930 0 0 0 626 158 441: 541 691
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 812: 329 597 211 9 90 0 0 0 109 -10 164: -91 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 72.2 21.4 0.5 11.5 0.0 0.0 0.0 7.7 1.9 5.4: 6.7 8.5
Old : 100.0: 47.3 72.2 21.4 0.5 11.5 0.0 0.0 0.0 7.7 1.9 5.4: 6.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 70: 35 43 12 . 14 0 0 0 7 . 9:
Old : 70: 35 43 12 . 14 0 0 0 7 . 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 21.6 41.4 34.0 20.0 20.7 31.6 30.7
Old : 24.8 21.6 41.4 34.0 20.0 20.7 31.6 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 4,130: 1,680 1,510 129 436 687 0 0 0 415 0 0: 1,219 1,497
Old : 4,130: 1,680 1,510 129 436 687 0 0 0 415 0 0: 1,219 1,497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 32: 15 10 0 0 -7 0 0 0 45 0 0: -21 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 36.6 3.1 10.6 16.6 0.0 0.0 0.0 10.0 0.0 0.0: 29.5 36.2
Old : 100.0: 40.7 36.6 3.1 10.6 16.6 0.0 0.0 0.0 10.0 0.0 0.0: 29.5 36.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . 4 6 0 0 0 . 0 0:
Old : 20: 12 12 . 4 6 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 24.6 52.0 44.1 24.6 15.0 28.3 21.5
Old : 34.6 24.6 52.0 44.1 24.6 15.0 28.3 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,187: 1,097 1,161 217 525 558 0 210 0 544 165 216: 555 352
Old : 3,187: 1,097 1,161 217 525 558 0 210 0 544 165 216: 555 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 150: 50 50 0 40 21 0 0 0 30 15 60: -11 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 36.4 6.8 16.5 17.5 0.0 6.6 0.0 17.1 5.2 6.8: 17.4 11.0
Old : 100.0: 34.4 36.4 6.8 16.5 17.5 0.0 6.6 0.0 17.1 5.2 6.8: 17.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 9 9 . 5 8 0 . 0 . . .:
Old : 24: 9 9 . 5 8 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 37.6 64.2 61.9 34.4 28.7 42.5 43.8
Old : 45.4 37.6 64.2 61.9 34.4 28.7 42.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,728: 837 994 344 70 180 0 0 0 0 50 0: 367 434
Old : 1,728: 837 994 344 70 180 0 0 0 0 50 0: 367 434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 85: 15 95 15 5 -5 0 0 0 0 0 0: 60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 57.5 19.9 4.1 10.4 0.0 0.0 0.0 0.0 2.9 0.0: 21.2 25.1
Old : 100.0: 48.4 57.5 19.9 4.1 10.4 0.0 0.0 0.0 0.0 2.9 0.0: 21.2 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 5 . 5 0 0 0 0 . 0:
Old : 24: 13 11 5 . 5 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 35.5 57.3 54.6 26.4 21.1 37.2 33.3
Old : 36.2 35.5 57.3 54.6 26.4 21.1 37.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,876: 1,026 1,336 88 12 134 0 0 0 0 10 80: 548 304
Old : 1,876: 1,026 1,336 88 12 134 0 0 0 0 10 80: 548 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 182: 77 107 0 -20 22 0 0 0 0 -5 45: 38 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 71.2 4.7 0.6 7.1 0.0 0.0 0.0 0.0 0.5 4.3: 29.2 16.2
Old : 100.0: 54.7 71.2 4.7 0.6 7.1 0.0 0.0 0.0 0.0 0.5 4.3: 29.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 11 . . 4 0 0 0 0 . .:
Old : 23: 16 11 . . 4 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 54.7 47.2 72.2 29.9 50.8 40.0 58.5
Old : 31.9 54.7 47.2 72.2 29.9 50.8 40.0 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 12,645: 6,260 9,976 5,465 1,446 740 0 0 0 0 0 0: 180 483
Old : 12,645: 6,260 9,976 5,465 1,446 740 0 0 0 0 0 0: 180 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 400: 150 360 250 40 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 78.9 43.2 11.4 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 3.8
Old : 100.0: 49.5 78.9 43.2 11.4 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 15 4 . . 0 0 0 0 0 0:
Old : 25: 14 15 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 55.1 81.4 80.4 59.5 47.6 68.3 64.9
Old : 63.5 55.1 81.4 80.4 59.5 47.6 68.3 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 16,517: 11,305 12,003 3,991 1,389 806 0 0 0 0 2,268 30: 385 21
Old : 16,517: 11,305 12,003 3,991 1,389 806 0 0 0 0 2,268 30: 385 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,986: 522 1,190 877 -40 292 0 0 0 0 514 30: 265 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 72.7 24.2 8.4 4.9 0.0 0.0 0.0 0.0 13.7 0.2: 2.3 0.1
Old : 100.0: 68.4 72.7 24.2 8.4 4.9 0.0 0.0 0.0 0.0 13.7 0.2: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 14 6 4 5 0 0 0 0 . .:
Old : 31: 17 14 6 4 5 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 51.2 64.7 79.4 36.9 38.9 54.0 56.2
Old : 38.4 51.2 64.7 79.4 36.9 38.9 54.0 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 347,082: 118,870 213,294 60,817 7,221 20,904 42,517 6,096 21,341 8,274 20,011 31,967: 42,392 26,248
Old : 347,082: 118,870 213,294 60,817 7,221 20,904 42,517 6,096 21,341 8,274 20,011 31,967: 42,392 26,248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -40,174: -18,194 -9,756 -1,677 144 -8,255 3,499 -3,030 -3,648 -1,009 26 -11,024: 133 -4,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 61.5 17.5 2.1 6.0 12.2 1.8 6.1 2.4 5.8 9.2: 12.2 7.6
Old : 100.0: 34.2 61.5 17.5 2.1 6.0 12.2 1.8 6.1 2.4 5.8 9.2: 12.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 160: 45 63 14 7 19 35 6 21 10 14 22:
Old : 160: 45 63 14 7 19 35 6 21 10 14 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 27.0 30.7 37.0 11.7 14.9 18.4 20.2
Old : 19.7 27.0 30.7 37.0 11.7 14.9 18.4 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 118,569: 46,330 55,429 13,505 1,009 21,285 0 0 0 165 5,717 31,358: 5,926 3,771
Old : 118,569: 46,330 55,429 13,505 1,009 21,285 0 0 0 165 5,717 31,358: 5,926 3,771
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -2,732: -1,960 -2,267 -663 -232 416 0 0 0 -74 -185 -423: -28 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 46.7 11.4 0.9 18.0 0.0 0.0 0.0 0.1 4.8 26.4: 5.0 3.2
Old : 100.0: 39.1 46.7 11.4 0.9 18.0 0.0 0.0 0.0 0.1 4.8 26.4: 5.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 5 5 . 7 0 0 0 . 7 8:
Old : 20: 5 5 5 . 7 0 0 0 . 7 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 60.0 75.5 79.5 11.1 11.1 12.1 13.3
Old : 52.6 60.0 75.5 79.5 11.1 11.1 12.1 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 17,442: 10,750 11,501 2,819 2,442 1,804 300 0 50 705 1,091 454: 560 100
Old : 17,442: 10,750 11,501 2,819 2,442 1,804 300 0 50 705 1,091 454: 560 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,352: 990 1,303 -32 655 380 0 0 0 580 0 14: 420 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 65.9 16.2 14.0 10.3 1.7 0.0 0.3 4.0 6.3 2.6: 3.2 0.6
Old : 100.0: 61.6 65.9 16.2 14.0 10.3 1.7 0.0 0.3 4.0 6.3 2.6: 3.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 69: 32 33 9 5 10 . 0 . 4 6 5:
Old : 69: 32 33 9 5 10 . 0 . 4 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 30.2 46.6 49.3 23.2 26.8 36.2 45.6
Old : 29.8 30.2 46.6 49.3 23.2 26.8 36.2 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,880: 4,420 4,469 1,779 2,431 150 1,200 150 0 90 460 220: 21 0
Old : 7,880: 4,420 4,469 1,779 2,431 150 1,200 150 0 90 460 220: 21 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 225: 150 0 150 300 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 56.7 22.6 30.9 1.9 15.2 1.9 0.0 1.1 5.8 2.8: 0.3 0.0
Old : 100.0: 56.1 56.7 22.6 30.9 1.9 15.2 1.9 0.0 1.1 5.8 2.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 15 11 7 6 . 4 . 0 . . .:
Old : 42: 15 11 7 6 . 4 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 51.6 56.2 79.4 34.0 50.0 56.2 72.9
Old : 34.0 51.6 56.2 79.4 34.0 50.0 56.2 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 100 METRIC TONS) :
: : Positions :
All : 5,743: 1,469 1,701 1,310 1,629 1,190 468 0 0 0 420 0: 1,306 803
Old : 5,743: 1,469 1,701 1,310 1,629 1,190 468 0 0 0 420 0: 1,306 803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -15: -15 18 0 0 0 0 0 0 0 0 0: 0 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 29.6 22.8 28.4 20.7 8.1 0.0 0.0 0.0 7.3 0.0: 22.7 14.0
Old : 100.0: 25.6 29.6 22.8 28.4 20.7 8.1 0.0 0.0 0.0 7.3 0.0: 22.7 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 4 7 5 9 . 0 0 0 . 0:
Old : 20: 6 4 7 5 9 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 52.2 56.3 70.1 27.3 44.7 41.2 52.9
Old : 32.1 52.2 56.3 70.1 27.3 44.7 41.2 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 8,275: 5,774 6,265 0 390 266 98 7 362 823 106 383: 569 496
Old : 8,275: 5,774 6,265 0 390 266 98 7 362 823 106 383: 569 496
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -230: -362 -266 -8 -19 28 -25 -40 15 36 4 -25: 111 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 75.7 0.0 4.7 3.2 1.2 0.1 4.4 9.9 1.3 4.6: 6.9 6.0
Old : 100.0: 69.8 75.7 0.0 4.7 3.2 1.2 0.1 4.4 9.9 1.3 4.6: 6.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 16 22 0 . . . . . 5 . 5:
Old : 38: 16 22 0 . . . . . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 36.5 55.3 60.4 21.4 16.9 30.7 27.1
Old : 35.7 36.5 55.3 60.4 21.4 16.9 30.7 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 12,034: 10,904 10,115 289 178 143 0 218 25 246 846 231: 196 278
Old : 12,034: 10,904 10,115 289 178 143 0 218 25 246 846 231: 196 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 281: 317 380 -21 -55 17 0 -10 0 28 9 -84: 24 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 84.1 2.4 1.5 1.2 0.0 1.8 0.2 2.0 7.0 1.9: 1.6 2.3
Old : 100.0: 90.6 84.1 2.4 1.5 1.2 0.0 1.8 0.2 2.0 7.0 1.9: 1.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 29 28 . . . 0 . . . . .:
Old : 49: 29 28 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 55.6 52.1 68.7 33.1 49.8 48.7 61.1
Old : 34.5 55.6 52.1 68.7 33.1 49.8 48.7 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 1,424: 1,254 1,259 110 50 40 0 0 0 0 0 0: 20 75
Old : 1,424: 1,254 1,259 110 50 40 0 0 0 0 0 0: 20 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 88.4 7.7 3.5 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 5.3
Old : 100.0: 88.1 88.4 7.7 3.5 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . 0 0 0 0 0 0:
Old : 20: 12 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 66.4 89.2 82.2 55.5 59.3 71.7 69.2
Old : 67.4 66.4 89.2 82.2 55.5 59.3 71.7 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,378: 1,458 1,279 0 117 27 58 90 38 0 128 30: 767 669
Old : 2,378: 1,458 1,279 0 117 27 58 90 38 0 128 30: 767 669
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 34: 1 -9 0 6 -6 -14 0 10 0 -12 0: 43 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 53.8 0.0 4.9 1.1 2.4 3.8 1.6 0.0 5.4 1.3: 32.3 28.1
Old : 100.0: 61.3 53.8 0.0 4.9 1.1 2.4 3.8 1.6 0.0 5.4 1.3: 32.3 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 14 0 . . . . . 0 . .:
Old : 20: 14 14 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 27.1 50.8 45.0 20.1 17.5 24.8 26.2
Old : 31.5 27.1 50.8 45.0 20.1 17.5 24.8 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,790: 1,284 1,112 0 70 20 0 0 0 78 8 77: 331 503
Old : 1,790: 1,284 1,112 0 70 20 0 0 0 78 8 77: 331 503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 189: 12 68 0 10 0 0 0 0 16 -3 23: 138 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 62.1 0.0 3.9 1.1 0.0 0.0 0.0 4.4 0.4 4.3: 18.5 28.1
Old : 100.0: 71.7 62.1 0.0 3.9 1.1 0.0 0.0 0.0 4.4 0.4 4.3: 18.5 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 23 21 0 . . 0 0 0 . . .:
Old : 29: 23 21 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 31.6 38.6 48.8 19.0 28.3 31.3 38.2
Old : 21.8 31.6 38.6 48.8 19.0 28.3 31.3 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 498,451: 156,820 186,847 30,221 65,049 108,298 44,867 1,286 40,513 20,817 6,079 67,465: 29,451 22,914
Old : 498,451: 156,820 186,847 30,221 65,049 108,298 44,867 1,286 40,513 20,817 6,079 67,465: 29,451 22,914
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 3,449: -4,651 3,860 -2,786 429 2,208 3,702 -448 -1,316 2,828 -2,386 846: 2,619 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 37.5 6.1 13.1 21.7 9.0 0.3 8.1 4.2 1.2 13.5: 5.9 4.6
Old : 100.0: 31.5 37.5 6.1 13.1 21.7 9.0 0.3 8.1 4.2 1.2 13.5: 5.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 134: 40 36 14 15 27 22 . 16 18 13 31:
Old : 134: 40 36 14 15 27 22 . 16 18 13 31:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 15.3 26.7 27.4 6.3 9.6 11.5 16.1
Old : 15.5 15.3 26.7 27.4 6.3 9.6 11.5 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,716,656: 328,853 530,662 232,195 308,893 762,457 258,039 33,598 341,734 97,387 73,059 593,554: 102,437 72,699
Old : 2,716,656: 328,853 530,662 232,195 308,893 762,457 258,039 33,598 341,734 97,387 73,059 593,554: 102,437 72,699
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 649: 185 -16,018 -9,655 2,439 -1,971 746 1,983 4,427 645 4,953 546: 5,727 4,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.5 8.5 11.4 28.1 9.5 1.2 12.6 3.6 2.7 21.8: 3.8 2.7
Old : 100.0: 12.1 19.5 8.5 11.4 28.1 9.5 1.2 12.6 3.6 2.7 21.8: 3.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 399: 51 59 16 31 43 94 42 99 82 57 123:
Old : 399: 51 59 16 31 43 94 42 99 82 57 123:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 14.8 28.7 26.8 8.2 6.9 11.0 11.1
Old : 18.9 14.8 28.7 26.8 8.2 6.9 11.0 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 250,649: 58,400 137,458 17,642 23,245 14,356 781 36,807 10,899 128,166 3,852 19,210: 1,195 4,823
Old : 250,649: 58,400 137,458 17,642 23,245 14,356 781 36,807 10,899 128,166 3,852 19,210: 1,195 4,823
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 23,323: 8,803 13,704 6,722 1,866 1,059 -604 807 922 4,826 2,437 1,468: 125 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 54.8 7.0 9.3 5.7 0.3 14.7 4.3 51.1 1.5 7.7: 0.5 1.9
Old : 100.0: 23.3 54.8 7.0 9.3 5.7 0.3 14.7 4.3 51.1 1.5 7.7: 0.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 16 17 . 5 7 . 10 7 6 . 8:
Old : 43: 16 17 . 5 7 . 10 7 6 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 48.8 83.2 64.6 59.2 44.5 70.5 58.1
Old : 67.1 48.8 83.2 64.6 59.2 44.5 70.5 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 222,059: 52,313 37,655 39,562 78,330 29,027 939 0 266 54,082 13,870 4,933: 40,937 57,978
Old : 222,059: 52,313 37,655 39,562 78,330 29,027 939 0 266 54,082 13,870 4,933: 40,937 57,978
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 3,242: -113 2,831 1,360 165 142 0 0 0 930 -956 176: 747 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 17.0 17.8 35.3 13.1 0.4 0.0 0.1 24.4 6.2 2.2: 18.4 26.1
Old : 100.0: 23.6 17.0 17.8 35.3 13.1 0.4 0.0 0.1 24.4 6.2 2.2: 18.4 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 7 7 8 7 15 . 0 . 6 . 6:
Old : 33: 7 7 8 7 15 . 0 . 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 29.1 57.5 46.7 41.4 24.9 54.9 40.9
Old : 43.1 29.1 57.5 46.7 41.4 24.9 54.9 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 142,903: 12,441 15,676 9,993 41,448 58,095 30,352 1,053 11,002 5,402 1,818 10,079: 5,538 3,731
Old : 142,903: 12,441 15,676 9,993 41,448 58,095 30,352 1,053 11,002 5,402 1,818 10,079: 5,538 3,731
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 6,345: 602 658 591 2,829 2,202 1,371 -459 -19 905 421 205: 487 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.0 7.0 29.0 40.7 21.2 0.7 7.7 3.8 1.3 7.1: 3.9 2.6
Old : 100.0: 8.7 11.0 7.0 29.0 40.7 21.2 0.7 7.7 3.8 1.3 7.1: 3.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 6 6 6 13 17 15 . 11 5 11 15:
Old : 60: 6 6 6 13 17 15 . 11 5 11 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 46.2 52.8 71.5 19.8 25.4 28.9 32.2
Old : 31.3 46.2 52.8 71.5 19.8 25.4 28.9 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 595,929: 99,475 78,542 47,394 100,907 289,463 0 2,472 9,919 40,310 2,629 91,353: 18,015 20,644
Old : 595,929: 99,475 78,542 47,394 100,907 289,463 0 2,472 9,919 40,310 2,629 91,353: 18,015 20,644
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -21,359: -5,151 -3,963 283 -5,867 -10,050 0 115 -418 -5,070 302 -3,634: 2,681 2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.2 8.0 16.9 48.6 0.0 0.4 1.7 6.8 0.4 15.3: 3.0 3.5
Old : 100.0: 16.7 13.2 8.0 16.9 48.6 0.0 0.4 1.7 6.8 0.4 15.3: 3.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 6 7 8 18 26 0 . . 12 . 13:
Old : 47: 6 7 8 18 26 0 . . 12 . 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 26.0 51.4 43.1 10.0 6.1 14.5 10.6
Old : 33.3 26.0 51.4 43.1 10.0 6.1 14.5 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 35,349: 20,202 21,470 6,399 3,944 7,748 0 0 700 0 1,175 225: 75 87
Old : 35,349: 20,202 21,470 6,399 3,944 7,748 0 0 700 0 1,175 225: 75 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,110: 260 138 140 -350 710 0 0 0 0 600 0: 0 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 60.7 18.1 11.2 21.9 0.0 0.0 2.0 0.0 3.3 0.6: 0.2 0.2
Old : 100.0: 57.2 60.7 18.1 11.2 21.9 0.0 0.0 2.0 0.0 3.3 0.6: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 24 24 10 . 13 0 0 . 0 4 .:
Old : 50: 24 24 10 . 13 0 0 . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 39.2 58.2 57.2 19.7 21.5 24.8 29.3
Old : 42.1 39.2 58.2 57.2 19.7 21.5 24.8 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 69,790: 11,071 3,853 33,465 23,124 16,484 2,771 11,199 2,140 0 8,336 652: 3,207 4,002
Old : 69,790: 11,071 3,853 33,465 23,124 16,484 2,771 11,199 2,140 0 8,336 652: 3,207 4,002
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 613: 0 0 -425 321 279 0 -960 500 0 157 0: 259 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.5 48.0 33.1 23.6 4.0 16.0 3.1 0.0 11.9 0.9: 4.6 5.7
Old : 100.0: 15.9 5.5 48.0 33.1 23.6 4.0 16.0 3.1 0.0 11.9 0.9: 4.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 5 4 11 9 16 4 4 7 0 . .:
Old : 37: 5 4 11 9 16 4 4 7 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 40.9 72.6 65.0 46.9 36.7 59.5 51.8
Old : 57.0 40.9 72.6 65.0 46.9 36.7 59.5 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,293: 1,583 3,274 11,572 12,069 8,862 2,658 1,403 2,437 0 233 982: 3,199 2,033
Old : 31,293: 1,583 3,274 11,572 12,069 8,862 2,658 1,403 2,437 0 233 982: 3,199 2,033
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 909: 0 0 382 269 48 267 603 -37 0 0 0: 249 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.5 37.0 38.6 28.3 8.5 4.5 7.8 0.0 0.7 3.1: 10.2 6.5
Old : 100.0: 5.1 10.5 37.0 38.6 28.3 8.5 4.5 7.8 0.0 0.7 3.1: 10.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: . 4 7 5 11 . . 4 0 . .:
Old : 23: . 4 7 5 11 . . 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 55.0 69.8 70.0 34.4 41.8 44.2 50.2
Old : 48.4 55.0 69.8 70.0 34.4 41.8 44.2 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 15,620: 5,295 3,005 3,530 8,005 4,260 2,250 287 0 225 0 0: 60 63
Old : 15,620: 5,295 3,005 3,530 8,005 4,260 2,250 287 0 225 0 0: 60 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 300: 300 0 0 360 -60 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 19.2 22.6 51.2 27.3 14.4 1.8 0.0 1.4 0.0 0.0: 0.4 0.4
Old : 100.0: 33.9 19.2 22.6 51.2 27.3 14.4 1.8 0.0 1.4 0.0 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 10 9 4 8 8 . . 0 . 0 0:
Old : 31: 10 9 4 8 8 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 63.0 61.1 82.4 29.6 47.8 46.3 58.6
Old : 38.7 63.0 61.1 82.4 29.6 47.8 46.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,391: 738 105 2,640 1,379 7,472 433 514 378 96 1,295 75: 559 1,172
Old : 12,391: 738 105 2,640 1,379 7,472 433 514 378 96 1,295 75: 559 1,172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 896: 92 93 227 192 586 1 221 53 96 -239 -55: -105 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.9 21.3 11.1 60.3 3.5 4.1 3.1 0.8 10.5 0.6: 4.5 9.5
Old : 100.0: 6.0 0.9 21.3 11.1 60.3 3.5 4.1 3.1 0.8 10.5 0.6: 4.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: . . 8 7 14 . 4 5 . 4 .:
Old : 31: . . 8 7 14 . 4 5 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 38.5 69.4 62.9 23.1 15.2 28.3 21.7
Old : 48.3 38.5 69.4 62.9 23.1 15.2 28.3 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 64,483: 6,036 7,976 13,176 11,142 29,125 252 0 279 0 508 2,151: 13,465 13,303
Old : 64,483: 6,036 7,976 13,176 11,142 29,125 252 0 279 0 508 2,151: 13,465 13,303
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -2,439: -572 -124 -1,185 -960 -221 45 0 -26 0 -371 -378: -101 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.4 20.4 17.3 45.2 0.4 0.0 0.4 0.0 0.8 3.3: 20.9 20.6
Old : 100.0: 9.4 12.4 20.4 17.3 45.2 0.4 0.0 0.4 0.0 0.8 3.3: 20.9 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: . . 7 7 13 . 0 . 0 . .:
Old : 21: . . 7 7 13 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 38.1 55.6 54.8 18.2 15.7 21.9 21.9
Old : 38.0 38.1 55.6 54.8 18.2 15.7 21.9 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 278,814: 103,731 184,464 33,216 10,329 22,682 54,590 6,326 16,028 12,268 9,038 16,225: 20,075 13,723
Old : 278,814: 103,731 184,464 33,216 10,329 22,682 54,590 6,326 16,028 12,268 9,038 16,225: 20,075 13,723
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -30,038: -14,133 -8,986 384 -89 -8,620 309 -367 -2,279 1,133 -399 -7,288: 456 -2,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 66.2 11.9 3.7 8.1 19.6 2.3 5.7 4.4 3.2 5.8: 7.2 4.9
Old : 100.0: 37.2 66.2 11.9 3.7 8.1 19.6 2.3 5.7 4.4 3.2 5.8: 7.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 187: 50 75 16 6 15 47 13 24 13 9 17:
Old : 187: 50 75 16 6 15 47 13 24 13 9 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 24.5 32.5 38.5 11.0 12.3 19.1 19.3
Old : 20.9 24.5 32.5 38.5 11.0 12.3 19.1 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 31,135: 11,433 25,236 3,210 426 668 2,869 241 133 6,008 0 781: 6,033 3,650
Old : 31,135: 11,433 25,236 3,210 426 668 2,869 241 133 6,008 0 781: 6,033 3,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,153: 396 800 125 0 0 -126 0 0 143 0 140: 475 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 81.1 10.3 1.4 2.1 9.2 0.8 0.4 19.3 0.0 2.5: 19.4 11.7
Old : 100.0: 36.7 81.1 10.3 1.4 2.1 9.2 0.8 0.4 19.3 0.0 2.5: 19.4 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 14 20 4 . . . . . . 0 .:
Old : 35: 14 20 4 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 39.1 57.4 60.7 40.6 36.7 52.9 56.3
Old : 43.9 39.1 57.4 60.7 40.6 36.7 52.9 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 4,933: 2,777 3,339 1,209 372 497 0 0 0 0 325 400: 50 0
Old : 4,933: 2,777 3,339 1,209 372 497 0 0 0 0 325 400: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 799: 225 375 100 0 124 0 0 0 0 0 300: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 67.7 24.5 7.5 10.1 0.0 0.0 0.0 0.0 6.6 8.1: 1.0 0.0
Old : 100.0: 56.3 67.7 24.5 7.5 10.1 0.0 0.0 0.0 0.0 6.6 8.1: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 15 17 7 . 7 0 0 0 0 . .:
Old : 36: 15 17 7 . 7 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 42.1 53.2 63.1 23.7 25.8 38.4 38.4
Old : 29.9 42.1 53.2 63.1 23.7 25.8 38.4 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 59,724: 42,486 37,503 9,204 16,144 5,685 1,322 74 243 0 0 0: 784 75
Old : 59,724: 42,486 37,503 9,204 16,144 5,685 1,322 74 243 0 0 0: 784 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -56: -781 224 800 125 -50 0 -330 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 62.8 15.4 27.0 9.5 2.2 0.1 0.4 0.0 0.0 0.0: 1.3 0.1
Old : 100.0: 71.1 62.8 15.4 27.0 9.5 2.2 0.1 0.4 0.0 0.0 0.0: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 23 8 8 10 . . . 0 0 0:
Old : 55: 31 23 8 8 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 47.3 66.2 70.0 24.5 30.7 33.0 42.0
Old : 46.7 47.3 66.2 70.0 24.5 30.7 33.0 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 12,275: 8,150 11,940 3,590 0 335 0 0 0 0 0 0: 200 0
Old : 12,275: 8,150 11,940 3,590 0 335 0 0 0 0 0 0: 200 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 97.3 29.2 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.0
Old : 100.0: 66.4 97.3 29.2 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 16 7 5 0 . 0 0 0 0 0 0:
Old : 22: 16 7 5 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 94.5 77.4 99.3 53.4 89.6 72.3 89.6
Old : 57.2 94.5 77.4 99.3 53.4 89.6 72.3 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 19,371: 15,804 14,301 2,837 4,380 690 0 0 0 0 0 0: 40 0
Old : 19,371: 15,804 14,301 2,837 4,380 690 0 0 0 0 0 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 249: -1 204 250 45 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 73.8 14.6 22.6 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 81.6 73.8 14.6 22.6 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 9 11 7 4 . 0 0 0 0 0 0:
Old : 26: 9 11 7 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 73.0 93.3 97.2 74.1 57.2 79.5 78.9
Old : 83.2 73.0 93.3 97.2 74.1 57.2 79.5 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,065: 4,930 2,825 2,520 655 470 0 340 0 145 3,775 0: 0 0
Old : 8,065: 4,930 2,825 2,520 655 470 0 340 0 145 3,775 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 35.0 31.2 8.1 5.8 0.0 4.2 0.0 1.8 46.8 0.0: 0.0 0.0
Old : 100.0: 61.1 35.0 31.2 8.1 5.8 0.0 4.2 0.0 1.8 46.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 19 16 11 . 5 0 . 0 . . 0:
Old : 46: 19 16 11 . 5 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 62.3 61.8 77.6 35.7 60.1 49.2 69.7
Old : 42.5 62.3 61.8 77.6 35.7 60.1 49.2 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,236: 6,668 8,349 2,224 2,014 1,496 124 0 0 1,080 0 150: 494 227
Old : 12,236: 6,668 8,349 2,224 2,014 1,496 124 0 0 1,080 0 150: 494 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 682: 310 772 -56 -225 23 0 0 0 300 0 105: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 68.2 18.2 16.5 12.2 1.0 0.0 0.0 8.8 0.0 1.2: 4.0 1.9
Old : 100.0: 54.5 68.2 18.2 16.5 12.2 1.0 0.0 0.0 8.8 0.0 1.2: 4.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 15 15 7 6 6 . 0 0 . 0 .:
Old : 34: 15 15 7 6 6 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 52.8 61.9 76.2 29.7 37.5 43.4 49.3
Old : 41.8 52.8 61.9 76.2 29.7 37.5 43.4 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 19,367: 9,431 8,271 4,927 3,473 3,228 562 600 212 454 3,047 508: 45 28
Old : 19,367: 9,431 8,271 4,927 3,473 3,228 562 600 212 454 3,047 508: 45 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 606: 472 160 496 -224 146 -600 600 150 32 -136 -90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 42.7 25.4 17.9 16.7 2.9 3.1 1.1 2.3 15.7 2.6: 0.2 0.1
Old : 100.0: 48.7 42.7 25.4 17.9 16.7 2.9 3.1 1.1 2.3 15.7 2.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 23 22 10 9 14 . . . . . .:
Old : 58: 23 22 10 9 14 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 36.3 49.0 52.5 24.2 34.2 38.8 45.7
Old : 31.1 36.3 49.0 52.5 24.2 34.2 38.8 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,457: 10,170 7,225 222 3,647 718 564 0 333 0 195 150: 300 189
Old : 12,457: 10,170 7,225 222 3,647 718 564 0 333 0 195 150: 300 189
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 630: 550 355 0 249 0 54 0 -54 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 58.0 1.8 29.3 5.8 4.5 0.0 2.7 0.0 1.6 1.2: 2.4 1.5
Old : 100.0: 81.6 58.0 1.8 29.3 5.8 4.5 0.0 2.7 0.0 1.6 1.2: 2.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 21 . 6 5 . 0 . 0 . .:
Old : 39: 23 21 . 6 5 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 37.7 60.3 55.9 33.1 30.3 40.6 38.6
Old : 41.8 37.7 60.3 55.9 33.1 30.3 40.6 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 33,558: 5,548 20,386 5,759 4,672 6,489 5,431 0 174 8,653 563 1,034: 470 240
Old : 33,558: 5,548 20,386 5,759 4,672 6,489 5,431 0 174 8,653 563 1,034: 470 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,932: 0 0 0 1,800 75 1,986 0 -36 -186 0 93: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 60.7 17.2 13.9 19.3 16.2 0.0 0.5 25.8 1.7 3.1: 1.4 0.7
Old : 100.0: 16.5 60.7 17.2 13.9 19.3 16.2 0.0 0.5 25.8 1.7 3.1: 1.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 12 15 10 8 13 7 0 . 6 . 4:
Old : 57: 12 15 10 8 13 7 0 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 52.9 51.2 70.0 30.1 48.7 48.9 63.0
Old : 31.5 52.9 51.2 70.0 30.1 48.7 48.9 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 18,623: 11,003 8,760 464 3,586 771 2,194 518 820 1,283 0 0: 2,088 4,168
Old : 18,623: 11,003 8,760 464 3,586 771 2,194 518 820 1,283 0 0: 2,088 4,168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -270: -259 -39 -42 25 153 -171 518 170 0 -183 0: -121 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 47.0 2.5 19.3 4.1 11.8 2.8 4.4 6.9 0.0 0.0: 11.2 22.4
Old : 100.0: 59.1 47.0 2.5 19.3 4.1 11.8 2.8 4.4 6.9 0.0 0.0: 11.2 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 11 . 5 4 . . . . 0 0:
Old : 27: 14 11 . 5 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 41.6 64.8 60.2 38.9 34.8 58.6 51.9
Old : 41.1 41.6 64.8 60.2 38.9 34.8 58.6 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011