Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 41,653 : : Positions : : 29,503 37,786 6,168 124 2,364 0 0 0 2,128 250 960 : : : : Changes from: May 8, 2012 : : 341 1,303 410 -50 -5 0 0 0 491 0 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 90.7 14.8 0.3 5.7 0.0 0.0 0.0 5.1 0.6 2.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 35 12 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 24,468 : : Positions : : 19,845 19,194 750 1,559 3,703 0 0 0 0 0 0 : : : : Changes from: May 8, 2012 : : 435 672 40 -110 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 78.4 3.1 6.4 15.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 23 4 5 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 11,985 : : Positions : : 6,445 7,093 979 276 2,122 63 0 28 234 321 286 : : : : Changes from: May 8, 2012 : : 9 286 130 0 -57 0 0 -50 46 -10 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 59.2 8.2 2.3 17.7 0.5 0.0 0.2 2.0 2.7 2.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 7 5 12 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 7,285 : : Positions : : 3,476 4,786 1,126 207 1,230 0 0 90 323 135 304 : : : : Changes from: May 8, 2012 : : 589 657 117 -50 69 0 0 90 25 50 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 65.7 15.5 2.8 16.9 0.0 0.0 1.2 4.4 1.9 4.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 35 39 9 4 13 0 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 3,971 : : Positions : : 1,335 2,416 213 331 449 229 0 0 846 35 269 : : : : Changes from: May 8, 2012 : : 36 169 37 5 106 23 0 0 105 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 60.8 5.4 8.3 11.3 5.8 0.0 0.0 21.3 0.9 6.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 19 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 2,104 : : Positions : : 1,553 1,010 16 236 201 0 0 0 60 293 0 : : : : Changes from: May 8, 2012 : : 156 87 0 65 10 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 48.0 0.8 11.2 9.6 0.0 0.0 0.0 2.9 13.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 4 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 13,478 : : Positions : : 11,812 11,475 1,230 874 250 0 0 0 0 800 0 : : : : Changes from: May 8, 2012 : : 1,162 1,352 280 35 -12 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 85.1 9.1 6.5 1.9 0.0 0.0 0.0 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 6,741 : : Positions : : 3,516 531 720 3,440 2,237 0 0 0 0 413 0 : : : : Changes from: May 8, 2012 : : -6 48 322 137 127 0 0 0 0 168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 7.9 10.7 51.0 33.2 0.0 0.0 0.0 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 . 5 9 10 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 20,860 : : Positions : : 16,646 13,804 1,989 1,603 1,747 0 0 0 0 3,388 318 : : : : Changes from: May 8, 2012 : : -389 -609 -70 -400 145 0 0 0 0 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 66.2 9.5 7.7 8.4 0.0 0.0 0.0 0.0 16.2 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 16 4 6 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 345,777 : : Positions : : 118,919 173,972 53,376 10,383 27,272 34,849 12,355 24,772 10,225 26,163 40,279 : : : : Changes from: May 8, 2012 : : 7,635 1,533 1,927 122 1,351 -4,448 691 485 -182 -1,975 4,258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 50.3 15.4 3.0 7.9 10.1 3.6 7.2 3.0 7.6 11.6 : : : : Number of Traders in Each Category Total Traders: 160 : : 47 63 16 4 18 25 22 27 10 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 14,086 : : Positions : : 8,996 7,494 1,723 564 2,616 0 0 0 450 3,119 107 : : : : Changes from: May 8, 2012 : : 586 498 -123 -300 469 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 53.2 12.2 4.0 18.6 0.0 0.0 0.0 3.2 22.1 0.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 33 5 5 10 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 11,692 : : Positions : : 6,719 7,430 1,920 2,032 2,230 733 0 0 50 0 0 : : : : Changes from: May 8, 2012 : : 1,035 1,135 275 175 275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 63.5 16.4 17.4 19.1 6.3 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 21 5 8 8 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 12,787 : : Positions : : 8,310 10,701 0 127 152 654 135 144 2,082 27 942 : : : : Changes from: May 8, 2012 : : 901 1,199 0 -100 3 -1 -112 0 220 27 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 83.7 0.0 1.0 1.2 5.1 1.1 1.1 16.3 0.2 7.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 24 0 . . 4 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 24,757 : : Positions : : 23,154 21,785 353 312 653 0 0 0 104 1,505 63 : : : : Changes from: May 8, 2012 : : 2,401 2,367 349 66 -99 0 0 0 -3 206 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 88.0 1.4 1.3 2.6 0.0 0.0 0.0 0.4 6.1 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 38 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 1,611 : : Positions : : 1,064 947 100 0 97 0 0 0 20 112 52 : : : : Changes from: May 8, 2012 : : 122 146 -7 0 7 0 0 0 13 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 58.8 6.2 0.0 6.0 0.0 0.0 0.0 1.2 7.0 3.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 550,882 : : Positions : : 193,042 148,268 75,657 117,017 84,751 23,176 23,996 25,667 14,662 26,407 109,263 : : : : Changes from: May 8, 2012 : : 2,124 4,280 3,726 -4,359 6,269 -2,687 1,137 -2,185 -474 4,642 -4,677 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 26.9 13.7 21.2 15.4 4.2 4.4 4.7 2.7 4.8 19.8 : : : : Number of Traders in Each Category Total Traders: 136 : : 43 37 10 18 27 15 12 17 15 19 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 2,532,665 : : Positions : : 336,361 404,784 163,143 364,781 673,939 187,144 47,962 374,264 172,733 63,281 519,641 : : : : Changes from: May 8, 2012 : : -12,540 -15,677 -1,265 -2,217 9,303 -10,411 -1,600 -13,386 6,615 -1,509 -5,439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 16.0 6.4 14.4 26.6 7.4 1.9 14.8 6.8 2.5 20.5 : : : : Number of Traders in Each Category Total Traders: 388 : : 52 52 18 32 46 71 57 91 92 50 118 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 251,919 : : Positions : : 69,812 114,387 7,352 21,815 27,502 1,592 24,533 30,084 90,386 5,765 23,922 : : : : Changes from: May 8, 2012 : : -903 2,315 -254 741 -1,307 -878 -3,050 449 2,981 725 -3,578 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 45.4 2.9 8.7 10.9 0.6 9.7 11.9 35.9 2.3 9.5 : : : : 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 15, 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 203,837 : : Positions : : 32,934 16,161 40,146 86,977 24,138 8,178 0 348 53,179 12,668 847 : : : : Changes from: May 8, 2012 : : 599 358 594 1,522 319 0 0 0 -4,638 211 -253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 7.9 19.7 42.7 11.8 4.0 0.0 0.2 26.1 6.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 4 5 7 8 12 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 79,382 : : Positions : : 5,618 6,391 5,742 16,905 31,846 8,139 669 9,221 4,376 266 11,621 : : : : Changes from: May 8, 2012 : : -377 -307 -664 -784 -243 204 226 -198 199 158 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 8.1 7.2 21.3 40.1 10.3 0.8 11.6 5.5 0.3 14.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 5 5 9 10 17 12 . 7 10 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 399,268 : : Positions : : 48,881 42,041 49,973 78,885 194,651 0 587 18,540 28,886 2,078 49,187 : : : : Changes from: May 8, 2012 : : -412 -476 -1,056 -1,545 -1,489 0 -44 -918 -173 498 -342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 10.5 12.5 19.8 48.8 0.0 0.1 4.6 7.2 0.5 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 15, 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 21,300 : : Positions : : 8,435 15,462 8,727 1,824 2,610 0 0 0 1,512 1,388 0 : : : : Changes from: May 8, 2012 : : 674 563 -134 577 326 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 72.6 41.0 8.6 12.3 0.0 0.0 0.0 7.1 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 13 8 5 7 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 91,821 : : Positions : : 2,448 3,246 27,844 20,549 41,259 4,101 1,527 1,294 995 8,161 10,545 : : : : Changes from: May 8, 2012 : : 0 0 82 -1,057 4,001 -154 0 171 0 700 -1,675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 3.5 30.3 22.4 44.9 4.5 1.7 1.4 1.1 8.9 11.5 : : : : 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 15, 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 37,835 : : Positions : : 2,870 3,050 10,846 10,066 15,386 1,577 1,097 753 1,061 1,779 2,200 : : : : Changes from: May 8, 2012 : : 0 0 33 565 -367 -158 -543 -97 0 300 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 8.1 28.7 26.6 40.7 4.2 2.9 2.0 2.8 4.7 5.8 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 4 7 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 6,567 : : Positions : : 1,265 1,900 760 3,391 1,222 2,808 0 0 450 0 0 : : : : Changes from: May 8, 2012 : : 0 0 0 300 -279 258 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 28.9 11.6 51.6 18.6 42.8 0.0 0.0 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 6 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 33,512 : : Positions : : 4,155 684 2,469 2,404 9,251 942 2,494 4,684 3,875 4,169 4,607 : : : : Changes from: May 8, 2012 : : -137 -193 343 -658 556 -13 426 -1,299 -243 -314 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 2.0 7.4 7.2 27.6 2.8 7.4 14.0 11.6 12.4 13.7 : : : : Number of Traders in Each Category Total Traders: 30 : : . . 5 4 10 4 5 5 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 12,926 : : Positions : : 42 57 1,096 1,919 7,259 1,990 682 882 834 1,198 92 : : : : Changes from: May 8, 2012 : : -82 -34 157 -58 -2,718 -10 8 -152 12 -40 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.3 0.4 8.5 14.8 56.2 15.4 5.3 6.8 6.5 9.3 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 6 8 13 6 4 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 101,391 : : Positions : : 11,001 10,417 14,608 16,887 49,785 1,746 0 6,026 769 924 9,062 : : : : Changes from: May 8, 2012 : : 922 791 658 1,333 66 -200 0 612 -214 -687 548 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 10.3 14.4 16.7 49.1 1.7 0.0 5.9 0.8 0.9 8.9 : : : : 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 15, 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 339,315 : : Positions : : 108,880 214,179 32,800 9,402 26,201 73,671 5,827 21,197 17,449 10,463 37,379 : : : : Changes from: May 8, 2012 : : 7,377 4,757 768 -214 -234 -4,032 -143 -1,427 -674 -1,911 1,484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 63.1 9.7 2.8 7.7 21.7 1.7 6.2 5.1 3.1 11.0 : : : : Number of Traders in Each Category Total Traders: 200 : : 61 71 15 5 16 60 14 35 15 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 21,597 : : Positions : : 5,749 12,838 0 2,469 0 3,555 0 51 6,149 0 98 : : : : Changes from: May 8, 2012 : : -419 -151 0 42 0 676 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 59.4 0.0 11.4 0.0 16.5 0.0 0.2 28.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 19 0 . 0 . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 6,345 : : Positions : : 5,145 5,639 128 0 122 0 0 0 0 0 0 : : : : Changes from: May 8, 2012 : : 679 729 -175 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 88.9 2.0 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 9,523 : : Positions : : 4,183 3,943 3,136 552 1,718 0 0 0 24 2,985 250 : : : : Changes from: May 8, 2012 : : 440 285 627 45 158 0 0 0 0 721 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 41.4 32.9 5.8 18.0 0.0 0.0 0.0 0.3 31.3 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 17 10 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265J Open Interest is 2,620 : : Positions : : 348 769 1,260 983 823 0 0 0 145 0 45 : : : : Changes from: May 8, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 29.4 48.1 37.5 31.4 0.0 0.0 0.0 5.5 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 8 6 9 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 52,340 : : Positions : : 39,057 29,186 5,459 19,670 2,808 2,250 0 300 1,900 200 0 : : : : Changes from: May 8, 2012 : : 2,305 2,141 230 425 -530 -50 0 -1 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 55.8 10.4 37.6 5.4 4.3 0.0 0.6 3.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 25 9 6 8 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 24,988 : : Positions : : 20,934 21,030 3,135 3,301 657 0 0 0 262 0 0 : : : : Changes from: May 8, 2012 : : 1,490 1,490 0 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 84.2 12.5 13.2 2.6 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 8 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 9,778 : : Positions : : 5,180 3,460 3,153 190 1,245 0 1,139 0 200 3,650 0 : : : : Changes from: May 8, 2012 : : 910 860 350 -300 300 0 46 0 0 650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 35.4 32.2 1.9 12.7 0.0 11.6 0.0 2.0 37.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 9 9 . 8 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 37,157 : : Positions : : 17,378 24,301 4,322 2,385 5,114 763 781 0 5,501 290 3,887 : : : : Changes from: May 8, 2012 : : 625 1,598 226 -623 723 200 453 0 616 135 1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 65.4 11.6 6.4 13.8 2.1 2.1 0.0 14.8 0.8 10.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 25 27 12 6 15 . . 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 5,552 : : Positions : : 3,286 2,432 1,914 660 196 0 0 0 96 1,751 0 : : : : Changes from: May 8, 2012 : : 527 236 312 -32 96 0 0 0 0 635 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 43.8 34.5 11.9 3.5 0.0 0.0 0.0 1.7 31.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 5 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 10,453 : : Positions : : 7,694 5,602 585 1,475 848 0 223 391 899 1,788 0 : : : : Changes from: May 8, 2012 : : 780 -70 -251 -36 236 0 -60 60 -45 650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 53.6 5.6 14.1 8.1 0.0 2.1 3.7 8.6 17.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 . . 6 0 . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 30,745 : : Positions : : 10,240 18,740 5,657 6,496 1,816 0 656 1,017 11,179 714 359 : : : : Changes from: May 8, 2012 : : 372 1,456 580 -75 150 0 0 -150 489 60 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 61.0 18.4 21.1 5.9 0.0 2.1 3.3 36.4 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 13 24 9 6 9 0 . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 6,635 : : Positions : : 4,863 5,525 0 0 0 0 0 0 1,050 525 540 : : : : Changes from: May 8, 2012 : : 354 274 0 0 0 0 0 0 -40 95 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 83.3 0.0 0.0 0.0 0.0 0.0 0.0 15.8 7.9 8.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 0 0 0 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 25,776 : : Positions : : 17,315 14,377 549 5,727 88 1,395 270 150 1,438 0 0 : : : : Changes from: May 8, 2012 : : -26 -336 126 -271 -184 -58 1 126 139 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 55.8 2.1 22.2 0.3 5.4 1.0 0.6 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . 4 . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 21, 2012