Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 35,217 : : Positions : : 21,713 29,203 8,492 879 3,056 0 0 0 1,724 1,879 163 : : : : Changes from: October 26, 2010 : : -6,360 -4,357 -1,134 -5 -727 0 0 0 332 -2,524 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 82.9 24.1 2.5 8.7 0.0 0.0 0.0 4.9 5.3 0.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 25 32 12 . 11 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 28,724 : : Positions : : 22,640 21,072 3,049 4,978 2,169 0 0 0 469 0 295 : : : : Changes from: October 26, 2010 : : -2,093 -1,314 -620 -1,688 -565 0 0 0 -314 0 295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 73.4 10.6 17.3 7.6 0.0 0.0 0.0 1.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 28 6 4 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 5,483 : : Positions : : 2,093 3,928 1,547 0 275 0 0 0 146 216 55 : : : : Changes from: October 26, 2010 : : -143 -436 -157 0 17 0 0 0 24 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 71.6 28.2 0.0 5.0 0.0 0.0 0.0 2.7 3.9 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 8,718 : : Positions : : 4,272 4,736 664 452 1,912 0 0 0 545 151 130 : : : : Changes from: October 26, 2010 : : 395 178 -4 -271 -111 0 0 0 -383 -64 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 54.3 7.6 5.2 21.9 0.0 0.0 0.0 6.3 1.7 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 7 7 14 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 6,962 : : Positions : : 3,463 4,813 1,245 71 1,012 0 0 0 495 318 297 : : : : Changes from: October 26, 2010 : : -1,079 -1,227 -108 36 78 0 0 0 -71 -27 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 69.1 17.9 1.0 14.5 0.0 0.0 0.0 7.1 4.6 4.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 30 38 13 4 15 0 0 0 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 13,198 : : Positions : : 7,732 11,558 3,906 60 1,015 0 0 0 0 525 0 : : : : Changes from: October 26, 2010 : : -2,251 -3,639 -1,335 -187 53 0 0 0 0 300 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 87.6 29.6 0.5 7.7 0.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 10 9 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 430,362 : : Positions : : 120,671 254,062 89,073 2,386 27,951 42,922 10,470 40,798 9,252 14,098 53,514 : : : : Changes from: October 26, 2010 : : -5,764 -7,119 493 -438 -875 -4,452 380 2,826 235 216 2,436 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 59.0 20.7 0.6 6.5 10.0 2.4 9.5 2.1 3.3 12.4 : : : : Number of Traders in Each Category Total Traders: 169 : : 49 68 17 4 19 31 12 23 12 19 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 15,673 : : Positions : : 10,650 10,952 1,596 425 2,557 50 0 100 350 1,125 350 : : : : Changes from: October 26, 2010 : : -3,687 -2,019 -159 -1,575 -861 0 0 0 200 -181 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 69.9 10.2 2.7 16.3 0.3 0.0 0.6 2.2 7.2 2.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 25 35 10 . 10 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 6,964 : : Positions : : 1,880 3,326 1,119 1,542 1,756 50 0 0 1,845 0 50 : : : : Changes from: October 26, 2010 : : -1,955 -675 -322 -1,439 -353 0 0 0 75 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 47.8 16.1 22.1 25.2 0.7 0.0 0.0 26.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 7 7 9 4 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 8,471 : : Positions : : 4,990 4,125 150 3,205 480 300 80 0 2,023 75 486 : : : : Changes from: October 26, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 48.7 1.8 37.8 5.7 3.5 0.9 0.0 23.9 0.9 5.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 8 . 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 3,781 : : Positions : : 2,042 986 106 581 248 0 0 0 158 225 189 : : : : Changes from: October 26, 2010 : : -100 -262 -156 186 -87 0 0 0 -2 -22 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 26.1 2.8 15.4 6.6 0.0 0.0 0.0 4.2 6.0 5.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 8,106 : : Positions : : 5,793 5,785 25 348 183 788 0 263 148 725 541 : : : : Changes from: October 26, 2010 : : -537 -83 -40 -170 -47 63 -279 81 -13 -26 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 71.4 0.3 4.3 2.3 9.7 0.0 3.2 1.8 8.9 6.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 16 . . . 5 0 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 6,217 : : Positions : : 5,781 4,415 180 527 97 0 0 0 0 924 0 : : : : Changes from: October 26, 2010 : : -1,633 -1,114 109 -223 -127 0 0 0 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 71.0 2.9 8.5 1.6 0.0 0.0 0.0 0.0 14.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 2,203 : : Positions : : 2,114 2,066 60 113 0 0 0 0 0 0 0 : : : : Changes from: October 26, 2010 : : -791 -665 0 -166 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 93.8 2.7 5.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 17 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 1,991 : : Positions : : 1,309 1,423 41 102 52 0 25 0 40 0 30 : : : : Changes from: October 26, 2010 : : -433 -317 16 -84 -16 0 25 0 -7 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 71.5 2.1 5.1 2.6 0.0 1.3 0.0 2.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 18 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 523,826 : : Positions : : 146,810 191,895 66,352 62,477 108,161 32,826 25,157 45,752 34,821 2,516 72,482 : : : : Changes from: October 26, 2010 : : 3,519 -2,488 -11,813 3,623 -976 1,455 -674 -288 7,935 528 -3,705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 36.6 12.7 11.9 20.6 6.3 4.8 8.7 6.6 0.5 13.8 : : : : Number of Traders in Each Category Total Traders: 134 : : 35 39 12 19 26 14 13 16 25 8 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 2,775,978 : : Positions : : 381,018 548,707 217,235 271,651 806,028 256,210 62,082 329,750 91,488 77,390 598,269 : : : : Changes from: October 26, 2010 : : 1,052 10,073 11,656 10,287 -30 17,855 2,551 10,206 -1,643 9,989 13,645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 19.8 7.8 9.8 29.0 9.2 2.2 11.9 3.3 2.8 21.6 : : : : Number of Traders in Each Category Total Traders: 431 : : 53 61 17 31 43 92 45 90 85 78 121 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 159,095 : : Positions : : 47,814 83,828 0 18,407 7,547 3,055 8,873 8,344 68,053 4,467 23,628 : : : : Changes from: October 26, 2010 : : 2,513 11 0 -426 -1,259 -884 -402 1,031 -834 1,624 -2,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 52.7 0.0 11.6 4.7 1.9 5.6 5.2 42.8 2.8 14.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 17 18 0 8 7 . 5 . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 231,622 : : Positions : : 46,165 45,752 64,149 64,460 42,034 1,319 0 688 25,845 13,688 13,767 : : : : Changes from: October 26, 2010 : : -6,324 -1,399 -835 -231 -7,851 74 0 232 2,282 -2,032 -2,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 19.8 27.7 27.8 18.1 0.6 0.0 0.3 11.2 5.9 5.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 9 9 8 15 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 147,060 : : Positions : : 12,198 10,979 10,083 24,899 61,767 16,162 4,746 24,615 3,390 1,259 15,205 : : : : Changes from: October 26, 2010 : : 387 -73 -253 2,450 -1,120 821 -1,135 -18 562 270 512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 7.5 6.9 16.9 42.0 11.0 3.2 16.7 2.3 0.9 10.3 : : : : Number of Traders in Each Category Total Traders: 69 : : 9 9 8 10 17 18 5 14 11 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 597,212 : : Positions : : 121,814 95,500 42,106 107,240 277,399 232 1,816 7,356 40,566 1,737 93,609 : : : : Changes from: October 26, 2010 : : -3,482 -6,094 -945 -2,608 -15,431 -102 -1,051 -873 -4,637 654 -5,731 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 16.0 7.1 18.0 46.4 0.0 0.3 1.2 6.8 0.3 15.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 9 9 8 21 28 . . . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 35,307 : : Positions : : 8,124 18,863 16,481 2,953 10,291 0 1,532 25 158 1,362 33 : : : : Changes from: October 26, 2010 : : -7,726 -1,996 3,108 -1,732 -4,638 -75 50 0 125 -895 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 53.4 46.7 8.4 29.1 0.0 4.3 0.1 0.4 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 19 25 12 7 12 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 107,502 : : Positions : : 12,010 8,146 39,631 14,928 38,908 8,020 26,739 3,185 466 9,367 1,308 : : : : Changes from: October 26, 2010 : : -3,500 -412 4,517 -373 -920 0 1,398 18 0 670 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 7.6 36.9 13.9 36.2 7.5 24.9 3.0 0.4 8.7 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 6 7 12 9 19 4 7 9 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 37,078 : : Positions : : 2,181 2,476 8,891 8,672 16,477 2,600 2,419 2,852 135 400 1,300 : : : : Changes from: October 26, 2010 : : 0 0 -172 589 500 500 0 196 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 6.7 24.0 23.4 44.4 7.0 6.5 7.7 0.4 1.1 3.5 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 9 5 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 16,318 : : Positions : : 4,735 4,578 3,068 7,425 3,715 4,750 150 0 0 400 0 : : : : Changes from: October 26, 2010 : : -505 -430 -710 -1,235 -495 -548 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 28.1 18.8 45.5 22.8 29.1 0.9 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 9 6 10 6 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 313,579 : : Positions : : 117,158 214,979 36,752 3,073 21,998 59,380 8,621 26,765 13,097 5,570 19,085 : : : : Changes from: October 26, 2010 : : 3,541 -1,632 -1,904 471 2,634 -1,430 -457 1,548 461 187 -1,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 68.6 11.7 1.0 7.0 18.9 2.7 8.5 4.2 1.8 6.1 : : : : Number of Traders in Each Category Total Traders: 194 : : 62 68 15 5 14 45 15 29 14 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 21,962 : : Positions : : 12,232 12,832 2,088 2,509 241 1,751 0 124 767 519 1,004 : : : : Changes from: October 26, 2010 : : -394 -2,402 -560 1,115 -36 62 -220 -471 -93 28 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 58.4 9.5 11.4 1.1 8.0 0.0 0.6 3.5 2.4 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 4,996 : : Positions : : 3,069 3,646 1,188 544 383 100 0 0 122 310 0 : : : : Changes from: October 26, 2010 : : -771 -1,545 -358 130 -230 -50 0 0 22 178 -322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 73.0 23.8 10.9 7.7 2.0 0.0 0.0 2.4 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 17 8 . 9 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 48,312 : : Positions : : 37,107 30,744 7,854 14,776 1,813 260 461 38 0 0 0 : : : : Changes from: October 26, 2010 : : -7,586 -8,298 -284 328 77 -480 -399 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 63.6 16.3 30.6 3.8 0.5 1.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 21 9 4 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 15,079 : : Positions : : 9,839 11,919 3,105 1,675 1,485 400 0 0 0 0 0 : : : : Changes from: October 26, 2010 : : -580 -4,105 -2,365 955 -970 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 79.0 20.6 11.1 9.8 2.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 18 7 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 6,099 : : Positions : : 1,690 3,445 2,214 1,209 1,145 600 0 0 50 150 0 : : : : Changes from: October 26, 2010 : : -705 -810 -342 -207 -120 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 56.5 36.3 19.8 18.8 9.8 0.0 0.0 0.8 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 13 10 7 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 15,137 : : Positions : : 10,440 11,428 1,958 2,495 619 150 0 0 1,680 0 0 : : : : Changes from: October 26, 2010 : : -480 -2,410 -272 -426 -226 0 0 0 -1,954 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 75.5 12.9 16.5 4.1 1.0 0.0 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 12 6 5 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 14,911 : : Positions : : 7,956 7,386 3,744 4,693 1,331 50 647 0 836 183 203 : : : : Changes from: October 26, 2010 : : -1,623 -545 -248 -1,332 -230 -130 -76 -12 -9 -17 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 49.5 25.1 31.5 8.9 0.3 4.3 0.0 5.6 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 18 6 9 9 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : 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 13,037 : : Positions : : 12,147 7,712 323 3,212 301 0 1,222 87 0 288 27 : : : : Changes from: October 26, 2010 : : -2,468 -3,197 -232 13 -58 0 565 -298 0 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 59.2 2.5 24.6 2.3 0.0 9.4 0.7 0.0 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 30,881 : : Positions : : 8,820 19,430 9,795 2,984 5,491 100 0 50 4,885 1,380 1,314 : : : : Changes from: October 26, 2010 : : -146 154 -422 -910 111 -200 0 0 1,307 -176 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 62.9 31.7 9.7 17.8 0.3 0.0 0.2 15.8 4.5 4.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 16 16 12 5 15 . 0 . 5 . 5 : ----------------------------------------------------------------------------------------------------------------
Updated November 5, 2010