Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 42,208 : : Positions : : 29,295 38,268 6,781 124 2,202 0 0 0 2,178 250 960 : : : : Changes from: May 15, 2012 : : -208 482 613 0 -162 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 90.7 16.1 0.3 5.2 0.0 0.0 0.0 5.2 0.6 2.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 36 12 . 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 24,568 : : Positions : : 19,423 18,684 835 1,497 3,865 0 147 0 0 0 0 : : : : Changes from: May 15, 2012 : : -422 -510 85 -62 162 0 147 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 76.1 3.4 6.1 15.7 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 24 4 5 7 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 13,164 : : Positions : : 7,533 8,105 1,041 316 2,227 21 0 49 244 376 261 : : : : Changes from: May 15, 2012 : : 1,088 1,012 62 40 105 -42 0 21 10 55 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 61.6 7.9 2.4 16.9 0.2 0.0 0.4 1.9 2.9 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 27 8 5 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 7,906 : : Positions : : 3,860 5,287 1,151 183 1,324 0 0 90 382 192 322 : : : : Changes from: May 15, 2012 : : 384 501 25 -24 94 0 0 0 59 57 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 66.9 14.6 2.3 16.7 0.0 0.0 1.1 4.8 2.4 4.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 40 10 . 13 0 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 4,359 : : Positions : : 1,558 2,634 223 376 524 275 0 0 871 35 274 : : : : Changes from: May 15, 2012 : : 223 218 10 45 75 46 0 0 25 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 60.4 5.1 8.6 12.0 6.3 0.0 0.0 20.0 0.8 6.3 : : : : 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 22, 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 2,320 : : Positions : : 1,683 1,080 16 237 243 0 0 0 60 337 5 : : : : Changes from: May 15, 2012 : : 130 70 0 1 42 0 0 0 0 44 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 46.6 0.7 10.2 10.5 0.0 0.0 0.0 2.6 14.5 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 15,426 : : Positions : : 13,770 12,153 599 1,593 916 0 0 0 0 700 0 : : : : Changes from: May 15, 2012 : : 1,958 678 -631 719 666 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 78.8 3.9 10.3 5.9 0.0 0.0 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 4 6 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 6,969 : : Positions : : 3,522 531 774 3,500 2,405 0 0 0 0 413 0 : : : : Changes from: May 15, 2012 : : 6 0 54 60 168 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 7.6 11.1 50.2 34.5 0.0 0.0 0.0 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 . 5 9 9 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 22,167 : : Positions : : 17,662 14,259 2,145 1,878 1,882 0 0 0 0 3,830 318 : : : : Changes from: May 15, 2012 : : 1,016 455 156 275 135 0 0 0 0 442 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 64.3 9.7 8.5 8.5 0.0 0.0 0.0 0.0 17.3 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 4 6 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 363,936 : : Positions : : 134,401 179,151 53,399 10,767 28,766 27,465 13,578 28,614 10,644 21,878 46,749 : : : : Changes from: May 15, 2012 : : 15,483 5,179 23 384 1,494 -7,384 1,224 3,842 419 -4,285 6,470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 49.2 14.7 3.0 7.9 7.5 3.7 7.9 2.9 6.0 12.8 : : : : Number of Traders in Each Category Total Traders: 162 : : 52 63 16 4 18 25 23 28 9 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 15,032 : : Positions : : 9,832 8,252 1,773 714 2,675 0 0 0 450 3,097 108 : : : : Changes from: May 15, 2012 : : 836 758 50 150 59 0 0 0 0 -22 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 54.9 11.8 4.7 17.8 0.0 0.0 0.0 3.0 20.6 0.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 29 35 5 5 10 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 14,182 : : Positions : : 8,534 8,720 2,520 3,157 2,305 733 0 0 50 0 0 : : : : Changes from: May 15, 2012 : : 1,815 1,290 600 1,125 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 61.5 17.8 22.3 16.3 5.2 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 22, 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 12,992 : : Positions : : 7,694 10,537 23 157 200 671 145 127 2,497 42 905 : : : : Changes from: May 15, 2012 : : -616 -164 23 30 48 17 10 -17 415 15 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 81.1 0.2 1.2 1.5 5.2 1.1 1.0 19.2 0.3 7.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 . . . 4 . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 26,070 : : Positions : : 24,284 22,992 359 164 693 0 0 0 104 1,644 186 : : : : Changes from: May 15, 2012 : : 1,130 1,208 6 -147 40 0 0 0 0 139 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 88.2 1.4 0.6 2.7 0.0 0.0 0.0 0.4 6.3 0.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 40 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,112 : : Positions : : 1,475 1,273 0 0 0 0 9 156 85 0 0 : : : : Changes from: May 15, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 60.3 0.0 0.0 0.0 0.0 0.4 7.4 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 16 0 0 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 1,700 : : Positions : : 1,151 1,055 103 0 92 0 0 0 64 112 60 : : : : Changes from: May 15, 2012 : : 87 108 3 0 -5 0 0 0 44 0 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 62.1 6.1 0.0 5.4 0.0 0.0 0.0 3.8 6.6 3.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 497,707 : : Positions : : 170,252 130,068 80,743 121,160 69,173 22,076 20,400 22,810 18,058 25,518 93,411 : : : : Changes from: May 15, 2012 : : -22,790 -18,200 5,086 4,143 -15,578 -1,101 -3,595 -2,857 3,396 -888 -15,852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 26.1 16.2 24.3 13.9 4.4 4.1 4.6 3.6 5.1 18.8 : : : : Number of Traders in Each Category Total Traders: 131 : : 43 34 11 17 26 15 9 13 10 19 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 2,280,184 : : Positions : : 302,248 364,862 169,530 356,573 607,231 184,013 47,262 319,508 168,020 64,166 444,864 : : : : Changes from: May 15, 2012 : : -34,113 -39,922 6,386 -8,208 -66,707 -3,130 -700 -54,757 -4,713 885 -74,777 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 16.0 7.4 15.6 26.6 8.1 2.1 14.0 7.4 2.8 19.5 : : : : Number of Traders in Each Category Total Traders: 362 : : 51 52 16 33 46 65 53 79 86 41 99 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 244,216 : : Positions : : 70,808 113,065 6,058 20,750 25,357 2,940 23,368 28,162 84,659 5,629 24,484 : : : : Changes from: May 15, 2012 : : 997 -1,322 -1,293 -1,065 -2,146 1,347 -1,164 -1,923 -5,727 -136 562 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 46.3 2.5 8.5 10.4 1.2 9.6 11.5 34.7 2.3 10.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 17 . 5 7 . 4 . 4 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 204,042 : : Positions : : 32,691 16,174 40,614 88,098 23,416 8,178 0 348 58,538 15,147 1,596 : : : : Changes from: May 15, 2012 : : -243 13 468 1,121 -722 0 0 0 5,359 2,479 749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 7.9 19.9 43.2 11.5 4.0 0.0 0.2 28.7 7.4 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 4 5 7 8 12 . 0 . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 67,582 : : Positions : : 5,330 6,203 4,708 14,936 29,660 8,086 915 6,585 3,622 235 7,044 : : : : Changes from: May 15, 2012 : : -288 -188 -1,035 -1,969 -2,186 -53 246 -2,635 -754 -31 -4,577 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 9.2 7.0 22.1 43.9 12.0 1.4 9.7 5.4 0.3 10.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 5 5 8 10 15 12 . 8 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 396,171 : : Positions : : 48,554 41,105 48,269 77,572 194,807 0 513 17,606 28,720 2,340 48,793 : : : : Changes from: May 15, 2012 : : -327 -936 -1,703 -1,313 156 0 -73 -935 -167 262 -394 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 10.4 12.2 19.6 49.2 0.0 0.1 4.4 7.2 0.6 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 22, 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 21,500 : : Positions : : 8,535 15,512 8,677 1,824 2,760 0 0 0 1,512 1,388 0 : : : : Changes from: May 15, 2012 : : 100 50 -50 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 72.1 40.4 8.5 12.8 0.0 0.0 0.0 7.0 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 22, 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 86,074 : : Positions : : 2,443 3,246 26,695 19,474 38,028 4,039 1,527 1,302 860 8,222 9,731 : : : : Changes from: May 15, 2012 : : -5 0 -1,149 -1,075 -3,231 -62 0 8 -135 61 -814 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 3.8 31.0 22.6 44.2 4.7 1.8 1.5 1.0 9.6 11.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 . 10 7 14 . . 4 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 34,685 : : Positions : : 2,370 2,650 9,669 10,146 14,401 1,474 1,097 836 1,061 816 2,200 : : : : Changes from: May 15, 2012 : : -500 -400 -1,177 80 -985 -103 0 83 0 -963 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 7.6 27.9 29.3 41.5 4.2 3.2 2.4 3.1 2.4 6.3 : : : : Number of Traders in Each Category Total Traders: 22 : : . . 5 6 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 6,762 : : Positions : : 1,265 1,750 760 3,736 1,222 2,958 0 0 450 0 0 : : : : Changes from: May 15, 2012 : : 0 -150 0 345 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 25.9 11.2 55.2 18.1 43.7 0.0 0.0 6.7 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 22, 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 30,065 : : Positions : : 3,521 650 2,871 2,797 8,207 1,126 1,384 4,191 3,475 4,834 3,761 : : : : Changes from: May 15, 2012 : : -634 -34 402 392 -1,045 185 -1,110 -493 -400 665 -847 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 2.2 9.5 9.3 27.3 3.7 4.6 13.9 11.6 16.1 12.5 : : : : Number of Traders in Each Category Total Traders: 29 : : . . 5 4 9 4 5 5 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 12,599 : : Positions : : 28 66 857 1,827 7,260 2,001 842 907 855 910 72 : : : : Changes from: May 15, 2012 : : -15 8 -239 -92 1 11 159 24 21 -288 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.2 0.5 6.8 14.5 57.6 15.9 6.7 7.2 6.8 7.2 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 6 8 13 6 5 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 103,169 : : Positions : : 12,310 11,120 13,249 17,442 50,563 2,357 0 6,162 485 1,057 8,936 : : : : Changes from: May 15, 2012 : : 1,309 704 -1,359 554 778 610 0 135 -284 133 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 10.8 12.8 16.9 49.0 2.3 0.0 6.0 0.5 1.0 8.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 5 11 16 . 0 . 4 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 330,583 : : Positions : : 102,729 207,666 32,526 9,111 26,144 74,971 5,813 21,064 16,979 10,372 36,901 : : : : Changes from: May 15, 2012 : : -6,151 -6,514 -273 -291 -57 1,300 -15 -133 -470 -91 -478 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 62.8 9.8 2.8 7.9 22.7 1.8 6.4 5.1 3.1 11.2 : : : : Number of Traders in Each Category Total Traders: 202 : : 63 77 15 6 15 55 12 33 16 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 22,761 : : Positions : : 5,791 14,255 540 2,398 30 3,424 0 125 6,396 0 98 : : : : Changes from: May 15, 2012 : : 42 1,417 540 -71 30 -131 0 74 247 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 62.6 2.4 10.5 0.1 15.0 0.0 0.5 28.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 21 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 9,773 : : Positions : : 4,391 4,193 3,178 552 1,718 0 0 0 24 2,985 250 : : : : Changes from: May 15, 2012 : : 208 250 42 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 42.9 32.5 5.6 17.6 0.0 0.0 0.0 0.2 30.5 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 22, 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 2,867 : : Positions : : 439 780 1,400 1,194 842 0 0 0 134 0 51 : : : : Changes from: May 15, 2012 : : 91 10 140 210 19 0 0 0 -11 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 27.2 48.8 41.6 29.4 0.0 0.0 0.0 4.7 0.0 1.8 : : : : 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 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 55,007 : : Positions : : 41,788 31,140 5,324 20,264 2,827 1,950 0 400 2,100 200 0 : : : : Changes from: May 15, 2012 : : 2,731 1,954 -135 594 19 -300 0 100 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 56.6 9.7 36.8 5.1 3.5 0.0 0.7 3.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 24 9 6 8 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 27,807 : : Positions : : 23,674 23,429 2,914 3,421 957 0 0 0 262 0 0 : : : : Changes from: May 15, 2012 : : 2,740 2,399 -221 120 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 84.3 10.5 12.3 3.4 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 8 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 10,968 : : Positions : : 6,495 3,850 3,023 985 1,250 0 1,139 0 200 3,650 0 : : : : Changes from: May 15, 2012 : : 1,315 390 -130 795 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 35.1 27.6 9.0 11.4 0.0 10.4 0.0 1.8 33.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 9 8 4 9 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 7,436 : : Positions : : 3,556 6,978 773 0 383 291 0 0 2,189 60 0 : : : : Changes from: May 15, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 93.8 10.4 0.0 5.2 3.9 0.0 0.0 29.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 37,443 : : Positions : : 17,407 24,724 4,846 2,507 4,870 763 546 0 5,318 322 3,983 : : : : Changes from: May 15, 2012 : : 29 423 524 122 -244 0 -235 0 -183 32 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 66.0 12.9 6.7 13.0 2.0 1.5 0.0 14.2 0.9 10.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 25 27 12 6 15 . . 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 7,337 : : Positions : : 4,471 2,336 2,514 660 196 0 0 0 96 3,632 0 : : : : Changes from: May 15, 2012 : : 1,185 -96 600 0 0 0 0 0 0 1,881 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 31.8 34.3 9.0 2.7 0.0 0.0 0.0 1.3 49.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 5 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,272 : : Positions : : 8,508 6,337 666 1,430 951 0 168 311 704 1,874 75 : : : : Changes from: May 15, 2012 : : 814 735 81 -45 103 0 -55 -80 -195 86 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 56.2 5.9 12.7 8.4 0.0 1.5 2.8 6.2 16.6 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 19 . . 6 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 31,504 : : Positions : : 10,756 19,016 5,327 6,496 2,086 0 449 1,017 11,422 1,314 359 : : : : Changes from: May 15, 2012 : : 516 276 -330 0 270 0 -207 0 243 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 60.4 16.9 20.6 6.6 0.0 1.4 3.2 36.3 4.2 1.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 14 24 9 6 10 0 . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 25,696 : : Positions : : 17,029 14,738 633 5,524 157 1,309 513 150 1,438 0 0 : : : : Changes from: May 15, 2012 : : -286 361 84 -203 69 -86 243 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 57.4 2.5 21.5 0.6 5.1 2.0 0.6 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 4 . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 25, 2012