Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 32,852 : : Positions : : 24,444 24,718 4,155 4,072 2,953 0 0 0 831 253 266 : : : : Changes from: April 26, 2011 : : -10,378 -10,561 -45 163 -1,104 0 0 0 -88 -176 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 75.2 12.6 12.4 9.0 0.0 0.0 0.0 2.5 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 25 29 9 7 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 13,098 : : Positions : : 9,799 11,504 2,125 424 1,050 0 0 0 0 0 0 : : : : Changes from: April 26, 2011 : : -1,313 -1,890 -1,686 -1,059 -153 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 87.8 16.2 3.2 8.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 5 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,463 : : Positions : : 5,600 5,803 601 265 1,386 0 0 0 93 351 141 : : : : Changes from: April 26, 2011 : : -591 -659 -27 -52 -268 0 0 0 -4 11 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 61.3 6.4 2.8 14.6 0.0 0.0 0.0 1.0 3.7 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 6 4 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 5,350 : : Positions : : 2,267 3,495 1,319 146 448 0 0 0 504 130 270 : : : : Changes from: April 26, 2011 : : -1,079 -2,049 -740 -18 -179 0 0 0 -390 -145 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 65.3 24.7 2.7 8.4 0.0 0.0 0.0 9.4 2.4 5.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 25 36 8 . 7 0 0 0 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,500 : : Positions : : 842 666 247 470 366 0 210 0 474 375 66 : : : : Changes from: April 26, 2011 : : -120 -146 -9 -142 -17 0 0 0 -105 15 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 26.6 9.9 18.8 14.6 0.0 8.4 0.0 19.0 15.0 2.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 . 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,505 : : Positions : : 774 824 254 80 165 0 0 0 0 50 0 : : : : Changes from: April 26, 2011 : : -351 -392 -102 25 -25 0 0 0 0 -15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 54.8 16.9 5.3 11.0 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,044 : : Positions : : 4,519 8,012 4,455 656 830 0 0 0 0 0 0 : : : : Changes from: April 26, 2011 : : -1,080 -1,373 -914 -685 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 79.8 44.4 6.5 8.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 10,258 : : Positions : : 7,788 8,890 1,861 266 446 0 0 0 0 592 43 : : : : Changes from: April 26, 2011 : : -1,718 -1,790 -904 -786 -34 0 0 0 0 -82 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 86.7 18.1 2.6 4.3 0.0 0.0 0.0 0.0 5.8 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 6 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 387,584 : : Positions : : 138,192 232,507 55,115 6,581 32,463 49,769 8,587 22,475 8,952 23,325 35,456 : : : : Changes from: April 26, 2011 : : -2,504 -3,755 -1,088 2,805 2,129 2,975 -1,085 1,128 -530 885 2,753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 60.0 14.2 1.7 8.4 12.8 2.2 5.8 2.3 6.0 9.1 : : : : Number of Traders in Each Category Total Traders: 160 : : 44 61 16 6 19 41 8 22 12 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 131,602 : : Positions : : 52,631 62,740 14,511 771 22,737 0 0 0 197 6,126 34,971 : : : : Changes from: April 26, 2011 : : -6,177 -7,410 -1,387 -264 -2,322 0 0 0 -21 -118 -4,423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 47.7 11.0 0.6 17.3 0.0 0.0 0.0 0.2 4.7 26.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 5 5 . 7 0 0 0 . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 11,605 : : Positions : : 7,687 7,708 1,846 1,200 1,277 300 0 50 175 880 240 : : : : Changes from: April 26, 2011 : : -3,393 -5,518 -1,730 -41 -271 0 0 0 -350 -144 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 66.4 15.9 10.3 11.0 2.6 0.0 0.4 1.5 7.6 2.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 25 26 8 6 8 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 6,594 : : Positions : : 3,895 4,094 1,529 1,695 175 675 0 0 150 460 170 : : : : Changes from: April 26, 2011 : : -500 -707 -367 -265 -5 15 0 0 -50 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 62.1 23.2 25.7 2.7 10.2 0.0 0.0 2.3 7.0 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 9 7 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 3,747 : : Positions : : 1,758 1,250 88 262 112 0 0 0 264 648 319 : : : : Changes from: April 26, 2011 : : -152 -93 -61 -40 -74 0 0 0 67 30 107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 33.4 2.3 7.0 3.0 0.0 0.0 0.0 7.0 17.3 8.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . 4 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,635 : : Positions : : 5,144 5,544 0 276 153 211 136 406 933 221 496 : : : : Changes from: April 26, 2011 : : 69 -73 0 104 22 133 56 -7 40 15 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 72.6 0.0 3.6 2.0 2.8 1.8 5.3 12.2 2.9 6.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 18 0 . . . . . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 10,177 : : Positions : : 9,318 8,627 202 30 266 0 203 70 128 607 108 : : : : Changes from: April 26, 2011 : : -1,879 -2,085 -191 -98 27 0 -32 -10 -29 62 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 84.8 2.0 0.3 2.6 0.0 2.0 0.7 1.3 6.0 1.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,320 : : Positions : : 825 797 0 40 30 0 0 0 22 15 50 : : : : Changes from: April 26, 2011 : : -172 -227 -60 40 12 0 0 0 -26 15 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 60.4 0.0 3.0 2.3 0.0 0.0 0.0 1.7 1.1 3.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 19 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 571,951 : : Positions : : 167,518 211,858 46,188 52,412 138,417 45,903 1,924 47,249 10,435 12,192 89,815 : : : : Changes from: April 26, 2011 : : 1,721 3,816 227 -2,377 2,827 -1,137 -1,134 1,652 -593 1,793 2,571 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 37.0 8.1 9.2 24.2 8.0 0.3 8.3 1.8 2.1 15.7 : : : : Number of Traders in Each Category Total Traders: 138 : : 39 40 16 13 26 21 8 16 15 18 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 3,041,355 : : Positions : : 395,417 613,830 216,891 360,996 833,877 314,696 20,873 362,451 110,199 81,984 692,676 : : : : Changes from: April 26, 2011 : : 25,919 20,079 -2,378 -4,611 14,332 -4,888 2,406 23,804 -2,873 3,348 24,396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 20.2 7.1 11.9 27.4 10.3 0.7 11.9 3.6 2.7 22.8 : : : : Number of Traders in Each Category Total Traders: 421 : : 51 59 15 30 39 109 41 94 89 63 131 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 209,514 : : Positions : : 36,926 118,360 7,764 20,184 13,564 2,268 29,430 10,715 123,366 1,249 13,659 : : : : Changes from: April 26, 2011 : : 1,407 -16 780 1,234 65 -211 1,686 203 1,345 66 -720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 56.5 3.7 9.6 6.5 1.1 14.0 5.1 58.9 0.6 6.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 13 15 . 6 8 . 10 6 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 217,962 : : Positions : : 51,941 33,017 41,456 81,054 27,159 989 0 200 49,253 16,882 5,673 : : : : Changes from: April 26, 2011 : : -2,537 374 -5,547 2,996 -5,801 250 0 -250 245 -509 -1,390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 15.1 19.0 37.2 12.5 0.5 0.0 0.1 22.6 7.7 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 7 7 7 8 15 . 0 . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 167,568 : : Positions : : 13,720 14,615 12,840 50,266 65,882 32,943 0 16,544 5,881 2,615 12,641 : : : : Changes from: April 26, 2011 : : -113 1,169 -438 -1,806 528 -297 0 269 166 -6 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 8.7 7.7 30.0 39.3 19.7 0.0 9.9 3.5 1.6 7.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 7 7 7 11 16 18 0 11 11 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 663,433 : : Positions : : 114,822 90,258 51,892 120,012 315,305 0 3,387 11,484 51,585 2,161 99,996 : : : : Changes from: April 26, 2011 : : -10,099 -7,837 -1,193 -8,705 -18,395 0 133 -1,331 -4,575 508 -9,178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 13.6 7.8 18.1 47.5 0.0 0.5 1.7 7.8 0.3 15.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 7 8 9 18 27 0 . . 11 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 28,754 : : Positions : : 14,394 15,356 6,382 4,944 6,928 0 100 700 0 376 275 : : : : Changes from: April 26, 2011 : : -2,944 -3,920 -376 763 -4,720 0 0 0 -25 -188 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 53.4 22.2 17.2 24.1 0.0 0.3 2.4 0.0 1.3 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 23 9 4 11 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 79,702 : : Positions : : 9,469 4,267 33,242 22,898 22,449 6,159 11,788 1,731 0 8,624 2,800 : : : : Changes from: April 26, 2011 : : 1,352 0 -4,049 4,377 -3,106 447 -7,700 0 0 683 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 5.4 41.7 28.7 28.2 7.7 14.8 2.2 0.0 10.8 3.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 6 5 11 9 16 6 4 6 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 34,881 : : Positions : : 1,611 3,705 7,974 10,993 12,051 5,453 803 2,492 163 0 2,113 : : : : Changes from: April 26, 2011 : : 0 0 -128 705 -61 983 0 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.6 10.6 22.9 31.5 34.5 15.6 2.3 7.1 0.5 0.0 6.1 : : : : Number of Traders in Each Category Total Traders: 25 : : . 4 7 5 11 6 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 12,545 : : Positions : : 4,320 2,705 4,090 6,180 3,310 600 287 0 225 0 0 : : : : Changes from: April 26, 2011 : : -625 -500 -180 -205 515 0 -82 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 21.6 32.6 49.3 26.4 4.8 2.3 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 8 6 6 7 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 19,220 : : Positions : : 1,338 2,722 1,120 3,565 4,757 3,980 535 2,453 579 858 1,231 : : : : Changes from: April 26, 2011 : : 436 -118 -89 91 -66 80 -110 -183 -119 664 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 14.2 5.8 18.6 24.8 20.7 2.8 12.8 3.0 4.5 6.4 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . 5 7 7 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 16,536 : : Positions : : 1,254 1,090 3,975 1,546 9,783 10 170 162 232 1,765 359 : : : : Changes from: April 26, 2011 : : -66 168 15 -193 -350 -126 -5 9 121 21 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 6.6 24.0 9.4 59.2 0.1 1.0 1.0 1.4 10.7 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 4 7 8 14 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 336,353 : : Positions : : 125,860 229,212 36,560 6,711 23,626 71,265 8,560 20,321 11,625 12,221 19,400 : : : : Changes from: April 26, 2011 : : 6,113 2,824 -348 1,579 -1,138 1,531 1,106 -615 101 540 2,358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 68.1 10.9 2.0 7.0 21.2 2.5 6.0 3.5 3.6 5.8 : : : : Number of Traders in Each Category Total Traders: 202 : : 55 74 16 6 15 63 6 26 15 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 28,363 : : Positions : : 10,003 22,418 2,727 760 702 3,375 0 0 6,219 0 457 : : : : Changes from: April 26, 2011 : : -4,544 -3,944 -719 -613 -235 -490 0 -186 -1,494 -57 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 79.0 9.6 2.7 2.5 11.9 0.0 0.0 21.9 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 20 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 3,086 : : Positions : : 2,065 2,077 559 200 312 0 0 0 0 275 150 : : : : Changes from: April 26, 2011 : : -216 -669 -39 100 -350 0 0 0 -100 250 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 67.3 18.1 6.5 10.1 0.0 0.0 0.0 0.0 8.9 4.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 5 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 50,924 : : Positions : : 35,811 30,351 7,358 14,320 5,534 1,172 379 265 0 0 0 : : : : Changes from: April 26, 2011 : : -6,167 -5,406 188 -93 -9 -11 -563 25 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 59.6 14.4 28.1 10.9 2.3 0.7 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 22 9 7 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A18 Open Interest is 13,065 : : Positions : : 8,690 12,915 4,025 0 150 0 0 0 0 0 0 : : : : Changes from: April 26, 2011 : : -885 -1,060 -150 0 -165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 98.9 30.8 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 5 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 7,255 : : Positions : : 4,140 2,335 2,545 880 375 0 240 0 195 3,425 0 : : : : Changes from: April 26, 2011 : : -857 -425 -433 -435 -50 0 -30 0 25 -375 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 32.2 35.1 12.1 5.2 0.0 3.3 0.0 2.7 47.2 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 12 11 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 10,298 : : Positions : : 6,775 7,004 1,566 1,939 1,110 124 0 0 255 0 45 : : : : Changes from: April 26, 2011 : : -1,765 -1,305 168 -234 -417 4 0 0 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 68.0 15.2 18.8 10.8 1.2 0.0 0.0 2.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 11 7 5 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 15,495 : : Positions : : 7,673 6,066 3,374 3,958 2,298 1,162 0 30 356 2,573 348 : : : : Changes from: April 26, 2011 : : -1,138 -1,124 165 -45 -279 -311 0 0 -96 -218 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 39.1 21.8 25.5 14.8 7.5 0.0 0.2 2.3 16.6 2.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 18 5 10 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 9,592 : : Positions : : 7,081 5,781 163 2,386 705 967 0 306 0 150 150 : : : : Changes from: April 26, 2011 : : -1,165 -917 -150 -585 96 -160 0 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 60.3 1.7 24.9 7.3 10.1 0.0 3.2 0.0 1.6 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 22 4 5 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 29,718 : : Positions : : 5,476 20,337 6,904 2,848 5,083 1,830 0 50 9,332 563 573 : : : : Changes from: April 26, 2011 : : -459 -1,612 -352 73 -219 -654 0 0 -191 -151 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 68.4 23.2 9.6 17.1 6.2 0.0 0.2 31.4 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 15 12 6 10 4 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 16,343 : : Positions : : 10,117 8,306 555 2,864 590 2,100 0 588 644 0 0 : : : : Changes from: April 26, 2011 : : -2,294 -3,410 -106 -469 -350 -241 -95 -51 -37 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 50.8 3.4 17.5 3.6 12.8 0.0 3.6 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 4 4 . 0 . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 6, 2011