Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 44,895 : : Positions : : 31,776 40,828 6,838 124 2,304 0 0 0 2,183 250 960 : : : : Changes from: May 22, 2012 : : 2,481 2,560 57 0 102 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 90.9 15.2 0.3 5.1 0.0 0.0 0.0 4.9 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 37 12 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 24,909 : : Positions : : 19,738 19,095 780 1,506 3,890 0 0 0 0 0 0 : : : : Changes from: May 22, 2012 : : 315 411 -55 9 25 0 -147 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 76.7 3.1 6.0 15.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 25 4 5 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 3,507 : : Positions : : 2,222 2,288 355 382 341 0 0 0 0 0 0 : : : : Changes from: May 22, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 65.2 10.1 10.9 9.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 15 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 14,399 : : Positions : : 8,278 8,815 1,042 343 2,494 21 0 49 274 426 304 : : : : Changes from: May 22, 2012 : : 745 710 1 27 267 0 0 0 30 50 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 61.2 7.2 2.4 17.3 0.1 0.0 0.3 1.9 3.0 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 7 6 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,437 : : Positions : : 4,189 5,722 1,225 197 1,364 0 0 90 377 159 387 : : : : Changes from: May 22, 2012 : : 329 435 74 14 40 0 0 0 -5 -33 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 67.8 14.5 2.3 16.2 0.0 0.0 1.1 4.5 1.9 4.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 39 10 . 13 0 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 4,589 : : Positions : : 1,693 2,819 228 336 534 298 0 0 841 35 319 : : : : Changes from: May 22, 2012 : : 135 185 5 -40 10 23 0 0 -30 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 61.4 5.0 7.3 11.6 6.5 0.0 0.0 18.3 0.8 7.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 18 4 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 2,401 : : Positions : : 1,797 1,225 16 212 205 0 0 0 60 321 5 : : : : Changes from: May 22, 2012 : : 114 145 0 -25 -38 0 0 0 0 -16 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 51.0 0.7 8.8 8.5 0.0 0.0 0.0 2.5 13.4 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 2,619 : : Positions : : 1,901 870 10 1,096 151 0 0 0 0 98 12 : : : : Changes from: May 22, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 33.2 0.4 41.8 5.8 0.0 0.0 0.0 0.0 3.7 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 5 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 15,826 : : Positions : : 13,985 12,803 704 1,248 996 0 0 0 0 700 0 : : : : Changes from: May 22, 2012 : : 215 650 105 -345 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 80.9 4.4 7.9 6.3 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 4 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 6,969 : : Positions : : 3,522 531 774 3,500 2,405 0 0 0 0 413 0 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 7.6 11.1 50.2 34.5 0.0 0.0 0.0 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 . 5 9 9 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 22,932 : : Positions : : 17,962 15,089 2,436 1,629 2,056 0 0 0 0 3,840 318 : : : : Changes from: May 22, 2012 : : 300 830 291 -249 174 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 65.8 10.6 7.1 9.0 0.0 0.0 0.0 0.0 16.7 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 5 5 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 323,646 : : Positions : : 133,227 172,775 53,242 9,163 15,321 26,504 17,602 26,175 12,356 20,435 24,825 : : : : Changes from: May 22, 2012 : : 6,390 -299 1,065 -1,250 -1,096 -961 4,766 -2,439 -1,381 -2,418 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 53.4 16.5 2.8 4.7 8.2 5.4 8.1 3.8 6.3 7.7 : : : : Number of Traders in Each Category Total Traders: 156 : : 49 58 16 . 15 27 24 23 9 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 15,688 : : Positions : : 9,994 8,464 1,818 753 2,783 0 0 0 550 3,153 359 : : : : Changes from: May 22, 2012 : : 162 212 45 39 108 0 0 0 100 56 251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 54.0 11.6 4.8 17.7 0.0 0.0 0.0 3.5 20.1 2.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 34 5 5 10 0 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 16,792 : : Positions : : 10,694 10,400 2,220 3,457 2,905 733 0 0 200 0 0 : : : : Changes from: May 22, 2012 : : 2,160 1,680 -300 300 600 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 61.9 13.2 20.6 17.3 4.4 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 21 5 8 9 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 12,414 : : Positions : : 7,835 10,526 72 49 215 634 63 127 2,186 50 1,031 : : : : Changes from: May 22, 2012 : : 141 -11 49 -108 15 -37 -82 0 -311 8 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 84.8 0.6 0.4 1.7 5.1 0.5 1.0 17.6 0.4 8.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 . . . . . . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 25,758 : : Positions : : 24,047 22,835 471 51 504 0 0 0 157 1,741 218 : : : : Changes from: May 22, 2012 : : 195 244 134 -61 -9 0 0 0 53 97 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 88.7 1.8 0.2 2.0 0.0 0.0 0.0 0.6 6.8 0.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 39 . . . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,187 : : Positions : : 1,543 1,292 0 0 0 0 13 152 91 0 0 : : : : Changes from: May 22, 2012 : : 68 19 0 0 0 0 4 -4 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 59.1 0.0 0.0 0.0 0.0 0.6 7.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 17 0 0 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 1,789 : : Positions : : 1,198 1,032 108 0 89 0 0 0 58 162 59 : : : : Changes from: May 22, 2012 : : 47 -23 5 0 -3 0 0 0 -6 50 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 57.7 6.0 0.0 5.0 0.0 0.0 0.0 3.2 9.1 3.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 436,272 : : Positions : : 143,877 104,336 80,251 118,430 51,920 19,455 19,857 27,087 18,995 24,897 74,203 : : : : Changes from: May 22, 2012 : : -299 1,051 -422 -2,021 2,746 -2,714 -713 6,377 287 -2,633 4,240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 23.9 18.4 27.1 11.9 4.5 4.6 6.2 4.4 5.7 17.0 : : : : Number of Traders in Each Category Total Traders: 130 : : 38 34 11 18 27 15 11 14 12 17 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,440,107 : : Positions : : 204,319 252,963 168,549 303,322 233,655 187,561 61,323 215,799 155,679 103,032 203,341 : : : : Changes from: May 22, 2012 : : -5,936 -5,367 1,559 -5,030 3,006 3,970 -557 -11,309 -4,431 5,282 12,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 17.6 11.7 21.1 16.2 13.0 4.3 15.0 10.8 7.2 14.1 : : : : Number of Traders in Each Category Total Traders: 338 : : 52 54 19 30 43 55 51 61 52 50 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 204,968 : : Positions : : 33,271 13,124 40,598 88,956 22,883 8,178 0 348 59,046 15,330 1,785 : : : : Changes from: May 22, 2012 : : 580 -3,050 -16 858 -533 0 0 0 508 183 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 6.4 19.8 43.4 11.2 4.0 0.0 0.2 28.8 7.5 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 4 7 8 12 . 0 . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 21,376 : : Positions : : 8,379 15,456 8,777 1,824 2,680 0 0 0 1,512 1,388 0 : : : : Changes from: May 22, 2012 : : -156 -56 100 0 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 72.3 41.1 8.5 12.5 0.0 0.0 0.0 7.1 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 13 8 5 7 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 84,309 : : Positions : : 2,443 3,246 26,687 19,672 38,004 4,225 1,527 1,314 860 8,222 7,780 : : : : Changes from: May 22, 2012 : : 0 0 -8 198 -24 186 0 12 0 0 -1,951 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 3.9 31.7 23.3 45.1 5.0 1.8 1.6 1.0 9.8 9.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 . 10 7 14 . . 4 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 34,551 : : Positions : : 2,370 2,650 9,627 10,281 14,672 1,549 1,097 196 1,061 816 2,200 : : : : Changes from: May 22, 2012 : : 0 0 -42 135 271 75 0 -640 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 7.7 27.9 29.8 42.5 4.5 3.2 0.6 3.1 2.4 6.4 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 5 6 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 6,387 : : Positions : : 1,490 1,675 760 3,436 1,222 2,358 0 0 450 0 0 : : : : Changes from: May 22, 2012 : : 225 -75 0 -300 0 -600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 26.2 11.9 53.8 19.1 36.9 0.0 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 6 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 26,152 : : Positions : : 3,316 257 2,130 2,829 6,683 816 1,241 3,367 3,702 4,445 3,978 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 0 0 -91 -104 947 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 1.0 8.1 10.8 25.6 3.1 4.7 12.9 14.2 17.0 15.2 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 4 4 8 . . . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 289,469 : : Positions : : 87,702 190,414 35,818 9,051 18,035 75,039 5,171 12,990 16,698 14,423 22,840 : : : : Changes from: May 22, 2012 : : -10,747 -11,404 1,327 -681 -1,042 -2,002 -597 -5,789 10 -377 -632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 65.8 12.4 3.1 6.2 25.9 1.8 4.5 5.8 5.0 7.9 : : : : Number of Traders in Each Category Total Traders: 194 : : 59 72 15 6 14 57 9 30 13 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 23,399 : : Positions : : 6,203 14,769 786 2,398 30 3,649 0 58 6,542 0 110 : : : : Changes from: May 22, 2012 : : 412 514 246 0 0 225 0 -67 146 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 63.1 3.4 10.2 0.1 15.6 0.0 0.2 28.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 22 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 10,299 : : Positions : : 4,641 4,293 3,150 448 2,022 0 0 0 24 3,079 250 : : : : Changes from: May 22, 2012 : : 250 100 -28 -104 304 0 0 0 0 94 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 41.7 30.6 4.3 19.6 0.0 0.0 0.0 0.2 29.9 2.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 18 10 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 55,656 : : Positions : : 42,422 31,544 5,424 20,444 2,842 1,900 0 400 2,000 200 50 : : : : Changes from: May 22, 2012 : : 634 404 100 180 15 -50 0 0 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 56.7 9.7 36.7 5.1 3.4 0.0 0.7 3.6 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 22 9 6 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 28,042 : : Positions : : 24,124 23,669 2,519 3,308 1,065 0 0 0 262 0 0 : : : : Changes from: May 22, 2012 : : 450 240 -395 -113 108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 84.4 9.0 11.8 3.8 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 6 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 11,623 : : Positions : : 6,515 4,095 3,298 935 1,430 0 1,413 0 200 3,750 0 : : : : Changes from: May 22, 2012 : : 20 245 275 -50 180 0 274 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 35.2 28.4 8.0 12.3 0.0 12.2 0.0 1.7 32.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 9 8 4 9 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 7,567 : : Positions : : 3,512 7,109 798 0 383 429 0 0 2,189 60 0 : : : : Changes from: May 22, 2012 : : -44 131 25 0 0 138 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 93.9 10.5 0.0 5.1 5.7 0.0 0.0 28.9 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 38,057 : : Positions : : 17,762 25,318 4,448 2,384 5,225 763 514 32 5,508 0 4,033 : : : : Changes from: May 22, 2012 : : 355 594 -398 -123 355 0 -32 32 190 -322 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 66.5 11.7 6.3 13.7 2.0 1.4 0.1 14.5 0.0 10.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 24 27 12 6 15 . . . 8 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 7,598 : : Positions : : 4,588 2,357 2,658 660 196 0 0 0 96 3,872 0 : : : : Changes from: May 22, 2012 : : 117 21 144 0 0 0 0 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 31.0 35.0 8.7 2.6 0.0 0.0 0.0 1.3 51.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 5 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,874 : : Positions : : 8,396 6,748 1,026 1,385 877 300 444 311 747 1,735 164 : : : : Changes from: May 22, 2012 : : -112 411 360 -45 -74 300 276 0 43 -139 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 56.8 8.6 11.7 7.4 2.5 3.7 2.6 6.3 14.6 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 31,597 : : Positions : : 11,101 18,807 5,177 6,721 2,710 0 449 393 11,413 1,424 176 : : : : Changes from: May 22, 2012 : : 345 -209 -150 225 624 0 0 -624 -9 110 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 59.5 16.4 21.3 8.6 0.0 1.4 1.2 36.1 4.5 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 14 25 9 6 10 0 . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #869652 Open Interest is 6,335 : : Positions : : 4,573 5,125 0 0 0 0 0 0 1,010 525 540 : : : : Changes from: May 22, 2012 : : -290 -400 0 0 0 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 80.9 0.0 0.0 0.0 0.0 0.0 0.0 15.9 8.3 8.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 0 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2012 : 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 26,564 : : Positions : : 17,212 15,575 749 5,716 189 1,734 513 150 1,438 0 0 : : : : Changes from: May 22, 2012 : : 183 837 116 192 32 425 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 58.6 2.8 21.5 0.7 6.5 1.9 0.6 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . 4 . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 5, 2012