Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 49,327 : : Positions : : 36,197 42,927 7,097 618 5,039 0 0 0 458 0 444 : : : : Changes from: November 8, 2011 : : 852 1,146 306 157 322 0 0 0 125 -25 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 87.0 14.4 1.3 10.2 0.0 0.0 0.0 0.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 34 11 . 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 12,400 : : Positions : : 10,149 10,459 786 464 1,327 0 0 0 0 50 0 : : : : Changes from: November 8, 2011 : : 605 555 0 0 -54 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 84.3 6.3 3.7 10.7 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 4 4 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 10,600 : : Positions : : 5,838 6,080 924 395 2,627 0 0 0 0 281 219 : : : : Changes from: November 8, 2011 : : 363 548 117 -5 123 0 0 0 0 -37 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 57.4 8.7 3.7 24.8 0.0 0.0 0.0 0.0 2.7 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 27 7 6 12 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 6,787 : : Positions : : 3,553 4,598 1,120 329 741 0 46 0 745 95 152 : : : : Changes from: November 8, 2011 : : 198 147 8 0 51 0 0 0 -46 -10 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 67.7 16.5 4.8 10.9 0.0 0.7 0.0 11.0 1.4 2.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 38 9 5 14 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 3,047 : : Positions : : 1,421 1,272 235 486 400 120 0 90 190 563 6 : : : : Changes from: November 8, 2011 : : 72 117 5 -17 15 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 41.7 7.7 16.0 13.1 3.9 0.0 3.0 6.2 18.5 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 14 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,679 : : Positions : : 833 1,002 134 53 171 0 0 0 58 155 6 : : : : Changes from: November 8, 2011 : : 49 64 -15 -10 -1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 59.7 8.0 3.2 10.2 0.0 0.0 0.0 3.5 9.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 2,811 : : Positions : : 2,673 2,671 40 57 83 0 0 0 0 0 0 : : : : Changes from: November 8, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 95.0 1.4 2.0 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 9,860 : : Positions : : 8,618 8,740 484 75 728 0 0 0 0 0 0 : : : : Changes from: November 8, 2011 : : 121 46 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 88.6 4.9 0.8 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 11 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 25,899 : : Positions : : 20,502 21,335 2,817 1,736 2,129 0 0 0 0 248 451 : : : : Changes from: November 8, 2011 : : 4,720 4,660 -230 -80 330 0 0 0 0 -90 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 82.4 10.9 6.7 8.2 0.0 0.0 0.0 0.0 1.0 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 369,272 : : Positions : : 95,326 197,810 58,760 5,975 28,383 50,645 6,879 23,271 8,123 26,169 53,971 : : : : Changes from: November 8, 2011 : : -6,892 -3,350 -98 1,718 2,972 71 -394 -1,963 218 -1,583 12,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 53.6 15.9 1.6 7.7 13.7 1.9 6.3 2.2 7.1 14.6 : : : : Number of Traders in Each Category Total Traders: 184 : : 60 75 19 4 22 39 7 21 10 19 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 78,052 : : Positions : : 17,730 20,503 9,043 1,698 18,647 0 0 0 78 5,668 30,225 : : : : Changes from: November 8, 2011 : : 736 1,242 313 45 1,370 0 0 0 -67 751 6,807 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 26.3 11.6 2.2 23.9 0.0 0.0 0.0 0.1 7.3 38.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 4 6 10 0 0 0 4 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 13,250 : : Positions : : 9,041 7,451 757 2,591 1,878 200 0 150 50 580 500 : : : : Changes from: November 8, 2011 : : -3,318 -3,178 -675 -794 -263 -100 0 -50 -85 375 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 56.2 5.7 19.6 14.2 1.5 0.0 1.1 0.4 4.4 3.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 31 6 6 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,849 : : Positions : : 4,815 5,150 900 1,179 845 803 0 100 200 310 0 : : : : Changes from: November 8, 2011 : : 750 -15 -300 300 150 -174 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 65.6 11.5 15.0 10.8 10.2 0.0 1.3 2.5 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 12 4 4 6 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 11,148 : : Positions : : 7,230 7,217 39 467 270 870 47 150 310 793 1,191 : : : : Changes from: November 8, 2011 : : -30 -152 -36 46 -10 125 -18 0 1 20 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 64.7 0.3 4.2 2.4 7.8 0.4 1.3 2.8 7.1 10.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 22 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 18,650 : : Positions : : 17,332 15,275 0 956 541 0 7 33 101 1,400 31 : : : : Changes from: November 8, 2011 : : 659 372 0 130 -14 -1 7 1 0 120 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 81.9 0.0 5.1 2.9 0.0 0.0 0.2 0.5 7.5 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 37 43 0 . . 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 2,361 : : Positions : : 1,209 1,110 24 39 28 0 42 199 0 121 17 : : : : Changes from: November 8, 2011 : : 180 264 24 25 17 0 -6 31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 47.0 1.0 1.7 1.2 0.0 1.8 8.4 0.0 5.1 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 1,311 : : Positions : : 768 923 4 0 32 0 0 0 78 0 5 : : : : Changes from: November 8, 2011 : : 137 84 4 0 32 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 70.4 0.3 0.0 2.4 0.0 0.0 0.0 5.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 18 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 488,712 : : Positions : : 130,973 149,575 60,267 71,659 89,833 23,861 14,901 20,831 16,196 3,678 123,690 : : : : Changes from: November 8, 2011 : : -19,491 -10,878 3,642 -1,344 -1,704 -4,214 -2,143 -843 6,719 1,755 1,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 30.6 12.3 14.7 18.4 4.9 3.0 4.3 3.3 0.8 25.3 : : : : Number of Traders in Each Category Total Traders: 123 : : 35 38 13 17 26 16 7 14 12 12 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 2,252,017 : : Positions : : 244,700 399,147 213,209 300,624 633,504 254,573 38,498 265,097 94,596 72,446 457,416 : : : : Changes from: November 8, 2011 : : -74,414 -62,104 17,338 10,511 -153,059 8,091 -4,019 -37,442 -1,269 6,497 -94,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 17.7 9.5 13.3 28.1 11.3 1.7 11.8 4.2 3.2 20.3 : : : : Number of Traders in Each Category Total Traders: 336 : : 44 54 19 29 43 77 32 70 60 53 92 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 215,511 : : Positions : : 59,865 133,865 15,141 26,819 14,787 3,368 14,757 7,487 99,565 1,308 14,263 : : : : Changes from: November 8, 2011 : : -2,718 392 -1,706 -872 -552 -523 -278 -56 3,329 -580 -2,102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 62.1 7.0 12.4 6.9 1.6 6.8 3.5 46.2 0.6 6.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 16 4 8 9 . 10 8 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 204,023 : : Positions : : 40,942 29,145 44,343 79,990 31,312 770 0 696 45,024 17,686 4,596 : : : : Changes from: November 8, 2011 : : 297 -967 1,379 2,304 -123 360 0 -360 318 81 615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 14.3 21.7 39.2 15.3 0.4 0.0 0.3 22.1 8.7 2.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 6 6 7 9 13 . 0 . 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 77,961 : : Positions : : 6,345 7,430 6,135 21,910 36,338 13,361 1,069 6,045 4,226 479 2,598 : : : : Changes from: November 8, 2011 : : -6,867 -5,250 -2,129 -7,501 -13,257 -835 114 -5,751 -1,542 263 -2,416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 9.5 7.9 28.1 46.6 17.1 1.4 7.8 5.4 0.6 3.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 4 4 9 10 18 9 . 7 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 536,301 : : Positions : : 74,466 65,772 45,243 87,668 269,952 0 2,487 17,558 38,555 189 77,165 : : : : Changes from: November 8, 2011 : : 2,623 2,563 -745 3,171 12,187 0 457 564 3,573 -502 3,002 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 12.3 8.4 16.3 50.3 0.0 0.5 3.3 7.2 0.0 14.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 9 18 27 0 . . 12 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 13,874 : : Positions : : 5,924 10,145 5,347 906 1,931 0 0 0 525 766 125 : : : : Changes from: November 8, 2011 : : 485 2,867 509 -1,424 749 0 -500 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 73.1 38.5 6.5 13.9 0.0 0.0 0.0 3.8 5.5 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 17 10 . 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 70,862 : : Positions : : 9,930 2,550 30,968 24,630 20,578 4,059 5,594 1,139 0 8,986 1,777 : : : : Changes from: November 8, 2011 : : 5 -1,595 -3,106 -1,822 324 71 -300 222 0 -57 -1,982 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 3.6 43.7 34.8 29.0 5.7 7.9 1.6 0.0 12.7 2.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 5 4 12 10 18 4 . 6 0 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 26,778 : : Positions : : 200 2,251 12,417 8,720 9,332 2,705 897 200 0 1,995 0 : : : : Changes from: November 8, 2011 : : -1,639 -1,076 -1,338 -67 -4,240 -317 -845 0 0 -2,868 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 8.4 46.4 32.6 34.8 10.1 3.3 0.7 0.0 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 7 5 12 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 11,215 : : Positions : : 3,000 1,570 3,540 7,465 2,000 2,627 0 0 0 100 0 : : : : Changes from: November 8, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 14.0 31.6 66.6 17.8 23.4 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 8 6 7 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 27,572 : : Positions : : 2,449 1,253 2,544 2,572 7,023 2,418 1,977 4,022 859 2,369 3,675 : : : : Changes from: November 8, 2011 : : 425 66 1,165 -565 -706 -392 980 599 214 625 -575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 4.5 9.2 9.3 25.5 8.8 7.2 14.6 3.1 8.6 13.3 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 4 4 8 . 5 4 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 18,538 : : Positions : : 137 0 2,021 3,197 11,163 2,445 1,552 1,157 89 532 138 : : : : Changes from: November 8, 2011 : : -3 -1,143 -1,831 -916 -1,336 -496 122 -768 -559 -252 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 0.0 10.9 17.2 60.2 13.2 8.4 6.2 0.5 2.9 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : . 0 7 8 13 5 4 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 95,847 : : Positions : : 6,527 6,555 15,772 18,405 46,042 3,953 0 2,255 3,178 729 6,240 : : : : Changes from: November 8, 2011 : : 181 24 -950 -166 5,590 631 0 -254 68 -551 343 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 6.8 16.5 19.2 48.0 4.1 0.0 2.4 3.3 0.8 6.5 : : : : Number of Traders in Each Category Total Traders: 25 : : . 4 5 10 14 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 319,441 : : Positions : : 125,693 208,777 28,618 10,317 24,398 67,799 9,062 17,200 14,478 15,354 21,057 : : : : Changes from: November 8, 2011 : : 8,737 5,002 -274 -379 5,290 1,963 1,352 2,766 -466 1,916 1,721 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 65.4 9.0 3.2 7.6 21.2 2.8 5.4 4.5 4.8 6.6 : : : : Number of Traders in Each Category Total Traders: 207 : : 66 76 15 6 17 48 14 31 22 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 22,585 : : Positions : : 6,054 12,645 575 2,914 301 3,152 0 726 5,634 0 120 : : : : Changes from: November 8, 2011 : : -50 7 0 1,650 -66 1,725 0 -150 9 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 56.0 2.5 12.9 1.3 14.0 0.0 3.2 24.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 24,855 : : Positions : : 24,360 11,765 0 11,150 0 0 0 0 0 0 0 : : : : Changes from: November 8, 2011 : : -515 -185 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 47.3 0.0 44.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 0 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 6,394 : : Positions : : 3,622 4,840 1,646 428 1,106 0 0 0 0 0 0 : : : : Changes from: November 8, 2011 : : 250 250 0 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 75.7 25.7 6.7 17.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 7 . 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 55,184 : : Positions : : 47,686 32,617 3,832 19,908 1,800 375 236 51 550 0 0 : : : : Changes from: November 8, 2011 : : 3,510 4,930 428 -450 15 0 0 0 550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 59.1 6.9 36.1 3.3 0.7 0.4 0.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 23 6 8 8 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 13,184 : : Positions : : 9,724 7,670 2,526 4,650 795 0 50 19 0 0 0 : : : : Changes from: November 8, 2011 : : 85 135 0 0 0 0 -38 19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 58.2 19.2 35.3 6.0 0.0 0.4 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 9 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 5,770 : : Positions : : 3,945 2,270 1,150 800 225 0 0 0 0 2,475 0 : : : : Changes from: November 8, 2011 : : 100 500 0 50 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 39.3 19.9 13.9 3.9 0.0 0.0 0.0 0.0 42.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 9 4 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 5,371 : : Positions : : 2,993 3,396 623 290 1,230 0 0 0 0 308 87 : : : : Changes from: November 8, 2011 : : 635 635 54 -40 40 0 0 0 0 94 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 63.2 11.6 5.4 22.9 0.0 0.0 0.0 0.0 5.7 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 6 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 23,867 : : Positions : : 13,894 12,234 5,240 4,493 2,234 0 3,279 0 1,610 680 869 : : : : Changes from: November 8, 2011 : : 1,329 1,491 791 209 261 0 1,200 0 958 178 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 51.3 22.0 18.8 9.4 0.0 13.7 0.0 6.7 2.8 3.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 25 30 9 9 11 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 5,883 : : Positions : : 3,047 1,549 610 1,986 254 0 1,710 0 1,908 160 0 : : : : Changes from: November 8, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 26.3 10.4 33.8 4.3 0.0 29.1 0.0 32.4 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 . 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 12,356 : : Positions : : 9,092 7,160 123 3,610 206 1,535 118 914 218 0 150 : : : : Changes from: November 8, 2011 : : 106 -192 0 540 -33 539 118 91 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 57.9 1.0 29.2 1.7 12.4 1.0 7.4 1.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 19 . 9 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : 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 34,692 : : Positions : : 14,803 18,187 3,291 8,930 4,326 50 1,375 425 10,879 300 676 : : : : Changes from: November 8, 2011 : : 357 -1,272 -316 385 151 -365 835 365 150 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 52.4 9.5 25.7 12.5 0.1 4.0 1.2 31.4 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 15 23 9 9 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 18, 2011