GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 53,583: 38,920 46,500 7,141 196 5,811 0 0 0 1,026 60 583: 102 433
Old : 53,583: 38,920 46,500 7,141 196 5,811 0 0 0 1,026 60 583: 102 433
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 4,411: 3,782 4,010 135 0 170 0 0 0 240 60 80: 4 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 86.8 13.3 0.4 10.8 0.0 0.0 0.0 1.9 0.1 1.1: 0.2 0.8
Old : 100.0: 72.6 86.8 13.3 0.4 10.8 0.0 0.0 0.0 1.9 0.1 1.1: 0.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 31 32 11 . 12 0 0 0 . . .:
Old : 57: 31 32 11 . 12 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 32.3 54.3 52.1 20.0 17.2 26.6 26.3
Old : 34.3 32.3 54.3 52.1 20.0 17.2 26.6 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,689: 10,204 10,433 1,051 920 1,221 0 0 0 0 0 0: 213 115
Old : 12,689: 10,204 10,433 1,051 920 1,221 0 0 0 0 0 0: 213 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 293: -227 141 10 -308 460 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 82.2 8.3 7.3 9.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 0.9
Old : 100.0: 80.4 82.2 8.3 7.3 9.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 24 4 5 4 0 0 0 0 0 0:
Old : 38: 21 24 4 5 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 47.1 57.5 68.0 23.0 26.0 37.7 35.3
Old : 33.2 47.1 57.5 68.0 23.0 26.0 37.7 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 11,015: 5,853 6,355 1,479 553 2,286 0 0 0 132 364 193: 1,072 1,264
Old : 11,015: 5,853 6,355 1,479 553 2,286 0 0 0 132 364 193: 1,072 1,264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 234: 325 300 -64 15 -87 0 0 0 30 12 -8: 38 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 57.7 13.4 5.0 20.8 0.0 0.0 0.0 1.2 3.3 1.8: 9.7 11.5
Old : 100.0: 53.1 57.7 13.4 5.0 20.8 0.0 0.0 0.0 1.2 3.3 1.8: 9.7 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 23 28 6 6 11 0 0 0 . . 5:
Old : 46: 23 28 6 6 11 0 0 0 . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 25.6 60.0 41.8 21.6 9.8 26.4 15.9
Old : 38.3 25.6 60.0 41.8 21.6 9.8 26.4 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 8,051: 4,532 5,630 956 227 1,182 0 0 0 911 63 97: 373 852
Old : 8,051: 4,532 5,630 956 227 1,182 0 0 0 911 63 97: 373 852
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 712: 616 737 0 -5 45 0 0 0 118 20 30: -97 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 69.9 11.9 2.8 14.7 0.0 0.0 0.0 11.3 0.8 1.2: 4.6 10.6
Old : 100.0: 56.3 69.9 11.9 2.8 14.7 0.0 0.0 0.0 11.3 0.8 1.2: 4.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 39 41 10 5 15 0 0 0 5 . .:
Old : 67: 39 41 10 5 15 0 0 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 34.5 43.9 44.7 24.8 30.0 36.2 37.4
Old : 28.4 34.5 43.9 44.7 24.8 30.0 36.2 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 4,086: 2,399 1,967 399 100 460 0 0 0 0 0 0: 828 1,559
Old : 4,086: 2,399 1,967 399 100 460 0 0 0 0 0 0: 828 1,559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 125: 41 46 111 0 57 0 0 0 0 0 0: -84 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 48.1 9.8 2.4 11.3 0.0 0.0 0.0 0.0 0.0 0.0: 20.3 38.2
Old : 100.0: 58.7 48.1 9.8 2.4 11.3 0.0 0.0 0.0 0.0 0.0 0.0: 20.3 38.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 15 4 . 4 0 0 0 0 0 0:
Old : 21: 14 15 4 . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 26.8 67.7 41.3 41.3 15.8 44.9 22.0
Old : 55.0 26.8 67.7 41.3 41.3 15.8 44.9 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,378: 1,650 1,648 231 338 536 75 0 90 315 599 0: 481 167
Old : 3,378: 1,650 1,648 231 338 536 75 0 90 315 599 0: 481 167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 231: 295 201 -5 6 -6 0 0 0 30 105 0: -83 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 48.8 6.8 10.0 15.9 2.2 0.0 2.7 9.3 17.7 0.0: 14.2 4.9
Old : 100.0: 48.8 48.8 6.8 10.0 15.9 2.2 0.0 2.7 9.3 17.7 0.0: 14.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 12 4 5 7 . 0 . . . 0:
Old : 32: 14 12 4 5 7 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 43.3 45.3 65.2 19.2 34.3 30.3 46.0
Old : 29.8 43.3 45.3 65.2 19.2 34.3 30.3 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,214: 1,096 1,404 256 18 276 0 0 0 0 140 101: 485 275
Old : 2,214: 1,096 1,404 256 18 276 0 0 0 0 140 101: 485 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 8: -10 5 -1 5 2 0 0 0 0 0 0: 17 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 63.4 11.6 0.8 12.5 0.0 0.0 0.0 0.0 6.3 4.6: 21.9 12.4
Old : 100.0: 49.5 63.4 11.6 0.8 12.5 0.0 0.0 0.0 0.0 6.3 4.6: 21.9 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . 4 0 0 0 0 . .:
Old : 27: 17 18 . . 4 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 47.7 48.4 60.3 27.5 37.5 36.8 46.0
Old : 34.4 47.7 48.4 60.3 27.5 37.5 36.8 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 10,641: 8,622 9,575 1,355 160 619 0 0 0 0 0 0: 45 287
Old : 10,641: 8,622 9,575 1,355 160 619 0 0 0 0 0 0: 45 287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 1,648: 1,573 1,393 -150 30 225 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 90.0 12.7 1.5 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 2.7
Old : 100.0: 81.0 90.0 12.7 1.5 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 13 5 . 4 0 0 0 0 0 0:
Old : 30: 20 13 5 . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 66.9 69.6 86.4 40.8 64.3 58.3 71.0
Old : 45.6 66.9 69.6 86.4 40.8 64.3 58.3 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 22,970: 17,643 17,570 2,815 1,641 2,076 0 0 0 0 1,247 436: 0 0
Old : 22,970: 17,643 17,570 2,815 1,641 2,076 0 0 0 0 1,247 436: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 2,083: 2,108 1,768 98 108 -123 0 0 0 0 330 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 76.5 12.3 7.1 9.0 0.0 0.0 0.0 0.0 5.4 1.9: 0.0 0.0
Old : 100.0: 76.8 76.5 12.3 7.1 9.0 0.0 0.0 0.0 0.0 5.4 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 18 6 5 10 0 0 0 0 . .:
Old : 36: 16 18 6 5 10 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 47.3 69.4 71.9 31.7 32.5 45.9 46.5
Old : 46.1 47.3 69.4 71.9 31.7 32.5 45.9 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 296,818: 89,358 182,637 58,228 4,572 15,940 47,977 9,439 21,524 10,137 28,860 12,183: 41,471 21,663
Old : 296,818: 89,358 182,637 58,228 4,572 15,940 47,977 9,439 21,524 10,137 28,860 12,183: 41,471 21,663
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,679: 473 4,067 -5 -444 -2,706 5,605 1,266 804 -662 3,007 -1,842: -3,346 -5,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 61.5 19.6 1.5 5.4 16.2 3.2 7.3 3.4 9.7 4.1: 14.0 7.3
Old : 100.0: 30.1 61.5 19.6 1.5 5.4 16.2 3.2 7.3 3.4 9.7 4.1: 14.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 167: 59 71 18 5 16 32 8 20 8 17 21:
Old : 167: 59 71 18 5 16 32 8 20 8 17 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 25.3 24.0 36.5 11.1 17.4 19.6 24.3
Old : 13.7 25.3 24.0 36.5 11.1 17.4 19.6 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 17,132: 12,359 10,629 1,432 3,385 2,141 300 0 200 135 205 565: 0 7
Old : 17,132: 12,359 10,629 1,432 3,385 2,141 300 0 200 135 205 565: 0 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 1,801: 843 888 -55 250 313 0 0 200 50 -200 450: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 62.0 8.4 19.8 12.5 1.8 0.0 1.2 0.8 1.2 3.3: 0.0 0.0
Old : 100.0: 72.1 62.0 8.4 19.8 12.5 1.8 0.0 1.2 0.8 1.2 3.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 32 36 7 6 10 . 0 . . . 4:
Old : 64: 32 36 7 6 10 . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 34.1 45.2 50.0 27.6 30.6 37.3 40.0
Old : 30.9 34.1 45.2 50.0 27.6 30.6 37.3 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,314: 4,155 5,155 1,050 864 695 1,024 0 100 200 410 0: 90 90
Old : 7,314: 4,155 5,155 1,050 864 695 1,024 0 100 200 410 0: 90 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -597: -765 -675 100 428 -25 313 0 -100 -100 -205 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 70.5 14.4 11.8 9.5 14.0 0.0 1.4 2.7 5.6 0.0: 1.2 1.2
Old : 100.0: 56.8 70.5 14.4 11.8 9.5 14.0 0.0 1.4 2.7 5.6 0.0: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 15 13 4 4 6 4 0 . . . 0:
Old : 40: 15 13 4 4 6 4 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 45.0 57.0 65.1 27.1 43.7 43.5 59.0
Old : 38.7 45.0 57.0 65.1 27.1 43.7 43.5 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 1,610: 820 1,360 540 50 200 0 0 0 0 0 0: 50 0
Old : 1,610: 820 1,360 540 50 200 0 0 0 0 0 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.0
Old : 100.0: 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 10 5 . . 0 0 0 0 0 0:
Old : 25: 9 10 5 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
Old : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 10,689: 7,400 7,210 113 469 260 647 84 131 300 833 1,001: 837 701
Old : 10,689: 7,400 7,210 113 469 260 647 84 131 300 833 1,001: 837 701
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -144: -253 177 -4 -200 29 44 32 -32 -10 -115 247: -165 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 67.5 1.1 4.4 2.4 6.1 0.8 1.2 2.8 7.8 9.4: 7.8 6.6
Old : 100.0: 69.2 67.5 1.1 4.4 2.4 6.1 0.8 1.2 2.8 7.8 9.4: 7.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 16 19 . . . . . . . 6 6:
Old : 34: 16 19 . . . . . . . 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 45.5 65.6 69.9 21.4 23.6 31.9 35.8
Old : 44.3 45.5 65.6 69.9 21.4 23.6 31.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 17,140: 16,087 14,360 6 599 477 0 0 0 116 1,321 160: 294 223
Old : 17,140: 16,087 14,360 6 599 477 0 0 0 116 1,321 160: 294 223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,568: -2,244 -2,015 6 -263 5 -125 0 0 -180 -278 26: -56 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 83.8 0.0 3.5 2.8 0.0 0.0 0.0 0.7 7.7 0.9: 1.7 1.3
Old : 100.0: 93.9 83.8 0.0 3.5 2.8 0.0 0.0 0.0 0.7 7.7 0.9: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 36 42 . . . 0 0 0 . 6 4:
Old : 61: 36 42 . . . 0 0 0 . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 34.0 54.7 54.6 25.2 31.1 36.7 40.8
Old : 33.8 34.0 54.7 54.6 25.2 31.1 36.7 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,491: 1,435 1,112 0 37 46 0 157 78 0 176 34: 898 851
Old : 2,491: 1,435 1,112 0 37 46 0 157 78 0 176 34: 898 851
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 149: 115 223 0 5 -14 0 -2 0 0 50 34: 14 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 44.6 0.0 1.5 1.8 0.0 6.3 3.1 0.0 7.1 1.4: 36.0 34.2
Old : 100.0: 57.6 44.6 0.0 1.5 1.8 0.0 6.3 3.1 0.0 7.1 1.4: 36.0 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 17 0 . . 0 . . 0 . .:
Old : 24: 17 17 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 25.7 44.0 42.4 23.9 17.0 31.1 27.5
Old : 29.9 25.7 44.0 42.4 23.9 17.0 31.1 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,513: 895 1,032 32 0 20 0 0 0 52 48 41: 473 372
Old : 1,513: 895 1,032 32 0 20 0 0 0 52 48 41: 473 372
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 98: 210 235 -11 0 20 0 0 0 -28 0 -60: -33 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 68.2 2.1 0.0 1.3 0.0 0.0 0.0 3.4 3.2 2.7: 31.3 24.6
Old : 100.0: 59.2 68.2 2.1 0.0 1.3 0.0 0.0 0.0 3.4 3.2 2.7: 31.3 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 23 . 0 . 0 0 0 . . .:
Old : 26: 19 23 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 23.6 38.7 39.4 18.6 19.0 28.3 32.2
Old : 21.7 23.6 38.7 39.4 18.6 19.0 28.3 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 437,022: 131,329 139,775 62,466 70,878 80,528 27,359 20,084 15,345 7,392 6,295 88,619: 23,984 15,498
Old : 437,022: 131,329 139,775 62,466 70,878 80,528 27,359 20,084 15,345 7,392 6,295 88,619: 23,984 15,498
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 25,002: 10,565 -1,825 4,863 3,102 -787 112 9,947 -4,225 -5,588 -1,056 23,271: -3,209 -3,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 32.0 14.3 16.2 18.4 6.3 4.6 3.5 1.7 1.4 20.3: 5.5 3.5
Old : 100.0: 30.1 32.0 14.3 16.2 18.4 6.3 4.6 3.5 1.7 1.4 20.3: 5.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 122: 34 37 14 17 27 14 9 16 11 14 27:
Old : 122: 34 37 14 17 27 14 9 16 11 14 27:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 22.1 37.5 32.6 14.1 11.5 21.1 18.1
Old : 25.2 22.1 37.5 32.6 14.1 11.5 21.1 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 1,345,024: 176,167 300,254 203,259 245,451 250,972 229,279 49,434 174,009 94,359 112,592 147,454: 69,525 64,858
Old : 1,345,024: 176,167 300,254 203,259 245,451 250,972 229,279 49,434 174,009 94,359 112,592 147,454: 69,525 64,858
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -43,873: -7,041 -14,011 -6,561 9,297 -1,467 -7,975 -3,673 -15,458 -3,599 -9,795 -8,310: 6,538 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 22.3 15.1 18.2 18.7 17.0 3.7 12.9 7.0 8.4 11.0: 5.2 4.8
Old : 100.0: 13.1 22.3 15.1 18.2 18.7 17.0 3.7 12.9 7.0 8.4 11.0: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 334: 46 54 30 21 41 69 42 64 52 49 84:
Old : 334: 46 54 30 21 41 69 42 64 52 49 84:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 12.4 28.3 22.7 13.5 11.1 19.0 17.0
Old : 18.0 12.4 28.3 22.7 13.5 11.1 19.0 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 199,190: 39,832 29,642 45,134 79,743 30,395 1,358 0 132 44,532 16,686 4,093: 33,714 38,499
Old : 199,190: 39,832 29,642 45,134 79,743 30,395 1,358 0 132 44,532 16,686 4,093: 33,714 38,499
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -10,691: -2,289 63 2,183 -791 -2,716 251 0 0 -2,648 -4,338 -1,154: -4,318 -1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 14.9 22.7 40.0 15.3 0.7 0.0 0.1 22.4 8.4 2.1: 16.9 19.3
Old : 100.0: 20.0 14.9 22.7 40.0 15.3 0.7 0.0 0.1 22.4 8.4 2.1: 16.9 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 6 7 7 9 13 . 0 . 5 7 8:
Old : 37: 6 7 7 9 13 . 0 . 5 7 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 32.1 58.5 50.8 39.3 28.8 53.9 44.1
Old : 41.5 32.1 58.5 50.8 39.3 28.8 53.9 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,131: 5,439 7,278 4,838 2,330 1,182 0 500 0 525 716 125: 22 0
Old : 12,131: 5,439 7,278 4,838 2,330 1,182 0 500 0 525 716 125: 22 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,096: -3,838 -2,038 1,067 -875 -1,125 0 0 0 25 167 -225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 60.0 39.9 19.2 9.7 0.0 4.1 0.0 4.3 5.9 1.0: 0.2 0.0
Old : 100.0: 44.8 60.0 39.9 19.2 9.7 0.0 4.1 0.0 4.3 5.9 1.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 17 15 8 5 7 0 . 0 . . .:
Old : 42: 17 15 8 5 7 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 42.2 60.3 62.8 37.3 37.3 49.6 55.4
Old : 42.4 42.2 60.3 62.8 37.3 37.3 49.6 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 74,939: 9,925 3,745 33,953 26,193 20,147 4,003 5,894 1,066 0 9,167 3,757: 2,088 4,970
Old : 74,939: 9,925 3,745 33,953 26,193 20,147 4,003 5,894 1,066 0 9,167 3,757: 2,088 4,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 637: 0 0 1,024 224 46 97 -3,555 -3,612 0 3,790 2,920: 162 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 5.0 45.3 35.0 26.9 5.3 7.9 1.4 0.0 12.2 5.0: 2.8 6.6
Old : 100.0: 13.2 5.0 45.3 35.0 26.9 5.3 7.9 1.4 0.0 12.2 5.0: 2.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 5 4 11 10 17 5 . 7 0 5 6:
Old : 40: 5 4 11 10 17 5 . 7 0 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 36.5 69.3 56.8 38.6 30.6 52.5 45.2
Old : 51.4 36.5 69.3 56.8 38.6 30.6 52.5 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 34,835: 1,439 3,327 11,209 12,182 12,298 3,941 0 1,650 0 1,178 863: 3,435 3,337
Old : 34,835: 1,439 3,327 11,209 12,182 12,298 3,941 0 1,650 0 1,178 863: 3,435 3,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,197: 0 0 -405 532 -20 580 -801 -1,122 -700 -350 0: 470 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.6 32.2 35.0 35.3 11.3 0.0 4.7 0.0 3.4 2.5: 9.9 9.6
Old : 100.0: 4.1 9.6 32.2 35.0 35.3 11.3 0.0 4.7 0.0 3.4 2.5: 9.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: . 4 8 6 13 4 0 . 0 . .:
Old : 25: . 4 8 6 13 4 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 49.1 63.0 65.9 32.1 35.5 39.9 44.4
Old : 46.8 49.1 63.0 65.9 32.1 35.5 39.9 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 11,590: 2,550 1,720 3,540 7,465 2,225 3,227 0 0 0 100 0: 48 80
Old : 11,590: 2,550 1,720 3,540 7,465 2,225 3,227 0 0 0 100 0: 48 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,095: -195 90 -1,030 -1,340 -670 -100 0 0 0 -50 0: -100 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 14.8 30.5 64.4 19.2 27.8 0.0 0.0 0.0 0.9 0.0: 0.4 0.7
Old : 100.0: 22.0 14.8 30.5 64.4 19.2 27.8 0.0 0.0 0.0 0.9 0.0: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 9 8 6 7 4 . 0 0 0 . 0:
Old : 31: 9 8 6 7 4 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 75.6 78.5 87.1 52.6 60.5 69.6 71.7
Old : 58.8 75.6 78.5 87.1 52.6 60.5 69.6 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 20,066: 1,473 721 0 3,411 5,191 3,035 0 2,653 1,615 1,102 3,189: 2,910 3,799
Old : 20,066: 1,473 721 0 3,411 5,191 3,035 0 2,653 1,615 1,102 3,189: 2,910 3,799
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -259: -104 -701 0 800 -248 480 -532 -280 -714 239 -109: 716 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.6 0.0 17.0 25.9 15.1 0.0 13.2 8.0 5.5 15.9: 14.5 18.9
Old : 100.0: 7.3 3.6 0.0 17.0 25.9 15.1 0.0 13.2 8.0 5.5 15.9: 14.5 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: . . 0 7 6 4 0 . . 4 5:
Old : 21: . . 0 7 6 4 0 . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 42.1 64.1 64.5 18.6 18.2 25.7 22.2
Old : 46.3 42.1 64.1 64.5 18.6 18.2 25.7 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 267,417: 98,974 181,592 29,392 11,568 14,131 66,002 6,202 14,161 13,761 15,724 11,903: 19,093 12,136
Old : 267,417: 98,974 181,592 29,392 11,568 14,131 66,002 6,202 14,161 13,761 15,724 11,903: 19,093 12,136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -13,147: -4,265 -7,936 390 1,160 -2,243 -2,877 -1,351 -1,650 -2,941 -1,654 952: -513 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 67.9 11.0 4.3 5.3 24.7 2.3 5.3 5.1 5.9 4.5: 7.1 4.5
Old : 100.0: 37.0 67.9 11.0 4.3 5.3 24.7 2.3 5.3 5.1 5.9 4.5: 7.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 197: 57 73 16 6 15 56 7 30 15 12 18:
Old : 197: 57 73 16 6 15 56 7 30 15 12 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 25.1 27.1 41.0 12.0 16.6 19.0 25.2
Old : 17.5 25.1 27.1 41.0 12.0 16.6 19.0 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 20,502: 5,829 12,541 575 1,264 367 1,427 0 876 5,416 0 120: 5,892 5,334
Old : 20,502: 5,829 12,541 575 1,264 367 1,427 0 876 5,416 0 120: 5,892 5,334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -3,684: -949 -3,298 58 100 75 -722 0 0 -743 -280 0: -1,403 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 61.2 2.8 6.2 1.8 7.0 0.0 4.3 26.4 0.0 0.6: 28.7 26.0
Old : 100.0: 28.4 61.2 2.8 6.2 1.8 7.0 0.0 4.3 26.4 0.0 0.6: 28.7 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 7 14 . . . . 0 . . 0 .:
Old : 24: 7 14 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 34.2 66.6 53.5 51.4 32.6 59.8 50.9
Old : 56.6 34.2 66.6 53.5 51.4 32.6 59.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 28,925: 28,345 14,475 0 12,050 0 0 0 0 0 0 0: 580 2,400
Old : 28,925: 28,345 14,475 0 12,050 0 0 0 0 0 0 0: 580 2,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,070: 2,970 1,960 0 300 0 0 0 0 0 0 0: 100 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.0 50.0 0.0 41.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 8.3
Old : 100.0: 98.0 50.0 0.0 41.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 0 4 0 0 0 0 0 0 0:
Old : 21: 13 13 0 4 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 49.1 91.2 73.6 62.8 47.3 68.7 61.0
Old : 74.1 49.1 91.2 73.6 62.8 47.3 68.7 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,082: 4,092 5,231 1,704 678 1,153 0 0 0 100 0 0: 33 20
Old : 7,082: 4,092 5,231 1,704 678 1,153 0 0 0 100 0 0: 33 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 262: 170 170 0 0 92 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 73.9 24.1 9.6 16.3 0.0 0.0 0.0 1.4 0.0 0.0: 0.5 0.3
Old : 100.0: 57.8 73.9 24.1 9.6 16.3 0.0 0.0 0.0 1.4 0.0 0.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 22 7 . 8 0 0 0 . 0 0:
Old : 41: 23 22 7 . 8 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 43.0 51.3 65.1 28.0 37.8 39.7 46.4
Old : 32.9 43.0 51.3 65.1 28.0 37.8 39.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 55,650: 48,067 31,155 4,083 21,057 2,285 300 411 2 0 0 0: 913 740
Old : 55,650: 48,067 31,155 4,083 21,057 2,285 300 411 2 0 0 0: 913 740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 499: 601 939 99 -390 -355 0 69 -25 0 0 0: 179 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 56.0 7.3 37.8 4.1 0.5 0.7 0.0 0.0 0.0 0.0: 1.6 1.3
Old : 100.0: 86.4 56.0 7.3 37.8 4.1 0.5 0.7 0.0 0.0 0.0 0.0: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 32 24 6 7 6 . . . 0 0 0:
Old : 53: 32 24 6 7 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 52.1 71.5 70.3 48.3 45.6 56.6 57.1
Old : 58.0 52.1 71.5 70.3 48.3 45.6 56.6 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 15,577: 11,315 10,057 3,372 4,475 770 0 200 0 0 50 0: 120 25
Old : 15,577: 11,315 10,057 3,372 4,475 770 0 200 0 0 50 0: 120 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -195: -175 -355 -230 0 210 0 -100 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 64.6 21.6 28.7 4.9 0.0 1.3 0.0 0.0 0.3 0.0: 0.8 0.2
Old : 100.0: 72.6 64.6 21.6 28.7 4.9 0.0 1.3 0.0 0.0 0.3 0.0: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 11 14 9 . 4 0 . 0 0 . 0:
Old : 28: 11 14 9 . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 75.5 72.9 90.3 28.8 41.3 40.8 47.4
Old : 54.9 75.5 72.9 90.3 28.8 41.3 40.8 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 6,545: 4,920 2,205 1,175 640 450 0 0 0 0 3,250 0: 0 0
Old : 6,545: 4,920 2,205 1,175 640 450 0 0 0 0 3,250 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 100: 125 -50 -25 200 0 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 33.7 18.0 9.8 6.9 0.0 0.0 0.0 0.0 49.7 0.0: 0.0 0.0
Old : 100.0: 75.2 33.7 18.0 9.8 6.9 0.0 0.0 0.0 0.0 49.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 20 12 5 5 4 0 0 0 0 5 0:
Old : 42: 20 12 5 5 4 0 0 0 0 5 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 73.1 68.7 83.2 43.5 69.9 64.5 78.7
Old : 43.5 73.1 68.7 83.2 43.5 69.9 64.5 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,950: 2,800 3,922 1,419 630 1,190 0 0 0 114 0 118: 309 90
Old : 5,950: 2,800 3,922 1,419 630 1,190 0 0 0 114 0 118: 309 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 31: 31 -19 0 0 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 65.9 23.8 10.6 20.0 0.0 0.0 0.0 1.9 0.0 2.0: 5.2 1.5
Old : 100.0: 47.1 65.9 23.8 10.6 20.0 0.0 0.0 0.0 1.9 0.0 2.0: 5.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 11 13 6 . 4 0 0 0 . 0 .:
Old : 27: 11 13 6 . 4 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 53.7 74.9 83.0 34.1 30.2 44.6 47.1
Old : 54.1 53.7 74.9 83.0 34.1 30.2 44.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 19,391: 12,118 9,973 3,867 4,346 1,814 25 2,079 21 652 244 812: 82 102
Old : 19,391: 12,118 9,973 3,867 4,346 1,814 25 2,079 21 652 244 812: 82 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,457: -1,399 -2,010 -493 102 -560 0 -192 0 -139 79 57: 77 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 51.4 19.9 22.4 9.4 0.1 10.7 0.1 3.4 1.3 4.2: 0.4 0.5
Old : 100.0: 62.5 51.4 19.9 22.4 9.4 0.1 10.7 0.1 3.4 1.3 4.2: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 25 27 10 8 11 . . . . . 4:
Old : 62: 25 27 10 8 11 . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 34.1 54.3 54.4 29.2 31.6 43.5 46.8
Old : 35.4 34.1 54.3 54.4 29.2 31.6 43.5 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 11,451: 8,694 7,264 123 2,921 284 1,051 0 778 307 0 150: 64 54
Old : 11,451: 8,694 7,264 123 2,921 284 1,051 0 778 307 0 150: 64 54
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,135: -2,086 -1,585 18 -526 -45 -87 0 71 31 0 0: -37 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 63.4 1.1 25.5 2.5 9.2 0.0 6.8 2.7 0.0 1.3: 0.6 0.5
Old : 100.0: 75.9 63.4 1.1 25.5 2.5 9.2 0.0 6.8 2.7 0.0 1.3: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 26 18 . 9 6 . 0 . 4 0 .:
Old : 46: 26 18 . 9 6 . 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 42.7 64.5 62.2 41.1 38.8 55.1 52.8
Old : 42.5 42.7 64.5 62.2 41.1 38.8 55.1 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Futures Only, November 1, 2011
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: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 31,956: 13,033 18,685 4,210 7,654 3,506 415 540 60 9,874 150 616: 242 745
Old : 31,956: 13,033 18,685 4,210 7,654 3,506 415 540 60 9,874 150 616: 242 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,372: -702 -1,362 -562 -773 -99 -875 0 0 -47 -175 -57: -30 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 58.5 13.2 24.0 11.0 1.3 1.7 0.2 30.9 0.5 1.9: 0.8 2.3
Old : 100.0: 40.8 58.5 13.2 24.0 11.0 1.3 1.7 0.2 30.9 0.5 1.9: 0.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 14 21 8 8 11 . . . 5 . 4:
Old : 49: 14 21 8 8 11 . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 50.0 72.0 65.3 55.7 48.8 66.3 59.9
Old : 58.8 50.0 72.0 65.3 55.7 48.8 66.3 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011