Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 40,585 : : Positions : : 29,162 36,483 5,758 174 2,369 0 0 0 1,637 250 1,140 : : : : Changes from: May 1, 2012 : : -5,553 -5,890 -491 47 -573 0 0 0 108 50 475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 89.9 14.2 0.4 5.8 0.0 0.0 0.0 4.0 0.6 2.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 34 11 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 23,750 : : Positions : : 19,410 18,522 710 1,669 3,523 0 0 0 0 0 0 : : : : Changes from: May 1, 2012 : : -4,013 -4,519 98 568 -788 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 78.0 3.0 7.0 14.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 22 4 5 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 11,549 : : Positions : : 6,436 6,807 849 276 2,179 63 0 78 188 331 316 : : : : Changes from: May 1, 2012 : : -217 -427 -324 -10 -151 0 0 46 -79 -187 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 58.9 7.4 2.4 18.9 0.5 0.0 0.7 1.6 2.9 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 25 7 5 12 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 6,537 : : Positions : : 2,887 4,129 1,009 257 1,161 0 0 0 298 85 308 : : : : Changes from: May 1, 2012 : : -784 -791 -3 -16 -250 0 0 0 -43 -7 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 63.2 15.4 3.9 17.8 0.0 0.0 0.0 4.6 1.3 4.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 34 9 4 13 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 3,654 : : Positions : : 1,299 2,247 176 326 343 206 0 0 741 35 244 : : : : Changes from: May 1, 2012 : : -24 -129 -61 101 25 -37 0 0 182 10 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 61.5 4.8 8.9 9.4 5.6 0.0 0.0 20.3 1.0 6.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 17 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 1,904 : : Positions : : 1,397 923 16 171 191 0 0 0 60 258 0 : : : : Changes from: May 1, 2012 : : -264 -204 0 -95 -19 0 0 0 -15 -36 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 48.5 0.8 9.0 10.0 0.0 0.0 0.0 3.2 13.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 12,003 : : Positions : : 10,650 10,123 950 839 262 0 0 0 0 700 0 : : : : Changes from: May 1, 2012 : : -707 -903 -30 118 -76 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 84.3 7.9 7.0 2.2 0.0 0.0 0.0 0.0 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 6,336 : : Positions : : 3,522 483 398 3,303 2,110 0 0 0 0 245 0 : : : : Changes from: May 1, 2012 : : -385 -169 -776 -939 -84 0 0 0 0 -79 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 7.6 6.3 52.1 33.3 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 . . 10 10 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 21,174 : : Positions : : 17,035 14,413 2,059 2,003 1,602 0 0 0 0 2,838 318 : : : : Changes from: May 1, 2012 : : -4,526 -4,272 -112 -378 -455 0 0 0 0 17 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 68.1 9.7 9.5 7.6 0.0 0.0 0.0 0.0 13.4 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 4 6 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 338,310 : : Positions : : 111,283 172,439 51,449 10,260 25,921 39,297 11,663 24,287 10,407 28,138 36,021 : : : : Changes from: May 1, 2012 : : 3,868 -15,545 4,284 548 4,192 -10,277 3,616 1,069 -1,801 -1,417 6,896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 51.0 15.2 3.0 7.7 11.6 3.4 7.2 3.1 8.3 10.6 : : : : Number of Traders in Each Category Total Traders: 158 : : 46 65 15 . 15 28 21 23 9 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 13,172 : : Positions : : 8,410 6,996 1,846 864 2,147 0 0 0 450 2,869 107 : : : : Changes from: May 1, 2012 : : -3,357 -3,773 -709 285 -409 0 0 0 -92 -610 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 53.1 14.0 6.6 16.3 0.0 0.0 0.0 3.4 21.8 0.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 31 5 5 10 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 10,107 : : Positions : : 5,684 6,295 1,645 1,857 1,955 733 0 0 50 0 0 : : : : Changes from: May 1, 2012 : : 57 7 50 -120 250 -224 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 62.3 16.3 18.4 19.3 7.3 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 12 21 6 7 7 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 14,710 : : Positions : : 9,635 12,140 275 1,165 300 0 0 0 3,775 380 725 : : : : Changes from: May 1, 2012 : : 480 -195 0 0 0 0 0 0 -675 0 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 82.5 1.9 7.9 2.0 0.0 0.0 0.0 25.7 2.6 4.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 11,936 : : Positions : : 7,409 9,502 0 227 149 655 247 144 1,862 0 884 : : : : Changes from: May 1, 2012 : : -266 385 0 -205 11 0 -11 0 513 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 79.6 0.0 1.9 1.2 5.5 2.1 1.2 15.6 0.0 7.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 0 . . 4 . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 22,080 : : Positions : : 20,753 19,418 4 245 752 0 0 0 107 1,299 119 : : : : Changes from: May 1, 2012 : : 2,134 2,074 4 -344 317 0 0 0 15 352 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 87.9 0.0 1.1 3.4 0.0 0.0 0.0 0.5 5.9 0.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 41 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 1,470 : : Positions : : 942 801 107 0 90 0 0 0 7 97 52 : : : : Changes from: May 1, 2012 : : -116 81 18 -10 -2 0 0 0 7 -88 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 54.5 7.3 0.0 6.1 0.0 0.0 0.0 0.5 6.6 3.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 548,222 : : Positions : : 190,918 143,988 71,930 121,376 78,482 25,863 22,858 27,852 15,136 21,764 113,940 : : : : Changes from: May 1, 2012 : : 14,541 6,133 9,723 2,396 -1,198 -8,826 1,049 376 -248 5,667 -3,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 26.3 13.1 22.1 14.3 4.7 4.2 5.1 2.8 4.0 20.8 : : : : Number of Traders in Each Category Total Traders: 130 : : 41 36 10 17 25 13 12 16 12 20 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 2,554,593 : : Positions : : 348,901 420,461 164,409 366,998 664,635 197,554 49,562 387,650 166,118 64,791 525,080 : : : : Changes from: May 1, 2012 : : 3,471 -12,224 6,933 -24,376 9,438 -43,586 28,237 4,098 14,076 -10,367 22,111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 16.5 6.4 14.4 26.0 7.7 1.9 15.2 6.5 2.5 20.6 : : : : Number of Traders in Each Category Total Traders: 390 : : 54 54 17 33 44 71 56 93 98 44 120 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 255,488 : : Positions : : 70,715 112,072 7,606 21,074 28,809 2,470 27,583 29,635 87,405 5,040 27,500 : : : : Changes from: May 1, 2012 : : 7,471 -1,818 56 -755 5,033 -1,003 6,541 5,771 -905 688 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 43.9 3.0 8.2 11.3 1.0 10.8 11.6 34.2 2.0 10.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 18 . 5 7 . 5 4 7 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 201,172 : : Positions : : 32,335 15,803 39,552 85,455 23,819 8,178 0 348 57,817 12,457 1,100 : : : : Changes from: May 1, 2012 : : 686 34 1,692 -24 -929 -810 0 0 161 -277 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 7.9 19.7 42.5 11.8 4.1 0.0 0.2 28.7 6.2 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 5 7 8 12 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 80,562 : : Positions : : 5,995 6,698 6,407 17,689 32,089 7,935 443 9,419 4,177 108 11,604 : : : : Changes from: May 1, 2012 : : -963 -627 -1,823 -3,565 -871 -588 424 -215 -437 -379 382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 8.3 8.0 22.0 39.8 9.9 0.5 11.7 5.2 0.1 14.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 5 5 9 10 17 10 . 7 8 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 403,519 : : Positions : : 49,293 42,517 51,028 80,431 196,140 0 631 19,458 29,059 1,580 49,528 : : : : Changes from: May 1, 2012 : : -2,933 -2,228 -4,473 -5,586 -9,959 0 -2,516 -1,318 -3,754 -632 -1,939 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 10.5 12.6 19.9 48.6 0.0 0.2 4.8 7.2 0.4 12.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 5 5 8 18 26 0 . . 10 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 20,528 : : Positions : : 7,761 14,899 8,861 1,247 2,284 0 0 0 912 1,388 0 : : : : Changes from: May 1, 2012 : : 756 1,361 705 275 -150 0 0 0 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 72.6 43.2 6.1 11.1 0.0 0.0 0.0 4.4 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 13 8 4 7 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 89,331 : : Positions : : 2,448 3,246 27,762 21,606 37,258 4,255 1,527 1,123 995 7,461 12,220 : : : : Changes from: May 1, 2012 : : 305 305 -320 -150 1,451 24 0 1,015 -50 30 206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 3.6 31.1 24.2 41.7 4.8 1.7 1.3 1.1 8.4 13.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 . 9 9 15 . . 4 . 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 37,885 : : Positions : : 2,870 3,050 10,813 9,501 15,753 1,735 1,640 850 1,061 1,479 1,700 : : : : Changes from: May 1, 2012 : : 0 0 -28 -813 1,992 -150 685 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 8.1 28.5 25.1 41.6 4.6 4.3 2.2 2.8 3.9 4.5 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 4 7 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 6,546 : : Positions : : 1,265 1,900 760 3,091 1,501 2,550 0 0 450 0 0 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 29.0 11.6 47.2 22.9 39.0 0.0 0.0 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 6 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 35,243 : : Positions : : 4,293 877 2,126 3,062 8,695 955 2,068 5,983 4,119 4,483 4,710 : : : : Changes from: May 1, 2012 : : -1,433 195 693 39 96 13 430 393 383 -1,109 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 2.5 6.0 8.7 24.7 2.7 5.9 17.0 11.7 12.7 13.4 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 6 5 11 4 6 7 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 15,839 : : Positions : : 125 91 940 1,977 9,977 2,000 675 1,034 823 1,238 242 : : : : Changes from: May 1, 2012 : : -58 -186 488 -764 1,827 -429 -65 -26 82 766 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 0.6 5.9 12.5 63.0 12.6 4.3 6.5 5.2 7.8 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : . . 4 10 13 9 4 4 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 98,751 : : Positions : : 10,079 9,626 13,950 15,554 49,719 1,946 0 5,414 983 1,610 8,514 : : : : Changes from: May 1, 2012 : : 82 526 -1,204 -2,794 -112 794 0 969 -1,229 1,067 832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 9.7 14.1 15.8 50.3 2.0 0.0 5.5 1.0 1.6 8.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 6 10 16 . 0 . 4 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 336,398 : : Positions : : 101,503 209,422 32,032 9,616 26,435 77,703 5,970 22,624 18,123 12,374 35,896 : : : : Changes from: May 1, 2012 : : 13,807 2,712 1,693 -1,293 3,723 -5,936 3,266 1,779 -1,862 364 2,470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 62.3 9.5 2.9 7.9 23.1 1.8 6.7 5.4 3.7 10.7 : : : : Number of Traders in Each Category Total Traders: 210 : : 62 73 16 5 16 63 14 34 17 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 21,131 : : Positions : : 6,168 12,989 0 2,427 0 2,879 0 51 6,147 0 98 : : : : Changes from: May 1, 2012 : : -60 1,115 0 126 -75 300 0 -300 149 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 61.5 0.0 11.5 0.0 13.6 0.0 0.2 29.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 20 0 . 0 . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 5,641 : : Positions : : 4,466 4,910 303 0 197 0 0 0 0 0 0 : : : : Changes from: May 1, 2012 : : 200 200 25 0 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 87.0 5.4 0.0 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 8,298 : : Positions : : 3,743 3,658 2,509 507 1,560 0 0 0 24 2,264 250 : : : : Changes from: May 1, 2012 : : -995 -321 -58 -31 -299 0 0 0 -50 -779 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 44.1 30.2 6.1 18.8 0.0 0.0 0.0 0.3 27.3 3.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 17 9 4 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 50,305 : : Positions : : 36,752 27,045 5,229 19,245 3,338 2,300 0 301 1,825 200 0 : : : : Changes from: May 1, 2012 : : -6,316 -654 -173 -5,616 -118 25 0 75 200 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 53.8 10.4 38.3 6.6 4.6 0.0 0.6 3.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 23 9 6 9 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 23,473 : : Positions : : 19,444 19,540 3,135 3,301 632 0 0 0 262 0 0 : : : : Changes from: May 1, 2012 : : -587 -482 -190 -295 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 83.2 13.4 14.1 2.7 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 8 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 8,218 : : Positions : : 4,270 2,600 2,803 490 945 0 1,093 0 200 3,000 0 : : : : Changes from: May 1, 2012 : : -560 -775 -252 -100 -110 0 232 0 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 31.6 34.1 6.0 11.5 0.0 13.3 0.0 2.4 36.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 6 9 . 7 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 33,399 : : Positions : : 16,753 22,703 4,096 3,008 4,391 563 328 0 4,885 155 2,711 : : : : Changes from: May 1, 2012 : : 3,108 5,719 213 9 326 0 0 0 2,369 -100 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 68.0 12.3 9.0 13.1 1.7 1.0 0.0 14.6 0.5 8.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 23 26 11 7 14 . . 0 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 4,617 : : Positions : : 2,759 2,196 1,602 692 100 0 0 0 96 1,116 0 : : : : Changes from: May 1, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 47.6 34.7 15.0 2.2 0.0 0.0 0.0 2.1 24.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 9,673 : : Positions : : 6,914 5,672 836 1,511 612 0 283 331 944 1,138 0 : : : : Changes from: May 1, 2012 : : 625 858 375 -88 72 0 53 25 701 884 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 58.6 8.6 15.6 6.3 0.0 2.9 3.4 9.8 11.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 16 . 4 5 0 . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 29,454 : : Positions : : 9,868 17,284 5,077 6,571 1,666 0 656 1,167 10,690 654 509 : : : : Changes from: May 1, 2012 : : -489 445 220 150 -141 0 -444 15 300 96 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 58.7 17.2 22.3 5.7 0.0 2.2 4.0 36.3 2.2 1.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 10 24 9 6 8 0 . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 6,294 : : Positions : : 4,509 5,251 0 0 0 0 0 0 1,090 430 585 : : : : Changes from: May 1, 2012 : : 300 250 0 0 0 0 0 0 20 70 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 83.4 0.0 0.0 0.0 0.0 0.0 0.0 17.3 6.8 9.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 0 0 0 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 25,146 : : Positions : : 17,341 14,713 423 5,998 272 1,453 269 24 1,299 0 0 : : : : Changes from: May 1, 2012 : : -714 -260 50 -101 -70 -259 269 0 -401 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 58.5 1.7 23.9 1.1 5.8 1.1 0.1 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 4 . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 11, 2012