Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 39,592 : : Positions : : 27,862 33,516 6,291 854 4,923 0 0 0 394 0 12 : : : : Changes from: November 29, 2011 : : -6,479 -7,949 -1,070 444 -799 0 0 0 -11 0 -238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 84.7 15.9 2.2 12.4 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 23 38 12 4 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 13,829 : : Positions : : 9,562 10,564 1,192 255 2,926 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -2,334 -1,517 446 -344 609 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 76.4 8.6 1.8 21.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 23 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,160 : : Positions : : 5,817 5,966 577 304 2,460 0 0 0 112 318 165 : : : : Changes from: November 29, 2011 : : -514 -620 -323 -66 -189 0 0 0 60 -30 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 58.7 5.7 3.0 24.2 0.0 0.0 0.0 1.1 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 25 6 6 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 5,937 : : Positions : : 3,054 3,912 993 181 669 0 46 25 355 25 297 : : : : Changes from: November 29, 2011 : : -984 -1,248 -231 -169 -126 0 0 0 -234 -5 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 65.9 16.7 3.0 11.3 0.0 0.8 0.4 6.0 0.4 5.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 29 10 . 12 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 2,895 : : Positions : : 1,348 1,284 62 278 423 0 0 90 95 493 6 : : : : Changes from: November 29, 2011 : : -262 -223 -183 -113 -49 0 0 0 -95 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 44.4 2.1 9.6 14.6 0.0 0.0 3.1 3.3 17.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . 5 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 8,640 : : Positions : : 7,336 7,783 758 351 375 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -922 -572 224 171 -353 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 90.1 8.8 4.1 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 22,384 : : Positions : : 17,416 18,062 2,607 1,513 2,235 0 0 0 0 448 126 : : : : Changes from: November 29, 2011 : : -4,257 -4,200 -181 -163 28 0 0 0 0 -75 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 80.7 11.6 6.8 10.0 0.0 0.0 0.0 0.0 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 15 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 310,785 : : Positions : : 95,626 175,384 51,862 6,289 24,701 40,209 8,994 17,513 8,751 23,503 29,447 : : : : Changes from: November 29, 2011 : : 8,777 3,037 -1,444 300 775 -2,624 1,880 309 117 187 -910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 56.4 16.7 2.0 7.9 12.9 2.9 5.6 2.8 7.6 9.5 : : : : Number of Traders in Each Category Total Traders: 162 : : 60 70 16 4 16 30 10 21 13 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 50,315 : : Positions : : 12,409 11,711 7,992 1,323 11,332 0 0 0 0 8,058 17,029 : : : : Changes from: November 29, 2011 : : -3,863 -5,489 -815 79 -4,865 0 0 0 -98 383 -8,263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 23.3 15.9 2.6 22.5 0.0 0.0 0.0 0.0 16.0 33.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 6 4 10 0 0 0 . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 11,235 : : Positions : : 7,789 6,499 893 1,762 1,903 100 0 0 400 821 150 : : : : Changes from: November 29, 2011 : : -2,492 -2,402 -430 -899 -217 -100 0 0 -450 -195 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 57.8 7.9 15.7 16.9 0.9 0.0 0.0 3.6 7.3 1.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 28 6 6 9 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 8,107 : : Positions : : 5,214 4,925 775 1,892 940 770 0 0 250 205 0 : : : : Changes from: November 29, 2011 : : -326 -420 -50 408 -55 117 0 -100 50 -205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 60.7 9.6 23.3 11.6 9.5 0.0 0.0 3.1 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 12 5 6 8 4 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 10,072 : : Positions : : 7,368 6,332 0 946 107 821 75 185 346 1,265 601 : : : : Changes from: November 29, 2011 : : -283 -269 0 288 -11 109 -9 46 -3 -160 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 62.9 0.0 9.4 1.1 8.2 0.7 1.8 3.4 12.6 6.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 20 0 . . 4 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 14,420 : : Positions : : 13,556 11,916 0 701 393 0 22 28 193 1,156 92 : : : : Changes from: November 29, 2011 : : -4,678 -3,987 0 -320 -117 0 0 0 -263 -371 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 82.6 0.0 4.9 2.7 0.0 0.2 0.2 1.3 8.0 0.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 39 0 . . 0 . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 2,498 : : Positions : : 1,635 1,551 0 78 6 14 0 174 30 123 0 : : : : Changes from: November 29, 2011 : : -241 -173 0 39 -2 14 -22 -29 0 2 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 62.1 0.0 3.1 0.2 0.6 0.0 7.0 1.2 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 18 0 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 1,491 : : Positions : : 879 1,014 129 0 32 0 0 0 46 182 0 : : : : Changes from: November 29, 2011 : : -346 -341 65 0 -56 0 0 0 -58 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 68.0 8.7 0.0 2.1 0.0 0.0 0.0 3.1 12.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 481,808 : : Positions : : 150,167 154,020 43,333 68,223 82,277 27,347 13,252 27,177 11,193 2,441 117,597 : : : : Changes from: November 29, 2011 : : 15,000 8,616 -3,871 1,066 1,791 -2,276 -1,842 -1,704 -2,844 -1,290 388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 32.0 9.0 14.2 17.1 5.7 2.8 5.6 2.3 0.5 24.4 : : : : Number of Traders in Each Category Total Traders: 117 : : 35 37 14 15 22 14 8 14 18 6 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,297,224 : : Positions : : 240,086 371,961 196,735 319,521 640,405 232,015 29,280 304,741 98,137 73,400 488,634 : : : : Changes from: November 29, 2011 : : -5,212 -7,311 -6,566 10,151 19,124 3,010 -5,030 20,570 1,684 1,922 16,157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 16.2 8.6 13.9 27.9 10.1 1.3 13.3 4.3 3.2 21.3 : : : : Number of Traders in Each Category Total Traders: 356 : : 44 57 15 36 43 85 35 82 57 58 100 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 188,558 : : Positions : : 53,083 114,662 15,092 20,929 11,498 1,002 12,390 9,618 81,244 1,007 15,330 : : : : Changes from: November 29, 2011 : : 2,362 -3,565 266 2,092 861 -599 -300 642 -3,579 -62 2,088 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 60.8 8.0 11.1 6.1 0.5 6.6 5.1 43.1 0.5 8.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 11 . 6 7 . . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 196,946 : : Positions : : 39,963 28,767 40,859 74,571 29,960 673 0 1,020 45,765 15,476 2,967 : : : : Changes from: November 29, 2011 : : -1,368 -1,273 -3,558 -5,388 -2,504 -109 0 60 -1,048 -3,330 -1,332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 14.6 20.7 37.9 15.2 0.3 0.0 0.5 23.2 7.9 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 8 8 7 8 13 . 0 . 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 87,601 : : Positions : : 6,370 7,359 6,782 24,035 36,433 14,569 840 7,729 4,169 490 7,465 : : : : Changes from: November 29, 2011 : : 200 269 440 1,449 33 1,012 -182 926 6 -9 889 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 8.4 7.7 27.4 41.6 16.6 1.0 8.8 4.8 0.6 8.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 4 4 10 9 18 10 . 9 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 512,599 : : Positions : : 69,879 60,848 44,908 87,244 266,362 0 2,038 13,612 36,179 0 70,486 : : : : Changes from: November 29, 2011 : : -5,093 -6,180 339 -2,353 -12,751 0 -455 -314 -3,817 0 -8,330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 11.9 8.8 17.0 52.0 0.0 0.4 2.7 7.1 0.0 13.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 7 8 10 18 28 0 . . 13 0 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 16,528 : : Positions : : 8,175 10,999 5,001 1,222 2,556 0 50 25 200 1,125 550 : : : : Changes from: November 29, 2011 : : -653 -947 -855 -653 2 -75 50 -50 0 -33 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 66.5 30.3 7.4 15.5 0.0 0.3 0.2 1.2 6.8 3.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 16 8 6 12 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 57,181 : : Positions : : 5,043 2,076 24,705 16,758 17,887 3,106 4,927 223 900 7,178 1,807 : : : : Changes from: November 29, 2011 : : 0 0 212 0 -212 -57 0 -18 240 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 3.6 43.2 29.3 31.3 5.4 8.6 0.4 1.6 12.6 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 4 . 8 9 14 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 28,974 : : Positions : : 200 2,251 12,218 9,617 10,522 2,632 1,127 1,018 0 1,575 400 : : : : Changes from: November 29, 2011 : : 0 0 -897 1,151 290 40 -863 818 0 -845 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 7.8 42.2 33.2 36.3 9.1 3.9 3.5 0.0 5.4 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 6 6 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 9,270 : : Positions : : 2,655 1,260 2,755 6,380 1,555 2,227 0 0 0 50 0 : : : : Changes from: November 29, 2011 : : -495 -310 -785 -1,265 -415 -400 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 13.6 29.7 68.8 16.8 24.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 8 5 8 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 24,264 : : Positions : : 1,134 1,244 2,040 2,032 6,209 2,241 2,395 3,293 2,198 1,823 2,789 : : : : Changes from: November 29, 2011 : : 8 34 -22 -5 -181 8 -88 259 -154 232 -1,117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.7 5.1 8.4 8.4 25.6 9.2 9.9 13.6 9.1 7.5 11.5 : : : : Number of Traders in Each Category Total Traders: 24 : : . . . 4 8 . 5 4 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 18,011 : : Positions : : 137 0 2,484 2,572 11,221 1,570 1,885 1,174 150 307 106 : : : : Changes from: November 29, 2011 : : -12 0 -618 -221 -278 -52 -106 -88 -57 -226 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 0.0 13.8 14.3 62.3 8.7 10.5 6.5 0.8 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : . 0 7 8 13 5 5 5 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 94,369 : : Positions : : 6,228 4,716 14,784 18,605 44,950 4,241 0 3,413 3,183 785 5,894 : : : : Changes from: November 29, 2011 : : -632 -1,912 -126 -387 -3,622 -638 0 -263 -236 151 -664 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 5.0 15.7 19.7 47.6 4.5 0.0 3.6 3.4 0.8 6.2 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 5 11 15 . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 280,490 : : Positions : : 105,333 186,174 29,130 10,692 15,446 65,347 6,496 18,053 12,716 15,772 14,643 : : : : Changes from: November 29, 2011 : : 952 9,541 418 882 -1,026 3,506 -4,021 937 -111 2,345 -2,503 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 66.4 10.4 3.8 5.5 23.3 2.3 6.4 4.5 5.6 5.2 : : : : Number of Traders in Each Category Total Traders: 191 : : 60 77 14 7 15 52 10 26 16 6 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 19,280 : : Positions : : 5,840 8,747 67 2,974 500 2,510 0 903 4,731 0 90 : : : : Changes from: November 29, 2011 : : -606 -3,590 -437 -134 -26 -291 0 -75 -1,106 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 45.4 0.3 15.4 2.6 13.0 0.0 4.7 24.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 8,497 : : Positions : : 6,587 6,948 774 0 108 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -412 -1,068 -303 -259 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 81.8 9.1 0.0 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 7,164 : : Positions : : 3,851 4,351 1,226 493 1,467 0 0 0 400 633 200 : : : : Changes from: November 29, 2011 : : -896 -1,714 -771 -79 177 0 0 0 0 126 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 60.7 17.1 6.9 20.5 0.0 0.0 0.0 5.6 8.8 2.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 19 7 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 51,315 : : Positions : : 44,802 26,179 3,546 22,913 1,731 575 134 0 0 0 0 : : : : Changes from: November 29, 2011 : : -7,839 -6,483 -58 -1,533 -324 150 1 -2 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 51.0 6.9 44.7 3.4 1.1 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 25 6 7 7 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 13,076 : : Positions : : 10,020 7,786 2,351 4,705 585 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -1,390 -1,825 -395 40 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 59.5 18.0 36.0 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 8 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 6,015 : : Positions : : 4,345 2,210 1,130 890 490 0 0 0 50 2,425 0 : : : : Changes from: November 29, 2011 : : -275 -435 -95 -35 40 0 0 0 -500 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 36.7 18.8 14.8 8.1 0.0 0.0 0.0 0.8 40.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 10 7 4 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 3,845 : : Positions : : 2,047 2,545 456 277 843 0 0 0 9 0 78 : : : : Changes from: November 29, 2011 : : -890 -961 -148 -13 -337 0 0 0 9 -76 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 66.2 11.9 7.2 21.9 0.0 0.0 0.0 0.2 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 5 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 23,494 : : Positions : : 14,314 12,971 5,422 3,690 2,063 0 3,597 0 752 137 933 : : : : Changes from: November 29, 2011 : : -1,903 -1,362 -260 -369 -490 0 -282 0 132 -53 -266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 55.2 23.1 15.7 8.8 0.0 15.3 0.0 3.2 0.6 4.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 22 27 9 8 11 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 4,370 : : Positions : : 3,317 1,533 614 514 143 0 1,866 0 264 160 0 : : : : Changes from: November 29, 2011 : : 38 -98 4 -1,622 -111 0 156 0 -1,644 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 35.1 14.1 11.8 3.3 0.0 42.7 0.0 6.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 8 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 11,603 : : Positions : : 8,798 7,073 257 3,083 71 1,679 585 500 135 164 112 : : : : Changes from: November 29, 2011 : : -1,584 -1,014 179 -546 -161 179 219 -293 -83 38 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 61.0 2.2 26.6 0.6 14.5 5.0 4.3 1.2 1.4 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 20 . 8 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 32,840 : : Positions : : 14,515 16,666 3,460 9,636 3,043 25 2,201 175 10,771 75 641 : : : : Changes from: November 29, 2011 : : -1,422 -1,293 151 -499 -875 -25 201 -225 -408 -75 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 50.7 10.5 29.3 9.3 0.1 6.7 0.5 32.8 0.2 2.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 15 23 8 10 9 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated December 9, 2011