Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 47,166 : : Positions : : 32,146 38,068 9,432 1,171 4,480 0 0 0 985 3,180 64 : : : : Changes from: November 23, 2010 : : 4,382 3,902 6 150 176 0 0 0 0 346 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 80.7 20.0 2.5 9.5 0.0 0.0 0.0 2.1 6.7 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 38 13 . 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 33,409 : : Positions : : 27,318 25,964 3,168 4,794 2,441 0 0 0 400 0 0 : : : : Changes from: November 23, 2010 : : 706 706 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 77.7 9.5 14.3 7.3 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 28 6 5 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165C Open Interest is 5,854 : : Positions : : 2,142 3,900 1,716 0 440 0 0 0 146 216 55 : : : : Changes from: November 23, 2010 : : -57 -88 -10 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 66.6 29.3 0.0 7.5 0.0 0.0 0.0 2.5 3.7 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 6 0 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,133 : : Positions : : 5,134 5,403 672 763 2,247 0 0 0 722 308 113 : : : : Changes from: November 23, 2010 : : 400 388 34 75 166 0 0 0 30 37 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 53.3 6.6 7.5 22.2 0.0 0.0 0.0 7.1 3.0 1.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 25 7 10 16 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,490 : : Positions : : 4,543 6,112 1,274 93 1,066 0 0 0 689 354 303 : : : : Changes from: November 23, 2010 : : 314 617 -9 -80 39 0 0 0 109 -100 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 72.0 15.0 1.1 12.6 0.0 0.0 0.0 8.1 4.2 3.6 : : : : Number of Traders in Each Category Total Traders: 71 : : 38 42 11 4 13 0 0 0 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,478 : : Positions : : 504 763 119 846 420 225 0 0 272 0 15 : : : : Changes from: November 23, 2010 : : 5 20 -5 126 5 0 0 0 185 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 30.8 4.8 34.1 16.9 9.1 0.0 0.0 11.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 9 . 6 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,666 : : Positions : : 943 732 95 71 104 0 0 0 0 55 0 : : : : Changes from: November 23, 2010 : : 45 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 43.9 5.7 4.3 6.2 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,910 : : Positions : : 869 1,162 445 14 114 0 0 0 60 85 0 : : : : Changes from: November 23, 2010 : : 5 53 0 5 -18 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 60.8 23.3 0.7 6.0 0.0 0.0 0.0 3.1 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 15,771 : : Positions : : 10,152 14,094 4,347 160 1,077 0 0 0 0 400 0 : : : : Changes from: November 23, 2010 : : 348 415 67 0 -42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 89.4 27.6 1.0 6.8 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 13 8 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 300,911 : : Positions : : 79,743 198,530 76,271 1,165 8,356 41,186 12,613 23,188 11,472 18,050 16,438 : : : : Changes from: November 23, 2010 : : -9,647 -8,628 -4,249 -202 -2,712 -1,512 199 -1,626 1,070 -2,644 2,327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 66.0 25.3 0.4 2.8 13.7 4.2 7.7 3.8 6.0 5.5 : : : : Number of Traders in Each Category Total Traders: 164 : : 46 71 15 . 15 33 8 18 13 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 20,416 : : Positions : : 13,815 14,882 3,011 802 2,380 50 0 100 425 1,622 550 : : : : Changes from: November 23, 2010 : : 2,554 2,304 115 240 135 0 0 0 0 125 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 72.9 14.7 3.9 11.7 0.2 0.0 0.5 2.1 7.9 2.7 : : : : Number of Traders in Each Category Total Traders: 70 : : 31 37 11 4 10 . 0 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 8,009 : : Positions : : 2,280 3,966 1,014 1,957 1,886 390 0 0 2,295 0 50 : : : : Changes from: November 23, 2010 : : 0 -61 0 111 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 49.5 12.7 24.4 23.5 4.9 0.0 0.0 28.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 11 6 10 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #02265U Open Interest is 10,286 : : Positions : : 5,575 6,000 150 3,355 480 300 80 0 3,388 0 351 : : : : Changes from: November 23, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 58.3 1.5 32.6 4.7 2.9 0.8 0.0 32.9 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 8 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 METRIC TONS) : CFTC Code #02265V Open Interest is 4,177 : : Positions : : 2,270 985 101 600 255 0 0 0 146 150 336 : : : : Changes from: November 23, 2010 : : 39 9 0 0 0 0 0 0 0 -35 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 23.6 2.4 14.4 6.1 0.0 0.0 0.0 3.5 3.6 8.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . 5 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 2,977 : : Positions : : 2,147 2,282 350 395 250 0 0 0 130 0 0 : : : : Changes from: November 23, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 76.7 11.8 13.3 8.4 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,412 : : Positions : : 5,375 5,184 92 530 172 750 110 240 296 674 204 : : : : Changes from: November 23, 2010 : : -352 -364 -6 74 -3 -25 40 -29 65 -123 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 69.9 1.2 7.2 2.3 10.1 1.5 3.2 4.0 9.1 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 7,988 : : Positions : : 7,174 6,130 454 606 251 0 0 0 0 924 0 : : : : Changes from: November 23, 2010 : : 294 560 245 -42 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 76.7 5.7 7.6 3.1 0.0 0.0 0.0 0.0 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 23 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 2,468 : : Positions : : 2,389 2,280 45 158 5 0 0 0 0 0 0 : : : : Changes from: November 23, 2010 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 92.4 1.8 6.4 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,837 : : Positions : : 2,072 1,600 0 0 0 124 180 40 0 38 0 : : : : Changes from: November 23, 2010 : : 139 185 0 0 0 49 0 -5 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 56.4 0.0 0.0 0.0 4.4 6.3 1.4 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 20 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,326 : : Positions : : 1,514 1,647 36 134 75 0 30 0 161 0 24 : : : : Changes from: November 23, 2010 : : -30 -25 0 10 -10 0 30 0 72 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 70.8 1.5 5.8 3.2 0.0 1.3 0.0 6.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 23 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 472,561 : : Positions : : 132,402 177,173 65,347 60,045 93,383 32,184 18,443 34,266 25,108 1,530 71,938 : : : : Changes from: November 23, 2010 : : -9,146 -184 -890 5,674 665 2,041 -6,783 2,400 2,444 -4,016 -271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 37.5 13.8 12.7 19.8 6.8 3.9 7.3 5.3 0.3 15.2 : : : : Number of Traders in Each Category Total Traders: 124 : : 37 39 11 18 26 17 8 17 19 6 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,342,325 : : Positions : : 205,690 342,320 218,879 254,844 181,401 223,158 71,093 155,670 88,238 93,409 180,499 : : : : Changes from: November 23, 2010 : : 11,419 6,101 -10,786 1,505 6,399 3,069 -22,091 3,543 -9,336 10,376 4,351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 25.5 16.3 19.0 13.5 16.6 5.3 11.6 6.6 7.0 13.4 : : : : Number of Traders in Each Category Total Traders: 345 : : 46 56 23 24 37 72 41 65 51 52 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 248,578 : : Positions : : 54,341 45,094 69,756 71,548 45,680 1,691 0 337 27,074 16,556 14,027 : : : : Changes from: November 23, 2010 : : 2,484 -26 -1,578 1,351 1,487 651 0 -176 -20 147 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 18.1 28.1 28.8 18.4 0.7 0.0 0.1 10.9 6.7 5.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 12 12 9 9 16 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 42,744 : : Positions : : 12,604 23,639 16,866 2,710 12,945 0 1,352 0 208 1,962 58 : : : : Changes from: November 23, 2010 : : -18 907 667 -250 433 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 55.3 39.5 6.3 30.3 0.0 3.2 0.0 0.5 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 25 26 15 5 14 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 84,939 : : Positions : : 9,700 4,439 36,772 10,965 28,474 4,451 25,918 1,288 0 7,054 1,062 : : : : Changes from: November 23, 2010 : : 5 175 750 -150 -266 -1,500 -460 0 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 5.2 43.3 12.9 33.5 5.2 30.5 1.5 0.0 8.3 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 6 13 8 17 . 7 6 0 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 16,925 : : Positions : : 5,392 4,560 2,768 7,550 4,190 4,525 25 0 0 550 0 : : : : Changes from: November 23, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 26.9 16.4 44.6 24.8 26.7 0.1 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 10 6 10 7 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 271,829 : : Positions : : 90,171 198,882 34,421 6,467 17,069 69,867 4,397 20,638 13,158 7,199 6,691 : : : : Changes from: November 23, 2010 : : -8,308 -4,787 -1,273 780 -182 4,595 413 1,630 -323 -77 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 73.2 12.7 2.4 6.3 25.7 1.6 7.6 4.8 2.6 2.5 : : : : Number of Traders in Each Category Total Traders: 202 : : 58 74 16 6 17 61 7 21 15 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 23,716 : : Positions : : 13,520 13,944 2,349 2,638 199 1,751 470 575 651 669 992 : : : : Changes from: November 23, 2010 : : -79 -663 0 84 0 0 400 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 58.8 9.9 11.1 0.8 7.4 2.0 2.4 2.7 2.8 4.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 19 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 5,891 : : Positions : : 3,744 4,589 1,388 476 383 100 0 0 122 310 20 : : : : Changes from: November 23, 2010 : : 389 357 0 -18 50 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 77.9 23.6 8.1 6.5 1.7 0.0 0.0 2.1 5.3 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 19 8 . 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 61,193 : : Positions : : 50,017 39,173 7,116 17,016 2,603 460 2,186 35 0 0 0 : : : : Changes from: November 23, 2010 : : 1,006 1,506 350 25 60 -25 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 64.0 11.6 27.8 4.3 0.8 3.6 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 24 8 5 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 19,096 : : Positions : : 14,336 15,956 2,995 2,025 1,115 400 0 0 0 0 0 : : : : Changes from: November 23, 2010 : : 1,215 1,330 315 200 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 83.6 15.7 10.6 5.8 2.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 7 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 8,299 : : Positions : : 2,815 3,545 2,414 734 1,770 750 0 0 100 2,050 50 : : : : Changes from: November 23, 2010 : : 800 300 100 -600 625 0 0 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 42.7 29.1 8.8 21.3 9.0 0.0 0.0 1.2 24.7 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 15 10 7 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 18,416 : : Positions : : 12,530 14,648 2,070 2,472 896 150 0 0 2,445 0 50 : : : : Changes from: November 23, 2010 : : 295 515 -26 10 20 0 0 0 256 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 79.5 11.2 13.4 4.9 0.8 0.0 0.0 13.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 16 7 4 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 17,004 : : Positions : : 9,080 8,471 3,994 5,143 1,690 0 493 150 854 392 203 : : : : Changes from: November 23, 2010 : : 507 -34 -32 427 -178 0 0 0 -32 114 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 49.8 23.5 30.2 9.9 0.0 2.9 0.9 5.0 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 17 6 9 9 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 15,538 : : Positions : : 14,397 9,049 358 3,486 391 0 1,839 33 0 426 54 : : : : Changes from: November 23, 2010 : : 999 309 -39 149 -1 0 542 -57 -27 14 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 58.2 2.3 22.4 2.5 0.0 11.8 0.2 0.0 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 5 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 32,294 : : Positions : : 9,168 20,449 9,645 3,065 5,672 0 0 50 5,805 1,418 1,308 : : : : Changes from: November 23, 2010 : : -117 -225 0 0 0 0 0 0 -228 0 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 63.3 29.9 9.5 17.6 0.0 0.0 0.2 18.0 4.4 4.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 17 17 12 5 15 0 0 . 5 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated December 3, 2010