Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 34,821 : : Positions : : 25,794 27,002 4,584 3,466 3,089 0 0 0 856 373 301 : : : : Changes from: May 3, 2011 : : 1,350 2,284 429 -606 136 0 0 0 25 120 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 77.5 13.2 10.0 8.9 0.0 0.0 0.0 2.5 1.1 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 30 9 7 13 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 14,480 : : Positions : : 10,520 13,084 2,795 246 1,030 0 0 0 0 0 0 : : : : Changes from: May 3, 2011 : : 721 1,580 670 -178 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.4 19.3 1.7 7.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 9,791 : : Positions : : 5,792 6,056 771 221 1,480 0 0 0 96 385 161 : : : : Changes from: May 3, 2011 : : 192 253 170 -44 94 0 0 0 3 34 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 61.9 7.9 2.3 15.1 0.0 0.0 0.0 1.0 3.9 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 7 4 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,227 : : Positions : : 2,799 4,190 1,404 154 598 0 0 0 575 145 278 : : : : Changes from: May 3, 2011 : : 532 695 85 8 150 0 0 0 71 15 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 67.3 22.5 2.5 9.6 0.0 0.0 0.0 9.2 2.3 4.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 37 8 . 9 0 0 0 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 2,686 : : Positions : : 862 726 227 420 462 0 210 0 499 365 126 : : : : Changes from: May 3, 2011 : : 20 60 -20 -50 96 0 0 0 25 -10 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 27.0 8.5 15.6 17.2 0.0 7.8 0.0 18.6 13.6 4.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 . 4 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 1,558 : : Positions : : 882 898 254 80 165 0 0 0 0 50 0 : : : : Changes from: May 3, 2011 : : 108 74 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 57.6 16.3 5.1 10.6 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,497 : : Positions : : 922 1,100 40 57 74 0 0 0 0 15 35 : : : : Changes from: May 3, 2011 : : -101 -298 -86 -18 -72 0 0 0 -20 15 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 73.5 2.7 3.8 4.9 0.0 0.0 0.0 0.0 1.0 2.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 11,030 : : Positions : : 4,980 8,534 4,980 1,246 830 0 0 0 0 0 0 : : : : Changes from: May 3, 2011 : : 461 522 525 590 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 77.4 45.1 11.3 7.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 11,943 : : Positions : : 9,021 9,516 2,331 1,193 446 0 0 0 0 767 0 : : : : Changes from: May 3, 2011 : : 1,233 626 470 927 0 0 0 0 0 175 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 79.7 19.5 10.0 3.7 0.0 0.0 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 6 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 383,188 : : Positions : : 128,245 216,835 61,708 5,108 31,083 42,344 9,779 25,767 8,797 21,785 42,198 : : : : Changes from: May 3, 2011 : : -9,947 -15,672 6,593 -1,472 -1,380 -7,425 1,192 3,292 -155 -1,540 6,742 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 56.6 16.1 1.3 8.1 11.1 2.6 6.7 2.3 5.7 11.0 : : : : Number of Traders in Each Category Total Traders: 153 : : 44 59 15 7 20 29 11 20 13 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 123,956 : : Positions : : 49,503 59,690 14,630 1,042 20,983 0 0 0 255 5,886 32,460 : : : : Changes from: May 3, 2011 : : -3,128 -3,050 120 271 -1,754 0 0 0 58 -240 -2,511 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 48.2 11.8 0.8 16.9 0.0 0.0 0.0 0.2 4.7 26.2 : : : : 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 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 13,016 : : Positions : : 8,548 9,108 2,186 1,200 1,477 300 0 50 175 941 240 : : : : Changes from: May 3, 2011 : : 861 1,400 340 0 200 0 0 0 0 61 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 70.0 16.8 9.2 11.3 2.3 0.0 0.4 1.3 7.2 1.8 : : : : Number of Traders in Each Category Total Traders: 65 : : 27 26 8 6 9 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,044 : : Positions : : 4,345 4,544 1,579 1,695 175 675 0 0 100 460 170 : : : : Changes from: May 3, 2011 : : 450 450 50 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 64.5 22.4 24.1 2.5 9.6 0.0 0.0 1.4 6.5 2.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 10 7 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 3,798 : : Positions : : 1,716 1,251 88 290 112 0 0 0 331 639 312 : : : : Changes from: May 3, 2011 : : -42 1 0 28 0 0 0 0 67 -9 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 32.9 2.3 7.6 2.9 0.0 0.0 0.0 8.7 16.8 8.2 : : : : 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 10, 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 7,783 : : Positions : : 5,308 5,715 36 253 233 140 60 379 744 98 539 : : : : Changes from: May 3, 2011 : : 164 171 36 -23 80 -71 -76 -27 -189 -123 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 73.4 0.5 3.3 3.0 1.8 0.8 4.9 9.6 1.3 6.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 21 . . . . . . 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 10,723 : : Positions : : 9,781 9,127 327 30 214 0 238 40 160 729 51 : : : : Changes from: May 3, 2011 : : 463 500 125 0 -52 0 35 -30 32 122 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 85.1 3.0 0.3 2.0 0.0 2.2 0.4 1.5 6.8 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 25 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 1,466 : : Positions : : 983 997 0 50 30 0 0 0 57 7 62 : : : : Changes from: May 3, 2011 : : 158 200 0 10 0 0 0 0 35 -8 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 68.0 0.0 3.4 2.0 0.0 0.0 0.0 3.9 0.5 4.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 21 0 . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 565,897 : : Positions : : 165,286 195,853 45,234 53,176 131,723 43,152 8,535 45,054 11,530 12,745 89,621 : : : : Changes from: May 3, 2011 : : -2,232 -16,006 -955 764 -6,694 -2,751 6,612 -2,195 1,095 554 -193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 34.6 8.0 9.4 23.3 7.6 1.5 8.0 2.0 2.3 15.8 : : : : Number of Traders in Each Category Total Traders: 138 : : 38 38 15 12 24 20 8 16 19 13 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 3,090,401 : : Positions : : 404,347 617,137 230,638 333,495 845,033 287,379 31,666 389,906 102,031 75,714 722,867 : : : : Changes from: May 3, 2011 : : 8,929 3,307 13,747 -27,502 11,156 -27,317 10,792 27,455 -8,168 -6,270 30,191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 20.0 7.5 10.8 27.3 9.3 1.0 12.6 3.3 2.4 23.4 : : : : Number of Traders in Each Category Total Traders: 420 : : 50 57 17 29 40 101 44 101 89 65 138 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 216,848 : : Positions : : 43,203 118,022 8,914 22,284 13,990 1,524 32,725 11,057 121,853 1,414 15,125 : : : : Changes from: May 3, 2011 : : 6,277 -337 1,150 2,100 426 -744 3,295 342 -1,513 165 1,465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 54.4 4.1 10.3 6.5 0.7 15.1 5.1 56.2 0.7 7.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 15 . 6 8 . 10 6 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 217,162 : : Positions : : 52,166 30,464 39,188 79,099 28,316 1,059 0 200 52,418 16,982 5,567 : : : : Changes from: May 3, 2011 : : 225 -2,553 -2,268 -1,955 1,157 70 0 0 3,165 100 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 14.0 18.0 36.4 13.0 0.5 0.0 0.1 24.1 7.8 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 6 6 7 8 15 . 0 . 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 160,982 : : Positions : : 12,610 13,442 10,990 48,019 60,313 32,782 0 16,964 5,729 2,404 14,963 : : : : Changes from: May 3, 2011 : : -1,111 -1,172 -1,850 -2,247 -5,569 -160 0 420 -152 -212 2,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 8.4 6.8 29.8 37.5 20.4 0.0 10.5 3.6 1.5 9.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 7 7 6 12 16 20 . 10 9 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 633,144 : : Positions : : 107,446 85,057 46,081 110,530 306,426 0 2,905 10,334 48,967 1,911 95,652 : : : : Changes from: May 3, 2011 : : -7,376 -5,202 -5,811 -9,482 -8,879 0 -482 -1,150 -2,618 -249 -4,344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 13.4 7.3 17.5 48.4 0.0 0.5 1.6 7.7 0.3 15.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 9 18 27 0 . . 12 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 30,329 : : Positions : : 16,319 17,457 6,382 4,744 6,578 0 0 700 0 500 250 : : : : Changes from: May 3, 2011 : : 1,925 2,101 0 -200 -350 0 -100 0 0 124 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 57.6 21.0 15.6 21.7 0.0 0.0 2.3 0.0 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 22 9 4 11 0 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 78,098 : : Positions : : 9,469 4,267 33,037 22,200 22,885 4,210 11,788 1,731 0 7,124 2,800 : : : : Changes from: May 3, 2011 : : 0 0 -205 -698 436 -1,949 0 0 0 -1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 5.5 42.3 28.4 29.3 5.4 15.1 2.2 0.0 9.1 3.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 6 5 11 9 16 5 4 6 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 34,428 : : Positions : : 1,611 3,705 8,485 10,838 11,820 4,052 800 2,433 163 0 2,113 : : : : Changes from: May 3, 2011 : : 0 0 511 -155 -231 -1,401 -3 -59 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.7 10.8 24.6 31.5 34.3 11.8 2.3 7.1 0.5 0.0 6.1 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 7 5 11 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 13,595 : : Positions : : 4,470 2,705 3,910 6,600 3,940 1,050 287 0 225 0 0 : : : : Changes from: May 3, 2011 : : 150 0 -180 420 630 450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 19.9 28.8 48.5 29.0 7.7 2.1 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 9 5 7 8 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 20,863 : : Positions : : 1,594 2,480 770 3,704 4,842 4,184 475 2,405 1,457 2,123 1,071 : : : : Changes from: May 3, 2011 : : 257 -243 -350 139 85 203 -60 -48 878 1,265 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 11.9 3.7 17.8 23.2 20.1 2.3 11.5 7.0 10.2 5.1 : : : : Number of Traders in Each Category Total Traders: 24 : : . . . 5 7 8 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 15,395 : : Positions : : 1,178 1,403 4,039 1,801 8,043 258 167 221 608 1,983 328 : : : : Changes from: May 3, 2011 : : -76 314 64 254 -1,740 248 -2 59 376 218 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 9.1 26.2 11.7 52.2 1.7 1.1 1.4 4.0 12.9 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : . 4 10 5 14 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 329,798 : : Positions : : 126,717 220,487 34,866 9,003 27,292 71,847 9,942 13,796 11,218 12,133 20,649 : : : : Changes from: May 3, 2011 : : 857 -8,725 -1,694 2,292 3,666 583 1,382 -6,525 -406 -88 1,249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 66.9 10.6 2.7 8.3 21.8 3.0 4.2 3.4 3.7 6.3 : : : : Number of Traders in Each Category Total Traders: 200 : : 54 74 15 7 15 62 10 28 15 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 29,467 : : Positions : : 9,646 23,283 2,971 677 785 3,999 0 0 6,184 0 577 : : : : Changes from: May 3, 2011 : : -357 865 244 -83 83 624 0 0 -35 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 79.0 10.1 2.3 2.7 13.6 0.0 0.0 21.0 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 10 19 4 . . . 0 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 3,236 : : Positions : : 2,165 2,227 609 200 312 0 0 0 0 275 150 : : : : Changes from: May 3, 2011 : : 100 150 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 68.8 18.8 6.2 9.6 0.0 0.0 0.0 0.0 8.5 4.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 5 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 53,984 : : Positions : : 39,132 32,142 6,944 15,686 5,437 1,422 379 265 0 0 0 : : : : Changes from: May 3, 2011 : : 3,321 1,791 -414 1,366 -97 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 59.5 12.9 29.1 10.1 2.6 0.7 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 22 8 8 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A18 Open Interest is 12,785 : : Positions : : 8,690 12,590 3,700 0 195 0 0 0 0 0 0 : : : : Changes from: May 3, 2011 : : 0 -325 -325 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 98.5 28.9 0.0 1.5 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 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 17,470 : : Positions : : 14,149 13,070 2,556 3,675 725 0 0 0 0 0 0 : : : : Changes from: May 3, 2011 : : -2,180 -2,277 853 825 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 74.8 14.6 21.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 7,770 : : Positions : : 4,680 2,700 2,570 780 375 0 340 0 145 3,575 0 : : : : Changes from: May 3, 2011 : : 540 365 25 -100 0 0 100 0 -50 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 34.7 33.1 10.0 4.8 0.0 4.4 0.0 1.9 46.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 14 11 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 10,249 : : Positions : : 5,990 6,742 2,093 2,089 1,173 124 0 0 345 0 45 : : : : Changes from: May 3, 2011 : : -785 -262 527 150 63 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 65.8 20.4 20.4 11.4 1.2 0.0 0.0 3.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 12 7 5 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 17,454 : : Positions : : 7,342 6,464 5,268 3,738 2,587 1,258 0 30 356 4,032 515 : : : : Changes from: May 3, 2011 : : -331 398 1,894 -220 289 96 0 0 0 1,459 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 37.0 30.2 21.4 14.8 7.2 0.0 0.2 2.0 23.1 3.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 20 20 11 7 12 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 10,650 : : Positions : : 8,318 6,255 207 2,929 710 698 0 342 0 150 150 : : : : Changes from: May 3, 2011 : : 1,237 474 44 543 5 -269 0 36 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 58.7 1.9 27.5 6.7 6.6 0.0 3.2 0.0 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 4 5 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 29,572 : : Positions : : 5,401 20,090 6,904 2,273 5,592 1,330 0 125 9,085 563 665 : : : : Changes from: May 3, 2011 : : -75 -247 0 -575 509 -500 0 75 -247 0 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 67.9 23.3 7.7 18.9 4.5 0.0 0.4 30.7 1.9 2.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 15 12 6 11 4 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 17,524 : : Positions : : 10,719 8,672 330 3,364 539 3,101 0 349 923 425 0 : : : : Changes from: May 3, 2011 : : 602 366 -225 500 -51 1,001 0 -239 279 425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 49.5 1.9 19.2 3.1 17.7 0.0 2.0 5.3 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . 4 . . 0 . . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 13, 2010