Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 42,602 : : Positions : : 27,764 34,166 9,426 1,021 4,304 0 0 0 985 2,834 64 : : : : Changes from: November 16, 2010 : : 2,666 1,399 -426 80 100 0 0 0 0 761 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 80.2 22.1 2.4 10.1 0.0 0.0 0.0 2.3 6.7 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 36 13 . 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 32,703 : : Positions : : 26,612 25,258 3,168 4,794 2,441 0 0 0 400 0 0 : : : : Changes from: November 16, 2010 : : 1,461 1,219 94 316 117 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 77.2 9.7 14.7 7.5 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 28 6 5 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 5,871 : : Positions : : 2,199 3,988 1,726 0 430 0 0 0 146 216 55 : : : : Changes from: November 16, 2010 : : -18 -87 -89 0 78 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 67.9 29.4 0.0 7.3 0.0 0.0 0.0 2.5 3.7 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 6 0 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 9,499 : : Positions : : 4,734 5,015 638 688 2,081 0 0 0 692 271 154 : : : : Changes from: November 16, 2010 : : -49 123 54 13 61 0 0 0 184 70 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 52.8 6.7 7.2 21.9 0.0 0.0 0.0 7.3 2.9 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 25 7 9 16 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 7,969 : : Positions : : 4,229 5,495 1,283 173 1,027 0 0 0 580 454 268 : : : : Changes from: November 16, 2010 : : 460 52 -183 105 116 0 0 0 -44 44 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 69.0 16.1 2.2 12.9 0.0 0.0 0.0 7.3 5.7 3.4 : : : : Number of Traders in Each Category Total Traders: 71 : : 38 39 11 4 12 0 0 0 6 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2010 : 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 2,395 : : Positions : : 499 743 124 720 415 225 0 0 87 0 15 : : : : Changes from: November 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 31.0 5.2 30.1 17.3 9.4 0.0 0.0 3.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . 4 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,581 : : Positions : : 898 727 95 71 104 0 0 0 0 55 0 : : : : Changes from: November 16, 2010 : : 89 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 46.0 6.0 4.5 6.6 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,904 : : Positions : : 864 1,109 445 9 132 0 0 0 60 95 0 : : : : Changes from: November 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 58.2 23.4 0.5 6.9 0.0 0.0 0.0 3.2 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 15,398 : : Positions : : 9,804 13,679 4,280 160 1,119 0 0 0 0 400 0 : : : : Changes from: November 16, 2010 : : 528 812 384 100 159 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 88.8 27.8 1.0 7.3 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 12 8 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 316,945 : : Positions : : 89,390 207,158 80,520 1,367 11,068 42,698 12,414 24,814 10,402 20,694 14,111 : : : : Changes from: November 16, 2010 : : 17,604 -5,753 -72 -369 -2,280 -16,546 7,990 -597 100 -484 -4,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 65.4 25.4 0.4 3.5 13.5 3.9 7.8 3.3 6.5 4.5 : : : : Number of Traders in Each Category Total Traders: 167 : : 50 68 17 . 17 36 8 22 11 18 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 17,347 : : Positions : : 11,261 12,578 2,896 562 2,245 50 0 100 425 1,497 350 : : : : Changes from: November 16, 2010 : : -1,033 -1,695 -325 237 -237 0 0 -300 0 100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 72.5 16.7 3.2 12.9 0.3 0.0 0.6 2.4 8.6 2.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 26 34 11 . 10 . 0 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 7,959 : : Positions : : 2,280 4,027 1,014 1,846 1,886 390 0 0 2,295 0 50 : : : : Changes from: November 16, 2010 : : 150 0 0 -25 25 -55 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 50.6 12.7 23.2 23.7 4.9 0.0 0.0 28.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 11 6 10 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 4,112 : : Positions : : 2,231 976 101 600 255 0 0 0 146 185 301 : : : : Changes from: November 16, 2010 : : 165 -28 -5 19 7 0 0 0 -15 80 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 23.7 2.5 14.6 6.2 0.0 0.0 0.0 3.6 4.5 7.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . 5 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 2,977 : : Positions : : 2,147 2,282 350 395 250 0 0 0 130 0 0 : : : : Changes from: November 16, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 76.7 11.8 13.3 8.4 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 7,947 : : Positions : : 5,727 5,548 98 456 175 775 70 269 231 797 394 : : : : Changes from: November 16, 2010 : : 6 -66 37 20 -2 130 44 -17 -28 45 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 69.8 1.2 5.7 2.2 9.8 0.9 3.4 2.9 10.0 5.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 7,530 : : Positions : : 6,880 5,570 209 648 246 0 0 0 0 924 0 : : : : Changes from: November 16, 2010 : : 564 437 85 59 -32 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 74.0 2.8 8.6 3.3 0.0 0.0 0.0 0.0 12.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 21 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 2,418 : : Positions : : 2,339 2,230 45 158 5 0 0 0 0 0 0 : : : : Changes from: November 16, 2010 : : 50 30 10 -5 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 92.2 1.9 6.5 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2010 : 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 2,708 : : Positions : : 1,933 1,415 0 0 0 75 180 45 0 28 0 : : : : Changes from: November 16, 2010 : : 146 66 0 0 0 20 30 0 0 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 52.3 0.0 0.0 0.0 2.8 6.6 1.7 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 19 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 2,303 : : Positions : : 1,544 1,672 36 124 85 0 0 0 89 0 31 : : : : Changes from: November 16, 2010 : : -52 1 -13 17 8 0 -25 0 31 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 72.6 1.6 5.4 3.7 0.0 0.0 0.0 3.9 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 22 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 475,861 : : Positions : : 141,548 177,357 66,237 54,371 92,718 30,143 25,226 31,866 22,664 5,546 72,209 : : : : Changes from: November 16, 2010 : : -13,598 -16,290 -5,311 -8,206 -9,585 1,712 -1,377 -3,448 -1,085 3,107 -11,728 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 37.3 13.9 11.4 19.5 6.3 5.3 6.7 4.8 1.2 15.2 : : : : Number of Traders in Each Category Total Traders: 121 : : 35 39 11 17 24 17 9 17 17 7 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 1,331,203 : : Positions : : 194,271 336,219 229,665 253,339 175,002 220,089 93,184 152,127 97,574 83,033 176,148 : : : : Changes from: November 16, 2010 : : -14,522 -33,837 10,232 -3,774 -18,261 -22,216 21,271 -2,183 9,392 -3,550 -17,733 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 25.3 17.3 19.0 13.1 16.5 7.0 11.4 7.3 6.2 13.2 : : : : Number of Traders in Each Category Total Traders: 347 : : 43 53 22 27 38 72 39 68 64 43 79 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 246,709 : : Positions : : 51,857 45,120 71,334 70,197 44,193 1,040 0 513 27,094 16,409 14,202 : : : : Changes from: November 16, 2010 : : 525 -5,683 757 4,885 -368 384 0 -288 606 443 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 18.3 28.9 28.5 17.9 0.4 0.0 0.2 11.0 6.7 5.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 10 10 9 9 16 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 41,687 : : Positions : : 12,622 22,732 16,199 2,960 12,512 0 1,352 0 233 1,962 58 : : : : Changes from: November 16, 2010 : : 1,407 1,449 -16 0 -62 -150 0 -225 75 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 54.5 38.9 7.1 30.0 0.0 3.2 0.0 0.6 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 23 26 15 5 14 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 85,934 : : Positions : : 9,695 4,264 36,022 11,115 28,740 5,951 26,378 1,288 0 7,294 1,062 : : : : Changes from: November 16, 2010 : : -3,460 -2,462 -3,990 -2,844 -7,451 -1,004 1,149 -1,612 -466 -5,923 -277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 5.0 41.9 12.9 33.4 6.9 30.7 1.5 0.0 8.5 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 6 5 13 8 16 4 7 6 0 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 16,925 : : Positions : : 5,392 4,560 2,768 7,550 4,190 4,525 25 0 0 550 0 : : : : Changes from: November 16, 2010 : : 0 0 0 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 26.9 16.4 44.6 24.8 26.7 0.1 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 10 6 10 7 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 277,551 : : Positions : : 98,479 203,669 35,694 5,687 17,251 65,272 3,984 19,008 13,481 7,276 6,806 : : : : Changes from: November 16, 2010 : : -7,697 -6,240 633 -235 -66 -4,821 -4,804 593 449 -178 655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 73.4 12.9 2.0 6.2 23.5 1.4 6.8 4.9 2.6 2.5 : : : : Number of Traders in Each Category Total Traders: 187 : : 59 69 17 5 17 52 7 23 15 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 24,171 : : Positions : : 13,599 14,607 2,349 2,554 199 1,751 70 580 651 669 992 : : : : Changes from: November 16, 2010 : : -137 316 126 -253 -42 0 70 456 -450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 60.4 9.7 10.6 0.8 7.2 0.3 2.4 2.7 2.8 4.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 18 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 5,452 : : Positions : : 3,355 4,232 1,388 494 333 100 0 0 122 260 20 : : : : Changes from: November 16, 2010 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 77.6 25.5 9.1 6.1 1.8 0.0 0.0 2.2 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 17 8 . 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 59,802 : : Positions : : 49,011 37,667 6,766 16,991 2,543 485 2,186 35 0 200 0 : : : : Changes from: November 16, 2010 : : 6,785 4,377 -970 750 555 -300 230 -1 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 63.0 11.3 28.4 4.3 0.8 3.7 0.1 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 23 8 5 8 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 17,916 : : Positions : : 13,121 14,626 2,680 1,825 1,465 400 0 0 0 0 0 : : : : Changes from: November 16, 2010 : : 1,887 1,437 -100 150 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 81.6 15.0 10.2 8.2 2.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 7 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 6,774 : : Positions : : 2,015 3,245 2,314 1,334 1,145 750 0 0 100 850 50 : : : : Changes from: November 16, 2010 : : 425 -275 0 -50 0 0 0 0 0 750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 47.9 34.2 19.7 16.9 11.1 0.0 0.0 1.5 12.5 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 14 14 10 7 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 17,871 : : Positions : : 12,235 14,133 2,096 2,462 876 150 0 0 2,189 0 50 : : : : Changes from: November 16, 2010 : : 385 1,455 -207 -100 182 0 0 0 907 -300 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 79.1 11.7 13.8 4.9 0.8 0.0 0.0 12.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 16 7 4 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 16,753 : : Positions : : 8,573 8,505 4,026 4,716 1,868 0 493 150 886 278 267 : : : : Changes from: November 16, 2010 : : -193 150 157 -39 94 -50 -225 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 50.8 24.0 28.2 11.2 0.0 2.9 0.9 5.3 1.7 1.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 17 7 8 9 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 14,644 : : Positions : : 13,398 8,740 397 3,337 392 0 1,297 90 27 412 27 : : : : Changes from: November 16, 2010 : : 525 473 45 126 0 0 -81 -3 27 79 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 59.7 2.7 22.8 2.7 0.0 8.9 0.6 0.2 2.8 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 . 5 . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 32,366 : : Positions : : 9,285 20,674 9,645 3,065 5,672 0 0 50 6,033 1,418 1,155 : : : : Changes from: November 16, 2010 : : 475 600 0 -30 177 0 0 0 284 75 264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 63.9 29.8 9.5 17.5 0.0 0.0 0.2 18.6 4.4 3.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 17 17 12 5 15 0 0 . 5 . 5 : ----------------------------------------------------------------------------------------------------------------
Updated November 29, 2010