The shift reflects the growing importance of China and other non-European economies for Russian energy exports, which provide about 40% of the country's federal budget, the group said.
Figures published by the organization show that Germany remains heavily dependent on Russian energy, particularly natural gas. Imports in May were down 8% compared with the previous two months, coinciding with warmer weather.
As a whole, the European Union cut its energy imports from Russia by more than 100 million euros per day in May, led by Poland, which was previously a big buyer of Russian oil and gas, the Centre for Research on Energy and Clean Air calculated.
By contrast, France, Belgium and the Netherlands snapped up more natural gas and oil on the short-term markets in May, the group said.
It noted that because Russia is exporting more oil by ship to countries where it doesn't have pipelines, tankers are in high demand. Four-fifths of those tankers are owned by European or American companies, it said.