Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 53,583 : : Positions : : 38,920 46,500 7,141 196 5,811 0 0 0 1,026 60 583 : : : : Changes from: October 25, 2011 : : 3,782 4,010 135 0 170 0 0 0 240 60 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 86.8 13.3 0.4 10.8 0.0 0.0 0.0 1.9 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 32 11 . 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 12,689 : : Positions : : 10,204 10,433 1,051 920 1,221 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -227 141 10 -308 460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 82.2 8.3 7.3 9.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 4 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 11,015 : : Positions : : 5,853 6,355 1,479 553 2,286 0 0 0 132 364 193 : : : : Changes from: October 25, 2011 : : 325 300 -64 15 -87 0 0 0 30 12 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 57.7 13.4 5.0 20.8 0.0 0.0 0.0 1.2 3.3 1.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 28 6 6 11 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,051 : : Positions : : 4,532 5,630 956 227 1,182 0 0 0 911 63 97 : : : : Changes from: October 25, 2011 : : 616 737 0 -5 45 0 0 0 118 20 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 69.9 11.9 2.8 14.7 0.0 0.0 0.0 11.3 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 39 41 10 5 15 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 4,086 : : Positions : : 2,399 1,967 399 100 460 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 41 46 111 0 57 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 48.1 9.8 2.4 11.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 15 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,378 : : Positions : : 1,650 1,648 231 338 536 75 0 90 315 599 0 : : : : Changes from: October 25, 2011 : : 295 201 -5 6 -6 0 0 0 30 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 48.8 6.8 10.0 15.9 2.2 0.0 2.7 9.3 17.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 12 4 5 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,214 : : Positions : : 1,096 1,404 256 18 276 0 0 0 0 140 101 : : : : Changes from: October 25, 2011 : : -10 5 -1 5 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 63.4 11.6 0.8 12.5 0.0 0.0 0.0 0.0 6.3 4.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,641 : : Positions : : 8,622 9,575 1,355 160 619 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 1,573 1,393 -150 30 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 90.0 12.7 1.5 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 13 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 22,970 : : Positions : : 17,643 17,570 2,815 1,641 2,076 0 0 0 0 1,247 436 : : : : Changes from: October 25, 2011 : : 2,108 1,768 98 108 -123 0 0 0 0 330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 76.5 12.3 7.1 9.0 0.0 0.0 0.0 0.0 5.4 1.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 18 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 296,818 : : Positions : : 89,358 182,637 58,228 4,572 15,940 47,977 9,439 21,524 10,137 28,860 12,183 : : : : Changes from: October 25, 2011 : : 473 4,067 -5 -444 -2,706 5,605 1,266 804 -662 3,007 -1,842 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 61.5 19.6 1.5 5.4 16.2 3.2 7.3 3.4 9.7 4.1 : : : : Number of Traders in Each Category Total Traders: 167 : : 59 71 18 5 16 32 8 20 8 17 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 17,132 : : Positions : : 12,359 10,629 1,432 3,385 2,141 300 0 200 135 205 565 : : : : Changes from: October 25, 2011 : : 843 888 -55 250 313 0 0 200 50 -200 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 62.0 8.4 19.8 12.5 1.8 0.0 1.2 0.8 1.2 3.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 36 7 6 10 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,314 : : Positions : : 4,155 5,155 1,050 864 695 1,024 0 100 200 410 0 : : : : Changes from: October 25, 2011 : : -765 -675 100 428 -25 313 0 -100 -100 -205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 70.5 14.4 11.8 9.5 14.0 0.0 1.4 2.7 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 13 4 4 6 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,610 : : Positions : : 820 1,360 540 50 200 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,689 : : Positions : : 7,400 7,210 113 469 260 647 84 131 300 833 1,001 : : : : Changes from: October 25, 2011 : : -253 177 -4 -200 29 44 32 -32 -10 -115 247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 67.5 1.1 4.4 2.4 6.1 0.8 1.2 2.8 7.8 9.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 . . . . . . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 17,140 : : Positions : : 16,087 14,360 6 599 477 0 0 0 116 1,321 160 : : : : Changes from: October 25, 2011 : : -2,244 -2,015 6 -263 5 -125 0 0 -180 -278 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 83.8 0.0 3.5 2.8 0.0 0.0 0.0 0.7 7.7 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 42 . . . 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,491 : : Positions : : 1,435 1,112 0 37 46 0 157 78 0 176 34 : : : : Changes from: October 25, 2011 : : 115 223 0 5 -14 0 -2 0 0 50 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 44.6 0.0 1.5 1.8 0.0 6.3 3.1 0.0 7.1 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 17 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,513 : : Positions : : 895 1,032 32 0 20 0 0 0 52 48 41 : : : : Changes from: October 25, 2011 : : 210 235 -11 0 20 0 0 0 -28 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 68.2 2.1 0.0 1.3 0.0 0.0 0.0 3.4 3.2 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 23 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 437,022 : : Positions : : 131,329 139,775 62,466 70,878 80,528 27,359 20,084 15,345 7,392 6,295 88,619 : : : : Changes from: October 25, 2011 : : 10,565 -1,825 4,863 3,102 -787 112 9,947 -4,225 -5,588 -1,056 23,271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 32.0 14.3 16.2 18.4 6.3 4.6 3.5 1.7 1.4 20.3 : : : : Number of Traders in Each Category Total Traders: 122 : : 34 37 14 17 27 14 9 16 11 14 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,345,024 : : Positions : : 176,167 300,254 203,259 245,451 250,972 229,279 49,434 174,009 94,359 112,592 147,454 : : : : Changes from: October 25, 2011 : : -7,041 -14,011 -6,561 9,297 -1,467 -7,975 -3,673 -15,458 -3,599 -9,795 -8,310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 22.3 15.1 18.2 18.7 17.0 3.7 12.9 7.0 8.4 11.0 : : : : Number of Traders in Each Category Total Traders: 334 : : 46 54 30 21 41 69 42 64 52 49 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 199,190 : : Positions : : 39,832 29,642 45,134 79,743 30,395 1,358 0 132 44,532 16,686 4,093 : : : : Changes from: October 25, 2011 : : -2,289 63 2,183 -791 -2,716 251 0 0 -2,648 -4,338 -1,154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 14.9 22.7 40.0 15.3 0.7 0.0 0.1 22.4 8.4 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 7 7 9 13 . 0 . 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 12,131 : : Positions : : 5,439 7,278 4,838 2,330 1,182 0 500 0 525 716 125 : : : : Changes from: October 25, 2011 : : -3,838 -2,038 1,067 -875 -1,125 0 0 0 25 167 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 60.0 39.9 19.2 9.7 0.0 4.1 0.0 4.3 5.9 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 15 8 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 74,939 : : Positions : : 9,925 3,745 33,953 26,193 20,147 4,003 5,894 1,066 0 9,167 3,757 : : : : Changes from: October 25, 2011 : : 0 0 1,024 224 46 97 -3,555 -3,612 0 3,790 2,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 5.0 45.3 35.0 26.9 5.3 7.9 1.4 0.0 12.2 5.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 5 4 11 10 17 5 . 7 0 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 34,835 : : Positions : : 1,439 3,327 11,209 12,182 12,298 3,941 0 1,650 0 1,178 863 : : : : Changes from: October 25, 2011 : : 0 0 -405 532 -20 580 -801 -1,122 -700 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.1 9.6 32.2 35.0 35.3 11.3 0.0 4.7 0.0 3.4 2.5 : : : : Number of Traders in Each Category Total Traders: 25 : : . 4 8 6 13 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 11,590 : : Positions : : 2,550 1,720 3,540 7,465 2,225 3,227 0 0 0 100 0 : : : : Changes from: October 25, 2011 : : -195 90 -1,030 -1,340 -670 -100 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 14.8 30.5 64.4 19.2 27.8 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 9 8 6 7 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 20,066 : : Positions : : 1,473 721 0 3,411 5,191 3,035 0 2,653 1,615 1,102 3,189 : : : : Changes from: October 25, 2011 : : -104 -701 0 800 -248 480 -532 -280 -714 239 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 3.6 0.0 17.0 25.9 15.1 0.0 13.2 8.0 5.5 15.9 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 0 7 6 4 0 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 267,417 : : Positions : : 98,974 181,592 29,392 11,568 14,131 66,002 6,202 14,161 13,761 15,724 11,903 : : : : Changes from: October 25, 2011 : : -4,265 -7,936 390 1,160 -2,243 -2,877 -1,351 -1,650 -2,941 -1,654 952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 67.9 11.0 4.3 5.3 24.7 2.3 5.3 5.1 5.9 4.5 : : : : Number of Traders in Each Category Total Traders: 197 : : 57 73 16 6 15 56 7 30 15 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 20,502 : : Positions : : 5,829 12,541 575 1,264 367 1,427 0 876 5,416 0 120 : : : : Changes from: October 25, 2011 : : -949 -3,298 58 100 75 -722 0 0 -743 -280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 61.2 2.8 6.2 1.8 7.0 0.0 4.3 26.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 28,925 : : Positions : : 28,345 14,475 0 12,050 0 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 2,970 1,960 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 50.0 0.0 41.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 0 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 7,082 : : Positions : : 4,092 5,231 1,704 678 1,153 0 0 0 100 0 0 : : : : Changes from: October 25, 2011 : : 170 170 0 0 92 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 73.9 24.1 9.6 16.3 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 55,650 : : Positions : : 48,067 31,155 4,083 21,057 2,285 300 411 2 0 0 0 : : : : Changes from: October 25, 2011 : : 601 939 99 -390 -355 0 69 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 56.0 7.3 37.8 4.1 0.5 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 24 6 7 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 15,577 : : Positions : : 11,315 10,057 3,372 4,475 770 0 200 0 0 50 0 : : : : Changes from: October 25, 2011 : : -175 -355 -230 0 210 0 -100 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 64.6 21.6 28.7 4.9 0.0 1.3 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 9 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 6,545 : : Positions : : 4,920 2,205 1,175 640 450 0 0 0 0 3,250 0 : : : : Changes from: October 25, 2011 : : 125 -50 -25 200 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 33.7 18.0 9.8 6.9 0.0 0.0 0.0 0.0 49.7 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 12 5 5 4 0 0 0 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 5,950 : : Positions : : 2,800 3,922 1,419 630 1,190 0 0 0 114 0 118 : : : : Changes from: October 25, 2011 : : 31 -19 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 65.9 23.8 10.6 20.0 0.0 0.0 0.0 1.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 6 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 19,391 : : Positions : : 12,118 9,973 3,867 4,346 1,814 25 2,079 21 652 244 812 : : : : Changes from: October 25, 2011 : : -1,399 -2,010 -493 102 -560 0 -192 0 -139 79 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 51.4 19.9 22.4 9.4 0.1 10.7 0.1 3.4 1.3 4.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 25 27 10 8 11 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,451 : : Positions : : 8,694 7,264 123 2,921 284 1,051 0 778 307 0 150 : : : : Changes from: October 25, 2011 : : -2,086 -1,585 18 -526 -45 -87 0 71 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 63.4 1.1 25.5 2.5 9.2 0.0 6.8 2.7 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 18 . 9 6 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 31,956 : : Positions : : 13,033 18,685 4,210 7,654 3,506 415 540 60 9,874 150 616 : : : : Changes from: October 25, 2011 : : -702 -1,362 -562 -773 -99 -875 0 0 -47 -175 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 58.5 13.2 24.0 11.0 1.3 1.7 0.2 30.9 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 14 21 8 8 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2011